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

Microwave modelling and validation in food thawing applications

Developing temperature fields in frozen cheese sauce undergoing microwave heating were simulated and measured. Two scenarios were investigated: a centric and offset placement on the rotating turntable. Numerical modeling was performed using a dedicated electromagnetic Finite Difference Time Domain (FDTD) module that was two-way coupled to the PHYSICA multiphysics package. Two meshes were used: the food material and container were meshed for the heat transfer and the microwave oven cavity and waveguide were meshed for the microwave field. Power densities obtained on the structured FDTD mesh were mapped onto the unstructured finite volume method mesh for each time-step/turntable position. On heating for each specified time-step the temperature field was mapped back onto the FDTD mesh and the electromagnetic properties were updated accordingly. Changes in thermal/electric properties associated with the phase transition were fully accounted for as well as heat losses from product to cavity. Detailed comparisons were carried out for the centric and offset placements, comparing experimental temperature profiles during microwave thawing with those obtained by numerical simulation.

Variable frequency microwave curing of polymer materials in microelectronics packaging applications

The use of variable frequency microwave technology in curing of polymer materials used in microelectronics applications is discussed. A revolutionary open-ended microwave curing system is outlined and assessed using experimental and numerical approaches. Experimental and numerical results are presented, demonstrating the feasibility of the system

Open ended microwave oven for flip-chip assembly

A novel open-ended waveguide cavity resonator for the microwave curing of bumps, underfills and encapsulants is described. The open oven has the potential to provide fast alignment of devices during flip-chip assembly, direct chip attach, surface mount assembly or wafer-scale level packaging. The prototype microwave oven was designed to operate at X-band for ease of testing, although a higher frequency version is planned. The device described in the paper takes the form of a waveguide cavity resonator. It is approximately square in cross-section and is filled with a low-loss dielectric with a relative permittivity of 6. It is excited by end-fed probes in order to couple power preferentially into the TM3,3,k mode with the object of forming nine 'hot-spots' in the open end. Low power tests using heat sensitive film demonstrate clearly that selective heating in multiple locations in the open end of the oven is achievable

Multiphysics simulation of microwave curing in micro-electronics packaging applications

Purpose – This paper aims to present an open-ended microwave curing system for microelectronics components and a numerical analysis framework for virtual testing and prototyping of the system, enabling design of physical prototypes to be optimized, expediting the development process. Design/methodology/approach – An open-ended microwave oven system able to enhance the cure process for thermosetting polymer materials utilised in microelectronics applications is presented. The system is designed to be mounted on a precision placement machine enabling curing of individual components on a circuit board. The design of the system allows the heating pattern and heating rate to be carefully controlled optimising cure rate and cure quality. A multi-physics analysis approach has been adopted to form a numerical model capable of capturing the complex coupling that exists between physical processes. Electromagnetic analysis has been performed using a Yee finite-difference time-domain scheme, while an unstructured finite volume method has been utilized to perform thermophysical analysis. The two solvers are coupled using a sampling-based cross-mapping algorithm. Findings – The numerical results obtained demonstrate that the numerical model is able to obtain solutions for distribution of temperature, rate of cure, degree of cure and thermally induced stresses within an idealised polymer load heated by the proposed microwave system. Research limitations/implications – The work is limited by the absence of experimentally derived material property data and comparative experimental results. However, the model demonstrates that the proposed microwave system would seem to be a feasible method of expediting the cure rate of polymer materials. Originality/value – The findings of this paper will help to provide an understanding of the behaviour of thermosetting polymer materials during microwave cure processing.

Coupled FDTD-FVM simulation of microwave heating of polymer materials for micro-systems packaging applications

Heating in an idealised polymer load in a novel open-ended variable frequency microwave oven is numerically simulated using a couple solver approach. The frequency-agile microwave oven bonding system (FAMOBS)is developed to meet rapid polymer curing requirements in microelectronics and optoelectronics manufacturing. The heating of and idealised polymer load has been investigated through numerical modelling. Assessment of the system comprises of simulation of electromagnetic fields and of temperature distribution within the load. Initial simulation results are presented and contrasted with experimental analysis of field distribution

Microwave curing for high density package

Summary form only given. Currently the vast majority of adhesive materials in electronic products are bonded using convection heating or infra-red as well as UV-curing. These thermal processing steps can take several hours to perform, slowing throughput and contributing a significant portion of the cost of manufacturing. With the demand for lighter, faster, and smaller electronic devices, there is a need for innovative material processing techniques and control methodologies. The increasing demand for smaller and cheaper devices pose engineering challenges in designing a curing systems that minimize the time required between the curing of devices in a production line, allowing access to the components during curing for alignment and testing. Microwave radiation exhibits several favorable characteristics and over the past few years has attracted increased academic and industrial attention as an alternative solution to curing of flip-chip underfills, bumps, glob top and potting cure, structural bonding, die attach, wafer processing, opto-electronics assembly as well as RF-ID tag bonding. Microwave energy fundamentally accelerates the cure kinetics of polymer adhesives. It provides a route to focus heat into the polymer materials penetrating the substrates that typically remain transparent. Therefore microwave energy can be used to minimise the temperature increase in the surrounding materials. The short path between the energy source and the cured material ensures a rapid heating rate and an overall low thermal budget. In this keynote talk, we will review the principles of microwave curing of materials for high density packing. Emphasis will be placed on recent advances within ongoing research in the UK on the realization of "open-oven" cavities, tailored to address existing challenges. Open-ovens do not require positioning of the device into the cavity through a movable door, hence being more suitable for fully automated processing. Further potential advantages of op- - en-oven curing include the possibility for simultaneous fine placement and curing of the device into a larger assembly. These capabilities promise productivity gains by combining assembly, placement and bonding into a single processing step. Moreover, the proposed design allows for selective heating within a large substrate, which can be useful particularly when the latter includes parts sensitive to increased temperatures.

Numerical simulation of microwave thawing using a coupled solver approach

Thawing of a frozen food product in a domestic microwave oven is numerically simulated using a coupled solver approach. The approach consists of a dedicated electromagnetic FDTD solver and a closely coupled UFVM multi-physics package. Two overlapping numerical meshes are defined; the food material and container were meshed for heat transfer and phase change solution, whilst the microwave oven cavity and waveguide were meshed for the microwave irradiation. The two solution domains were linked using a cross-mapping routine. This approach allowed the rotation of the food load to be captured. Power densities obtained on the structured FDTD mesh were interpolated onto the UFVM mesh for each timestep/turntable position. The UFVM solver utilised the power density data to advance the temperature and phase distribution solution. The temperature-dependant dielectric and thermo-physical properties of the food load were updated prior to revising the electromagnetic solution. Changes in thermal/electric properties associated with the phase transition were fully accounted for as well as heat losses from product to cavity. Two scenarios were investigated: a centric and eccentric placement on the turntable. Developing temperature fields predicted by the numerical solution are validated against experimentally obtained data. Presented results indicate the feasibility of fully coupled simulations of the microwave heating of a frozen product. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)

Comparison of encapsulant curing with convention and microwave systems

Comparison of the performance of a conventional convection oven system with a dual-section microwave system for curing thermosetting polymer encapsulant materials has been performed numerically. A numerical model capable of analysing both the convection and microwave cure processes has been developed and is breifly outliines. The model is used to analyse the curing of a commercially available encapsulant material using both systems. Results obtained from numerical solutions are presented, confirming that the VFM system enables the cure process to be carried out far more rapidly than with the convection oven system. This capability stems from the fundamental heating processes involved, namely that microwave processing enables the heating rate to be varied independently of the material temperature. Variations in cure times, curing rates, maximum temperatures and residual stresses between the processes are fully discussed.

Advanced microwave oven for rapid curing of encapsulant

The curing of a thermosetting polymer materials utilized on micro-electronics packaging applications can be performed using microwave systems. The use of microwave energy enables the cure process to be completed more rapidly than with alternative approaches due to the ability to heat volumetrically. Furthermore, advanced dual-section microwave systems enable curing of individual components on a chip-on-board assembly. The dielectric properties of thermosetting polymer materials, commonly used in microelectronics packaging applications, vary significantly with temperature and degree of cure. The heating rate within a material subjected to an electric field is primarily dependant on the dielectric loss properties of the material itself. This article examines the variation in dielectric properties of a commercially available encapsulant paste with frequency and temperature and the resulting influence on the cure process. The 'FAMOBS' dual section microwave system and its application to microelectronics manufacture are described. The measurement of the dielectric properties of 'Henkel EO1080' encapsulant paste uses a commercially available 'dielectric probe kit' and is described in this paper. The FAMOBS heating system is used to encapsulate a small op-amp chip. A numerical model formulated to assess the cure process in thermosetting polymer materials under microwave heating is outlined. Numerical results showing that the microwave processing systems is capable of rapidly and evenly curing thermosetting polymer materials are presented.

Impact of assembly process technologies on electronic packaging materials

Assembly processes used to bond components to printed circuit boards can have a significant impact on these boards and the final packaged component. Traditional approaches to bonding components to printed circuit boards results in heat being applied across the whole board assembly. This can lead to board warpage and possibly high residual stresses. Another approach discussed in this paper is to use Variable Frequency Microwave (VFM) heating to cure adhesives and underfills and bond components to printed circuit boards. In terms of energy considerations the use of VFM technology is much more cost effective compared to convection/radiation heating. This paper will discuss the impact of traditional reflow based processes on flexible substrates and it will demonstrate the possible advantages of using localised variable frequency microwave heating to cure materials in an electronic package.

Numerical algorithms for modelling electrodeposition: Tracking the deposition front under forced convection from megasonic agitation

Electrodeposition is a widely used technique for the fabrication of high aspect ratio microstructures. In recent years, much research has been focused within this area aiming to understand the physics behind the filling of high aspect ratio vias and trenches on substrates and in particular how they can be made without the formation of voids in the deposited material. This paper reports on the fundamental work towards the advancement of numerical algorithms that can predict the electrodeposition process in micron scaled features. Two different numerical approaches have been developed, which capture the motion of the deposition interface and 2-D simulations are presented for both methods under two deposition regimes: those where surface kinetics is governed by Ohm’s law and the Butler–Volmer equation, respectively. In the last part of this paper the modelling of acoustic forces and their subsequent impact on the deposition profile through convection is examined.

Comparison of properties of traditional and accelerated carbonated solidified/stabilized contaminated soils

The investigation of the long-term performance of solidified/stabilized (S/S) contaminated soils was carried out in a trial site in southeast UK. The soils were exposed to the maximum natural weathering for four years and sampled at various depths in a controlled manner. The chemical properties (e.g., degree of carbonation (DOC), pH, electrical conductivity (EC)) and physical properties (e.g., moisture content (MC), liquid limit (LL), plastic limit (PL), plasticity index (PI)) of the samples untreated and treated with the traditional and accelerated carbonated S/S processes were analyzed. Their variations on the depths of the soils were also studied. The result showed that the broad geotechnical properties of the soils, manifested in their PIs, were related to the concentration of the water soluble ions and in particular the free calcium ions. The samples treated with the accelerated carbonation technology (ACT), and the untreated samples contained limited number of free calcium ions in solutions and consequently interacted with waters in a similar way. Compared with the traditional cement-based S/S technology, e.g., treatment with ordinary portland cement (OPC) or EnvirOceM, ACT caused the increase of the PI of the treated soil and made it more stable during long-term weathering. The PI values for the four soils ascended according to the order: the EnvirOceM soil, the OPC soil, the ACT soil, and the untreated soil while their pH and EC values descended according to the same order.

The reporting behaviours of student nurses who have experienced verbal abuse

Background: There is evidence that student nurses are vulnerable to experiencing verbal abuse from a variety of sources and under-reporting of verbal abuse is prevalent throughout the nursing profession. The objective of the study is to explore the reporting behaviours of student nurses who have experienced verbal abuse. Method: For this study a definition of verbal abuse was adopted from current Department of Health (England) guidelines. Questionnaires were distributed in 2005 to a convenience sample of 156 third year nursing students from one pre-registration nursing programme in England. A total of 114 questionnaires were returned, giving an overall response rate of 73.0%. Results: Fifty one students (44.7% of responses) reported verbal abuse; all of these completed the section exploring reporting behaviours. The incidents involved patients in thirty three cases (64.7%); eight cases (15.7%) involved visitors or relatives and ten cases (19.6%) involved other healthcare workers. Thirty two students (62.7%) stated that they did report the incident of verbal abuse they experienced and nineteen (37.3%) of respondents reported that they did not. Only four incidents developed from an oral report to being formally documented. There was a statistically significant association (P = 0.003) between the focus of verbal abuse (patient/visitor or colleague) and the respondents reporting practices with respondents experiencing verbal abuse from colleagues less likely to report incidents. Most frequent feelings following experiences of verbal abuse from colleagues were feelings of embarrassment and hurt/shock. Most frequent consequences of experiencing verbal abuse from patients or relatives were feeling embarrassed and feeling sorry for the abuser. When comparing non reporters with reporters, the most frequent feelings of non reporters were embarrassment and hurt and reporters, embarrassment and feeling sorry for the abuser. When considering levels of support after the incident the mean rating score of respondents who reported the incident was 5.40 (standard deviation 2.89) and of those that did not, 4.36 (standard deviation 2.87) which was not statistically significant (p = 0.220). Conclusions: 1. Not documenting experiences of verbal abuse formally in writing is a prevalent phenomenon within the sample studied and reporting practices are inconsistent. 2. Both Higher Education Institutions and health care providers should consider emphasising formal reporting and documenting of incidents of verbal abuse during student nurse training and access to formal supportive services should be promoted. 3. Effective incident reporting processes and analysis of these reports can lead to an increased awareness of how to avoid negative interactions in the workplace and how to deal with incidents effectively.

Workplace violence and intentions to quit: results from a survey of London nurses

Study Objective: Work-place violence, harassment and abuse is an increasing feature of nurses’ experience of work in many countries. There is some evidence that the experience of workplace violence affects levels of job satisfaction (Hesketh et al 2003) and career decisions (e.g. Mayer et al 1999, Fernandes et al 1999). This paper reports on verbal and physical abuse by patients, relatives and carers, as well as racial and sexual harassment in Acute Hospitals in London and investigates whether workplace violence affects nurses’ intentions to leave either their current job or the nursing profession, controlling for a number of other factors that are known to affect career decisions, such as workload, pay and own health. Method: A questionnaire designed by two of the authors (Reeves and West) to assess many different aspects of nurses work life was used in a postal survey of nurses grades A to I practising in twenty London acute trusts in 2002. A total of 6,160 clinical nurses were mailed the questionnaires and 2,880 returned completed questionnaires, resulting in an overall response rate of 47%, discounting undelivered questionnaires. Respondents worked in a wide variety of clinical settings but mainly in acute medical and surgical wards. In addition to descriptive statistics, results were analysed using logistic regression with robust standard errors: the appropriate test when the dependent variable is dichotomous and the individual respondents clustered within units (nurses working within hospitals are not statistically independent). Results: Our results show high levels of racial (%), sexual (%) and other, unspecified forms of harassment (%), as well as verbal and physical abuse (14% had been physically assaulted with 5% being assaulted more than once), over the previous 6 months. A very small number (1%) reported experiencing all three forms of harassment; 12% two forms and 29% one form. Only 45% of this sample intended to stay in nursing for at least 3 years; 40% were undecided and 15% intended to leave. Logistic regression estimates showed that reported levels of abuse and harassment had a significant impact on respondents’ career intentions, even in models that controlled for known factors affecting career decisions. About 70% of our respondents reported that they had had too little training in dealing with aggressive behaviour—or none at all—but there was no statistical relationship between lack of training and reported assaults. Conclusions: The international shortage of health care workers is due at least in part to low retention rates. It is crucial to investigate nurses’ experiences of work to identify the factors that shape their career decisions. Workplace violence is increasingly acknowledged as an international, service-wide, health care problem. This paper adds to the literature that shows that workplace violence has an impact on nurses’ career decisions. The implications for managers and policy makers are that strengthening systems of security and providing nurses with training in interpersonal relationships including dealing with aggressive patients could slow nurse turnover.