Search results for: Diffusion driven instability

Authors: H. Mukhtar, N. M. Noor, R. Nasir, D. F. Mohshim

Abstract:

The main aim of this work is to develop a model of hydrogen sulfide (H2S) separation from natural gas by using membrane separation technology. The model is developed by incorporating three diffusion mechanisms which are Knudsen, viscous and surface diffusion towards membrane selectivity and permeability. The findings from the simulation result shows that the permeability of the gas is dependent toward the pore size of the membrane, operating pressure, operating temperature as well as feed composition. The permeability of methane has the highest value for Poly (1-trimethylsilyl-1-propyne ) PTMSP membrane at pore size of 0.1nm and decreasing toward a minimum peak at pore range 1 to 1.5 nm as pore size increased before it increase again for pore size is greater than 1.5 nm. On the other hand, the permeability of hydrogen sulfide is found to increase almost proportionally with the increase of membrane pore size. Generally, the increase of pressure will increase the permeability of gas since more driving force is provided to the system while increasing of temperature would decrease the permeability due to the surface diffusion drop off effect. A corroboration of the simulation result also showed a good agreement with the experimental data.

Keywords: Hydrogen Sulfide, Methane, Inorganic Membrane, Organic Membrane, Pore Model

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Authors: Mohammad Bsoul, Iain Phillips, Chris Hinde

Abstract:

This paper is concerned with the design and implementation of MICOSim, an event-driven simulator written in Java for evaluating the performance of Grid entities (users, brokers and resources) under different scenarios such as varying the numbers of users, resources and brokers and varying their specifications and employed strategies.

Keywords: Grid computing, Economic Scheduling, Simulation, Event-Driven, Java.

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Authors: A. C. Amaro de Faria Jr, A. M. Canone

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Considering a scenario where our universe is taken as a 3d domain wall embedded in a 5d dimensional Minkowski space-time, we explore the existence of a richer class of solitonic solutions and their consequences for accelerating universes driven by collisions of bulk particle excitations with the walls. In particular it is shown that some of these solutions should play a fundamental role at the beginning of the expansion process. We present some of these solutions in cosmological scenarios that can be applied to models that describe the inflationary period of the Universe.

Keywords: Solitons, topological defects, Branes, kinks, accelerating universes in Brane scenarios.

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Authors: Roza Afarin, Saeed Mozaffari

Abstract:

The aim of this paper is image encryption using Genetic Algorithm (GA). The proposed encryption method consists of two phases. In modification phase, pixels locations are altered to reduce correlation among adjacent pixels. Then, pixels values are changed in the diffusion phase to encrypt the input image. Both phases are performed by GA with binary chromosomes. For modification phase, these binary patterns are generated by Local Binary Pattern (LBP) operator while for diffusion phase binary chromosomes are obtained by Bit Plane Slicing (BPS). Initial population in GA includes rows and columns of the input image. Instead of subjective selection of parents from this initial population, a random generator with predefined key is utilized. It is necessary to decrypt the coded image and reconstruct the initial input image. Fitness function is defined as average of transition from 0 to 1 in LBP image and histogram uniformity in modification and diffusion phases, respectively. Randomness of the encrypted image is measured by entropy, correlation coefficients and histogram analysis. Experimental results show that the proposed method is fast enough and can be used effectively for image encryption.

Keywords: Correlation coefficients, Genetic algorithm, Image encryption, Image entropy.

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Authors: Saeed Mian Qaisar, Laurent Fesquet, Marc Renaudin

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The mobile systems are powered by batteries. Reducing the system power consumption is a key to increase its autonomy. It is known that mostly the systems are dealing with time varying signals. Thus, we aim to achieve power efficiency by smartly adapting the system processing activity in accordance with the input signal local characteristics. It is done by completely rethinking the processing chain, by adopting signal driven sampling and processing. In this context, a signal driven filtering technique, based on the level crossing sampling is devised. It adapts the sampling frequency and the filter order by analysing the input signal local variations. Thus, it correlates the processing activity with the signal variations. It leads towards a drastic computational gain of the proposed technique compared to the classical one.

Keywords: Level Crossing Sampling, Activity Selection, Adaptive Rate Filtering, Computational Complexity.

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Authors: S. Halioui, I. Arikan, M. Schmidt

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Tourism sector in Tunisia faces several problems that range from economic challenges to environmental degradation and social instability. These problems have been intensified because of the increased competition in the tourism market, the political instability, financial crises, and recently terrorism problems have aggravated the situation. As a consequence, a new framework that promotes sustainable tourism in the country and increases its competitiveness is urgently needed. Planning for sustainable tourism sector requires the integration of complex interactions between economic, social and environmental aspects. Sustainable tourism principles can be implemented with the help of Strategic Environmental Assessment (SEA) process, which ensures the full integration of economic, social and environmental considerations while planning for the tourism sector in Tunisia. Results of the paper have broad implications for policy makers and tourism professionals.

Keywords: Sustainable tourism, strategic environmental assessment, tourism planning, policy.

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Authors: A. H. Abdol Rahim, Alhassan Salami Tijani

Abstract:

Hydrogen produced by means of polymer electrolyte membrane electrolyzer (PEME) is one of the most promising methods due to clean and renewable energy source. In the process, some energy loss due to mass transfer through a PEM is caused by diffusion, electro-osmotic drag, and the pressure difference between the cathode channel and anode channel. In PEME, water molecules and ionic particles transferred between the electrodes from anode to cathode, Extensive mixing of the hydrogen and oxygen at anode channel due to gases cross-over must be avoided. In recent times the consciousness of safety issue in high pressure PEME where the oxygen mix with hydrogen at anode channel could create, explosive conditions have generated a lot of concern. In this paper, the steady state and simulation analysis of gases crossover in PEME on the temperature and pressure effect are presented. The simulations have been analysis in MATLAB based on the well-known Fick’s Law of molecular diffusion. The simulation results indicated that as temperature increases, there is a significant decrease in operating voltage.

Keywords: Diffusion, gases cross-over, steady state.

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Authors: Mohamed H. Elhsnawi, Mesbah M. Salem, Saleh B. Mohamed

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Numerical simulation performed to investigate the behavior of the high pressure hydrogen jetting of air. High pressure hydrogen (30–40 MPa) was injected to air at atmospheric pressure through 2mm orifice. Numerical simulations were performed with Kiva3V code with 2D axisymmetric geometry. Numerical simulations showed that auto ignition of high pressure hydrogen to air are possible due to molecular diffusion. Auto ignition was predicted at hydrogen-air contact surface due to mass and energy exchange between high temperature hydrogen and air heated by shock wave.

Keywords: Spontaneous Ignition, Diffusion Ignition, Hydrogen ignition, Hydrogen Jet.

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Authors: Mansour A. Mohamed, George G. Karady, Ali M. Yousef

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This paper proposes transient angle stability agents to enhance power system stability. The proposed transient angle stability agents divided into two strategy agents. The first strategy agent is a prediction agent that will predict power system instability. According to the prediction agent-s output, the second strategy agent, which is a control agent, is automatically calculating the amount of active power reduction that can stabilize the system and initiating a control action. The control action considered is turbine fast valving. The proposed strategies are applied to a realistic power system, the IEEE 50- generator system. Results show that the proposed technique can be used on-line for power system instability prediction and control.

Keywords: Multi-agents, Fast Valving, Power System Transient Stability, Prediction methods,

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Authors: Fasil Endalamaw

Abstract:

Digital magnitude comparators based on Gate Diffusion Input (GDI) implementation technique are high speed and area-efficient, and they consume less power as compared to other implementation techniques. However, they are less efficient for some logic gates and have no full voltage swing. In this paper, we made a performance comparison between the GDI implementation technique and other implementation methods, such as Static CMOS, Pass Transistor Logic (PTL), and Transmission Gate (TG) in 90 nm, 120 nm, and 180 nm CMOS technologies using BSIM4 MOS model. We proposed a methodology (hybrid implementation) of implementing digital magnitude comparators which significantly improved the power, speed, area, and voltage swing requirements. Simulation results revealed that the hybrid implementation of digital magnitude comparators show a 10.84% (power dissipation), 41.6% (propagation delay), 47.95% (power-delay product (PDP)) improvement compared to the usual GDI implementation method. We used Microwind & Dsch Version 3.5 as well as the Tanner EDA 16.0 tools for simulation purposes.

Keywords: Efficient, gate diffusion input, high speed, low power, CMOS.

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Authors: Giovanni Incerti

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The dynamic behaviour of a four-bar linkage driven by a velocity controlled DC motor is discussed in the paper. In particular the author presents the results obtained by means of a specifically developed software, which implements the mathematical models of all components of the system (linkage, transmission, electric motor, control devices). The use of this software enables a more efficient design approach, since it allows the designer to check, in a simple and immediate way, the dynamic behaviour of the mechanism, arising from different values of the system parameters.

Keywords: Four-bar linkage, Speed control, Dynamic analysis.

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Authors: Fadi Eleiwi, Taous Meriem Laleg-Kirati

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This paper presents a complete dynamic modeling of a membrane distillation process. The model contains two consistent dynamic models. A 2D advection-diffusion equation for modeling the whole process and a modified heat equation for modeling the membrane itself. The complete model describes the temperature diffusion phenomenon across the feed, membrane, permeate containers and boundary layers of the membrane. It gives an online and complete temperature profile for each point in the domain. It explains heat conduction and convection mechanisms that take place inside the process in terms of mathematical parameters, and justify process behavior during transient and steady state phases. The process is monitored for any sudden change in the performance at any instance of time. In addition, it assists maintaining production rates as desired, and gives recommendations during membrane fabrication stages. System performance and parameters can be optimized and controlled using this complete dynamic model. Evolution of membrane boundary temperature with time, vapor mass transfer along the process, and temperature difference between membrane boundary layers are depicted and included. Simulations were performed over the complete model with real membrane specifications. The plots show consistency between 2D advection-diffusion model and the expected behavior of the systems as well as literature. Evolution of heat inside the membrane starting from transient response till reaching steady state response for fixed and varying times is illustrated.

Keywords: Membrane distillation, Dynamical modeling, Advection-diffusion equation, Thermal equilibrium, Heat equation.

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Authors: Yasuo Obikane, Sofiane Khelladi

Abstract:

In the upstream we place a piece of ring and rotate it with 83Hz, 166Hz, 333Hz,and 666H to find the effect of the periodic distortion.In the experiment this type of the perturbation will not allow since the mechanical failure of any parts of the equipment in the upstream will destroy the blade system. This type of study will be only possible by CFD. We use two pumps NS32 (ENSAM) and three blades pump (Tamagawa Univ). The benchmark computations were performed without perturbation parts, and confirm the computational results well agreement in head-flow rate. We obtained the pressure fluctuation growth rate that is representing the global instability of the turbo-system. The fluctuating torque components were 0.01Nm(5000rpm), 0.1Nm(10000rmp), 0.04Nm(20000rmp), 0.15Nm( 40000rmp) respectively. Only for 10000rpm(166Hz) the output toque was random, and it implies that it creates unsteady flow by separations on the blades, and will reduce the pressure loss significantly

Keywords: inlet distorsion, perturbation, turbo-machine

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Authors: Navjot Kaur, Mini Ghosh, S.S. Bhatia

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This paper proposes and analyzes an SIRS epidemic model incorporating the effects of the awareness programs driven by the media. Media and media driven awareness programs play a promising role in disseminating the information about outbreak of any disease across the globe. This motivates people to take precautionary measures and guides the infected individuals to get hospitalized. Timely hospitalization helps to reduce diagnostic delays and hence results in fast recovery of infected individuals. The aim of this study is to investigate the impact of the media on the spread and control of infectious diseases. This model is analyzed using stability theory of differential equations. The sensitivity of parameters has been discussed and it has been found that the awareness programs driven by the media have positive impact in reducing the infection prevalence of the infective population in the region under consideration.

Keywords: Infectious diseases, SIRS model, Media, Stability theory, Simulation.

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Authors: Yuri Boiko, Ci Lin, Iluju Kiringa, Tet Yeap

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The performance of a permanent magnet brushless direct current (BLDC) motor controlled by the Kalman filter based position-sensorless drive is studied in terms of its dependence from the system’s parameters variations. The effects of the system’s parameters changes on the dynamic behavior of state variables are verified. Simulated is the closed loop control scheme with Kalman filter in the feedback line. Distinguished are two separate data sampling modes in analyzing feedback output from the BLDC motor: (1) equal angular separation and (2) equal time intervals. In case (1), the data are collected via equal intervals  of rotor’s angular position i, i.e. keeping  = const. In case (2), the data collection time points ti are separated by equal sampling time intervals t = const. Demonstrated are the effects of the parameters changes on the sensorless control flow, in particular, reduction of the instability torque ripples, switching spikes, and torque load balancing. It is specifically shown that an efficient suppression of commutation induced instability torque ripples is an achievable selection of the sampling rate in the Kalman filter settings above a certain critical value. The computational cost of such suppression is shown to be higher for the motors with lower induction values of the windings.

Keywords: BLDC motor, Kalman filter, sensorless drive, state variables, instability torque ripples reduction, sampling rate.

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Authors: Abdul Rashid Husain, Mohamad Noh Ahmad, Abdul Halim Mohd. Yatim

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In this paper, stabilization of an Active Magnetic Bearing (AMB) system with varying rotor speed using Sliding Mode Control (SMC) technique is considered. The gyroscopic effect inherited in the system is proportional to rotor speed in which this nonlinearity effect causes high system instability as the rotor speed increases. Also, transformation of the AMB dynamic model into a new class of uncertain system shows that this gyroscopic effect lies in the mismatched part of the system matrix. Moreover, the current gain parameter is allowed to be varied in a known bound as an uncertainty in the input matrix. SMC design method is proposed in which the sufficient condition that guarantees the global exponential stability of the reduced-order system is represented in Linear Matrix Inequality (LMI). Then, a new chattering-free control law is established such that the system states are driven to reach the switching surface and stay on it thereafter. The performance of the controller applied to the AMB model is demonstrated through simulation works under various system conditions.

Keywords: Active Magnetic Bearing (AMB), Sliding ModeControl (SMC), Linear Matrix Inequality (LMI), mismatcheduncertainty.

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Authors: Wooyoung Jung, Ghang Lee

Abstract:

This paper reports the worldwide status of building information modeling (BIM) adoption from the perspectives of the engagement level, the Hype Cycle model, the technology diffusion model, and BIM services. An online survey was distributed, and 156 experts from six continents responded. Overall, North America was the most advanced continent, followed by Oceania and Europe. Countries in Asia perceived their phase mainly as slope of enlightenment (mature) in the Hype Cycle model. In the technology diffusion model, the main BIM-users worldwide were “early majority” (third phase), but those in the Middle East/Africa and South America were “early adopters” (second phase). In addition, the more advanced the country, the more number of BIM services employed in general. In summary, North America, Europe, Oceania, and Asia were advancing rapidly toward the mature stage of BIM, whereas the Middle East/Africa and South America were still in the early phase. The simple indexes used in this study may be used to track the worldwide status of BIM adoption in long-term surveys.

Keywords: BIM adoption, BIM services, Hype Cycle model, Technology diffusion model.

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Authors: Qinghua Zhang, Yanhe Zhu, Xiang Zhao, Yeqin Yang, Hongwei Jing, Guoan Zhang, Jie Zhao

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This paper presents a wearable reconfigurable supernumerary robotic limb with differential actuated joints, which is lightweight, compact and comfortable for the wearers. Compared to the existing supernumerary robotic limbs which mostly adopted series structure with large movement space but poor carrying capacity, a prototype with the series-parallel configuration to better adapt to different task requirements has been developed in this design. To achieve a compact structure, two kinds of cable-driven mechanical structures based on guide pulleys and differential actuated joints were designed. Moreover, two different tension devices were also designed to ensure the reliability and accuracy of the cable-driven transmission. The proposed device also employed self-designed bearings which greatly simplified the structure and reduced the cost.

Keywords: Cable-driven, differential actuated joints, reconfigurable, supernumerary robotic limb.

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Authors: Tudor Barbu

Abstract:

We present a robust nonlinear parabolic partial differential equation (PDE)-based denoising scheme in this article. Our approach is based on a second-order anisotropic diffusion model that is described first. Then, a consistent and explicit numerical approximation algorithm is constructed for this continuous model by using the finite-difference method. Finally, our restoration experiments and method comparison, which prove the effectiveness of this proposed technique, are discussed in this paper.

Keywords: Image denoising and restoration, nonlinear PDE model, anisotropic diffusion, numerical approximation scheme, finite differences.

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Authors: M. Graus, K. Westhoff, X. Xu

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The climate change causes a change in all aspects of society. While the expansion of renewable energies proceeds, industry could not be convinced based on general studies about the potential of demand side management to reinforce smart grid considerations in their operational business. In this article, a procedure model for a case-specific data-driven decision support for industrial energy management based on a holistic data analytics approach is presented. The model is executed on the example of the strategic decision problem, to integrate the aspect of renewable energies into industrial energy management. This question is induced due to considerations of changing the electricity contract model from a standard rate to volatile energy prices corresponding to the energy spot market which is increasingly more affected by renewable energies. The procedure model corresponds to a data analytics process consisting on a data model, analysis, simulation and optimization step. This procedure will help to quantify the potentials of sustainable production concepts based on the data from a factory. The model is validated with data from a printer in analogy to a simple production machine. The overall goal is to establish smart grid principles for industry via the transformation from knowledge-driven to data-driven decisions within manufacturing companies.

Keywords: Data analytics, green production, industrial energy management, optimization, renewable energies, simulation.

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Authors: Santi Behera, M. Tripathy, J. K. Satapathy

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Power systems are operating under stressed condition due to continuous increase in demand of load. This can lead to voltage instability problem when face additional load increase or contingency. In order to avoid voltage instability suitable size of reactive power compensation at optimal location in the system is required which improves the load margin. This work aims at obtaining optimal size as well as location of compensation in the 39- bus New England system with the help of Bacteria Foraging and Genetic algorithms. To reduce the computational time the work identifies weak candidate buses in the system, and then picks only two of them to take part in the optimization. The objective function is based on a recently proposed voltage stability index which takes into account the weighted average sensitivity index is a simpler and faster approach than the conventional CPF algorithm. BFOA has been found to give better results compared to GA.

Keywords: BFOA, GA, SSVSL, WASI.

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Authors: Fuad Noman, Sh-Hussain Salleh, Chee-Ming Ting, Hadri Hussain, Syed Rasul

Abstract:

In this paper, a data-driven dictionary approach is proposed for the automatic detection and classification of cardiovascular abnormalities. Electrocardiography (ECG) signal is represented by the trained complete dictionaries that contain prototypes or atoms to avoid the limitations of pre-defined dictionaries. The data-driven trained dictionaries simply take the ECG signal as input rather than extracting features to study the set of parameters that yield the most descriptive dictionary. The approach inherently learns the complicated morphological changes in ECG waveform, which is then used to improve the classification. The classification performance was evaluated with ECG data under two different preprocessing environments. In the first category, QT-database is baseline drift corrected with notch filter and it filters the 60 Hz power line noise. In the second category, the data are further filtered using fast moving average smoother. The experimental results on QT database confirm that our proposed algorithm shows a classification accuracy of 92%.

Keywords: Electrocardiogram, dictionary learning, sparse coding, classification.

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Authors: A. Sarchami, N. Ashgriz, M. Kwee

Abstract:

Threedimensional numerical simulations are conducted on a full scale CANDU Moderator and Transient variations of the temperature and velocity distributions inside the tank are determined. The results show that the flow and temperature distributions inside the moderator tank are three dimensional and no symmetry plane can be identified.Competition between the upward moving buoyancy driven flows and the downward moving momentum driven flows, results in the formation of circulation zones. The moderator tank operates in the buoyancy driven mode and any small disturbances in the flow or temperature makes the system unstable and asymmetric. Different types of temperature fluctuations are noted inside the tank: (i) large amplitude are at the boundaries between the hot and cold (ii) low amplitude are in the core of the tank (iii) high frequency fluctuations are in the regions with high velocities and (iv) low frequency fluctuations are in the regions with lower velocities.

Keywords: Bruce, Fluctuations, Numerical, Temperature, Thermal hydraulics

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Authors: Mohammed Salahat, Steve Wade, Izhar Ul-Haq

Abstract:

This paper proposes a “soft systems" approach to domain-driven design of computer-based information systems. We propose a systemic framework combining techniques from Soft Systems Methodology (SSM), the Unified Modelling Language (UML), and an implementation pattern known as “Naked Objects". We have used this framework in action research projects that have involved the investigation and modelling of business processes using object-oriented domain models and the implementation of software systems based on those domain models. Within the proposed framework, Soft Systems Methodology (SSM) is used as a guiding methodology to explore the problem situation and to generate a ubiquitous language (soft language) which can be used as the basis for developing an object-oriented domain model. The domain model is further developed using techniques based on the UML and is implemented in software following the “Naked Objects" implementation pattern. We argue that there are advantages from combining and using techniques from different methodologies in this way. The proposed systemic framework is overviewed and justified as multimethodologyusing Mingers multimethodology ideas. This multimethodology approach is being evaluated through a series of action research projects based on real-world case studies. A Peer-Tutoring case study is presented here as a sample of the framework evaluation process

Keywords: SSM, UML, Domain-Driven Design, Soft Domain-Driven Design, Naked Objects, Soft Languag e.

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Authors: Randhir Singh Baghel, Joydip Dhar, Renu Jain

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In this paper, for the understanding of the phytoplankton dynamics in marine ecosystem, a susceptible and an infected class of phytoplankton population is considered in spatiotemporal domain. Here, the susceptible phytoplankton is growing logistically and the growth of infected phytoplankton is due to the instantaneous Holling type-II infection response function. The dynamics are studied in terms of the local and global stabilities for the system and further explore the possibility of Hopf -bifurcation, taking the half saturation period as (i.e., ) the bifurcation parameter in temporal domain. It is also observe that the reaction diffusion system exhibits spatiotemporal chaos and pattern formation in phytoplankton dynamics, which is particularly important role play for the spatially extended phytoplankton system. Also the effect of the diffusion coefficient on the spatial system for both one and two dimensional case is obtained. Furthermore, we explore the higher-order stability analysis of the spatial phytoplankton system for both linear and no-linear system. Finally, few numerical simulations are carried out for pattern formation.

Keywords: Phytoplankton dynamics, Reaction-diffusion system, Local stability, Hopf-bifurcation, Global stability, Chaos, Pattern Formation, Higher-order stability analysis.

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Authors: R. Pernicová

Abstract:

Chloride resistance in Ultra High Performance Concrete (UHPC) is determined in this paper. This work deals with the one dimension chloride transport, which can be potentially dangerous particularly for the durability of concrete structures. Risk of reinforcement corrosion due to exposure to the concrete surface to direct the action of chloride ions (mainly in the form de-icing salts or groundwater) is dangerously increases. The measured data are investigated depending on the depth of penetration of chloride ions into the concrete structure. Comparative measurements with normal strength concrete are done as well. The experimental results showed that UHCP have improved resistance of chlorides penetration than NSC and also chloride diffusion depth is significantly lower in UHCP.

Keywords: Chloride, One dimensional diffusion, Transport, Salinity, UHPC.

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Authors: Alireza Fereidooni, Kamran Behdinan, Zouheir Fawaz

Abstract:

The integral form of equations of motion of composite beams subjected to varying time loads are discretized using a developed finite element model. The model consists of a straight five node twenty-two degrees of freedom beam element. The stability analysis of the beams is studied by solving the matrix form characteristic equations of the system. The principle of virtual work and the first order shear deformation theory are employed to analyze the beams with large deformation and small strains. The regions of dynamic instability of the beam are determined by solving the obtained Mathieu form of differential equations. The effects of nonconservative loads, shear stiffness, and damping parameters on stability and response of the beams are examined. Several numerical calculations are presented to compare the results with data reported by other researchers.

Keywords: Finite element beam model, Composite Beams, stability analysis

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Authors: T. Kamalakis, I. Neokosmidis, D. Varoutas, T. Sphicopoulos

Abstract:

The photonic component industry is a highly innovative industry with a large value chain. In order to ensure the growth of the industry much effort must be devoted to road mapping activities. In such activities demand and price evolution forecasting tools can prove quite useful in order to help in the roadmap refinement and update process. This paper attempts to provide useful guidelines in roadmapping of optical components and considers two models based on diffusion theory and the extended learning curve for demand and price evolution forecasting.

Keywords: Roadmapping, Photonic Components, Forecasting, Diffusion Theory.

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Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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Authors: M. A. Serag-Eldin

Abstract:

The paper presents the results of simple measurements conducted on a model of a wind-driven venturi-type room ventilator. The ventilator design is new and was developed employing mathematical modeling. However, the computational model was not validated experimentally for the particular application considered. The paper presents the performance of the ventilator model under laboratory conditions, for five different wind tunnel speeds. The results are used to both demonstrate the effectiveness of the new design and to validate the computational model employed to develop it.

Keywords: Venturi-flow, ventilation, Wind-energy, Wind flow.

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