Search results for: far-field approximation

Authors: G. L. C. Yap

Abstract:

Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.

Keywords: Long-memory, Gaussian process, Whittle estimator, normalization, volatility, value-at-risk.

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Authors: S. Bennoud, M. Zergoug

Abstract:

The numerical simulation of electromagnetic interactions is still a challenging problem, especially in problems that result in fully three dimensional mathematical models.

The goal of this work is to use mathematical modeling to characterize the reliability and capacity of eddy current technique to detect and characterize defects embedded in aeronautical in-service pieces.

The finite element method is used for describing the eddy current technique in a mathematical model by the prediction of the eddy current interaction with defects. However, this model is an approximation of the full Maxwell equations.

In this study, the analysis of the problem is based on a three dimensional finite element model that computes directly the electromagnetic field distortions due to defects.

Keywords: Eddy current, Finite element method, Non destructive testing, Numerical simulations.

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Authors: J. Umamaheswari, G. Radhamani

Abstract:

This paper describes about the process of recognition and classification of brain images such as normal and abnormal based on PSO-SVM. Image Classification is becoming more important for medical diagnosis process. In medical area especially for diagnosis the abnormality of the patient is classified, which plays a great role for the doctors to diagnosis the patient according to the severeness of the diseases. In case of DICOM images it is very tough for optimal recognition and early detection of diseases. Our work focuses on recognition and classification of DICOM image based on collective approach of digital image processing. For optimal recognition and classification Particle Swarm Optimization (PSO), Genetic Algorithm (GA) and Support Vector Machine (SVM) are used. The collective approach by using PSO-SVM gives high approximation capability and much faster convergence.

Keywords: Recognition, classification, Relaxed Median Filter, Adaptive thresholding, clustering and Neural Networks

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Authors: Muhammad Sohail Khan, Rehan Ali Shah

Abstract:

The present paper applies the optimal homotopy perturbation method (OHPM) and the optimal homotopy asymptotic method (OHAM) introduced recently to obtain analytic approximations of the non-linear equations modeling the flow of polymer in case of wire coating of a corotational Maxwell fluid. Expression for the velocity field is obtained in non-dimensional form. Comparison of the results obtained by the two methods at different values of non-dimensional parameter l₁₀, reveal that the OHPM is more effective and easy to use. The OHPM solution can be improved even working in the same order of approximation depends on the choices of the auxiliary functions.

Keywords: Wire coating die, Corotational Maxwell model, optimal homotopy asymptotic method, optimal homotopy perturbation method.

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Authors: Zahéra Mekkioui

Abstract:

Here we have considered non uniform microstrip leaky-wave antenna implemented on a dielectric waveguide by a sinusoidal profile of periodic metallic grating. The non distribution of the attenuation constant α along propagation axis, optimize the radiating characteristics and performances of such antennas. The method developped here is based on an integral method where the formalism of the admittance operator is combined to a BKW approximation. First, the effect of the modeling in the modal analysis of complex waves is studied in detail. Then, the BKW model is used for the dispersion analysis of the antenna of interest. According to antenna theory, a forced continuity of the leaky-wave magnitude at discontinuities of the non uniform structure is established. To test the validity of our dispersion analysis, computed radiation patterns are presented and compared in the millimeter band.

Keywords: antenna, leaky-wave, performances, sinusoidal.

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Authors: Anton Purnama

Abstract:

Multiport diffusers are the effective engineering devices installed at the modern marine outfalls for the steady discharge of effluent streams from the coastal plants, such as municipal sewage treatment, thermal power generation and seawater desalination. A mathematical model using a two-dimensional advection-diffusion equation based on a flat seabed and incorporating the effect of a coastal tidal current is developed to calculate the compounded concentration following discharges of desalination brine from a sea outfall with multiport diffusers. The analytical solutions are computed graphically to illustrate the merging of multiple brine plumes in shallow coastal waters, and further approximation will be made to the maximum shoreline's concentration to formulate dilution of a multiport diffuser discharge.

Keywords: Desalination brine discharge, mathematical model, multiport diffuser, two sea outfalls.

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Authors: Jianqiao. Yu, Jianbo. Wang, Xinzhen. He

Abstract:

This paper presents a longitudinal quasi-linear model for the ADMIRE model. The ADMIRE model is a nonlinear model of aircraft flying in the condition of high angle of attack. So it can-t be considered to be a linear system approximately. In this paper, for getting the longitudinal quasi-linear model of the ADMIRE, a state transformation based on differentiable functions of the nonscheduling states and control inputs is performed, with the goal of removing any nonlinear terms not dependent on the scheduling parameter. Since it needn-t linear approximation and can obtain the exact transformations of the nonlinear states, the above-mentioned approach is thought to be appropriate to establish the mathematical model of ADMIRE. To verify this conclusion, simulation experiments are done. And the result shows that this quasi-linear model is accurate enough.

Keywords: quasi-linear model, simulation, state transformation approach, the ADMIRE model.

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Authors: K. Elleuch, A. Chaari

Abstract:

This paper deals with modeling and parameter identification of nonlinear systems described by Hammerstein model having Piecewise nonlinear characteristics such as Dead-zone nonlinearity characteristic. The simultaneous use of both an easy decomposition technique and the triangular basis functions leads to a particular form of Hammerstein model. The approximation by using Triangular basis functions for the description of the static nonlinear block conducts to a linear regressor model, so that least squares techniques can be used for the parameter estimation. Singular Values Decomposition (SVD) technique has been applied to separate the coupled parameters. The proposed approach has been efficiently tested on academic examples of simulation.

Keywords: Identification, Hammerstein model, Piecewisenonlinear characteristic, Dead-zone nonlinearity, Triangular basisfunctions, Singular Values Decomposition

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Authors: Karel Frana, Jianshun S. Zhang, Milos Muller

Abstract:

The indoor airflow with a mixed natural/forced convection was numerically calculated using the laminar and turbulent approach. The Boussinesq approximation was considered for a simplification of the mathematical model and calculations. The results obtained, such as mean velocity fields, were successfully compared with experimental PIV flow visualizations. The effect of the distance between the cooled wall and the heat exchanger on the temperature and velocity distributions was calculated. In a room with a simple shape, the computational code OpenFOAM demonstrated an ability to numerically predict flow patterns. Furthermore, numerical techniques, boundary type conditions and the computational grid quality were examined. Calculations using the turbulence model k-omega had a significant effect on the results influencing temperature and velocity distributions.

Keywords: natural and forced convections, numerical simulations, indoor airflows.

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Authors: Yuan L. Lai, Jian H. Chen, Jui P. Hung

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Owning to the high-speed feed rate and ultra spindle speed have been used in modern machine tools, the tool-path generation plays a key role in the successful application of a High-Speed Machining (HSM) system. Because of its importance in both high-speed machining and tool-path generation, approximating a contour by NURBS format is a potential function in CAD/CAM/CNC systems. It is much more convenient to represent an ellipse by parametric form than to connect points laboriously determined in a CNC system. A new approximating method based on optimum processes and NURBS curves of any degree to the ellipses is presented in this study. Such operations can be the foundation of tool-radius compensation interpolator of NURBS curves in CNC system. All operating processes for a CAD tool is presented and demonstrated by practical models.

Keywords: Ellipse, Approximation, NURBS, Optimum.

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Authors: P. Gnanasekar, A. Nagappan, S. Sharavanan, O. Saravanan, D. Vinodkumar, T. Elayabharathi, G. Karthik

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In this paper we present the deep study about the Bio- Medical Images and tag it with some basic extracting features (e.g. color, pixel value etc). The classification is done by using a nearest neighbor classifier with various distance measures as well as the automatic combination of classifier results. This process selects a subset of relevant features from a group of features of the image. It also helps to acquire better understanding about the image by describing which the important features are. The accuracy can be improved by increasing the number of features selected. Various types of classifications were evolved for the medical images like Support Vector Machine (SVM) which is used for classifying the Bacterial types. Ant Colony Optimization method is used for optimal results. It has high approximation capability and much faster convergence, Texture feature extraction method based on Gabor wavelets etc..

Keywords: ACO Ant Colony Optimization, Correlogram, CCM Co-Occurrence Matrix, RTS Rough-Set theory

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Authors: Thi Nguyen, Lee Gordon-Brown, Jim Peterson, Peter Wheeler

Abstract:

An additive fuzzy system comprising m rules with n inputs and p outputs in each rule has at least t m(2n + 2 p + 1) parameters needing to be tuned. The system consists of a large number of if-then fuzzy rules and takes a long time to tune its parameters especially in the case of a large amount of training data samples. In this paper, a new learning strategy is investigated to cope with this obstacle. Parameters that tend toward constant values at the learning process are initially fixed and they are not tuned till the end of the learning time. Experiments based on applications of the additive fuzzy system in function approximation demonstrate that the proposed approach reduces the learning time and hence improves convergence speed considerably.

Keywords: Additive fuzzy system, improving convergence, parameter learning process, unsupervised learning.

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Authors: Dylan M. Copeland

Abstract:

We present new finite element methods for Helmholtz and Maxwell equations on general three-dimensional polyhedral meshes, based on domain decomposition with boundary elements on the surfaces of the polyhedral volume elements. The methods use the lowest-order polynomial spaces and produce sparse, symmetric linear systems despite the use of boundary elements. Moreover, piecewise constant coefficients are admissible. The resulting approximation on the element surfaces can be extended throughout the domain via representation formulas. Numerical experiments confirm that the convergence behavior on tetrahedral meshes is comparable to that of standard finite element methods, and equally good performance is attained on more general meshes.

Keywords: Boundary elements, finite elements, Helmholtz equation, Maxwell equations.

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Authors: Tusharkanta Das, Tumbanath Samantara, Sukanta Kumar Sahoo

Abstract:

Unsteady effects of MHD free convection flow past in an infinite vertical plate with heat source in presence of radiation with reference to all critical parameters that appear in field equations are studied in this paper. The governing equations are developed by usual Boussinesq’s approximation. The problem is solved by using perturbation technique. The results are obtained for velocity, temperature, Nusselt number and skin-friction. The effects of magnetic parameter, prandtl number, Grashof number, permeability parameter, heat source/sink parameter and radiation parameter are discussed on flow characteristics and shown by means of graphs and tables.

Keywords: Heat transfer, radiation, MHD, free convection, porous medium, suction.

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Authors: M. S. Annie Christi

Abstract:

Transportation Problem (TP) is based on supply and demand of commodities transported from one source to the different destinations. Usual methods for finding solution of TPs are North-West Corner Rule, Least Cost Method Vogel’s Approximation Method etc. The transportation costs tend to vary at each time. We can use fuzzy numbers which would give solution according to this situation. In this study the Best Candidate Method (BCM) is applied. For ranking Centroid Ranking Technique (CRT) and Robust Ranking Technique have been adopted to transform the fuzzy TP and the above methods are applied to EDWARDS Vacuum Company, Crawley, in West Sussex in the United Kingdom. A Comparative study is also given. We see that the transportation cost can be minimized by the application of CRT under BCM.

Keywords: Best candidates method, centroid ranking technique, robust ranking technique, transportation problem, fuzzy transportation problem.

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Authors: Anatoli Torokhti, Phil Howlett

Abstract:

We present a theory for optimal filtering of infinite sets of random signals. There are several new distinctive features of the proposed approach. First, we provide a single optimal filter for processing any signal from a given infinite signal set. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: stochastic signals, optimization problems in signal processing.

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Authors: Anatoli Torokhti, Phil Howlett

Abstract:

A theory for optimal filtering of infinite sets of random signals is presented. There are several new distinctive features of the proposed approach. First, a single optimal filter for processing any signal from a given infinite signal set is provided. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the scheme concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: Optimal filtering, data compression, stochastic signals.

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Authors: U. C. Amadi, N. A. Udoh

Abstract:

One of the major challenges faced in solving initial and boundary problems is how to find approximate solutions with minimal deviation from the exact solution without so much rigor and complications. The Taylor series method provides a simple way of obtaining an infinite series which converges to the exact solution for initial value problems and this method of solution is somewhat limited for a two point boundary problem since the infinite series has to be truncated to include the boundary conditions. In this paper, the Ying Buzu Shu algorithm is used to solve a two point boundary nonlinear diffusion problem for the fourth and sixth order solution and compare their relative error and rate of convergence to the exact solution.

Keywords: Ying Buzu Shu, nonlinear boundary problem, Taylor series algorithm, infinite series.

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Authors: Jiming Yang

Abstract:

A kind of singularly perturbed boundary value problems is under consideration. In order to obtain its approximation, simple upwind difference discretization is applied. We use a moving mesh iterative algorithm based on equi-distributing of the arc-length function of the current computed piecewise linear solution. First, a maximum norm a posteriori error estimate on an arbitrary mesh is derived using a different method from the one carried out by Chen [Advances in Computational Mathematics, 24(1-4) (2006), 197-212.]. Then, basing on the properties of discrete Green-s function and the presented posteriori error estimate, we theoretically prove that the discrete solutions computed by the algorithm are first-order uniformly convergent with respect to the perturbation parameter ε.

Keywords: Convergence analysis, green's function, singularly perturbed, equi-distribution, moving mesh.

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Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

Abstract:

In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Itô chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition method using the Wiener-Itô chaos expansion. Once the approximation of the solution is performed using the finite element method for example, the statistics of the numerical solution can be easily evaluated.

Keywords: Eigenvalue problem, Wick product, SPDEs, finite element, Wiener-Itô chaos expansion.

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Authors: S. P. Kozaitis, R. L. Kriner

Abstract:

The information revealed by derivatives can help to better characterize digital near-end crosstalk signatures with the ultimate goal of identifying the specific aggressor signal. Unfortunately, derivatives tend to be very sensitive to even low levels of noise. In this work we approximated the derivatives of both quiet and noisy digital signals using a wavelet-based technique. The results are presented for Gaussian digital edges, IBIS Model digital edges, and digital edges in oscilloscope data captured from an actual printed circuit board. Tradeoffs between accuracy and noise immunity are presented. The results show that the wavelet technique can produce first derivative approximations that are accurate to within 5% or better, even under noisy conditions. The wavelet technique can be used to calculate the derivative of a digital signal edge when conventional methods fail.

Keywords: digital signals, electronics, IBIS model, printedcircuit board, wavelets

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Authors: Ahmad R. Naghsh-Nilchi, Latifeh Pourmohammadbagher

Abstract:

Both image steganography and image encryption have advantages and disadvantages. Steganograhy allows us to hide a desired image containing confidential information in a covered or host image while image encryption is decomposing the desired image to a non-readable, non-comprehended manner. The encryption methods are usually much more robust than the steganographic ones. However, they have a high visibility and would provoke the attackers easily since it usually is obvious from an encrypted image that something is hidden! The combination of steganography and encryption will cover both of their weaknesses and therefore, it increases the security. In this paper an image encryption method based on sinc-convolution along with using an encryption key of 128 bit length is introduced. Then, the encrypted image is covered by a host image using a modified version of JSteg steganography algorithm. This method could be applied to almost all image formats including TIF, BMP, GIF and JPEG. The experiment results show that our method is able to hide a desired image with high security and low visibility.

Keywords: Sinc Approximation, Image Encryption, Sincconvolution, Image Steganography, JSTEG.

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Authors: Amel Abdoullah Ahmed Dghais, Mohd Tahir Ismail

Abstract:

In this paper the core objective is to apply discrete wavelet transform and maximal overlap discrete wavelet transform functions namely Haar, Daubechies2, Symmlet4, Coiflet2 and discrete approximation of the Meyer wavelets in non stationary financial time series data from Dow Jones index (DJIA30) of US stock market. The data consists of 2048 daily data of closing index from December 17, 2004 to October 23, 2012. Unit root test affirms that the data is non stationary in the level. A comparison between the results to transform non stationary data to stationary data using aforesaid transforms is given which clearly shows that the decomposition stock market index by discrete wavelet transform is better than maximal overlap discrete wavelet transform for original data.

Keywords: Discrete wavelet transform, maximal overlap discrete wavelet transform, stationarity, autocorrelation function.

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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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Authors: M. Alardhi, A. Almazrouee, S. Alsaleh

Abstract:

Oxide scale thickness measurements are used in assessing the life of different components operating at high temperature environment. Such measurements provide an approximation for the temperature inside components such as reheater and superheater tubes. A number of failures were encountered in one of the boilers in one of Kuwaiti power plants. These failure were mainly in the first row of the primary super heater tubes, therefore, the specialized engineer decide to replace them during the annual shutdown. As a tool for failure analysis, oxide scale thickness measurement were used to investigate the temperature distribution in these tubes. In this paper, the oxide scale thickness of these tubes were measured and used for analysis. The measurements provide an illustration of the distribution of heat transfer of the primary superheater tubes in the boiler system. Remarks and analysis about the design of the boiler are also provided.

Keywords: Super heater tubes, oxide scale measurements, overheating.

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Authors: Miloš Šeda

Abstract:

Finding the minimal logical functions has important applications in the design of logical circuits. This task is solved by many different methods but, frequently, they are not suitable for a computer implementation. We briefly summarise the well-known Quine-McCluskey method, which gives a unique procedure of computing and thus can be simply implemented, but, even for simple examples, does not guarantee an optimal solution. Since the Petrick extension of the Quine-McCluskey method does not give a generally usable method for finding an optimum for logical functions with a high number of values, we focus on interpretation of the result of the Quine-McCluskey method and show that it represents a set covering problem that, unfortunately, is an NP-hard combinatorial problem. Therefore it must be solved by heuristic or approximation methods. We propose an approach based on genetic algorithms and show suitable parameter settings.

Keywords: Boolean algebra, Karnaugh map, Quine-McCluskey method, set covering problem, genetic algorithm.

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Authors: Jing-Gang Xie

Abstract:

As the continuation to the previous studies of gravitational frequency shift, gravitational time dilation, gravitational light bending, gravitational waves, dark matter, and dark energy are explained in the context of Newtonian mechanics. The photon is treated as the particle with mass of hν/C² under the gravitational field of much larger mass of M. Hence the quantum mechanics theory could be applied to gravitational field on cosmology scale. The obtained results are the same as those obtained by general relativity considering weak gravitational field approximation; however, the results are different when the gravitational field is substantially strong.

Keywords: Gravitational time dilation, gravitational light bending, gravitational waves, dark matter, dark energy, General Relativity, gravitational frequency shift.

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Authors: Ali Akbar Attari, Ali Asghar Beheshti Shirazi

Abstract:

In this paper, we propose a blind and robust audio watermarking scheme based on spread spectrum in Discrete Wavelet Transform (DWT) domain. Watermarks are embedded in the low-frequency coefficients, which is less audible. The key idea is dividing the audio signal into small frames, and magnitude of the 6^th level of DWT approximation coefficients is modifying based upon the Direct Sequence Spread Spectrum (DSSS) technique. Also, the psychoacoustic model for enhancing in imperceptibility, as well as Savitsky-Golay filter for increasing accuracy in extraction, is used. The experimental results illustrate high robustness against most common attacks, i.e. Gaussian noise addition, Low pass filter, Resampling, Requantizing, MP3 compression, without significant perceptual distortion (ODG is higher than -1). The proposed scheme has about 83 bps data payload.

Keywords: Audio watermarking, spread spectrum, discrete wavelet transform, psychoacoustic, Savitsky-Golay filter.

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Authors: Habtu Alemayehu, G. Radhakrishnamacharya

Abstract:

An analytical solution for dispersion of a solute in the peristaltic motion of a couple stress fluid in the presence of magnetic field with both homogeneous and heterogeneous chemical reactions is presented. The average effective dispersion coefficient has been found using Taylor-s limiting condition and long wavelength approximation. The effects of various relevant parameters on the average effective coefficient of dispersion have been studied. The average effective dispersion coefficient tends to decrease with magnetic field parameter, homogeneous chemical reaction rate parameter and amplitude ratio but tends to increase with heterogeneous chemical reaction rate parameter.

Keywords: Dispersion, Peristalsis, Couple stress fluid, Chemicalreaction, Magnetic field.

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Authors: Mohd Hafiz Musa, Zulfadhli Hasan Adli, M . N . Khairul Arifin

Abstract:

In seismic survey, the information regarding the velocity of compression wave (Vp) as well as shear wave (Vs) are very useful especially during the seismic interpretation. Previous studies showed that both Vp and Vs determined by above methods are totally different with respect to each other but offered good approximation. In this study, both Vp and Vs of consolidated granite rock were studied by using ultrasonic testing method and seismic refraction method. In ultrasonic testing, two different condition of rock are used which is dry and wet. The differences between Vp and Vs getting by using ultrasonic testing and seismic refraction were investigated and studied. The effect of water content in granite rock towards the value of Vp and Vs during ultrasonic testing are also measured. Within this work, the tolerance of the differences between the velocity of seismic wave getting from ultrasonic testing and the velocity of seismic wave getting from seismic refraction are also measured and investigated.

Keywords: Compressional wave, Granite, Shear Wave, Velocity

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