Search results for: Phase Behavior
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3618

Search results for: Phase Behavior

1248 Application of the Experimental Planning Design to the Notched Precracked Tensile Fracture of Composite

Authors: N. Mahmoudi

Abstract:

Composite materials have important assets compared to traditional materials. They bring many functional advantages: lightness, mechanical resistance and chemical, etc. In the present study we examine the effect of a circular central notch and a precrack on the tensile fracture of two woven composite materials. The tensile tests were applied to a standardized specimen, notched and a precarcked (orientation of the crack 0°, 45° and 90°). These tensile tests were elaborated according to an experimental planning design of the type 23.31 requiring 24 experiments with three repetitions. By the analysis of regression, we obtained a mathematical model describing the maximum load according to the influential parameters (hole diameter, precrack length, angle of a precrack orientation). The specimens precracked at 90° have a better behavior than those having a precrack at 45° and still better than those having of the precracks oriented at 0°. In addition the maximum load is inversely proportional to the notch size.

Keywords: Polymer matrix, Glasses, Fracture.

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1247 Utilization of EAF Reducing Slag from Stainless Steelmaking Process as a Sorbent for CO2

Authors: M. N. N. Hisyamudin, S. Yokoyama, M. Umemoto

Abstract:

In this study, an experimental investigation was carried out to fix CO2 into the electronic arc furnace (EAF) reducing slag from stainless steelmaking process under wet grinding. The slag was ground by the vibrating ball mill with the CO2 and pure water. The reaction behavior was monitored with constant pressure method, and the change of CO2 volume in the experimental system with grinding time was measured. It was found that the CO2 absorption occurred as soon as the grinding started. The CO2 absorption under wet grinding was significantly larger than that under dry grinding. Generally, the amount of CO2 absorption increased as the amount of water, the amount of slag, the diameter of alumina ball and the initial pressure of CO2 increased. However, the initial absorption rate was scarcely influenced by the experimental conditions except for the initial CO2 pressure. According to this research, the CO2 reacted with the CaO inside the slag to form CaCO3.

Keywords: CO2 absorption, EAF reducing slag, vibration ball mill, wet grinding.

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1246 The Pack-Bed Sphere Liquid Porous Burner

Authors: B. Krittacom, P. Amatachaya, W. Srimuang, K. Inla

Abstract:

The combustion of liquid fuel in the porous burner (PB) was experimented to investigate evaporation mechanism and combustion behavior. The diesel oil was used as fuel and the pebbles carefully chosen in the same size like the solid sphere homogeneously was adopted as the porous media. Two structures of the liquid porous burner, i.e. the PB without and with installation of porous emitter (PE), were performed. PE was installed by lower than PB with distance of 20 cm. The pebbles having porosity (φ) of 0.45 and 0.52 were, respectively, used in PB and PE. The fuel was supplied dropwise from the top through the PB and the combustion was occurred between PB and PE. Axial profiles of temperature along the burner length were measured to clarify the evaporation and combustion phenomena. The pollutant emission characteristics were monitored at the burner exit. From the experiment, it was found that the temperature profiles of both structures decreased with the three ways swirling air flows (QA) increasing. On the other hand, the temperature profiles increased with fuel heat input (QF). Obviously, the profile of the porous burner installed with PE was higher than that of the porous burner without PE

Keywords: Liquid fuel, Porous burner, Temperature profile.

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1245 Diagnosis of Static, Dynamic and Mixed Eccentricity in Line Start Permanent Magnet Synchronous Motor by Using FEM

Authors: Mohamed Moustafa Mahmoud Sedky

Abstract:

In Line start permanent magnet synchronous motor,  eccentricity is a common fault that can make it necessary to remove  the motor from the production line. However, because the motor may  be inaccessible, diagnosing the fault is not easy. This paper presents  an FEM that identifies different models, static eccentricity, dynamic  eccentricity, and mixed eccentricity, at no load and full load. The  method overcomes the difficulty of applying FEMs to transient  behavior. It simulates motor speed, torque and flux density  distribution along the air gap for SE,DE, and ME. This paper  represents the various effects of different eccentricitiestypes on the  transient performance.

Keywords: Line Start Permanent magnet, synchronous machine, Static Eccentricity, Dynamic Eccentricity, Mixed Eccentricity.

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1244 Classification Based on Deep Neural Cellular Automata Model

Authors: Yasser F. Hassan

Abstract:

Deep learning structure is a branch of machine learning science and greet achievement in research and applications. Cellular neural networks are regarded as array of nonlinear analog processors called cells connected in a way allowing parallel computations. The paper discusses how to use deep learning structure for representing neural cellular automata model. The proposed learning technique in cellular automata model will be examined from structure of deep learning. A deep automata neural cellular system modifies each neuron based on the behavior of the individual and its decision as a result of multi-level deep structure learning. The paper will present the architecture of the model and the results of simulation of approach are given. Results from the implementation enrich deep neural cellular automata system and shed a light on concept formulation of the model and the learning in it.

Keywords: Cellular automata, neural cellular automata, deep learning, classification.

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1243 Analysis of Dynamic Loads Induced by Spectator Movements in Stadium

Authors: Gee-Cheol Kim, Sang-Hoon Lee, Joo-Won Kang

Abstract:

In the stadium structure, the significant dynamic responses such as resonance or similar behavior can be occurred by spectator rhythmical activities. Thus, accurate analysis and precise investigation of stadium structure that is subjected to dynamic loads are required for practical design and serviceability check of stadium structures. Moreover, it is desirable to measure and analyze the dynamic loads of spectator activities because these dynamic loads can not be easily expressed in numerical formula. In this study, various dynamic loads induced by spectator movements are measured and analyzed. These dynamic loads induced by spectators movement of stadium structure can be classified into the impact load and the periodic load. These dynamic loads can be expressed as Fourier harmonic load. And, these dynamic loads could be applied for the accurate vibration analysis of a stadium structure.

Keywords: stadium structure, spectator rhythmical activities, vibration analysis.

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1242 The Importance of Psychological Contracts through Leadership: The Relationship between Human Resource Strategy and Performance

Authors: Bella Llego

Abstract:

The purpose of this research is: a) to investigate how the HR practices influence psychological contracts, b) to examine the influence of psychological contracts to individual behavior and to contribute individually, c) to study the psychological contact through leadership. This research using mixed methods, qualitative and quantitative research methods were utilized to gather the data collected using a qualitative method by the HR Manager who is in charge of the trainings from the staffs and quantitative method (survey) by using questionnaire was utilized to draw upon and to elaborate on the recurring themes present during the interviews. The survey was done to 400 staffs of the company. The study found that leadership styles supporting the firm’s HR strategy is the key in making psychological contracts that benefit both the firm and its members.

Keywords: Human Resource Performance Practice, and Leadership, Psychological Contacts, Relationship of Managers and staffs.

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1241 Closed Loop Control of Bridgeless Cuk Converter Using Fuzzy Logic Controller for PFC Applications

Authors: Nesapriya. P., S. Rajalaxmi

Abstract:

This paper is based on the bridgeless single-phase Ac–Dc Power Factor Correction (PFC) converters with Fuzzy Logic Controller. High frequency isolated Cuk converters are used as a modular dc-dc converter in Discontinuous Conduction Mode (DCM) of operation of Power Factor Correction. The aim of this paper is to simplify the program complexity of the controller by reducing the number of fuzzy sets of the Membership Functions (MFs) and to improve the efficiency and to eliminate the power quality problems. The output of Fuzzy controller is compared with High frequency triangular wave to generate PWM gating signals of Cuk converter. The proposed topologies are designed to work in Discontinuous Conduction Mode (DCM) to achieve a unity power factor and low total harmonic distortion of the input current. The Fuzzy Logic Controller gives additional advantages such as accurate result, uncertainty and imprecision and automatic control circuitry. Performance comparisons between the proposed and conventional controllers and circuits are performed based on circuit simulations.

Keywords: Fuzzy Logic Controller (FLC), Bridgeless rectifier, Cuk converter, Pulse Width Modulation (PWM), Power Factor Correction, Total Harmonic Distortion (THD).

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1240 Vibration and Operation Technical Consideration before Field Balance of Gas Turbine Utilities (In Iran Power Plants SIEMENS V94.2 Gas Turbines)

Authors: Omid A. Zargar

Abstract:

One of the most challenging times in operation of big industrial plant or utilities is the time that alert lamp of Bently Nevada connection in main board substation turn on and show the alert condition of machine. All of the maintenance groups usually make a lot of discussion with operation and together rather this alert signal is real or fake. This will be more challenging when condition monitoring vibrationdata shows 1X(X=current rotor frequency) in fast Fourier transform(FFT) and vibration phase trends show 90 degree shift between two non-contact probedirections with overall high radial amplitude amounts. In such situations, CM (condition monitoring) groups usually suspicious about unbalance in rotor. In this paper, four critical case histories related to SIEMENS V94.2 Gas Turbines in Iran power industry discussed in details. Furthermore, probe looseness and fake (unreal) trip in gas turbine power plants discussed. In addition, critical operation decision in alert condition in power plants discussed in details.

Keywords: Gas turbine, field balance, turbine compressors, balancing tools, balancing data collectors.

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1239 Creep Constitutive Equation for 2- Materials of Weldment-304L Stainless Steel

Authors: Amir Hossein Daei Sorkhabi, Farid Vakili Tahami

Abstract:

In this paper, creep constitutive equations of base (Parent) and weld materials of the weldment for cold-drawn 304L stainless steel have been obtained experimentally. For this purpose, test samples have been generated from cold drawn bars and weld material according to the ASTM standard. The creep behavior and properties have been examined for these materials by conducting uniaxial creep tests. Constant temperatures and constant load uni-axial creep tests have been carried out at two high temperatures, 680 and 720 oC, subjected to constant loads, which produce initial stresses ranging from 240 to 360 MPa. The experimental data have been used to obtain the creep constitutive parameters using numerical optimization techniques.

Keywords: Creep, Constitutive equation, Cold-drawn 304L stainless steel, Weld, Base material

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1238 Cd2+ Ions Removal from Aqueous Solutions Using Alginite

Authors: Vladimír Frišták, Martin Pipíška, Juraj Lesný

Abstract:

Alginite has been evaluated as an efficient pollution control material. In this paper, alginite from maar Pinciná (SR) for removal of Cd2+ ions from aqueous solution was studied. The potential sorbent was characterized by X-ray fluorescence analysis (RFA) analysis, Fourier transform infrared spectral analysis (FT-IR) and specific surface area (SSA) was also determined. The sorption process was optimized from the point of initial cadmium concentration effect and effect of pH value. The Freundlich and Langmuir models were used to interpret the sorption behavior of Cd2+ ions, and the results showed that experimental data were well fitted by the Langmuir equation. Alginite maximal sorption capacity (Qmax) for Cd2+ ions calculated from Langmuir isotherm was 34 mg/g. Sorption process was significantly affected by initial pH value in the range from 4.0-7.0. Alginite is a comparable sorbent with other materials for toxic metals removal. 

Keywords: Alginites, Cd2+, sorption, Qmax

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1237 Steel–CFRP Composite (CFRP Laminate Sandwiched between Mild Steel Strips) and It-s Behavior as Stirrup in Beams

Authors: Faris Abbas Jawad Uriayer, Mehtab Alam

Abstract:

In this present study, experimental work was conducted to study the effectiveness of newly innovated steel-CFRP composite (CFRP laminates sandwiched between two steel strips) as stirrups. A total numbers of eight concrete beams were tested under four point loads. Each beam measured 1600 mm long, 160mm width and 240 mm depth. The beams were reinforced with different shear reinforcements; one without stirrups, one with steel stirrups and six with different types and numbers of steel-CRFR stirrups. Test results indicated that the steel-CFRP stirrups had enhanced the shear strength capacity of beams. Moreover, the tests revealed that steel- CFRP stirrups reached to their ultimate tensile strength unlike FRP stirrups which rupture at much lower level than their ultimate strength as werereported in various researches.

Keywords: Steel-CFRP Composite, Stirrups, Concrete Beams, Shear Span.

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1236 Cut Flower Production: A Source of Incremental Income for the Marginal Farmers of the State of West Bengal in India

Authors: Ruma Bhattacharyya

Abstract:

The basic objective of this paper is to measure and compare the profitability of investments made by the small and marginal farmers of the state of West Bengal in floriculture shifting from the traditional cultivation of paddy. A comparison of IRR is made to establish the fact that cultivation of flowers yield higher returns farmers whose land size is so small that viability of paddy cultivation is raising a question mark. A detailed study of the price behavior of the flower crop has been carried out in which the factors leading to the volatility of the price and the dispersion of the range have also been discussed. Finally the incremental incomes of the farmers have been calculated with the help of imputed income from paddy cultivation and the reported income from the selected flowers. The study shows that the farmers stand gainers if they opt for flower cultivation.

Keywords: Bazar Samity, Floriculture, Marginal Farmers.

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1235 Utilization of Schnerr-Sauer Cavitation Model for Simulation of Cavitation Inception and Super Cavitation

Authors: Mohammadreza Nezamirad, Azadeh Yazdi, Sepideh Amirahmadian, Nasim Sabetpour, Amirmasoud Hamedi

Abstract:

In this study, the Reynolds-Stress-Navier-Stokes framework is utilized to investigate the flow inside the diesel injector nozzle. The flow is assumed to be multiphase as the formation of vapor by pressure drop is visualized. For pressure and velocity linkage, the coupled algorithm is used. Since the cavitation phenomenon inherently is unsteady, the quasi-steady approach is utilized for saving time and resources in the current study. Schnerr-Sauer cavitation model is used, which was capable of predicting flow behavior both at the initial and final steps of the cavitation process. Two different turbulent models were used in this study to clarify which one is more capable in predicting cavitation inception and super-cavitation. It was found that K-ε was more compatible with the Shnerr-Sauer cavitation model; therefore, the mentioned model is used for the rest of this study.

Keywords: CFD, RANS, cavitation, fuel, injector.

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1234 Asymmetric and Kind of Bracing Effects on Steel Frames Under Earthquake Loads

Authors: Mahmoud Miri, Soliman Maramaee

Abstract:

Because of architectural condition and structure application, sometimes mass source and stiffness source are not coincidence, and the structure is irregular. The structure is also might be asymmetric as an asymmetric bracing in plan which leads to unbalance distribution of stiffness or because of unbalance distribution of the mass. Both condition lead to eccentricity and torsion in the structure. The deficiency of ordinary code to evaluate the performance of steel structures against earthquake has been caused designing based on performance level or capacity spectrum be used. By using the mentioned methods it is possible to design a structure that its behavior against different earthquakes be predictive. In this article 5- story buildings with different percentage of asymmetric which is because of stiffness changes and kind of bracing (x and chevron bracing) have been designed. The static and dynamic nonlinear analysis under three acceleration recording has been done. Finally performance level of the structure has been evaluated.

Keywords: Asymmetric, irregular, seismic analysis, torsion.

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1233 Artificial Neural Networks Application to Improve Shunt Active Power Filter

Authors: Rachid.Dehini, Abdesselam.Bassou, Brahim.Ferdi

Abstract:

Active Power Filters (APFs) are today the most widely used systems to eliminate harmonics compensate power factor and correct unbalanced problems in industrial power plants. We propose to improve the performances of conventional APFs by using artificial neural networks (ANNs) for harmonics estimation. This new method combines both the strategies for extracting the three-phase reference currents for active power filters and DC link voltage control method. The ANNs learning capabilities to adaptively choose the power system parameters for both to compute the reference currents and to recharge the capacitor value requested by VDC voltage in order to ensure suitable transit of powers to supply the inverter. To investigate the performance of this identification method, the study has been accomplished using simulation with the MATLAB Simulink Power System Toolbox. The simulation study results of the new (SAPF) identification technique compared to other similar methods are found quite satisfactory by assuring good filtering characteristics and high system stability.

Keywords: Artificial Neural Networks (ANN), p-q theory, (SAPF), Harmonics, Total Harmonic Distortion.

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1232 Quantum Modelling of AgHMoO4, CsHMoO4 and AgCsMoO4 Chemistry in the Field of Nuclear Power Plant Safety

Authors: Mohamad Saab, Sidi Souvi

Abstract:

In a major nuclear accident, the released fission products (FPs) and the structural materials are likely to influence the transport of iodine in the reactor coolant system (RCS) of a pressurized water reactor (PWR). So far, the thermodynamic data on cesium and silver species used to estimate the magnitude of FP release show some discrepancies, data are scarce and not reliable. For this reason, it is crucial to review the thermodynamic values related to cesium and silver materials. To this end, we have used state-of-the-art quantum chemical methods to compute the formation enthalpies and entropies of AgHMoO₄, CsHMoO₄, and AgCsMoO₄ in the gas phase. Different quantum chemical methods have been investigated (DFT and CCSD(T)) in order to predict the geometrical parameters and the energetics including the correlation energy. The geometries were optimized with TPSSh-5%HF method, followed by a single point calculation of the total electronic energies using the CCSD(T) wave function method. We thus propose with a final uncertainty of about 2 kJmol⁻¹ standard enthalpies of formation of AgHMoO₄, CsHMoO₄, and AgCsMoO₄.

Keywords: ASTEC, Accident Source Term Evaluation Code, quantum chemical methods, severe nuclear accident, thermochemical database.

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1231 Effect of Uneven Surface on Magnetic Properties of Fe-based Amorphous Power Transformer

Authors: Chang-Hung Hsu, Yeong-Hwa Chang, Chun-Yao Lee, Chia-Shiang Yao, Yan-Lou He, Huei-Lung Chu, Chia-Wen Chang, Wei-Shou Chan

Abstract:

This study reports the preparation of soft magnetic ribbons of Fe-based amorphous alloys using the single-roller melt-spinning technique. Ribbon width varied from 142 mm to 213 mm and, with a thickness of approximately 22 μm ± 2 μm. The microstructure and magnetic properties of the ribbons were characterized by differential scanning calorimeter (DSC), X-ray diffraction (XRD), vibrating sample magnetometer (VSM), and electrical resistivity measurements (ERM). The amorphous material properties dependence of the cooling rate and nozzle pressure have uneven surface in ribbon thicknesses are investigated. Magnetic measurement results indicate that some region of the ribbon exhibits good magnetic properties, higher saturation induction and lower coercivity. However, due to the uneven surface of 213 mm wide ribbon, the magnetic responses are not uniformly distributed. To understand the transformer magnetic performances, this study analyzes the measurements of a three-phase 2 MVA amorphous-cored transformer. Experimental results confirm that the transformer with a ribbon width of 142 mm has better magnetic properties in terms of lower core loss, exciting power, and audible noise.

Keywords: Amorphous ribbon, uneven surface, magnetic properties, and rapid solidification

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1230 Effects of Pressure and Temperature on the Extraction of Benzyl Isothiocyanate by Supercritical Fluids from Tropaeolum majus L. Leaves

Authors: Espinoza S. Clara, Gamarra Q. Flor, Marianela F. Ramos Quispe S. Miguel, Flores R. Omar

Abstract:

Tropaeolum majus L. is a native plant to South and Central America, used since ancient times by our ancestors to combat different diseases. Glucotropaeolonin is one of its main components, which when hydrolyzed, forms benzyl isothiocyanate (BIT) that promotes cellular apoptosis (programmed cell death in cancer cells). Therefore, the present research aims to evaluate the effect of the pressure and temperature of BIT extraction by supercritical CO2 from Tropaeolum majus L. The extraction was carried out in a supercritical fluid extractor equipment Speed SFE BASIC Brand: Poly science, the leaves of Tropaeolum majus L. were ground for one hour and lyophilized until obtaining a humidity of 6%. The extraction with supercritical CO2 was carried out with pressures of 200 bar and 300 bar, temperatures of 50°C, 60°C and 70°C, obtained by the conjugation of these six treatments. BIT was identified by thin layer chromatography using 98% BIT as the standard, and as the mobile phase hexane: dichloromethane (4:2). Subsequently, BIT quantification was performed by high performance liquid chromatography (HPLC). The highest yield of oleoresin by supercritical CO2 extraction was obtained pressure 300 bar and temperature at 60°C; and the higher content of BIT at pressure 200 bar and 70°C for 30 minutes to obtain 113.615 ± 0.03 mg BIT/100 g dry matter was obtained.

Keywords: Tropaeolum majus L., supercritical fluids, benzyl isothiocyanate.

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1229 The Comparison of Form Drag and Profile Dragof a Wind Turbine Blade Section in Pitching Oscillation

Authors: M. R. Soltani, M. Seddighi, M. Mahmoudi

Abstract:

Extensive wind tunnel tests have been conducted to investigate the unsteady flow field over and behind a 2D model of a 660 kW wind turbine blade section in pitching motion. The surface pressure and wake dynamic pressure variation at a distance of 1.5 chord length from trailing edge were measured by pressure transducers during several oscillating cycles at 3 reduced frequencies and oscillating amplitudes. Moreover, form drag and linear momentum deficit are extracted and compared at various conditions. The results show that the wake velocity field and surface pressure of the model have similar behavior before and after the airfoil beyond the static stall angle of attack. In addition, the effects of reduced frequency and oscillation amplitudes are discussed.

Keywords: Pitching motion, form drag, Profile drag, windturbine.

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1228 Suppressing Ambipolar Conduction Using Dual Material Gate in Tunnel-FETs Having Heavily Doped Drain

Authors: Dawit Burusie Abdi, Mamidala Jagadesh Kumar

Abstract:

In this paper, using 2D TCAD simulations, the application of a dual material gate (DMG) for suppressing ambipolar conduction in a tunnel field effect transistor (TFET) is demonstrated. Using the proposed DMG concept, the ambipolar conduction can be effectively suppressed even if the drain doping is as high as that of the source doping. Achieving this symmetrical doping, without the ambipolar conduction in TFETs, gives the advantage of realizing both n-type and p-type devices with the same doping sequences. Furthermore, the output characteristics of the DMG TFET exhibit a good saturation when compared to that of the gate-drain underlap approach. This improved behavior of the DMG TFET makes it a good candidate for inverter based logic circuits.

Keywords: Dual material gate, suppressing ambipolar current, symmetrically doped TFET, tunnel FETs, PNPN TFET.

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1227 Influence of Bentonite Additive on Bitumen and Asphalt Mixture Properties

Authors: Ziari Hassan, Divandari Hassan, Babagoli Rezvan, Akbari Ali

Abstract:

Asphalt surfaces are exposed to various weather conditions and dynamic loading caused by passing trucks and vehicles. In such situations, asphalt cement shows so different rheological-mechanical behavior. If asphalt cement isn-t compatible enough, asphalt layer will be damaged immediately and expensive repairing procedures should be performed then. To overcome this problem, researchers study on mechanical improved asphalt cement. In this study, bentonite was used in order to modify bitumen characteristics and the modified bitumen's characteristics were investigated by asphalt cement tests. Then, the optimal bitumen content in various compounds was determined and asphalt samples with different contents of additives were prepared and tested. Results show using this kind of additive not only has caused improvement in bitumen mechanical properties, but also improvement in Marshall Parameters was achieved.

Keywords: Asphalt mixture, Bentonite, Modified bitumen, Performance characteristics

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1226 Linear Stability of Convection in a Viscoelastic Nanofluid Layer

Authors: Long Jye Sheu

Abstract:

This paper presents a linear stability analysis of natural convection in a horizontal layer of a viscoelastic nanofluid. The Oldroyd B model was utilized to describe the rheological behavior of a viscoelastic nanofluid. The model used for the nanofluid incorporated the effects of Brownian motion and thermophoresis. The onset criterion for stationary and oscillatory convection was derived analytically. The effects of the Deborah number, retardation parameters, concentration Rayleigh number, Prandtl number, and Lewis number on the stability of the system were investigated. Results indicated that there was competition among the processes of thermophoresis, Brownian diffusion, and viscoelasticity which caused oscillatory rather than stationary convection to occur. Oscillatory instability is possible with both bottom- and top-heavy nanoparticle distributions. Regimes of stationary and oscillatory convection for various parameters were derived and are discussed in detail.

Keywords: instability, viscoelastic, nanofluids, oscillatory, Brownian, thermophoresis

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1225 A Review on Soft Computing Technique in Intrusion Detection System

Authors: Noor Suhana Sulaiman, Rohani Abu Bakar, Norrozila Sulaiman

Abstract:

Intrusion Detection System is significant in network security. It detects and identifies intrusion behavior or intrusion attempts in a computer system by monitoring and analyzing the network packets in real time. In the recent year, intelligent algorithms applied in the intrusion detection system (IDS) have been an increasing concern with the rapid growth of the network security. IDS data deals with a huge amount of data which contains irrelevant and redundant features causing slow training and testing process, higher resource consumption as well as poor detection rate. Since the amount of audit data that an IDS needs to examine is very large even for a small network, classification by hand is impossible. Hence, the primary objective of this review is to review the techniques prior to classification process suit to IDS data.

Keywords: Intrusion Detection System, security, soft computing, classification.

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1224 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model

Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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1223 Model of Optimal Centroids Approach for Multivariate Data Classification

Authors: Pham Van Nha, Le Cam Binh

Abstract:

Particle swarm optimization (PSO) is a population-based stochastic optimization algorithm. PSO was inspired by the natural behavior of birds and fish in migration and foraging for food. PSO is considered as a multidisciplinary optimization model that can be applied in various optimization problems. PSO’s ideas are simple and easy to understand but PSO is only applied in simple model problems. We think that in order to expand the applicability of PSO in complex problems, PSO should be described more explicitly in the form of a mathematical model. In this paper, we represent PSO in a mathematical model and apply in the multivariate data classification. First, PSOs general mathematical model (MPSO) is analyzed as a universal optimization model. Then, Model of Optimal Centroids (MOC) is proposed for the multivariate data classification. Experiments were conducted on some benchmark data sets to prove the effectiveness of MOC compared with several proposed schemes.

Keywords: Analysis of optimization, artificial intelligence-based optimization, optimization for learning and data analysis, global optimization.

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1222 Effect of Lime on the California Bearing Ratio Behaviour of Fly Ash - mine Overburden Mixes

Authors: B. Behera, M. K. Mishra

Abstract:

Typically thermal power plants are located near to surface coal mines that produce huge amount of fly ash as a waste byproduct. Disposal of fly ash causes significant economic and environmental problems. Now-a-days, research is going on for bulk utilization of fly ash. In order to increase its percentage utilization, an investigation was carried out to evaluate its potential for haul road construction. This paper presents the laboratory California bearing ratio (CBR) tests and evaluates the effect of lime on CBR behavior of fly ash - mine overburden mixes. Tests were performed with different percentages of lime (2%, 3%, 6%, and 9%). The results show that the increase in bearing ratio of fly ash-overburden mixes was achieved by lime treatment. Scanning electron microscopy (SEM) analyses were conducted on 28 days cured specimens. The SEM study showed that the bearing ratio development is related to the microstructural development.

Keywords: California bearing ratio, Fly ash, Mine overburden, Lime.

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1221 Effect of Mica Content in Sand on Site Response Analyses

Authors: Volkan Isbuga, Joman M. Mahmood, Ali Firat Cabalar

Abstract:

This study presents the site response analysis of mica-sand mixtures available in certain parts of the world including Izmir, a highly populated city and located in a seismically active region in western part of Turkey. We performed site response analyses by employing SHAKE, an equivalent linear approach, for the micaceous soil deposits consisting of layers with different amount of mica contents and thicknesses. Dynamic behavior of micaceous sands such as shear modulus reduction and damping ratio curves are input for the ground response analyses. Micaceous sands exhibit a unique dynamic response under a scenario earthquake with a magnitude of Mw=6. Results showed that higher amount of mica caused higher spectral accelerations.

Keywords: Micaceous sands, site response, equivalent linear approach, SHAKE.

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1220 Deformation of Water Waves by Geometric Transitions with Power Law Function Distribution

Authors: E. G. Bautista, J. M. Reyes, O. Bautista, J. C. Arcos

Abstract:

In this work, we analyze the deformation of surface waves in shallow flows conditions, propagating in a channel of slowly varying cross-section. Based on a singular perturbation technique, the main purpose is to predict the motion of waves by using a dimensionless formulation of the governing equations, considering that the longitudinal variation of the transversal section obey a power-law distribution. We show that the spatial distribution of the waves in the varying cross-section is a function of a kinematic parameter,κ , and two geometrical parameters εh and w ε . The above spatial behavior of the surface elevation is modeled by an ordinary differential equation. The use of single formulas to model the varying cross sections or transitions considered in this work can be a useful approximation to natural or artificial geometrical configurations.

Keywords: Surface waves, Asymptotic solution, Power law function, Non-dispersive waves.

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1219 Effect of Pack Aluminising Conditions on βNiAl Coatings

Authors: A. D. Chandio, P. Xiao

Abstract:

In this study, nickel aluminide coatings were deposited onto CMSX-4 single crystal superalloy and pure Ni substrates by using in-situ chemical vapour deposition (CVD) technique. The microstructural evolutions and coating thickness (CT) were studied upon the variation of processing conditions i.e. time and temperature. The results demonstrated (under identical conditions) that coating formed on pure Ni contains no substrate entrapments and have lower CT in comparison to one deposited on the CMSX-4 counterpart. In addition, the interdiffusion zone (IDZ) of Ni substrate is a γ’-Ni3Al in comparison to the CMSX-4 alloy that is βNiAl phase. The higher CT on CMSX-4 superalloy is attributed to presence of γ-Ni/γ’-Ni3Al structure which contains ~ 15 at.% Al before deposition (that is already present in superalloy). Two main deposition parameters (time and temperature) of the coatings were also studied in addition to standard comparison of substrate effects. The coating formation time was found to exhibit profound effect on CT, whilst temperature was found to change coating activities. In addition, the CT showed linear trend from 800 to 1000 °C, thereafter reduction was observed. This was attributed to the change in coating activities.

Keywords: βNiAl, in-situ CVD, CT, CMSX-4, Ni, microstructure.

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