Adsorption of flexible n-alkane on graphitized thermal carbon black: analysis of adsorption isotherm by means of GCMC simulation

In this paper, we investigate the suitability of the grand canonical Monte Carlo in the description of adsorption equilibria of flexible n-alkane (butane, pentane and hexane) on graphitized thermal carbon black. Potential model of n-alkane of Martin and Siepmann (J. Phys. Chem. 102 (1998) 2569) is employed in the simulation, and we consider the flexibility of molecule in the simulation. By this we study two models, one is the fully flexible molecular model in which n-alkane is subject to bending and torsion, while the other is the rigid molecular model in which all carbon atoms reside on the same plane. It is found that (i) the adsorption isotherm results of these two models are close to each other, suggesting that n-alkane model behaves mostly as rigid molecules with respect to adsorption although the isotherm for longer chain n-hexane is better described by the flexible molecular model (ii) the isotherms agree very well with the experimental data at least up to two layers on the surface.

Canonical valuation of options in the presence of stochastic volatility

Proposed by M. Stutzer (1996), canonical valuation is a new method for valuing derivative securities under the risk-neutral framework. It is non-parametric, simple to apply, and, unlike many alternative approaches, does not require any option data. Although canonical valuation has great potential, its applicability in realistic scenarios has not yet been widely tested. This article documents the ability of canonical valuation to price derivatives in a number of settings. In a constant-volatility world, canonical estimates of option prices struggle to match a Black-Scholes estimate based on historical volatility. However, in a more realistic stochastic-volatility setting, canonical valuation outperforms the Black-Scholes model. As the volatility generating process becomes further removed from the constant-volatility world, the relative performance edge of canonical valuation is more evident. In general, the results are encouraging that canonical valuation is a useful technique for valuing derivatives. (C) 2005 Wiley Periodicals, Inc.

Power generation investment opportunities evaluation: A comparison between net present value and real options approach

To evaluate an investment project in the competitive electricity market, there are several key factors that affects the project's value: the present value that the project could bring to investor, the possible future course of actions that investor has and the project's management flexibility. The traditional net present value (NPV) criteria has the ability to capture the present value of the project's future cash flow, but it fails to assess the value brought by market uncertainty and management flexibility. By contrast with NPV, the real options approach (ROA) method has the advantage to combining the uncertainty and flexibility in evaluation process. In this paper, a framework for using ROA to evaluate the generation investment opportunity has been proposed. By given a detailed case study, the proposed framework is compared with NPV and showing a different results

Adsorption of Supercritical fluids on graphitised thermal carbon black: Molecular layer structure theory versus grand canonical Monte Carlo simulation

This paper presents a detailed analysis of adsorption of supercritical fluids on nonporous graphitized thermal carbon black. Two methods are employed in the analysis. One is the molecular layer structure theory (MLST), proposed recently by our group, and the other is the grand canonical Monte Carlo (GCMC) simulation. They were applied to describe the adsorption of argon, krypton, methane, ethylene, and sulfur hexafluoride on graphitized thermal carbon black. It was found that the MLST describes all the experimental data at various temperatures well. Results from GCMC simulations describe well the data at low pressure but show some deviations at higher pressures for all the adsorbates tested. The question of negative surface excess is also discussed in this paper.

Effects of potential models on the adsorption of ethane and ethylene on graphitized thermal carbon black. Study of two-dimensional critical temperature and isosteric heat versus loading

Adsorption of ethylene and ethane on graphitized thermal carbon black and in slit pores whose walls are composed of graphene layers is studied in detail to investigate the packing efficiency, the two-dimensional critical temperature, and the variation of the isosteric heat of adsorption with loading and temperature. Here we used a Monte Carlo simulation method with a grand canonical Monte Carlo ensemble. A number of two-center Lennard-Jones (LJ) potential models are investigated to study the impact of the choice of potential models in the description of adsorption behavior. We chose two 2C-LJ potential models in our investigation of the (i) UA-TraPPE-LJ model of Martin and Siepmann (J. Phys. Chem. B 1998,102, 25692577) for ethane and Wick et al. (J. Phys. Chem. B 2000,104, 8008-8016) for ethylene and (ii) AUA4-LJ model of Ungerer et al. (J. Chem. Phys. 2000,112, 5499-5510) for ethane and Bourasseau et al. (J. Chem. Phys. 2003, 118, 3020-3034) for ethylene. These models are used to study the adsorption of ethane and ethylene on graphitized thermal carbon black. It is found that the solid-fluid binary interaction parameter is a function of adsorbate and temperature, and the adsorption isotherms and heat of adsorption are well described by both the UA-TraPPE and AUA models, although the UA-TraPPE model performs slightly better. However, the local distributions predicted by these two models are slightly different. These two models are used to explore the two-dimensional condensation for the graphitized thermal carbon black, and these values are 110 K for ethylene and 120 K for ethane.

Non-additivity of attractive potentials in modeling of N-2 and Ar adsorption isotherms on graphitized carbon black and porous carbon by means of density functional theory

We present a new approach accounting for the nonadditivity of attractive parts of solid-fluid and fluidfluid potentials to improve the quality of the description of nitrogen and argon adsorption isotherms on graphitized carbon black in the framework of non-local density functional theory. We show that the strong solid-fluid interaction in the first monolayer decreases the fluid-fluid interaction, which prevents the twodimensional phase transition to occur. This results in smoother isotherm, which agrees much better with experimental data. In the region of multi-layer coverage the conventional non-local density functional theory and grand canonical Monte Carlo simulations are known to over-predict the amount adsorbed against experimental isotherms. Accounting for the non-additivity factor decreases the solid-fluid interaction with the increase of intermolecular interactions in the dense adsorbed fluid, preventing the over-prediction of loading in the region of multi-layer adsorption. Such an improvement of the non-local density functional theory allows us to describe experimental nitrogen and argon isotherms on carbon black quite accurately with mean error of 2.5 to 5.8% instead of 17 to 26% in the conventional technique. With this approach, the local isotherms of model pores can be derived, and consequently a more reliab * le pore size distribution can be obtained. We illustrate this by applying our theory against nitrogen and argon isotherms on a number of activated carbons. The fitting between our model and the data is much better than the conventional NLDFT, suggesting the more reliable PSD obtained with our approach.

Adsorption of ethylene on graphitized thermal carbon black and in slit pores: A computer simulation study

In this paper, we studied vapor-liquid equilibria (VLE) and adsorption of ethylene on graphitized thermal carbon black and in slit pores whose walls are composed of graphene layers. Simple models of a one-center Lennard-Jones (LJ) potential and a two-center united atom (UA)-LJ potential are investigated to study the impact of the choice of potential models in the description of VLE and adsorption behavior. Here, we used a Monte Carlo simulation method with grand canonical Monte Carlo (GCMC) and Gibbs ensemble Monte Carlo ensembles. The one-center potential model cannot describe adequately the VLE over the practical range of temperature from the triple point to the critical point. On the other hand, the two-center potential model (Wick et al. J. Phys. Chem. B 2000, 104, 8008-8016) performs well in the description of VLE (saturated vapor and liquid densities and vapor pressure) over the wide range of temperature. This UA-LJ model is then used in the study of adsorption of ethylene on graphitized thermal carbon black and in slit pores. Agreement between the GCMC simulation results and the experimental data on graphitized thermal carbon black for moderate temperatures is excellent, demonstrating that the potential of the GCMC method and the proper choice of potential model are essential to investigate adsorption. For slit pores of various sizes, we have found that the behavior of ethylene exhibits a number of features that are not manifested in the study of spherical LJ particles. In particular, the singlet density distribution versus distance across the pore and the angle between the molecular axis and the z direction provide rich information about the way molecules arrange themselves when the pore width is varied. Such an arrangement has been found to be very sensitive to the pore width.

Adsorption of quadrupolar, diatomic nitrogen onto graphitized thermal carbon black and in slit-shaped carbon pores. Effects of surface mediation

In this paper, we study the effect of solid surface mediation on the intermolecular potential energy of nitrogen, and its impact on the adsorption of nitrogen on a graphitized carbon black surface and in carbon slit-shaped pores. This effect arises from the lower effective interaction potential energy between two particles close to the surface compared to the potential energy of the same two particles when they are far away from the surface. A simple equation is proposed to calculate the reduction factor and this is used in the Grand Canonical Monte Carlo (GCMC) simulation of nitrogen adsorption on graphitized thermal carbon black. With this modification, the GCMC simulation results agree extremely well with the experimental data over a wide range of pressure; the simulation results with the original potential energy (i.e. no surface mediation) give rise to a shoulder in the neighbourhood of monolayer coverage and a significant over-prediction of the second and higher layer coverages. The influence of this surface mediation on the dependence of the pore-filling pressure on the pore width is also studied. It is shown that such surface mediation has a significant effect on the pore-filling pressure. This implies that the use of the local isotherms obtained from the potential model without surface mediation could give rise to a serious error in the determination of the pore-size distribution.

Modelling oil droplet absorption spectra and spectral sensitivities of bird cone photoreceptors

Birds have four spectrally distinct types of single cones that they use for colour vision. It is often desirable to be able to model the spectral sensitivities of the different cone types, which vary considerably between species. However, although there are several mathematical models available for describing the spectral absorption of visual pigments, there is no model describing the spectral absorption of the coloured oil droplets found in three of the four single cone types. In this paper, we describe such a model and illustrate its use in estimating the spectral sensitivities of single cones. Furthermore, we show that the spectral locations of the wavelengths of maximum absorbance (lambda(max)) of the short- (SWS), medium- (MWS) and long- (LWS) wavelength-sensitive visual pigments and the cut-off wavelengths (lambda(cut)) of their respective C-, Y- and R-type oil droplets can be predicted from the lambda(max) of the ultraviolet- (UVS)/violet- ( VS) sensitive visual pigment.

Simulation study of ammonia adsorption on graphitized carbon black

GCMC simulations are applied to the adsorption of sub-critical ammonia on graphitized carbon black at 240 K. The carbon black was modelled both with and without carbonyl functional groups. Large differences are seen between the amount adsorbed for different carbonyl configurations at low pressure (P < 10kPa). Once a single layer is formed on the carbon black, the adsorption behaviour is similar between the model surfaces with and without functional groups. Simulation isotherms are qualitatively similar to the few experimental isotherms available in the literature for ammonia on highly graphitized carbon black. The mode of adsorption up to monolayer coverage is exhaustively shown to be two-dimensional clustering using various techniques. A comparison between experiment and simulation isosteric heats shows that a surface without functional groups cannot reproduce the experimental isosteric heats of adsorption, even comparing with the experimental results of carbon black heat treated at 3373 K. The addition of carbonyls produces isosteric heats with similar features to those in the literature if the separation between the carbonyls is small.

Adsorption of carbon tetrachloride on graphitized thermal carbon black and in slit graphitic pores: Five-site versus one-site potential models

The performance of intermolecular potential models on the adsorption of carbon tetrachloride on graphitized thermal carbon black at various temperatures is investigated. This is made possible with the extensive experimental data of Machin and Ross(1), Avgul et al.,(2) and Pierce(3) that cover a wide range of temperatures. The description of all experimental data is only possible with the allowance for the surface mediation. If this were ignored, the grand canonical Monte Carlo (GCMC) simulation results would predict a two-dimensional (2D) transition even at high temperatures, while experimental data shows gradual change in adsorption density with pressure. In general, we find that the intermolecular interaction has to be reduced by 4% whenever particles are within the first layer close to the surface. We also find that this degree of surface mediation is independent of temperature. To understand the packing of carbon tetrachloride in slit pores, we compared the performance of the potential models that model carbon tetrachloride as either five interaction sites or one site. It was found that the five-site model performs better and describes the imperfect packing in small pores better. This is so because most of the strength of fluid-fluid interaction between two carbon tetrachloride molecules comes from the interactions among chlorine atoms. Methane, although having tetrahedral shape as carbon tetrachloride, can be effectively modeled as a pseudospherical particle because most of the interactions come from carbon-carbon interaction and hydrogen negligibly contributes to this.

Pore size distribution analysis of activated carbons: Application of density functional theory using nongraphitized carbon black as a reference system

The application of nonlocal density functional theory (NLDFT) to determine pore size distribution (PSD) of activated carbons using a nongraphitized carbon black, instead of graphitized thermal carbon black, as a reference system is explored. We show that in this case nitrogen and argon adsorption isotherms in activated carbons are precisely correlated by the theory, and such an excellent correlation would never be possible if the pore wall surface was assumed to be identical to that of graphitized carbon black. It suggests that pore wall surfaces of activated carbon are closer to that of amorphous solids because of defects of crystalline lattice, finite pore length, and the presence of active centers.. etc. Application of the NLDFT adapted to amorphous solids resulted in quantitative description of N-2 and Ar adsorption isotherms on nongraphitized carbon black BP280 at their respective boiling points. In the present paper we determined solid-fluid potentials from experimental adsorption isotherms on nongraphitized carbon black and subsequently used those potentials to model adsorption in slit pores and generate a corresponding set of local isotherms, which we used to determine the PSD functions of different activated carbons. (c) 2005 Elsevier Ltd. All rights reserved.

Adsorption of benzene on graphitized thermal carbon black: Reduction of the quadrupole moment in the adsorbed phase

The performance of intermolecular potential models on the adsorption of benzene on graphitized thermal carbon black at various temperatures is investigated. Two models contain only dispersive sites, whereas the other two models account explicitly for the dispersive and electrostatic sites. Using numerous data in the literature on benzene adsorption on graphitized thermal carbon black at various temperatures, we have found that the effect of surface mediation on interaction between adsorbed benzene molecules must be accounted for to describe correctly the adsorption isotherm as well as the isosteric heat. Among the two models with partial charges tested, the WSKS model of Wick et at. I that has only six dispersive sites and three discrete partial charges is better than the very expensive all-atom model of Jorgensen and Severance.(2) Adsorbed benzene molecules on graphitized thermal carbon black have a complex orientation with respect to distance from the surface and also with respect to loading. At low loadings, they adopt the parallel configuration relative to the graphene surface, whereas at higher loadings (still less than monolayer coverage) some molecules adopt a slant orientation to maximize the fluid-fluid interaction. For loadings in the multilayer region, the orientation of molecules in the first layer is influenced by the presence of molecules in the second layer. The data that are used in this article come from the work of Isirikyan and Kiselev,(3) Pierotti and Smallwood,(4) Pierce and Ewing,(5) Belyakova, Kiselev, and Kovaleva,(6) and Carrott et al.(7)

Simulation study of methanol and ethanol adsorption on graphitized carbon black

GCMC simulations are applied to the adsorption of sub-critical methanol and ethanol on graphitized carbon black at 300 K. The carbon black was modelled both with and without carbonyl functional groups. Large differences are seen between the amounts adsorbed for different carbonyl configurations at low pressure prior to monolayer coverage. Once a monolayer has been formed on the carbon black, the adsorption behaviour is similar between the model surfaces with and without functional groups. Simulation isotherms for the case of low carbonyl concentrations or no carbonyls are qualitatively similar to the few experimental isotherms available in the literature for methanol and ethanol adsorption on highly graphitized carbon black. Isosteric heats and adsorbed phase heat capacities are shown to be very sensitive to carbonyl configurations. A maximum is observed in the adsorbed phase heat capacity of the alcohols for all simulations but is unrealistically high for the case of a plain graphite surface. The addition of carbonyls to the surface greatly reduces this maximum and approaches experimental data with carbonyl concentration as low as 0.09 carbonyls/nm(2).

The cost of uniqueness in groundwater model calibration

Calibration of a groundwater model requires that hydraulic properties be estimated throughout a model domain. This generally constitutes an underdetermined inverse problem, for which a Solution can only be found when some kind of regularization device is included in the inversion process. Inclusion of regularization in the calibration process can be implicit, for example through the use of zones of constant parameter value, or explicit, for example through solution of a constrained minimization problem in which parameters are made to respect preferred values, or preferred relationships, to the degree necessary for a unique solution to be obtained. The cost of uniqueness is this: no matter which regularization methodology is employed, the inevitable consequence of its use is a loss of detail in the calibrated field. This, ill turn, can lead to erroneous predictions made by a model that is ostensibly well calibrated. Information made available as a by-product of the regularized inversion process allows the reasons for this loss of detail to be better understood. In particular, it is easily demonstrated that the estimated value for an hydraulic property at any point within a model domain is, in fact, a weighted average of the true hydraulic property over a much larger area. This averaging process causes loss of resolution in the estimated field. Where hydraulic conductivity is the hydraulic property being estimated, high averaging weights exist in areas that are strategically disposed with respect to measurement wells, while other areas may contribute very little to the estimated hydraulic conductivity at any point within the model domain, this possibly making the detection of hydraulic conductivity anomalies in these latter areas almost impossible. A study of the post-calibration parameter field covariance matrix allows further insights into the loss of system detail incurred through the calibration process to be gained. A comparison of pre- and post-calibration parameter covariance matrices shows that the latter often possess a much smaller spectral bandwidth than the former. It is also demonstrated that, as all inevitable consequence of the fact that a calibrated model cannot replicate every detail of the true system, model-to-measurement residuals can show a high degree of spatial correlation, a fact which must be taken into account when assessing these residuals either qualitatively, or quantitatively in the exploration of model predictive uncertainty. These principles are demonstrated using a synthetic case in which spatial parameter definition is based oil pilot points, and calibration is Implemented using both zones of piecewise constancy and constrained minimization regularization. (C) 2005 Elsevier Ltd. All rights reserved.