Semi-Lagrange time integration for PDE models of asian options

Semi-Lagrange time integration is used with the finite difference method to provide accurate stable prices for Asian options, with or without early exercise. These are combined with coordinate transformations for computational efficiency and compared with published results

Accuracy of turbulence models and CFD for thermal characterisation of electronic systems

A major percentage of the heat emitted from electronic packages can be extracted by air cooling whether by means of natural or forced convection. This flow of air throughout an electronic system and the heat extracted is highly dependable on the nature of turbulence present in the flow field. This paper will discuss results from an investigation into the accuracy of turbulence models to predict air cooling for electronic packages and systems.

Investigation into the performance of turbulence models for fluid flow and heat transfer phenomena in electronic applications

Computational Fluid Dynamics (CFD) is gradually becoming a powerful and almost essential tool for the design, development and optimization of engineering applications. However the mathematical modelling of the erratic turbulent motion remains the key issue when tackling such flow phenomena. The reliability of CFD analysis depends heavily on the turbulence model employed together with the wall functions implemented. In order to resolve the abrupt changes in the turbulent energy and other parameters situated at near wall regions a particularly fine mesh is necessary which inevitably increases the computer storage and run-time requirements. Turbulence modelling can be considered to be one of the three key elements in CFD. Precise mathematical theories have evolved for the other two key elements, grid generation and algorithm development. The principal objective of turbulence modelling is to enhance computational procedures of efficient accuracy to reproduce the main structures of three dimensional fluid flows. The flow within an electronic system can be characterized as being in a transitional state due to the low velocities and relatively small dimensions encountered. This paper presents simulated CFD results for an investigation into the predictive capability of turbulence models when considering both fluid flow and heat transfer phenomena. Also a new two-layer hybrid kε / kl turbulence model for electronic application areas will be presented which holds the advantages of being cheap in terms of the computational mesh required and is also economical with regards to run-time.

Investigation into the performance of turbulence models for fluid flow and heat transfer phenomena in electronic applications

Heat is extracted away from an electronic package by convection, conduction, and/or radiation. The amount of heat extracted by forced convection using air is highly dependent on the characteristics of the airflow around the package which includes its velocity and direction. Turbulence in the air is also important and is required to be modeled accurately in thermal design codes that use computational fluid dynamics (CFD). During air cooling the flow can be classified as laminar, transitional, or turbulent. In electronics systems, the flow around the packages is usually in the transition region, which lies between laminar and turbulent flow. This requires a low-Reynolds number numerical model to fully capture the impact of turbulence on the fluid flow calculations. This paper provides comparisons between a number of turbulence models with experimental data. These models included the distance from the nearest wall and the local velocity (LVEL), Wolfshtein, Norris and Reynolds, k-ε, k-ω, shear-stress transport (SST), and kε/kl models. Results show that in terms of the fluid flow calculations most of the models capture the difficult wake recirculation region behind the package reasonably well, although for packages whose heights cause a high degree of recirculation behind the package the SST model appears to struggle. The paper also demonstrates the sensitivity of the models to changes in the mesh density; this study is aimed specifically at thermal design engineers as mesh independent simulations are rarely conducted in an industrial environment.

A design pattern for integration of business process management systems

A cross-domain workflow application may be constructed using a standard reference model such as the one by the Workflow Management Coalition (WfMC) [7] but the requirements for this type of application are inherently different from one organization to another. The existing models and systems built around them meet some but not all the requirements from all the organizations involved in a collaborative process. Furthermore the requirements change over time. This makes the applications difficult to develop and distribute. Service Oriented Architecture (SOA) based approaches such as the BPET (Business Process Execution Language) intend to provide a solution but fail to address the problems sufficiently, especially in the situations where the expectations and level of skills of the users (e.g. the participants of the processes) in different organisations are likely to be different. In this paper, we discuss a design pattern that provides a novel approach towards a solution. In the solution, business users can design the applications at a high level of abstraction: the use cases and user interactions; the designs are documented and used, together with the data and events captured later that represents the user interactions with the systems, to feed an intermediate component local to the users -the IFM (InterFace Mapper) -which bridges the gaps between the users and the systems. We discuss the main issues faced in the design and prototyping. The approach alleviates the need for re-programming with the APIs to any back-end service thus easing the development and distribution of the applications

Creating a suitable and successful solution for the integration of podcasting and vidcasting in a higher education e-learning environment

A small research project is currently taking place within a department of the University of Greenwich. The project involves using current technology (Apple’s xServe, iPhones, iPod touch, Podcast Producer application and some 3rd party capture software) with the intention to provide a solution for quick and simple podcasting. This paper also aims to investigate the use of podcasting to help promote and extend the e-learning provision within the school. In short this project aims to justify the use of podcasting as a teaching and learning tool to help enhance student learning while identifying the most appropriate manner to integrate podcasting within an e-learning environment.