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Robert A Miller - One of the best experts on this subject based on the ideXlab platform.

  • determination of creep behavior of thermal barrier coatings under laser imposed high thermal and stress gradient conditions
    Journal of Materials Research, 1999
    Co-Authors: Dongming Zhu, Robert A Miller
    Abstract:

    A laser sintering/creep technique has been established to determine the creep behavior of thermal barrier coatings under steady-state high heat flux conditions. For a plasma sprayed zirconia-8 wt. % yttria coating, a significant primary creep strain and a low apparent creep activation energy were observed. Possible creep mechanisms involved include stress induced mechanical sliding and temperature and stress enhanced cation diffusion through the splat and grain boundaries. The elastic modulus evolution, stress response, and total accumulated creep strain variation across the ceramic coating are simulated using a finite difference Approach. The modeled creep response is consistent with experimental observations.

  • determination of creep behavior of thermal barrier coatings under laser imposed temperature and stress gradients
    1997
    Co-Authors: Dongming Zhu, Robert A Miller
    Abstract:

    Abstract : In the present study, a laser sintering/creep technique has been established to quantitatively determine the creep behavior of thermal barrier coatings under steady state high heat flux/high thermal gradient conditions. An Approach is proposed to separate the strong influence of stress relaxation, based on the deduced strain rate changes with respect to time and temperature during testing. For a plasma sprayed zirconia-8wt.% yttria ceramic coating, a large primary creep strain and a low creep activation energy were observed. The significant primary creep stage and low apparent creep activation energy for the coating are attributed to stress induced mechanical sliding, and temperature and stress enhanced cation diffusion through the splat and grain boundaries. Possible creep mechanisms for the ceramic coating are also discussed. The elastic modulus evolution, the stress response and the total accumulated creep strain variation across the ceramic coating under laser imposed temperature and stress conditions are simulated using a finite difference Approach. The modeled creep response is consistent with experimental observations.

Shengchung Tzeng - One of the best experts on this subject based on the ideXlab platform.

  • numerical research of nature convective heat transfer enhancement filled with nanofluids in rectangular enclosures
    International Communications in Heat and Mass Transfer, 2006
    Co-Authors: Rongyuan Jou, Shengchung Tzeng
    Abstract:

    Abstract Heat transfer enhancement utilizing nanofluids in a two-dimensional enclosure is investigated for various pertinent parameters. The Khanafer's model is used to analyze heat transfer performance of nanofluids inside an enclosure taking into account the solid particle dispersion. Transport equations are model by a stream function-vorticity formulation and are solved numerically by Finite-Difference Approach. Based upon the numerical predictions, the effects of Rayleigh number (Ra) and aspect ratio (AR) on the flow pattern and energy transport within the thermal boundary layer are presented. The diameter of the nanoparticle dp is taken as 10 nm in nanofluids. The buoyancy parameter is 103 ≤ Ra ≤ 106 and aspect ratios (AR) of two-dimensional enclosure are 1/2, 1, 2. Results show that increasing the buoyancy parameter and volume fraction of nanofluids cause an increase in the average heat transfer coefficient. Finally, the empirical equation was built between average Nusselt number and volume fraction.

Ralph Lteif - One of the best experts on this subject based on the ideXlab platform.

  • a numerical scheme for an improved green naghdi model in the camassa holm regime for the propagation of internal waves
    Computers & Fluids, 2017
    Co-Authors: Christian Bourdarias, Stephane Gerbi, Ralph Lteif
    Abstract:

    Abstract In this paper we introduce a new reformulation of the Green–Naghdi model in the Camassa–Holm regime for the propagation of internal waves over a flat topography derived by Duchene et al. [18]. These new Green–Naghdi systems are adapted to improve the frequency dispersion of the original model, they share the same order of precision as the standard one but have an appropriate structure which makes them much more suitable for the numerical resolution. We develop a second order splitting scheme where the hyperbolic part of the system is treated with a high-order finite volume scheme and the dispersive part is treated with a finite difference Approach. Numerical simulations are then performed to validate the model and the numerical methods.

  • a numerical scheme for an improved green naghdi model in the camassa holm regime for the propagation of internal waves
    arXiv: Analysis of PDEs, 2017
    Co-Authors: Christian Bourdarias, Stephane Gerbi, Ralph Lteif
    Abstract:

    In this paper we introduce a new reformulation of the Green-Naghdi model in the Camassa-Holm regime for the propagation of internal waves over a flat topography derived by Duch\^ene, Israwi and Talhouk. These new Green-Naghdi systems are adapted to improve the frequency dispersion of the original model, they share the same order of precision as the standard one but have an appropriate structure which makes them much more suitable for the numerical resolution. We develop a second order splitting scheme where the hyperbolic part of the system is treated with a high-order finite volume scheme and the dispersive part is treated with a finite difference Approach. Numerical simulations are then performed to validate the model and the numerical methods.

Anders Grosen - One of the best experts on this subject based on the ideXlab platform.

  • A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities
    Research Papers in Economics, 2001
    Co-Authors: Anders Grosen, Bjarke Jensen, Peter Løchte Jørgensen
    Abstract:

    This paper sets up a model for the valuation of traditional participating life insurance policies. These claims are characterized by their explicit interest rate guarantees and by various embedded option elements, such as bonus and surrender options. Owing to the structure of these contracts, the theory of contingent claims pricing is a particularly well-suited framework for the analysis of their valuation. The eventual benefits (or pay-offs) from the contracts onsidered crucially depend on the history of returns on the insurance company’s assets during the contract period. This path-dependence prohibits the derivation of closed-form valuation formulas but we demonstrate that the dimensionality of the problem can be reduced to allow for the development and implementation of a finite difference algorithm for fast and accurate numerical evaluation of the contracts. We also demonstrate how the fundamental financial model can be extended to allow for mortality risk and we provide a wide range of numerical pricing results.

  • A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities
    The Geneva Papers on Risk and Insurance Theory, 2001
    Co-Authors: Bjarke Jensen, Peter Løchte Jørgensen, Anders Grosen
    Abstract:

    This paper sets up a model for the valuation of traditional participating life insurance policies. These claims are characterized by their explicit interest rate guarantees and by various embedded option elements, such as bonus and surrender options. Owing to the structure of these contracts, the theory of contingent claims pricing is a particularly well-suited framework for the analysis of their valuation.

Davis Bundi Ntwiga - One of the best experts on this subject based on the ideXlab platform.

  • high order accurate implicit methods for barrier option pricing
    Applied Mathematics and Computation, 2011
    Co-Authors: J C Ndogmo, Davis Bundi Ntwiga
    Abstract:

    Abstract This paper deals with a high-order accurate implicit Finite-Difference Approach to the pricing of barrier options. In this way various types of barrier options are priced, including barrier options paying rebates, and options on dividend-paying-stocks. Moreover, the barriers may be monitored either continuously or discretely. In addition to the high-order accuracy of the scheme, and the stretching effect of the coordinate transformation, the main feature of this Approach lies on a probability-based optimal determination of boundary conditions. This leads to much faster and accurate results when compared with similar pricing Approaches. The strength of the present scheme is particularly demonstrated in the valuation of discretely monitored barrier options where it yields values closest to those obtained from the only semi-analytical valuation methods available. The scheme is also applied to the analysis of Greeks data such as Delta and Gamma.

  • high order accurate implicit methods for the pricing of barrier options
    arXiv: Pricing of Securities, 2007
    Co-Authors: J C Ndogmo, Davis Bundi Ntwiga
    Abstract:

    This paper deals with a high-order accurate implicit Finite-Difference Approach to the pricing of barrier options. In this way various types of barrier options are priced, including barrier options paying rebates, and options on dividend-paying-stocks. Moreover, the barriers may be monitored either continuously or discretely. In addition to the high-order accuracy of the scheme, and the stretching effect of the coordinate transformation, the main feature of this Approach lies on a probability-based optimal determination of boundary conditions. This leads to much faster and accurate results when compared with similar pricing Approaches. The strength of the present scheme is particularly demonstrated in the valuation of discretely monitored barrier options where it yields values closest to those obtained from the only semi-analytical valuation method available.