Search results for: Diffusion flames

Authors: K. R. V. Manikantachari, Vasudevan Raghavan, K. Srinivasan

Abstract:

Present study focuses on studying the oscillatory behavior of jet diffusion flames. At a particular jet exit velocity, the flames are seen to exhibit natural flickering. Initially the flickering process is not continuous. In this transition region as well as in the continuous flickering regime, the flickering displays multiple frequency oscillations. The response of the flame to the exit velocity profile of the burner is also studied using three types of burners. The entire range of natural flickering is investigated by capturing high speed digital images and processing them using a MATLAB code.

Keywords: Diffusion flames, Natural flickering, flickering frequency, intermittent flickering

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Authors: A. M. Tahsini

Abstract:

Computational study of two dimensional supersonic reacting hydrogen-air flows is performed to investigate the nitrogen effects on ignition delay time for premixed and diffusion flames. Chemical reaction is treated using detail kinetics and the advection upstream splitting method is used to calculate the numerical inviscid fluxes. The results show that just in stoichiometric condition for both premixed and diffusion flames, there is monotone dependency of the ignition delay time to the nitrogen addition. In other situations, the optimal condition from ignition viewpoint should be found using numerical investigations.

Keywords: Diffusion flame, Ignition delay time, Mixing layer, Numerical simulation, Premixed flame, Supersonic flow.

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Authors: Yasaman Tohidi, Shidvash Vakilipour, Saeed Ebadi Tavallaee, Shahin Vakilipoor Takaloo, Hossein Amiri

Abstract:

The numerical modeling is performed to study the effects of N₂ addition to the fuel stream on the flame structure and temperature distribution of methane-air swirl diffusion flames with different swirl intensities. The Open source Field Operation and Manipulation (OpenFOAM) has been utilized as the computational tool. Flamelet approach along with modified k-ε model is employed to model the flame characteristics.  The results indicate that the presence of N₂ in the fuel stream leads to the flame temperature reduction. By increasing of swirl intensity, the flame structure changes significantly. The flame has a conical shape in low swirl intensity; however, it has an hour glass-shape with a shorter length in high swirl intensity. The effects of N₂ dilution decrease the flame length in all swirl intensities; however, the rate of reduction is more noticeable in low swirl intensity.

Keywords: Swirl diffusion flame, N2 dilution, OpenFOAM, Swirl intensity.

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Authors: Shaharin A. Sulaiman, Malcolm Lawes

Abstract:

Combustion of sprays is of technological importance, but its flame behavior is not fully understood. Furthermore, the multiplicity of dependent variables such as pressure, temperature, equivalence ratio, and droplet sizes complicates the study of spray combustion. Fundamental study on the influence of the presence of liquid droplets has revealed that laminar flames within aerosol mixtures more readily become unstable than for gaseous ones and this increases the practical burning rate. However, fundamental studies on turbulent flames of aerosol mixtures are limited particularly those under near mono-dispersed droplet conditions. In the present work, centrally ignited expanding flames at near atmospheric pressures are employed to quantify the burning rates in gaseous and aerosol flames. Iso-octane-air aerosols are generated by expansion of the gaseous pre-mixture to produce a homogeneously distributed suspension of fuel droplets. The effects of the presence of droplets and turbulence velocity in relation to the burning rates of the flame are also investigated.

Keywords: Burning Rate, Droplets, Flames, Turbulent

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Authors: J. Miao, C. W. Leung, C. S. Cheung, R. C. K. Leung

Abstract:

The present project was conducted with the circumferential-fuel-jets inverse diffusion flame (CIDF) burner burning liquefied petroleum gas (LPG) enriched with 50% of hydrogen fuel (H2). The range of stable operation of the CIDF burner in terms of Reynolds number (from laminar to turbulent flow regions), equivalence ratio and fuel jet velocity of LPG of the 50% H2-LPG mixed fuel was identified. Experiments were also carried out to investigate the flame structures of the LPG flame and LPG enriched H2 flame. Experimental results obtained from these two flames were compared to fully explore the influence of hydrogen addition on flame stability. Flame heights obtained by burning these two kinds of fuels at various equivalence ratios were compared and correlated with the Global Momentum Ratio (GMR).

Keywords: Flame stability, hydrogen enriched LPG, inverse diffusion flame.

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Authors: A. A. Hekmatzadeh, A. Karimi-Jashani, N. Talebbeydokhti

Abstract:

The rate of nitrate adsorption by a nitrate selective ion exchange resin was investigated in a well-stirred batch experiments. The kinetic experimental data were simulated with diffusion models including external mass transfer, particle diffusion and chemical adsorption. Particle pore volume diffusion and particle surface diffusion were taken into consideration separately and simultaneously in the modeling. The model equations were solved numerically using the Crank-Nicholson scheme. An optimization technique was employed to optimize the model parameters. All nitrate concentration decay data were well described with the all diffusion models. The results indicated that the kinetic process is initially controlled by external mass transfer and then by particle diffusion. The external mass transfer coefficient and the coefficients of pore volume diffusion and surface diffusion in all experiments were close to each other with the average value of 8.3×10-3 cm/S for external mass transfer coefficient. In addition, the models are more sensitive to the mass transfer coefficient in comparison with particle diffusion. Moreover, it seems that surface diffusion is the dominant particle diffusion in comparison with pore volume diffusion.

Keywords: External mass transfer, pore volume diffusion, surface diffusion, mass action law isotherm.

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Authors: Paola Lecca, Lorenzo Dematte, Corrado Priami

Abstract:

The present models and simulation algorithms of intracellular stochastic kinetics are usually based on the premise that diffusion is so fast that the concentrations of all the involved species are homogeneous in space. However, recents experimental measurements of intracellular diffusion constants indicate that the assumption of a homogeneous well-stirred cytosol is not necessarily valid even for small prokaryotic cells. In this work a mathematical treatment of diffusion that can be incorporated in a stochastic algorithm simulating the dynamics of a reaction-diffusion system is presented. The movement of a molecule A from a region i to a region j of the space is represented as a first order reaction Ai k- ! Aj , where the rate constant k depends on the diffusion coefficient. The diffusion coefficients are modeled as function of the local concentration of the solutes, their intrinsic viscosities, their frictional coefficients and the temperature of the system. The stochastic time evolution of the system is given by the occurrence of diffusion events and chemical reaction events. At each time step an event (reaction or diffusion) is selected from a probability distribution of waiting times determined by the intrinsic reaction kinetics and diffusion dynamics. To demonstrate the method the simulation results of the reaction-diffusion system of chaperoneassisted protein folding in cytoplasm are shown.

Keywords: Reaction-diffusion systems, diffusion coefficient, stochastic simulation algorithm.

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Authors: K. Bashirnezhad, M. Moghiman, M. Javadi Amoli, F. Tofighi, S. Zabetnia

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Results are presented from a combined experimental and modeling study undertaken to understand the effect of fuel spray angle on soot production in turbulent liquid spray flames. The experimental work was conducted in a cylindrical laboratory furnace at fuel spray cone angle of 30º, 45º and 60º. Soot concentrations inside the combustor are measured by filter paper technique. The soot concentration is modeled by using the soot particle number density and the mass density based acetylene concentrations. Soot oxidation occurred by both hydroxide radicals and oxygen molecules. The comparison of calculated results against experimental measurements shows good agreement. Both the numerical and experimental results show that the peak value of soot and its location in the furnace depend on fuel spray cone angle. An increase in spray angle enhances the evaporating rate and peak temperature near the nozzle. Although peak soot concentration increase with enhance of fuel spray angle but soot emission from the furnace decreases.

Keywords: Soot, spray angle, turbulent flames, liquid fuel.

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Authors: S. Moustafa El Shanawany, I. Labib Salem, F. Mohamed Magdy Badr El Dine, H. Tag El Deen Abd Allah

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Thermal injuries remain a global health problem and a common issue encountered in forensic pathology. They are a devastating cause of morbidity and mortality in children and adults especially in developing countries, causing permanent disfigurement, scarring and grievous hurt. Burns have always been a matter of legal concern in cases of suicidal burns, self-inflicted burns for false accusation and homicidal attempts. Assessment of burn injuries as well as rating permanent disabilities and disfigurement following thermal injuries for the benefit of compensation claims represents a challenging problem. This necessitates the development of reliable scoring systems to yield an expected likelihood of permanent disability or fatal outcome following burn injuries. The study was designed to identify the risk factors of mortality in acute burn patients and to evaluate the applicability of FLAMES (Fatality by Longevity, APACHE II score, Measured Extent of burn, and Sex) and BOBI (Belgian Outcome in Burn Injury) model scores in predicting the outcome. The study was conducted on 100 adult patients with acute burn injuries admitted to the Burn Unit of Alexandria Main University Hospital, Egypt from October 2014 to October 2015. Victims were examined after obtaining informed consent and the data were collected in specially designed sheets including demographic data, burn details and any associated inhalation injury. Each burn patient was assessed using both BOBI and FLAMES scoring systems. The results of the study show the mean age of patients was 35.54±12.32 years. Males outnumbered females (55% and 45%, respectively). Most patients were accidently burnt (95%), whereas suicidal burns accounted for the remaining 5%. Flame burn was recorded in 82% of cases. As well, 8% of patients sustained more than 60% of total burn surface area (TBSA) burns, 19% of patients needed mechanical ventilation, and 19% of burnt patients died either from wound sepsis, multi-organ failure or pulmonary embolism. The mean length of hospital stay was 24.91±25.08 days. The mean BOBI score was 1.07±1.27 and that of the FLAMES score was -4.76±2.92. The FLAMES score demonstrated an area under the receiver operating characteristic (ROC) curve of 0.95 which was significantly higher than that of the BOBI score (0.883). A statistically significant association was revealed between both predictive models and the outcome. The study concluded that both scoring systems were beneficial in predicting mortality in acutely burnt patients. However, the FLAMES score could be applied with a higher level of accuracy.

Keywords: BOBI, Burns, FLAMES, scoring systems, outcome.

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Authors: Zongqing Lu

Abstract:

It has proved that nonlinear diffusion and bilateral filtering (BF) have a closed connection. Early effort and contribution are to find a generalized representation to link them by using adaptive filtering. In this paper a new further relationship between nonlinear diffusion and bilateral filtering is explored which pays more attention to numerical calculus. We give a fresh idea that bilateral filtering can be accelerated by multigrid (MG) scheme which likes the nonlinear diffusion, and show that a bilateral filtering process with large kernel size can be approximated by a nonlinear diffusion process based on full multigrid (FMG) scheme.

Keywords: Bilateral filter, multigrid

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Authors: Mei-Hsiu Chi, Jyh-Yang Wu, Sheng-Gwo Chen

Abstract:

The diffusion-reaction equations are important Partial Differential Equations in mathematical biology, material science, physics, and so on. However, finding efficient numerical methods for diffusion-reaction systems on curved surfaces is still an important and difficult problem. The purpose of this paper is to present a convergent geometric method for solving the reaction-diffusion equations on closed surfaces by an O(r)-LTL configuration method. The O(r)-LTL configuration method combining the local tangential lifting technique and configuration equations is an effective method to estimate differential quantities on curved surfaces. Since estimating the Laplace-Beltrami operator is an important task for solving the reaction-diffusion equations on surfaces, we use the local tangential lifting method and a generalized finite difference method to approximate the Laplace-Beltrami operators and we solve this reaction-diffusion system on closed surfaces. Our method is not only conceptually simple, but also easy to implement.

Keywords: Close surfaces, high-order approach, numerical solutions, reaction-diffusion systems.

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Authors: M. M. Rahman

Abstract:

The present contribution deals with the thermophoretic deposition of nanoparticles over a rapidly rotating permeable disk in the presence of partial slip, magnetic field, thermal radiation, thermal-diffusion, and diffusion-thermo effects. The governing nonlinear partial differential equations such as continuity, momentum, energy and concentration are transformed into nonlinear ordinary differential equations using similarity analysis, and the solutions are obtained through the very efficient computer algebra software MATLAB. Graphical results for non-dimensional concentration and temperature profiles including thermophoretic deposition velocity and Stanton number (thermophoretic deposition flux) in tabular forms are presented for a range of values of the parameters characterizing the flow field. It is observed that slip mechanism, thermal-diffusion, diffusion-thermo, magnetic field and radiation significantly control the thermophoretic particles deposition rate. The obtained results may be useful to many industrial and engineering applications.

Keywords: Boundary layer flows, convection, diffusion-thermo, rotating disk, thermal-diffusion, thermophoresis.

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Authors: Y. Obikane, T. Nemoto , K. Ogura, M. Iwata, K. Ono

Abstract:

The objective of this research was to find the diffusion properties of vehicles on the road by using the V-Sphere Code. The diffusion coefficient and the size of the height of the wake were estimated with the LES option and the third order MUSCL scheme. We evaluated the code with the changes in the moments of Reynolds Stress along the mean streamline. The results show that at the leading part of a bluff body the LES has some advantages over the RNS since the changes in the strain rates are larger for the leading part. We estimated that the diffusion coefficient with the computed Reynolds stress (non-dimensional) was about 0.96 times the mean velocity.

Keywords: Wake , bluff body, V-CAD, turbulence diffusion.

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Authors: MA. Ansari

Abstract:

In cancer progress, the optical properties of tissues like absorption and scattering coefficient change, so by these changes, we can trace the progress of cancer, even it can be applied for pre-detection of cancer. In this paper, we investigate the effects of changes of optical properties on light penetrated into tissues. The diffusion equation is widely used to simulate light propagation into biological tissues. In this study, the boundary integral method (BIM) is used to solve the diffusion equation. We illustrate that the changes of optical properties can modified the reflectance or penetrating light.

Keywords: Diffusion equation, boundary element method, refractive index

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Authors: F. Isada, Y. Isada

Abstract:

In this research, the diffusion of innovation regarding smartphone usage is analysed through a consumer behaviour theory. This research aims to determine whether a pattern surrounding the diffusion of innovation exists. As a methodology, an empirical study of the switch from a conventional cell phone to a smartphone was performed. Specifically, a questionnaire survey was completed by general consumers, and the situational and behavioural characteristics of switching from a cell phone to a smartphone were analysed. In conclusion, we found that the speed of the diffusion of innovation, the consumer behaviour characteristics, and the utilities of the product vary according to the stage of the product life cycle.

Keywords: Diffusion of innovation, consumer behaviour, product life cycle, smartphone, empirical study, questionnaire survey.

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Authors: Ramakrishnan Ramanathan, Yanqing Duan, Guangming Cao, Elaine Philpott

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We discuss a theoretical conceptual framework to help understand how the new business analytics technologies have diffused in firms. We draw on three theoretical perspectives for this purpose. They are innovation diffusion theory, IT Business Value and the technology-organization-environment theory. We develop a conceptual framework that helps understand the interlinkages among factors affecting diffusion of business analytics and its impact on performance.

Keywords: Innovation diffusion, IT-Business Value, Technology-Organization-Environment, Business Analytics, Business performance

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Authors: Gkolfo I. Smani, Vasileios Megalooikonomou

Abstract:

Influence and influence diffusion have been studied extensively in social networks. However, most existing literature on this task are limited on static networks, ignoring the fact that the interactions between users change over time. In this paper, the problem of maximizing influence diffusion in dynamic social networks, i.e., the case of networks that change over time is studied. The DM algorithm is an extension of Matrix Influence (MATI) algorithm and solves the Influence Maximization (IM) problem in dynamic networks and is proposed under the Linear Threshold (LT) and Independent Cascade (IC) models. Experimental results show that our proposed algorithm achieves a diffusion performance better by 1.5 times than several state-of-the-art algorithms and comparable results in diffusion scale with the Greedy algorithm. Also, the proposed algorithm is 2.4 times faster than previous methods.

Keywords: Influence maximization, dynamic social networks, diffusion, social influence.

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Authors: Ren Jian, Yang Shulin

Abstract:

In this paper, the difference between the Alternating Direction Method (ADM) and the Non-Splitting Method (NSM) is investigated, while both methods applied to the simulations for 2-D multimaterial radiation diffusion issues. Although the ADM have the same accuracy orders with the NSM on the uniform meshes, the accuracy of ADM will decrease on the distorted meshes or the boundary of domain. Numerical experiments are carried out to confirm the theoretical predication.

Keywords: Alternating Direction Method, Non-SplittingMethod, Radiation Diffusion.

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Authors: Pavlo Selyshchev, Samuel Akintunde

Abstract:

A theoretical approach to consider formation of chemical compound layer at the interface between initial substances A and B due to the interfacial interaction and diffusion is developed. It is considered situation when speed of interfacial interaction is large enough and diffusion of A-atoms through AB-layer is much more then diffusion of B-atoms. Atoms from A-layer diffuse toward B-atoms and form AB-atoms on the surface of B-layer. B-atoms are assumed to be immobile. The growth kinetics of the AB-layer is described by two differential equations with non-linear coupling, producing a good fit to the experimental data. It is shown that growth of the thickness of the AB-layer determines by dependence of chemical reaction rate on reactants concentration. In special case the thickness of the AB-layer can grow linearly or parabolically depending on that which of processes (interaction or the diffusion) controls the growth. The thickness of AB-layer as function of time is obtained. The moment of time (transition point) at which the linear growth are changed by parabolic is found.

Keywords: Phase formation, Binary systems, Interfacial Reaction, Diffusion, Compound layers, Growth kinetics.

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Authors: N. I. Kargin, G. K. Safaraliev, A. S. Gusev, A. O. Sultanov, N. V. Siglovaya, S. M. Ryndya, A. A. Timofeev

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In this paper, an experimental and theoretical study of the processes of mesoporous silicon carbonization during the formation of buffer layers for the subsequent epitaxy of 3C-SiC films and related wide-band-gap semiconductors is performed. Experimental samples were obtained by the method of chemical vapor deposition and investigated by scanning electron microscopy. Analytic expressions were obtained for the effective diffusion factor and carbon atoms diffusion length in a porous system. The proposed model takes into account the processes of Knudsen diffusion, coagulation and overgrowing of pores during the formation of a silicon carbide layer.

Keywords: Silicon carbide, porous silicon, carbonization, electrochemical etching, diffusion.

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Authors: T. Parra, R. Z. Szasz, C. Duwig, R. Pérez, V. Mendoza, F. Castro

Abstract:

The POD makes possible to reduce the complete high-dimensional acoustic field to a low-dimensional subspace where different modes are identified and let reconstruct in a simple way a high percentage of the variance of the field.

Rotating modes are instabilities which are commonly observed in swirling flows. Such modes can appear under both cold and reacting conditions but that they have different sources: while the cold flow rotating mode is essentially hydrodynamic and corresponds to the wellknown PVC (precessing vortex core) observed in many swirled unconfined flows, the rotating structure observed for the reacting case inside the combustion chamber might be not hydrodynamically but acoustically controlled. The two transverse acoustic modes of the combustion chamber couple and create a rotating motion of the flame which leads to a self-sustained turning mode which has the features of a classical PVC but a very different source (acoustics and not hydrodynamics).

Keywords: Acoustic field, POD, swirling flames.

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Authors: Ahmed Badawi

Abstract:

This paper proposes a method for speckle reduction in medical ultrasound imaging while preserving the edges with the added advantages of adaptive noise filtering and speed. A nonlinear image diffusion method that incorporates local image parameter, namely, scatterer density in addition to gradient, to weight the nonlinear diffusion process, is proposed. The method was tested for the isotropic case with a contrast detail phantom and varieties of clinical ultrasound images, and then compared to linear and some other diffusion enhancement methods. Different diffusion parameters were tested and tuned to best reduce speckle noise and preserve edges. The method showed superior performance measured both quantitatively and qualitatively when incorporating scatterer density into the diffusivity function. The proposed filter can be used as a preprocessing step for ultrasound image enhancement before applying automatic segmentation, automatic volumetric calculations, or 3D ultrasound volume rendering.

Keywords: Ultrasound imaging, Nonlinear isotropic diffusion, Speckle noise, Scattering.

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Authors: Thomas Fiedler, Irina V. Belova, Graeme E. Murch

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Lattice Monte Carlo methods are an excellent choice for the simulation of non-linear thermal diffusion problems. In this paper, and for the first time, Lattice Monte Carlo analysis is performed on thermal diffusion combined with convective heat transfer. Laminar flow of water modeled as an incompressible fluid inside a copper pipe with a constant surface temperature is considered. For the simulation of thermal conduction, the temperature dependence of the thermal conductivity of the water is accounted for. Using the novel Lattice Monte Carlo approach, temperature distributions and energy fluxes are obtained.

Keywords: Coupled Analysis, Laminar Flow, Lattice MonteCarlo, Thermal Diffusion

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Authors: Brajesh Kumar Jha, Neeru Adlakha, M. N. Mehta

Abstract:

Calcium [Ca2+] is an important second messenger which plays an important role in signal transduction. There are several parameters that affect its concentration profile like buffer source etc. The effect of stationary immobile buffer on Ca2+ concentration has been incorporated which is a very important parameter needed to be taken into account in order to make the model more realistic. Interdependence of all the important parameters like diffusion coefficient and influx over [Ca2+] profile has been studied. Model is developed in the form of advection diffusion equation together with buffer concentration. A program has been developed using finite volume method for the entire problem and simulated on an AMD-Turion 32-bit machine to compute the numerical results.

Keywords: Ca2+ profile, buffer, Astrocytes, Advection diffusion, FVM

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Authors: Paola Lecca, Lorenzo Dematte

Abstract:

Reactiondiffusion systems are mathematical models that describe how the concentration of one or more substances distributed in space changes under the influence of local chemical reactions in which the substances are converted into each other, and diffusion which causes the substances to spread out in space. The classical representation of a reaction-diffusion system is given by semi-linear parabolic partial differential equations, whose general form is ÔêétX(x, t) = DΔX(x, t), where X(x, t) is the state vector, D is the matrix of the diffusion coefficients and Δ is the Laplace operator. If the solute move in an homogeneous system in thermal equilibrium, the diffusion coefficients are constants that do not depend on the local concentration of solvent and of solutes and on local temperature of the medium. In this paper a new stochastic reaction-diffusion model in which the diffusion coefficients are function of the local concentration, viscosity and frictional forces of solvent and solute is presented. Such a model provides a more realistic description of the molecular kinetics in non-homogenoeus and highly structured media as the intra- and inter-cellular spaces. The movement of a molecule A from a region i to a region j of the space is described as a first order reaction Ai k- → Aj , where the rate constant k depends on the diffusion coefficient. Representing the diffusional motion as a chemical reaction allows to assimilate a reaction-diffusion system to a pure reaction system and to simulate it with Gillespie-inspired stochastic simulation algorithms. The stochastic time evolution of the system is given by the occurrence of diffusion events and chemical reaction events. At each time step an event (reaction or diffusion) is selected from a probability distribution of waiting times determined by the specific speed of reaction and diffusion events. Redi is the software tool, developed to implement the model of reaction-diffusion kinetics and dynamics. It is a free software, that can be downloaded from http://www.cosbi.eu. To demonstrate the validity of the new reaction-diffusion model, the simulation results of the chaperone-assisted protein folding in cytoplasm obtained with Redi are reported. This case study is redrawing the attention of the scientific community due to current interests on protein aggregation as a potential cause for neurodegenerative diseases.

Keywords: Reaction-diffusion systems, Fick's law, stochastic simulation algorithm.

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Authors: Xinhua Zhang, Kelin Li

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In this paper, a class of impulsive BAM fuzzy cellular neural networks with distributed delays and reaction-diffusion terms is formulated and investigated. By employing the delay differential inequality and inequality technique developed by Xu et al., some sufficient conditions ensuring the existence, uniqueness and global exponential stability of equilibrium point for impulsive BAM fuzzy cellular neural networks with distributed delays and reaction-diffusion terms are obtained. In particular, the estimate of the exponential convergence rate is also provided, which depends on system parameters, diffusion effect and impulsive disturbed intention. It is believed that these results are significant and useful for the design and applications of BAM fuzzy cellular neural networks. An example is given to show the effectiveness of the results obtained here.

Keywords: Bi-directional associative memory, fuzzy cellular neuralnetworks, reaction-diffusion, delays, impulses, global exponentialstability.

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Authors: M. Kaggwa

Abstract:

Technology or lack of it will play an important role in Africa-s effort to achieve inclusive development. Although a key determinant of competitiveness, new technology can exacerbate exclusion of the majority from the mainstream economic activities. To minimise potential technology exclusion while leveraging its critical role in African-s development, requires insight into technology diffusion process. Using system dynamics approach, a technology diffusion model is presented. The frequency of interaction of people exposed to and those not exposed to technology, and the technology adoption rate - the fraction of people who embrace new technologies once they are exposed, are identified as the broad factors critical to technology diffusion to wider society enabling more people to be part of the economic growth process. Based on simulation results, it is recommends that these two broad factors should form part of national policy aimed at achieving inclusive and sustainable development in Africa.

Keywords: Inclusive Development, System Dynamics, Technology, Technology diffusion.

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Authors: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: Radial basis function, basket option, jump diffusion, RBF-PUM.

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Authors: Basma M. Mohammad El-Basioni, Sherine M. Abd El-kader, Hussein S. Eissa

Abstract:

This paper proposes an implementation for the directed diffusion paradigm aids in studying this paradigm-s operations and evaluates its behavior according to this implementation. The directed diffusion is evaluated with respect to the loss percentage, lifetime, end-to-end delay, and throughput. From these evaluations some suggestions and modifications are proposed to improve the directed diffusion behavior according to this implementation with respect to these metrics. The proposed modifications reflect the effect of local path repair by introducing a technique called Loop-free Local Path Repair (LLPR) which improves the directed diffusion behavior especially with respect to packet loss percentage by about 92.69%. Also LLPR improves the throughput and end-to-end delay by about 55.31% and 14.06% respectively, while the lifetime decreases by about 29.79%.

Keywords: Attribute-value based naming scheme, data gathering, data-centric routing, energy-efficiency, locality, wireless sensor network.

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Authors: Guixia Lv, Longjun Shen

Abstract:

This paper presents a finite point method based on directional derivatives for diffusion equation on 2D scattered points. To discretize the diffusion operator at a given point, a six-point stencil is derived by employing explicit numerical formulae of directional derivatives, namely, for the point under consideration, only five neighbor points are involved, the number of which is the smallest for discretizing diffusion operator with first-order accuracy. A method for selecting neighbor point set is proposed, which satisfies the solvability condition of numerical derivatives. Some numerical examples are performed to show the good performance of the proposed method.

Keywords: Finite point method, directional derivatives, diffusionequation, method for selecting neighbor point set.

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