Search results for: diffusion process.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5689

Search results for: diffusion process.

5629 A Comparison of Recent Methods for Solving a Model 1D Convection Diffusion Equation

Authors: Ashvin Gopaul, Jayrani Cheeneebash, Kamleshsing Baurhoo

Abstract:

In this paper we study some numerical methods to solve a model one-dimensional convection–diffusion equation. The semi-discretisation of the space variable results into a system of ordinary differential equations and the solution of the latter involves the evaluation of a matrix exponent. Since the calculation of this term is computationally expensive, we study some methods based on Krylov subspace and on Restrictive Taylor series approximation respectively. We also consider the Chebyshev Pseudospectral collocation method to do the spatial discretisation and we present the numerical solution obtained by these methods.

Keywords: Chebyshev Pseudospectral collocation method, convection-diffusion equation, restrictive Taylor approximation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1640
5628 The Strategy of Creating a Virtual Interactive Platform for the Low-Carbon Open Innovations Relay

Authors: Mykola S. Shestavin

Abstract:

A strategy for the creation of a Virtual Interactive Platform (or Networking Platform) to combine the four web-baseness of expert systems on the transfer and diffusion of low-carbon technologies. It used the concept of “Open Innovation” and “Triple Helix” with regard to theories of “Green Growth” and “Carbon Footprint”. Interpreters expert systems operate on the basis of models of the “Predator-Prey” for the process of transfer and diffusion of technologies, taking into account the features caused by the need to mitigate the effects of climate change.

Keywords: Climate Change, Expert Systems, Low-Carbon Technology, Open Innovation, Virtual Interactive Platform.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1853
5627 A Numerical Method for Diffusion and Cahn-Hilliard Equations on Evolving Spherical Surfaces

Authors: Jyh-Yang Wu, Sheng-Gwo Chen

Abstract:

In this paper, we present a simple effective numerical geometric method to estimate the divergence of a vector field over a curved surface. The conservation law is an important principle in physics and mathematics. However, many well-known numerical methods for solving diffusion equations do not obey conservation laws. Our presented method in this paper combines the divergence theorem with a generalized finite difference method and obeys the conservation law on discrete closed surfaces. We use the similar method to solve the Cahn-Hilliard equations on evolving spherical surfaces and observe stability results in our numerical simulations.

Keywords: Conservation laws, diffusion equations, Cahn-Hilliard Equations, evolving surfaces.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1465
5626 Prediction of Time to Crack Reinforced Concrete by Chloride Induced Corrosion

Authors: Anuruddha Jayasuriya, Thanakorn Pheeraphan

Abstract:

In this paper, a review of different mathematical models which can be used as prediction tools to assess the time to crack reinforced concrete (RC) due to corrosion is investigated. This investigation leads to an experimental study to validate a selected prediction model. Most of these mathematical models depend upon the mechanical behaviors, chemical behaviors, electrochemical behaviors or geometric aspects of the RC members during a corrosion process. The experimental program is designed to verify the accuracy of a well-selected mathematical model from a rigorous literature study. Fundamentally, the experimental program exemplifies both one-dimensional chloride diffusion using RC squared slab elements of 500 mm by 500 mm and two-dimensional chloride diffusion using RC squared column elements of 225 mm by 225 mm by 500 mm. Each set consists of three water-to-cement ratios (w/c); 0.4, 0.5, 0.6 and two cover depths; 25 mm and 50 mm. 12 mm bars are used for column elements and 16 mm bars are used for slab elements. All the samples are subjected to accelerated chloride corrosion in a chloride bath of 5% (w/w) sodium chloride (NaCl) solution. Based on a pre-screening of different models, it is clear that the well-selected mathematical model had included mechanical properties, chemical and electrochemical properties, nature of corrosion whether it is accelerated or natural, and the amount of porous area that rust products can accommodate before exerting expansive pressure on the surrounding concrete. The experimental results have shown that the selected model for both one-dimensional and two-dimensional chloride diffusion had ±20% and ±10% respective accuracies compared to the experimental output. The half-cell potential readings are also used to see the corrosion probability, and experimental results have shown that the mass loss is proportional to the negative half-cell potential readings that are obtained. Additionally, a statistical analysis is carried out in order to determine the most influential factor that affects the time to corrode the reinforcement in the concrete due to chloride diffusion. The factors considered for this analysis are w/c, bar diameter, and cover depth. The analysis is accomplished by using Minitab statistical software, and it showed that cover depth is the significant effect on the time to crack the concrete from chloride induced corrosion than other factors considered. Thus, the time predictions can be illustrated through the selected mathematical model as it covers a wide range of factors affecting the corrosion process, and it can be used to predetermine the durability concern of RC structures that are vulnerable to chloride exposure. And eventually, it is further concluded that cover thickness plays a vital role in durability in terms of chloride diffusion.

Keywords: Accelerated corrosion, chloride diffusion, corrosion cracks, passivation layer, reinforcement corrosion.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 855
5625 Mathematical Modelling of Transport Phenomena in Radioactive Waste-Cement-Bentonite Matrix

Authors: Ilija Plecas, Uranija Kozmidis-Luburic, Radojica Pesic

Abstract:

The leaching rate of 137Cs from spent mix bead (anion and cation) exchange resins in a cement-bentonite matrix has been studied. Transport phenomena involved in the leaching of a radioactive material from a cement-bentonite matrix are investigated using three methods based on theoretical equations. These are: the diffusion equation for a plane source an equation for diffusion coupled to a firstorder equation and an empirical method employing a polynomial equation. The results presented in this paper are from a 25-year mortar and concrete testing project that will influence the design choices for radioactive waste packaging for a future Serbian radioactive waste disposal center.

Keywords: bentonite, cement , radioactive waste, composite, disposal, diffusion

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2251
5624 The Effects of Consumer Inertia and Emotions on New Technology Acceptance

Authors: Chyi Jaw

Abstract:

Prior literature on innovation diffusion or acceptance has almost exclusively concentrated on consumers’ positive attitudes and behaviors for new products/services. Consumers’ negative attitudes or behaviors to innovations have received relatively little marketing attention, but it happens frequently in practice. This study discusses consumer psychological factors when they try to learn or use new technologies. According to recent research, technological innovation acceptance has been considered as a dynamic or mediated process. This research argues that consumers can experience inertia and emotions in the initial use of new technologies. However, given such consumer psychology, the argument can be made as to whether the inclusion of consumer inertia (routine seeking and cognitive rigidity) and emotions increases the predictive power of new technology acceptance model. As data from the empirical study find, the process is potentially consumer emotion changing (independent of performance benefits) because of technology complexity and consumer inertia, and impact innovative technology use significantly. Finally, the study presents the superior predictability of the hypothesized model, which let managers can better predict and influence the successful diffusion of complex technological innovations.

Keywords: Cognitive rigidity, consumer emotions, new technology acceptance, routine seeking, technology complexity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2760
5623 Juxtaposing South Africa’s Private Sector and Its Public Service Regarding Innovation Diffusion, to Explore the Obstacles to E-Governance

Authors: Petronella Jonck, Freda van der Walt

Abstract:

Despite the benefits of innovation diffusion in the South African public service, implementation thereof seems to be problematic, particularly with regard to e-governance which would enhance the quality of service delivery, especially accessibility, choice, and mode of operation. This paper reports on differences between the public service and the private sector in terms of innovation diffusion. Innovation diffusion will be investigated to explore identified obstacles that are hindering successful implementation of e-governance. The research inquiry is underpinned by the diffusion of innovation theory, which is premised on the assumption that innovation has a distinct channel, time, and mode of adoption within the organisation. A comparative thematic document analysis was conducted to investigate organisational differences with regard to innovation diffusion. A similar approach has been followed in other countries, where the same conceptual framework has been used to guide document analysis in studies in both the private and the public sectors. As per the recommended conceptual framework, three organisational characteristics were emphasised, namely the external characteristics of the organisation, the organisational structure, and the inherent characteristics of the leadership. The results indicated that the main difference in the external characteristics lies in the focus and the clientele of the private sector. With regard to organisational structure, private organisations have veto power, which is not the case in the public service. Regarding leadership, similarities were observed in social and environmental responsibility and employees’ attitudes towards immediate supervision. Differences identified included risk taking, the adequacy of leadership development, organisational approaches to motivation and involvement in decision making, and leadership style. Due to the organisational differences observed, it is recommended that differentiated strategies be employed to ensure effective innovation diffusion, and ultimately e-governance. It is recommended that the results of this research be used to stimulate discussion on ways to improve collaboration between the mentioned sectors, to capitalise on the benefits of each sector.

Keywords: E-governance, ICT, innovation diffusion, comparative analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1747
5622 Effects of Signaling on the Performance of Directed Diffusion Routing Protocol

Authors: Apidet Booranawong

Abstract:

In an original directed diffusion routing protocol, a sink requests sensing data from a source node by flooding interest messages to the network. Then, the source finds the sink by sending exploratory data messages to all nodes that generate incoming interest messages. This protocol signaling can cause heavy traffic in the network, an interference of the radio signal, collisions, great energy consumption of sensor nodes, etc. According to this research problem, this paper investigates the effect of sending interest and exploratory data messages on the performance of directed diffusion routing protocol. We demonstrate the research problem occurred from employing directed diffusion protocol in mobile wireless environments. For this purpose, we perform a set of experiments by using NS2 (network simulator 2). The radio propagation models; Two-ray ground reflection with and without shadow fading are included to investigate the effect of signaling. The simulation results show that the number of times of sent and received protocol signaling in the case of sending interest and exploratory data messages are larger than the case of sending other protocol signals, especially in the case of shadowing model. Additionally, the number of exploratory data message is largest in one round of the protocol procedure.

Keywords: Directed diffusion, Flooding, Interest message, Exploratory data message, Radio propagation model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1749
5621 A Model to Study the Effect of Excess Buffers and Na+ Ions on Ca2+ Diffusion in Neuron Cell

Authors: Vikas Tewari, Shivendra Tewari, K. R. Pardasani

Abstract:

Calcium is a vital second messenger used in signal transduction. Calcium controls secretion, cell movement, muscular contraction, cell differentiation, ciliary beating and so on. Two theories have been used to simplify the system of reaction-diffusion equations of calcium into a single equation. One is excess buffer approximation (EBA) which assumes that mobile buffer is present in excess and cannot be saturated. The other is rapid buffer approximation (RBA), which assumes that calcium binding to buffer is rapid compared to calcium diffusion rate. In the present work, attempt has been made to develop a model for calcium diffusion under excess buffer approximation in neuron cells. This model incorporates the effect of [Na+] influx on [Ca2+] diffusion,variable calcium and sodium sources, sodium-calcium exchange protein, Sarcolemmal Calcium ATPase pump, sodium and calcium channels. The proposed mathematical model leads to a system of partial differential equations which have been solved numerically using Forward Time Centered Space (FTCS) approach. The numerical results have been used to study the relationships among different types of parameters such as buffer concentration, association rate, calcium permeability.

Keywords: Excess buffer approximation, Na+ influx, sodium calcium exchange protein, sarcolemmal calcium atpase pump, forward time centred space.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1554
5620 Corrosion Monitoring of Weathering Steel in a Simulated Coastal-Industrial Environment

Authors: Ch. Thee, Junhua Dong, Wei Ke

Abstract:

The atmospheres in many cities along the coastal lines in the world have been rapidly changed to coastal-industrial atmosphere. Hence, it is vital to investigate the corrosion behavior of steel exposed to this kind of environment. In this present study, Electrochemical Impedance Spectrography (EIS) and film thickness measurement were applied to monitor the corrosion behavior of weathering steel covered with a thin layer of the electrolyte in a wet-dry cyclic condition, simulating a coastal-industrial environment at 25oC and 60% RH. The results indicate that in all cycles, the corrosion rate increases during the drying process due to an increase in anion concentration and an acceleration of oxygen diffusion enhanced by the effect of the thinning out of the electrolyte. During the wet-dry cyclic corrosion test, the long-term corrosion behavior of this steel depends on the periods of exposure. Corrosion process is first accelerated and then decelerated. The decelerating corrosion process is contributed to the formation of the protective rust, favored by the wet-dry cycle and the acid regeneration process during the rusting process.

Keywords: Atmospheric corrosion, EIS, low alloy, rust.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1902
5619 Lattice Boltzmann Simulation of Binary Mixture Diffusion Using Modern Graphics Processors

Authors: Mohammad Amin Safi, Mahmud Ashrafizaadeh, Amir Ali Ashrafizaadeh

Abstract:

A highly optimized implementation of binary mixture diffusion with no initial bulk velocity on graphics processors is presented. The lattice Boltzmann model is employed for simulating the binary diffusion of oxygen and nitrogen into each other with different initial concentration distributions. Simulations have been performed using the latest proposed lattice Boltzmann model that satisfies both the indifferentiability principle and the H-theorem for multi-component gas mixtures. Contemporary numerical optimization techniques such as memory alignment and increasing the multiprocessor occupancy are exploited along with some novel optimization strategies to enhance the computational performance on graphics processors using the C for CUDA programming language. Speedup of more than two orders of magnitude over single-core processors is achieved on a variety of Graphical Processing Unit (GPU) devices ranging from conventional graphics cards to advanced, high-end GPUs, while the numerical results are in excellent agreement with the available analytical and numerical data in the literature.

Keywords: Lattice Boltzmann model, Graphical processing unit, Binary mixture diffusion, 2D flow simulations, Optimized algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1513
5618 Impact of Welding Wire Nickel Plating Process Parameters on Ni Layer Thickness

Authors: Sylwia Wiewiorowska, Zbigniew Muskalski

Abstract:

The article presents part of research on the development of nickel plated welding wire production technology, whose application will enable the elimination of the flaws of currently manufactured welding wires. The nickel plated welding wire will be distinguished by high quality, because the Ni layer which is deposited electrochemically onto it from acid baths is characterized by very good adhesion to the steel wire surface, while the ductile nickel well deforms plastically in the drawing process and the adhesion of the Ni layer increases in the drawing process due to the occurring process of diffusion between the Ni and the steel. The Ni layer obtained in the proposed technology, despite a smaller thickness than when the wire is coated with copper, is continuous and tight, thus ensuring high corrosion resistance, as well as unsusceptible to scaling, which should provide a product that meets requirements imposed by the market. The product will also reduce, to some extent, the amount of copper brought in to steel through recycling, while the wire coating nickel introduced to the weld in the welding process is expected, to a degree, to favorably influence its mechanical properties. The paper describes the tests of the process of nickel plating of f1.96 mm-diameter wires using various nickel plating baths with different process parameters.

Keywords: Steel wire, plating baths, welding process, coatings.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 643
5617 Factors Influencing B2c eCommerce Diffusion

Authors: R. Mangiaracina, A. Perego, F. Campari

Abstract:

Despite the fact that B2c eCommerce has become important in numerous economies, its adoption varies from country to country. This paper aims to identify the factors affecting (enabling or inhibiting) B2c eCommerce and to determine their quantitative impact on the diffusion of online sales across countries. A dynamic panel model analyzing the relationship between 13 factors (Macroeconomic, Demographic, Socio-Cultural, Infrastructural and Offer related) stemming from a complete literature analysis and the B2c eCommerce value in 45 countries over 9 years has been developed. Having a positive correlation coefficient, GDP, mobile penetration, Internet user penetration and credit card penetration resulted as enabling drivers of the B2c eCommerce value across countries, whereas, having a negative correlation coefficient,equal distribution of income and the development of traditional retailing network act as inhibiting factors.

Keywords: B2c eCommerce diffusion, influencing factors, dynamic panel model

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3502
5616 On Diffusion Approximation of Discrete Markov Dynamical Systems

Authors: Jevgenijs Carkovs

Abstract:

The paper is devoted to stochastic analysis of finite dimensional difference equation with dependent on ergodic Markov chain increments, which are proportional to small parameter ". A point-form solution of this difference equation may be represented as vertexes of a time-dependent continuous broken line given on the segment [0,1] with "-dependent scaling of intervals between vertexes. Tending " to zero one may apply stochastic averaging and diffusion approximation procedures and construct continuous approximation of the initial stochastic iterations as an ordinary or stochastic Ito differential equation. The paper proves that for sufficiently small " these equations may be successfully applied not only to approximate finite number of iterations but also for asymptotic analysis of iterations, when number of iterations tends to infinity.

Keywords: Markov dynamical system, diffusion approximation, equilibrium stochastic stability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1535
5615 Innovation, e-Learning and Higher Education: An Example of a University- LMS Adoption Process

Authors: Ana Mafalda Gonçalves, Neuza Pedro

Abstract:

The evolution of ICT has changed all sections of society and these changes have been creating an irreversible impact on higher education institutions, which are expected to adopt innovative technologies in their teaching practices. As theorical framework this study select Rogers theory of innovation diffusion which is widely used to illustrate how technologies move from a localized invented to a widespread evolution on organizational practices. Based on descriptive statistical data collected in a European higher education institution three years longitudinal study was conducted for analyzing and discussion the different stages of a LMS adoption process. Results show that ICT integration in higher education is not progressively successful and a linear process and multiple aspects must be taken into account.

Keywords: e-learning, higher education, LMS, innovation, technologies

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2419
5614 Numerical Studies of Galerkin-type Time-discretizations Applied to Transient Convection-diffusion-reaction Equations

Authors: Naveed Ahmed, Gunar Matthies

Abstract:

We deal with the numerical solution of time-dependent convection-diffusion-reaction equations. We combine the local projection stabilization method for the space discretization with two different time discretization schemes: the continuous Galerkin-Petrov (cGP) method and the discontinuous Galerkin (dG) method of polynomial of degree k. We establish the optimal error estimates and present numerical results which shows that the cGP(k) and dG(k)- methods are accurate of order k +1, respectively, in the whole time interval. Moreover, the cGP(k)-method is superconvergent of order 2k and dG(k)-method is of order 2k +1 at the discrete time points. Furthermore, the dependence of the results on the choice of the stabilization parameter are discussed and compared.

Keywords: Convection-diffusion-reaction equations, stabilized finite elements, discontinuous Galerkin, continuous Galerkin-Petrov.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1697
5613 Solving Differential's Equation of Carrier Load on Semiconductor

Authors: Morteza Amirabadi, Vahid Fayaz , Fereshteh Felegary, Hossien Hossienkhani

Abstract:

The most suitable Semiconductor detector, Cadmium Zinc Teloraid , has unique properties because of high Atomic number and wide Brand Gap . It has been tried in this project with different processes such as Lead , Diffusion , Produce and Recombination , effect of Trapping and injection carrier of CdZnTe , to get hole and then present a complete answer of it . Then we should investigate the movement of carrier ( Electron – Hole ) by using above answer.

Keywords: Semiconcuctor detector, Trapping, Recommbination, Diffusion

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1413
5612 Hydrogen Embrittlement in a Coupled Mass Diffusion with Stress near a Blunting Crack Tip for AISI 4135 Pressure Vessel

Authors: H. Dehghan, E. Mahdavi, M. M. Heyhat

Abstract:

In pressure vessels contain hydrogen, the role of hydrogen will be important because of hydrogen cracking problem. It is difficult to predict what is happened in metallurgical field spite of a lot of studies have been searched. The main role in controlling the mass diffusion as driving force is related to stress. In this study, finite element analysis is implemented to estimate material-s behavior associated with hydrogen embrittlement. For this purpose, one model of a pressure vessel is introduced that it has definite boundary and initial conditions. In fact, finite element is employed to solve the sequentially coupled mass diffusion with stress near a crack front in a pressure vessel. Modeling simulation intergrarnular fracture of AISI 4135 steel due to hydrogen is investigated. So, distribution of hydrogen and stress are obtained and they indicate that their maximum amounts occur near the crack front. This phenomenon is happened exactly the region between elastic and plastic field. Therefore, hydrogen is highly mobile and can diffuse through crystal lattice so that this zone is potential to trap high volume of hydrogen. Consequently, crack growth and fast fracture will be happened.

Keywords: Stress Intensity Factor, Mass Diffusion, FEM, Pressure Vessel

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3038
5611 Adoption and Diffusion of E-Government Services in India: The Impact of User Demographics and Service Quality

Authors: Sayantan Khanra, Rojers P. Joseph

Abstract:

This study attempts to analyze the impact of demography and service quality on the adoption and diffusion of e-Government services in the context of India. The objective of this paper is to study the users' perception about e-Government services and investigate the key variables that are most salient to the Indian populace. At the completion of this study, a research model that would help to understand the relationship involving the demographic variables and service quality dimensions, and the willingness to adopt e-Government services is expected to be developed. Dedicated authorities, particularly those in developing economies, may use that model or its augmented versions to design and update e-Government services and promote their use among citizens. After all, enhanced public participation is required to improve efficiency, engagement and transparency in the implementation of the aforementioned services.

Keywords: Adoption and diffusion of e-Government services, demographic variables, hierarchical regression analysis, service quality dimensions.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1732
5610 Mechanism and Kinetic of Layers Growth: Application to Nitriding of 32CrMoV13 Steel

Authors: L. Torchane

Abstract:

In this work, our goal is to optimize the nitriding treatment at a low-temperature of the steel 32CrMoV13 using gas mixtures of ammonia, nitrogen and hydrogen to improve the mechanical properties of the surface (good wear resistance, friction and corrosion), and of the diffusion layer of the nitrogen (good resistance to fatigue and good tenacity with heart). By limiting our work to the pure iron and to the alloys iron-chromium and iron-chromium-carbon, we have studied the various parameters which manage the nitriding: flow rate and composition of the gaseous phase, the interaction chromium-nitrogen and chromium-carbon by the help of experiments of nitriding realized in the laboratory by thermogravimetry. The acquired knowledge has been applied by the mastery of the growth of the γ' combination layer on the α diffusion layer in the case of the industrial steel 32CrMoV13.

Keywords: Diffusion of nitrogen, Gaseous nitriding, Layer growth kinetic.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1543
5609 Optimal Allocation Between Subprime Structured Mortgage Products and Treasuries

Authors: MP. Mulaudzi, MA. Petersen, J. Mukuddem-Petersen , IM. Schoeman, B. de Waal, JM. Manale

Abstract:

This conference paper discusses a risk allocation problem for subprime investing banks involving investment in subprime structured mortgage products (SMPs) and Treasuries. In order to solve this problem, we develop a L'evy process-based model of jump diffusion-type for investment choice in subprime SMPs and Treasuries. This model incorporates subprime SMP losses for which credit default insurance in the form of credit default swaps (CDSs) can be purchased. In essence, we solve a mean swap-at-risk (SaR) optimization problem for investment which determines optimal allocation between SMPs and Treasuries subject to credit risk protection via CDSs. In this regard, SaR is indicative of how much protection investors must purchase from swap protection sellers in order to cover possible losses from SMP default. Here, SaR is defined in terms of value-at-risk (VaR). Finally, we provide an analysis of the aforementioned optimization problem and its connections with the subprime mortgage crisis (SMC).

Keywords: Investors; Jump Diffusion Process, Structured Mortgage Products, Treasuries, Credit Risk, Credit Default Swaps, Tranching Risk, Counterparty Risk, Value-at-Risk, Swaps-at-Risk, Subprime Mortgage Crisis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1698
5608 A Framework of Monte Carlo Simulation for Examining the Uncertainty-Investment Relationship

Authors: George Yungchih Wang

Abstract:

This paper argues that increased uncertainty, in certain situations, may actually encourage investment. Since earlier studies mostly base their arguments on the assumption of geometric Brownian motion, the study extends the assumption to alternative stochastic processes, such as mixed diffusion-jump, mean-reverting process, and jump amplitude process. A general approach of Monte Carlo simulation is developed to derive optimal investment trigger for the situation that the closed-form solution could not be readily obtained under the assumption of alternative process. The main finding is that the overall effect of uncertainty on investment is interpreted by the probability of investing, and the relationship appears to be an invested U-shaped curve between uncertainty and investment. The implication is that uncertainty does not always discourage investment even under several sources of uncertainty. Furthermore, high-risk projects are not always dominated by low-risk projects because the high-risk projects may have a positive realization effect on encouraging investment.

Keywords: real options, geometric Brownian motion, mixeddiffusion-jump process, mean- reverting process, jump amplitudeprocess

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1506
5607 Flame Stability and Structure of Liquefied Petroleum Gas-Fired Inverse Diffusion Flame with Hydrogen Enrichment

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3004
5606 Numerical Solution of the Equations of Salt Diffusion into the Potato Tissues

Authors: Behrouz Mosayebi Dehkordi, Frazaneh Hashemi, Ramin Mostafazadeh

Abstract:

Fick's second law equations for unsteady state diffusion of salt into the potato tissues were solved numerically. The set of equations resulted from implicit modeling were solved using Thomas method to find the salt concentration profiles in solid phase. The needed effective diffusivity and equilibrium distribution coefficient were determined experimentally. Cylindrical samples of potato were infused with aqueous NaCl solutions of 1-3% concentrations, and variations in salt concentrations of brine were determined over time. Solute concentrations profiles of samples were determined by measuring salt uptake of potato slices. For the studied conditions, equilibrium distribution coefficients were found to be dependent on salt concentrations, whereas the effective diffusivity was slightly affected by brine concentration.

Keywords: Brine, Diffusion, Diffusivity, Modeling, Potato

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1849
5605 The Relationship between Fugacity and Stress Intensity Factor for Corrosive Environment in Presence of Hydrogen Embrittlement

Authors: A. R. Shahani, E. Mahdavi, M. Amidpour

Abstract:

Hydrogen diffusion is the main problem for corrosion fatigue in corrosive environment. In order to analyze the phenomenon, it is needed to understand their behaviors specially the hydrogen behavior during the diffusion. So, Hydrogen embrittlement and prediction its behavior as a main corrosive part of the fractions, needed to solve combinations of different equations mathematically. The main point to obtain the equation, having knowledge about the source of causing diffusion and running the atoms into materials, called driving force. This is produced by either gradient of electrical or chemical potential. In this work, we consider the gradient of chemical potential to obtain the property equation. In diffusion of atoms, some of them may be trapped but, it could be ignorable in some conditions. According to the phenomenon of hydrogen embrittlement, the thermodynamic and chemical properties of hydrogen are considered to justify and relate them to fracture mechanics. It is very important to get a stress intensity factor by using fugacity as a property of hydrogen or other gases. Although, the diffusive behavior and embrittlement event are common and the same for other gases but, for making it more clear, we describe it for hydrogen. This considering on the definite gas and describing it helps us to understand better the importance of this relation.

Keywords: Hydrogen embrittlement, Fracture mechanics, Thermodynamic, Stress intensity factor.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1923
5604 Mathematical Modeling of the AMCs Cross-Contamination Removal in the FOUPs: Finite Element Formulation and Application in FOUP’s Decontamination

Authors: N. Santatriniaina, J. Deseure, T.Q. Nguyen, H. Fontaine, C. Beitia, L. Rakotomanana

Abstract:

Nowadays, with the increasing of the wafer's size and the decreasing of critical size of integrated circuit manufacturing in modern high-tech, microelectronics industry needs a maximum attention to challenge the contamination control. The move to 300 [mm] is accompanied by the use of Front Opening Unified Pods for wafer and his storage. In these pods an airborne cross contamination may occur between wafers and the pods. A predictive approach using modeling and computational methods is very powerful method to understand and qualify the AMCs cross contamination processes. This work investigates the required numerical tools which are employed in order to study the AMCs cross-contamination transfer phenomena between wafers and FOUPs. Numerical optimization and finite element formulation in transient analysis were established. Analytical solution of one dimensional problem was developed and the calibration process of physical constants was performed. The least square distance between the model (analytical 1D solution) and the experimental data are minimized. The behavior of the AMCs intransient analysis was determined. The model framework preserves the classical forms of the diffusion and convection-diffusion equations and yields to consistent form of the Fick's law. The adsorption process and the surface roughness effect were also traduced as a boundary condition using the switch condition Dirichlet to Neumann and the interface condition. The methodology is applied, first using the optimization methods with analytical solution to define physical constants, and second using finite element method including adsorption kinetic and the switch of Dirichlet to Neumann condition.

Keywords: AMCs, FOUP, cross-contamination, adsorption, diffusion, numerical analysis, wafers, Dirichlet to Neumann, finite elements methods, Fick’s law, optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3084
5603 An Optimal Control of Water Pollution in a Stream Using a Finite Difference Method

Authors: Nopparat Pochai, Rujira Deepana

Abstract:

Water pollution assessment problems arise frequently in environmental science. In this research, a finite difference method for solving the one-dimensional steady convection-diffusion equation with variable coefficients is proposed; it is then used to optimize water treatment costs.

Keywords: Finite difference, One-dimensional, Steady state, Waterpollution control, Optimization, Convection-diffusion equation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1709
5602 Application of Modified Maxwell-Stefan Equation for Separation of Aqueous Phenol by Pervaporation

Authors: Ujjal K Ghosh, Ling Teen

Abstract:

Pervaporation has the potential to be an alternative to the other traditional separation processes such as distillation, adsorption, reverse osmosis and extraction. This study investigates the separation of phenol from water using a polyurethane membrane by pervaporation by applying the modified Maxwell-Stephen model. The modified Maxwell-Stefan model takes into account the non-ideal multi-component solubility effect, nonideal diffusivity of all permeating components, concentration dependent density of the membrane and diffusion coupling to predict various fluxes. Four cases has been developed to investigate the process parameters effects on the flux and weight fraction of phenol in the permeate values namely feed concentration, membrane thickness, operating temperature and operating downstream pressure. The model could describe semi-quantitatively the performance of the pervaporation membrane for the given system as a very good agreement between the observed and theoretical fluxes was observed.

Keywords: Pervaporation, Phenol, Polyurethane, Modified Maxwell-Stefan equation, Solution Diffusion

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2705
5601 Modelling of Heating and Evaporation of Biodiesel Fuel Droplets

Authors: Mansour Al Qubeissi, Sergei S. Sazhin, Cyril Crua, Morgan R. Heikal

Abstract:

This paper presents the application of the Discrete Component Model for heating and evaporation to multi-component biodiesel fuel droplets in direct injection internal combustion engines. This model takes into account the effects of temperature gradient, recirculation and species diffusion inside droplets. A distinctive feature of the model used in the analysis is that it is based on the analytical solutions to the temperature and species diffusion equations inside the droplets. Nineteen types of biodiesel fuels are considered. It is shown that a simplistic model, based on the approximation of biodiesel fuel by a single component or ignoring the diffusion of components of biodiesel fuel, leads to noticeable errors in predicted droplet evaporation time and time evolution of droplet surface temperature and radius.

Keywords: Heat/Mass Transfer, Biodiesel, Multi-component Fuel, Droplet, Evaporation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2763
5600 Adsorptive Removal of Vapors of Toxic Sulfur Compounds using Activated Carbons

Authors: Meenakshi Goyal, Rashmi Dhawan

Abstract:

Adsorption of CS2 vapors has been studied on different types of activated carbons obtained from different source raw materials. The activated carbons have different surface areas and are associated with varying amounts of the carbon-oxygen surface groups. The adsorption of CS2 vapors is not directly related to surface area, but is considerably influenced by the presence of carbonoxygen surface groups. The adsorption decreases on increasing the amount of carbon-oxygen surface groups on oxidation and increases when these surface groups are eliminated on degassing. The adsorption is maximum in case of the 950°-degassed carbon sample which is almost completely free of any associated oxygen. The kinetic data as analysed by Empirical diffusion model and Linear driving force mass transfer model indicate that the adsorption does not involve Fickian diffusion but may be considered as a pseudo first order mass transfer process. The activation energy of adsorption and isosteric enthalpies of adsorption indicate that the adsorption does not involve interaction between CS2 and carbon-oxygen surface groups, but hydrophobic interactions between CS2 and C-C atoms in the carbon lattice.

Keywords: Adsorption, surface groups, adsorption kinetics, isosteric enthalpy of adsorption.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2277