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22nd International Conference on Computational Science and its Applications (ICCSA)

作者： Thakoor, Nawdha Univ Mauritius Dept Math Moka Mauritius

ISBN: (纸本)9783031105364;9783031105357

Due to its ability to fit skew implied volatility profiles of market option prices, the constant elasticity of variance (CEV) model overcomes a short-coming of the constant volatility assumption used by the Black-Scholes log-normal model. Although the CEV model has an analytical formula for European options, the presence of the non-central Chi-square distribution in the formula brings instability in the computation of European option prices for certain parameter ranges. For efficient valuation of the option prices for all realistic option parameters, a sixth-order finite difference method is proposed in this work. The computational procedure employs a seven-point discretisation of the space derivatives on non-uniform grids together with a mesh-refinement technique around the option's strike price. This new technique is very fast and is shown to achieve sixth-order numerical convergence ratios. The stability of the finite difference method is demonstrated through its capability to generate accurate prices for strongly negative elasticity factors. The numerical method is thus a superior technique to existing methods for numerical computations of CEV option prices.

关键词： Option valuation Constant elasticity of variance model finite difference algorithm Non-uniform grids

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Optimization of Acoustic Communication for Industrial Drilling

Optimization of Acoustic Communication for Industrial Drilli...

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IEEE Conference on Information and Communication Technologies (ICT)

作者： Kumar, L. S. Han, W. K. Guan, Y. L. Lee, Y. H. Sun, S. Nanyang Technol Univ Sch Elect & Elect Engn Singapore 639798 Singapore ASTAR Inst Infocomm Res I2R Modulat & Coding Dept Singapore Singapore

ISBN: (纸本)9781467357586;9781467357593

Drill string acoustic telemetry is an effective transmission method to retrieve downhole data in drilling applications. In practice, pipes used for drilling deep wells have slight variation in length. The arrangement of downhole pipes plays a vital role for improving the transmission efficiency of extensional waves transmitted through the drill string. finite-difference modeling produce the comb-filter-like channel response (patterns of pass bands and stop bands) due to the presence of coupling joints in the metallic drill string. In this paper, channel response of the 3rd to 6th pass bands for 4 different pipe arrangements, namely, ascend-only, descend-then-ascend, ascend-then-descend and descend-only, are compared for finding the optimal pipe arrangement. Drill pipes and joints with dimensions scaled down to (1/24.2)th of the actual drill string dimensions are used to set up an experimental measurement system for 8 pipes. Channel response measurements are taken from the experimental setup by arranging the 8 pipes in the orders mentioned above. It is concluded from the findings that the ascend-then-descend pipe arrangement produces the best possible telemetry performance in terms of maximum acoustic energy transfer.

关键词： acoustic drill string telemetry finite difference algorithm optimal pipe arrangement scaled down model

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Design of temperature controlled micro-hotplate for CMOS CO sensor

Design of temperature controlled micro-hotplate for CMOS CO ...

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3rd IEEE International Conference of Nano/Micro Engineered and Molecular Systems

作者： Peng, Benxian Yu, Ting Yu, Fengqi Chinese Acad Sci Shenzhen Inst Adv Technol Dept Integrated Elect Shenzhen 518067 Peoples R China

ISBN: (纸本)9781424419074

A novel design for the temperature control of a micro-hotplate gas sensor is presented. finite difference algorithm is developed to solve the sensor temperature stability problem under ambient air interference. A simple circuit is proposed to accurately adjust the micro-hotplate temperature with a resolution of 0.04 degrees C. The proposed sensor has ultra low power consumption (about 13.9 mu W) and is a good candidate for wireless sensor network applications.

关键词： finite difference algorithm subthreshold region micro-hotplate CO sensor

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Higher-order boundary and rough surface treatment of the MMPE model in the evaluation of scattering effects

Higher-order boundary and rough surface treatment of the MMP...

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作者： Tan, Yi Ling Naval Postgraduate School

学位级别：硕士

This research aims to improve the Monterey-Miami Parabolic Equation model (MMPE) by incorporating a higher-order hybrid boundary treatment and Fred D. Tappert’s field transformational model to add surface scattering to the existing models. The impact of these two additions is investigated for improvements in accuracy and stability to the current MMPE model under rough surface conditions. Both models were treated with a Pierson-Moskowitz rough surface spectrum. It was hoped that the hybrid model would provide a reduction of the phase errors inherent to the MMPE at long range; however, no improvements were seen, and the sensitivity to depth mesh size was not reduced. This could be the result of errors in the derivation of the higher-order algorithm. The transformational model used Tappert’s field transformation to incorporate surface scattering and is thought to perform better when compared with the hybrid model by capturing higher modes of propagation. The inclusion of rough surface scattering in both models was evaluated for energy transmission across the air/water interface and beam dispersion. It was observed that the rough surface had minimal impact on energy transmission.

关键词： Acoustic propagation rough sea surface scattering acoustic scattering split-step Fourier algorithm finite difference algorithm

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Numerical prediction of oil film shear cavitation inception considering groove structure

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PROCEEDINGS OF THE INSTITUTION OF MECHANICAL ENGINEERS PART C-JOURNAL OF MECHANICAL ENGINEERING SCIENCE 2022年第20期236卷 10440-10455页

作者： Xie, Fangwei Xu, Chunjie Zheng, Xudong Li, Yongjie Gao, Kuidong Agarwal, Ramesh K. Liu, Xiumei China Univ Min & Technol Sch Mechatron Engn 1 Daxue Rd Xuzhou Jiangsu Peoples R China Jiangsu Univ Sch Mech Engn Zhenjiang Jiangsu Peoples R China Shandong Univ Sci & Technol Shandong Prov Key Lab Mine Mech Engn Qingdao Shandong Peoples R China Washington Univ Dept Mech Engn & Mat Sci St Louis MO 63110 USA

The oil film between the friction disks of the hydro-viscous clutch is taken as the research object. Considering the groove structure of the friction disks, the mathematical model of the oil film flow field is established. The finite difference algorithm is utilized to solve the velocity, the pressure, and the pressure coefficient of the oil film. The incipient position of oil film shear cavitation under different groove structure parameters is carried out. The numerical results indicate that the groove has a great influence on the oil film velocity and pressure. The oil film cavitation inception occurs first in the upstream position of the groove area. The area fraction of cavitation inception is directly proportional to the width and depth of the groove and inversely proportional to the section parameter and inclination angle of the groove. This research provides an efficient and accurate method for predicting the oil film shear cavitation inception.

关键词： hydro-viscous clutch oil film groove structure cavitation inception finite difference algorithm

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Numerical Study on the Multi-Region Bio-Heat Equation to Model Magnetic Fluid Hyperthermia (MFH) Using Low Curie Temperature Nanoparticles

IEEE TRANSACTIONS ON NANOBIOSCIENCE

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IEEE TRANSACTIONS ON NANOBIOSCIENCE 2008年第4期7卷 267-275页

作者： Zhang, Chuanqian Johnson, Duane T. Brazel, Christopher S. Univ Alabama Dept Chem & Biol Engn Tuscaloosa AL 35487 USA

This study develops and solves two-dimensional convective-conductive coupled partial differential equations based on Pennes' bio-heat transfer model using low Curie temperature nanoparticles (LCTNPs) to illustrate thermal behavior quantitatively within tumor-normal composite tissue by establishing a multi-region finite difference algorithm. The model combines Neel relaxation and temperature-variant saturation magnetization derived from Brillouin Equation and Curie-Weiss Law. The numerical results indicate that different deposition patterns of LCTNP and boundary conditions directly effect the steady state temperature distribution. Compared with high Curie temperature nanoparticles (HCTNPs), optimized distributions of LCTNPs within tumorous tissue scan be used to control the temperature increase in tumors for hyperthermia treatment using an external magnetic field while healthy tissue surrounding it tumor can be kept closer to normal body tissue, reducing the side effects observed in whole body and regional hyperthermia therapy.

关键词： Bio-heat equation finite difference algorithm heat transfer low Curie temperature nanoparticle magnetic fluid hyperthermia Neel relaxation

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Numerical study of pulsatile non-Newtonian blood flow and heat transfer in small vessels under a magnetic field

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INTERNATIONAL COMMUNICATIONS IN HEAT AND MASS TRANSFER 2022年 133卷 105930-105930页

作者： Wang, Xiaoping Qiao, Yanli Qi, Haitao Xu, Huanying Shandong Univ Sch Math & Stat Weihai 264209 Shandong Peoples R China

The purpose of this study is to analyze the impact of magnetic field on the unsteady blood flow pass a small vessel with a pulsatile pressure gradient by treating blood as a non-Newtonian fluid, which can be described by Maxwell fluid model with fractional derivative. Also the heat transfer characteristics of the flow arising out of radiative heat flux, viscous dissipation, and electromagnetic coupling is considered. We developed a finite difference algorithm to derive the numerical solutions of the nonlinear and coupled governing equations of velocity and temperature. The stability and convergence of the numerical algorithm are tested, and it is found to be stable and convergent. The influence of various significant dynamics parameters on velocity, flow rate and temperature are deeply discussed. It is indicated that, compared with the fractional Maxwell fluid model, Newtonian fluid dynamics underestimate the velocity and temperature of blood. Applying a magnetic field or increasing thermal radiation is conducive to give a higher temperature, but they have the opposite effect on velocity and flow rate, that is, the imposed magnetic field leads to a decrease of flow rate, while on the contrary, thermal radiation will enhance the flow rate.

关键词： Blood flow Magnetic field Heat transfer Fractional viscoelastic fluid model finite difference algorithm

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Differentiation via Logarithmic Expansions

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ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH 2020年第1期37卷

作者： Fu, Michael C. Heidergott, Bernd Leahu, Haralambie Vazquez-Abad, Felisa J. Univ Maryland Smith Sch Business College Pk MD 20742 USA Univ Maryland Inst Syst Res College Pk MD 20742 USA Vrije Univ Amsterdam Dept Econometr & Operat Res Amsterdam Netherlands Univ Amsterdam Dept Math Amsterdam Netherlands CUNY Hunter Coll Dept Comp Sci New York NY 10021 USA Univ Melbourne Comp & Informat Syst Melbourne Vic Australia

In this note, we introduce a new finite difference approximation called the Black-Box Logarithmic Expansion Numerical Derivative (BLEND) algorithm, which is based on a formal logarithmic expansion of the differentiation operator. BLEND capitalizes on parallelization and provides derivative approximations of arbitrary precision, i.e., our analysis can be used to determine the number of terms in the series expansion to guarantee a specified number of decimal places of accuracy. Furthermore, in the vector setting, the complexity of the resulting directional derivative is independent of the dimension of the parameter.

关键词： finite difference algorithm numerical differentiation Taylor series expansions sensitivity analysis directional derivative

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Downhole Pipe Selection and Arrangement for Acoustic Drillstring Telemetry

Downhole Pipe Selection and Arrangement for Acoustic Drillst...

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IEEE Conference on Industrial Electronics and Applications

作者： L. S. Kumar W. K. Han Y. L. Guan Y. H. Lee S. Sun A. A. Muthukumaraswamy M. Je School of Electrical and Electronic Engineering Nanyang Technological University Modulation and Coding Department Institute for Infocomm Research (I2R) Agency for Science Technology and Research (A*STAR) Integrated Circuits and Systems Laboratory Institute of Microelectronics (IME) Agency for Science Technology and Research (A*STAR)

ISBN: (纸本)9781457721182

Drillstring acoustic telemetry is an effective transmission method to retrieve downhole data. In this paper, finite-difference algorithm is used for acoustic wave propagation prediction along the drillstring. An impulse excitation signal of time duration 30.87 μs is transmitted from the downhole and the wave displacement at the receiver is found using finite-difference algorithm. The resultant impulse and frequency responses are plotted and compared for different segments. It is found that the selection and arrangement of downhole pipes plays a vital role in improving the transmission efficiency of extensional waves transmitted through the drillstring for acoustic telemetry, particularly in the high-frequency bands. In order to find the optimal pipe arrangement order, 4 segments of drillstring with lengths d_(11) to d_(14) (in increasing length between 9.3434 m and 9.8185 m) are arranged in all 24 possible permutations. The energy of the frequency response is found for each of the six pass bands for the twenty four arrangements. It is concluded from the findings that placing the shortest pipe at the downhole first, followed by the longest pipe, then the next longest pipe and so on, produces the best possible telemetry performance in terms of optimal acoustic energy transfer.

关键词： Acoustic drillstring telemetry finite difference algorithm Impulse response Pipe arrangement

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Optimization of Acoustic Communication for Industrial Drilling

Optimization of Acoustic Communication for Industrial Drilli...

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IEEE Conference on Information & Communication Technologies

作者： L. S. Kumar W. K. Han Y. L. Guan Y. H. Lee S. Sun School of Electrical and Electronic Engineering Nanyang Technological University Modulation and Coding Department Institute for Infocomm Research (I2R) Agency for Science Technology and Research (A*STAR)

ISBN: (纸本)9781467357593

关键词： Acoustic drill string telemetry finite difference algorithm Optimal pipe arrangement Scaled down model

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