Search results for: ozone 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

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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.

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Authors: Naveed Ahmed, Gunar Matthies

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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.

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Authors: Subariah Ibrahim, Mohd Aizaini Maarof

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A generalization of the concepts of Feistel Networks (FN), known as Extended Feistel Network (EFN) is examined. EFN splits the input blocks into n > 2 sub-blocks. Like conventional FN, EFN consists of a series of rounds whereby at least one sub-block is subjected to an F function. The function plays a key role in the diffusion process due to its completeness property. It is also important to note that in EFN the F-function is the most computationally expensive operation in a round. The aim of this paper is to determine a suitable type of EFN for a scalable cipher. This is done by analyzing the threshold number of rounds for different types of EFN to achieve the completeness property as well as the number of F-function required in the network. The work focuses on EFN-Type I, Type II and Type III only. In the analysis it is found that EFN-Type II and Type III diffuses at the same rate and both are faster than Type-I EFN. Since EFN-Type-II uses less F functions as compared to EFN-Type III, therefore Type II is the most suitable EFN for use in a scalable cipher.

Keywords: Cryptography, Extended Feistel Network, Diffusion Analysis.

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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

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

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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

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Authors: Sayantan Khanra, Rojers P. Joseph

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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.

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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.

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Authors: H. A. Lopez-Aguilar, E. A. Huerta-Reynoso, J. A. Gomez, J. A. Duarte-Moller, A. Perez-Hernandez

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Environmental performance of artisanal brick manufacture was studied by Lifecycle Assessment (LCA) methodology and Computational Fluid Dynamics (CFD) analysis in Mexico. The main objective of this paper is to evaluate the environmental impact during artisanal brick manufacture. LCA cradle-to-gate approach was complemented with CFD analysis to carry out an Environmental Impact Assessment (EIA). The lifecycle includes the stages of extraction, baking and transportation to the gate. The functional unit of this study was the production of a single brick in Chihuahua, Mexico and the impact categories studied were carcinogens, respiratory organics and inorganics, climate change radiation, ozone layer depletion, ecotoxicity, acidification/ eutrophication, land use, mineral use and fossil fuels. Laboratory techniques for fuel characterization, gas measurements in situ, and AP42 emission factors were employed in order to calculate gas emissions for inventory data. The results revealed that the categories with greater impacts are ecotoxicity and carcinogens. The CFD analysis is helpful in predicting the thermal diffusion and contaminants from a defined source. LCA-CFD synergy complemented the EIA and allowed us to identify the problem of thermal efficiency within the system.

Keywords: LCA, CFD, brick, artisanal.

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

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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: 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

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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.

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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.

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

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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.

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Authors: C. C. Wong, P. L. Hiew

Abstract:

This research aims to examine the key success factors for the diffusion of mobile entertainment services in Malaysia. The drivers and barriers observed in this research include perceived benefit; concerns pertaining to pricing, product and technological standardization, privacy and security; as well as influences from peers and community. An analysis of a Malaysian survey of 384 respondents between 18 to 25 years shows that subscribers placed greater importance on perceived benefit of mobile entertainment services compared to other factors. Results of the survey also show that there are strong positive correlations between all the factors, with pricing issue–perceived benefit showing the strongest relationship. This paper aims to provide an extensive study on the drivers and barriers that could be used to derive architecture for entertainment service provision to serve as a guide for telcos to outline suitable approaches in order to encourage mass market adoption of mobile entertainment services in Malaysia.

Keywords: Barriers, Correlations, Diffusion, Drivers, Mobile Entertainment.

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Authors: Soyoon Bak, Sunyoung Bu, Philsu Kim

Abstract:

In this paper, a backward semi-Lagrangian scheme combined with the second-order backward difference formula is designed to calculate the numerical solutions of nonlinear advection-diffusion equations. The primary aims of this paper are to remove any iteration process and to get an efficient algorithm with the convergence order of accuracy 2 in time. In order to achieve these objects, we use the second-order central finite difference and the B-spline approximations of degree 2 and 3 in order to approximate the diffusion term and the spatial discretization, respectively. For the temporal discretization, the second order backward difference formula is applied. To calculate the numerical solution of the starting point of the characteristic curves, we use the error correction methodology developed by the authors recently. The proposed algorithm turns out to be completely iteration free, which resolves the main weakness of the conventional backward semi-Lagrangian method. Also, the adaptability of the proposed method is indicated by numerical simulations for Burgers’ equations. Throughout these numerical simulations, it is shown that the numerical results is in good agreement with the analytic solution and the present scheme offer better accuracy in comparison with other existing numerical schemes.

Keywords: Semi-Lagrangian method, Iteration free method, Nonlinear advection-diffusion equation.

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Authors: Meriem Bahij, Ahmed Nafidi, Boujemâa Achchab, Sílvio M. A. Gama, José A. O. Matos

Abstract:

Stochastic modeling concerns the use of probability to model real-world situations in which uncertainty is present. Therefore, the purpose of stochastic modeling is to estimate the probability of outcomes within a forecast, i.e. to be able to predict what conditions or decisions might happen under different situations. In the present study, we present a model of a stochastic diffusion process based on the bi-Weibull distribution function (its trend is proportional to the bi-Weibull probability density function). In general, the Weibull distribution has the ability to assume the characteristics of many different types of distributions. This has made it very popular among engineers and quality practitioners, who have considered it the most commonly used distribution for studying problems such as modeling reliability data, accelerated life testing, and maintainability modeling and analysis. In this work, we start by obtaining the probabilistic characteristics of this model, as the explicit expression of the process, its trends, and its distribution by transforming the diffusion process in a Wiener process as shown in the Ricciaardi theorem. Then, we develop the statistical inference of this model using the maximum likelihood methodology. Finally, we analyse with simulated data the computational problems associated with the parameters, an issue of great importance in its application to real data with the use of the convergence analysis methods. Overall, the use of a stochastic model reflects only a pragmatic decision on the part of the modeler. According to the data that is available and the universe of models known to the modeler, this model represents the best currently available description of the phenomenon under consideration.

Keywords: Diffusion process, discrete sampling, likelihood estimation method, simulation, stochastic diffusion equation, trends functions, bi-parameters Weibull density function.

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Authors: H. Higashiyama, M. Sappakittipakorn, M. Mizukoshi, O. Takahashi

Abstract:

Ceramic Waste Aggregates (CWAs) were made from electric porcelain insulator wastes supplied from an electric power company, which were crushed and ground to fine aggregate sizes. In this study, to develop the CWA mortar as an eco–efficient, ground granulated blast–furnace slag (GGBS) as a Supplementary Cementitious Material (SCM) was incorporated. The water–to–binder ratio (W/B) of the CWA mortars was varied at 0.4, 0.5, and 0.6. The cement of the CWA mortar was replaced by GGBS at 20 and 40% by volume (at about 18 and 37% by weight). Mechanical properties of compressive and splitting tensile strengths, and elastic modulus were evaluated at the age of 7, 28, and 91 days. Moreover, the chloride ingress test was carried out on the CWA mortars in a 5.0% NaCl solution for 48 weeks. The chloride diffusion was assessed by using an electron probe microanalysis (EPMA). To consider the relation of the apparent chloride diffusion coefficient and the pore size, the pore size distribution test was also performed using a mercury intrusion porosimetry at the same time with the EPMA. The compressive strength of the CWA mortars with the GGBS was higher than that without the GGBS at the age of 28 and 91 days. The resistance to the chloride ingress of the CWA mortar was effective in proportion to the GGBS replacement level.

Keywords: Ceramic waste aggregate, Chloride diffusion, GGBS, Pore size distribution.

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Authors: Jean-Michel Sahut

Abstract:

Despite the strong and consistent increase in the use of electronic payment methods worldwide, the diffusion of electronic wallets is still far from widespread. Analysis of the failure of electronic wallet uptake has either focused on technical issues or chosen to analyse a specific scheme. This article proposes a joint approach to analysing key factors affecting the adoption of e-wallets by using the ‘Technology Acceptance Model” [1] which we have expanded to take into account the cost of using e-wallets. We use this model to analyse Monéo, the only French electronic wallet still in operation.

Keywords: Electronic wallet, adoption, ICT, TAM, Monéo, electronic payment.

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Authors: K. Benhabib, X. Pierens, V-D Nguyen, G. Mimanne

Abstract:

The main hypothesis of the dynamics of solid phase microextraction (SPME) is that steady-state mass transfer is respected throughout the SPME extraction process. It considers steady-state diffusion is established in the two phases and fast exchange of the analyte at the solid phase film/water interface. An improved model is proposed in this paper to handle with the situation when the analyte (atrazine) is in contact with colloid suspensions (carboxylate latex in aqueous solution). A mathematical solution is obtained by substituting the diffusion coefficient by the mean of diffusion coefficient between analyte and carboxylate latex, and also thickness layer by the mean thickness in aqueous solution. This solution provides an equation relating the extracted amount of the analyte to the extraction a little more complicated than previous models. It also gives a better description of experimental observations. Moreover, the rate constant of analyte obtained is in satisfactory agreement with that obtained from the initial curve fitting.

Keywords: Pesticide, SPME methods, polyacrylate, steady state.

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Authors: Z. Dibi, F. Djeffal, N. Lakhdar

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In this paper, we have developed an explicit analytical drain current model comprising surface channel potential and threshold voltage in order to explain the advantages of the proposed Gate Stack Double Diffusion (GSDD) MOSFET design over the conventional MOSFET with the same geometric specifications that allow us to use the benefits of the incorporation of the high-k layer between the oxide layer and gate metal aspect on the immunity of the proposed design against the self-heating effects. In order to show the efficiency of our proposed structure, we propose the simulation of the power chopper circuit. The use of the proposed structure to design a power chopper circuit has showed that the (GSDD) MOSFET can improve the working of the circuit in terms of power dissipation and self-heating effect immunity. The results so obtained are in close proximity with the 2D simulated results thus confirming the validity of the proposed model.

Keywords: Double-Diffusion, modeling, MOSFET, power.

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Authors: Gülnihal Meral

Abstract:

In this study, the density dependent nonlinear reactiondiffusion equation, which arises in the insect dispersal models, is solved using the combined application of differential quadrature method(DQM) and implicit Euler method. The polynomial based DQM is used to discretize the spatial derivatives of the problem. The resulting time-dependent nonlinear system of ordinary differential equations(ODE-s) is solved by using implicit Euler method. The computations are carried out for a Cauchy problem defined by a onedimensional density dependent nonlinear reaction-diffusion equation which has an exact solution. The DQM solution is found to be in a very good agreement with the exact solution in terms of maximum absolute error. The DQM solution exhibits superior accuracy at large time levels tending to steady-state. Furthermore, using an implicit method in the solution procedure leads to stable solutions and larger time steps could be used.

Keywords: Density Dependent Nonlinear Reaction-Diffusion Equation, Differential Quadrature Method, Implicit Euler Method.

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Authors: Bi-Huei Tsai

Abstract:

Prior research has not effectively investigated how the profitability of Chinese branches affect FDIs in China [1, 2], so this study for the first time incorporates realistic earnings information to systematically investigate effects of innovation, imitation, and profit factors of FDI diffusions from Taiwan to China. Our nonlinear least square (NLS) model, which incorporates earnings factors, forms a nonlinear ordinary differential equation (ODE) in numerical simulation programs. The model parameters are obtained through a genetic algorithms (GA) technique and then optimized with the collected data for the best accuracy. Particularly, Taiwanese regulatory FDI restrictions are also considered in our modified model to meet the realistic conditions. To validate the model-s effectiveness, this investigation compares the prediction accuracy of modified model with the conventional diffusion model, which does not take account of the profitability factors. The results clearly demonstrate the internal influence to be positive, as early FDI adopters- consistent praises of FDI attract potential firms to make the same move. The former erects a behavior model for the latter to imitate their foreign investment decision. Particularly, the results of modified diffusion models show that the earnings from Chinese branches are positively related to the internal influence. In general, the imitating tendency of potential consumers is substantially hindered by the losses in the Chinese branches, and these firms would invest less into China. The FDI inflow extension depends on earnings of Chinese branches, and companies will adjust their FDI strategies based on the returns. Since this research has proved that earning is an influential factor on FDI dynamics, our revised model explicitly performs superior in prediction ability than conventional diffusion model.

Keywords: diffusion model, genetic algorithms, nonlinear leastsquares (NLS) model, prediction error.

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Authors: Ping Du, Masaki Sagehashi, Akihiko Terada, Masaaki Hosomi

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Prediction of benzene transport in soil and volatilization from soil to the atmosphere is important for the preservation of human health and management of contaminated soils. The adequacy of a simple numerical model, assuming two-phase diffusion and equilibrium of liquid/solid adsorption, was investigated by experimental data of benzene concentration in a flux chamber (with headspace) where Andosol and sand were filled. Adsorption experiment for liquid phase was performed to determine an adsorption coefficient. Furthermore, adequacy of vapor phase adsorption was also studied through two runs of experiment using sand with different water content. The results show that the model adequately predicted benzene transport and volatilization from Andosol and sand with water content of 14.0%. In addition, the experiment additionally revealed that vapor phase adsorption should be considered in diffusion model for sand with very low water content.

Keywords: Benzene; Transport Model, Adsorption, Soil Contaminant.

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

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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: Nirmala P. Ratchagar, S. Senthamilselvi

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The heat and mass transfer characteristics of contaminants in groundwater subjected to a biodegradation reaction is analyzed by taking into account the thermal diffusion (Soret) effects. This phenomenon is modulated mathematically by a system of partial differential equations which govern the motion of fluid (groundwater) and solid (contaminants) particles. The numerical results are presented graphically for different values of the parameters entering into the problem on the velocity profiles of fluid, contaminants, temperature and concentration profile.

Keywords: Heat and mass transfer, Soret number, porous media.

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Authors: Sang-Chul Kim, Sung-Il Chien

Abstract:

The error diffusion method generates worm artifacts, and weakens the edge of the halftone image when the continuous gray scale image is reproduced by a binary image. First, to enhance the edges, we propose the edge-enhancing filter by considering the quantization error information and gradient of the neighboring pixels. Furthermore, to remove worm artifacts often appearing in a halftone image, we add adaptively random noise into the weights of an error filter.

Keywords: Artifact suppression, Edge enhancement, Error diffusion method, Halftone image

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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. However, most of the option pricing models have no analytical solution. 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, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.

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

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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 Reza Mobinipouya, Zahra Barzegar

Abstract:

Accurate and comprehensive thermodynamic properties of pure and mixture of refrigerants are in demand by both producers and users of these materials. Information about thermodynamic properties is important initially to qualify potential candidates for working fluids in refrigeration machinery. From practical point of view, Refrigerants and refrigerant mixtures are widely used as working fluids in many industrial applications, such as refrigerators, heat pumps, and power plants The present work is devoted to evaluating seven cubic equations of state (EOS) in predicting gas and liquid phase volumetric properties of nine ozone-safe refrigerants both in super and sub-critical regions. The evaluations, in sub-critical region, show that TWU and PR EOS are capable of predicting PVT properties of refrigerants R32 within 2%, R22, R134a, R152a and R143a within 1% and R123, R124, R125, TWU and PR EOS's, from literature data are 0.5% for R22, R32, R152a, R143a, and R125, 1% for R123, R134a, and R141b, and 2% for R124. Moreover, SRK EOS predicts PVT properties of R22, R125, and R123 to within aforementioned errors. The remaining EOS's predicts volumetric properties of this class of fluids with higher errors than those above mentioned which are at most 8%.In general, the results are in favor of the preference of TWU and PR EOS over other remaining EOS's in predicting densities of all mentioned refrigerants in both super and sub critical regions. Typically, this refrigerant is known to offer advantages such as ozone depleting potential equal to zero, Global warming potential equal to 140, and no toxic.

Keywords: Refrigerant, cooling systems, Sub-CriticalRegions, volumetric properties, efficiency.

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