Sharif Digital Repository

For along time, analysis of financial markets is an interesting topic for mankind. There are different statistical methods to analyze financial time series. In this manuscript, financial markets are analyzed from network view point. Inference of hidden structures between companies of a market is merit information so we introduce different methods to infer
hidden network structure of financial markets. In addition, we will show that dynamic of network structure can provide important information about external sources of influence on financial markets. Actually, we show affect of political events on financial market of Iran. At last, we generalize diffusion concept at financial networks... 

The aim of this research is to model the separation and transport of multi-component gas mixture through a nanoporous membrane by using pore network models (PNM).
The first part of this project represents the membrane simulating by means of the PNM. A three-dimensional network is used to represent the membrane’s pore space and it consists of two parts; pore and throat. The pores are the main parts of the network and their diameter is characterized according to the pore size distribution of the membrane. Every throat connects two pores and the number of throats which is connected to each pore is named "coordination number". Using a variety size of pores and throats leads to production of... 

In this work, the unsteady response of a laminar diffusion flame to harmonic mass fraction oscillations and also to flow velocity fluctuations is investigated. Flame-sheet assumption is utilized to model the laminar unsteady two-dimensional co-flow diffusion flame mathematically. The initial combustion of most combustion chambers is through diffusion mechanism. Therefore, developing analytical model of diffusion combustion is of great importance. The flow is assumed subsonic (incompressible), inviscid, and uniform. The convection-diffusion equation for conserved scalar variable with appropriate boundary conditions is solved. Considering stoichiometric mass fraction surface to be the flame... 

In this study, an Experimental investigation of plasma-assisted combustion using a DBD actuator has been performed. This actuator ionizes the fluid flow by producing asymmetric and cold plasma. Ionizing the flow of fuel or air in the combustion chamber reduces the combustion time scale. The test chamber consists of two coaxial quartz tubes that fuel passes through the central tube and the air pass through the side tube. In the case of fuel (natural gas) ionization, one rod as the electrode passes through the center tube, and the second electrode closes in a loop around the inner tube. One annular electrode is closed around the central tube during air ionization, and the second electrode is... 

Molecular communication (MC) is a new paradigm, in which the molecules or ions are used as information carriers. MC has been proposed as a promising approach for abnormality detection and localization in a variety of micro-scale and macro-scale applications in biotechnology, medicine, and industry; such as air pollutant monitoring, agriculture, abnormality detection in pipelines, and drug delivery. The goal in some of these works is to detect the tumors, viruses, and infectious micro-organisms in the body or leakage and pressure drop in pipelines. If these abnormalities are detected, the next step would be localizing them to finding a solution or treatment, e.g., drug delivery, or targeted... 

The primary purpose of the present thesis is to provide the feasibility of experimental determination of Counterflow flames dynamic response to acoustic excitations. Following this cause, an excitable counterflow burner test platform was designed, fabricated, implemented, and finally validated. The rich scientific literature associated with counterflow burners, the simple structure of the flame, conceivability of numerical simulation analysis in one, two, or three dimensions, the simplicity of structure among fundamental flames which are correspondingly in resemblance with industrial flames and finally the ability of universalization of scientific result to industrial flames are the reasons... 

In this study, the effect of mix design parameters and the mechanical properties of roller-compacted concrete (RCC) were considered to evaluate its water permeability coefficient. For this purpose, over 400 laboratory specimens were prepared and tested. A formula was proposed to predict the permeability coefficient of RCC by considering the main parameters. Moreover, artificial neural network (ANN) was constructed to model the permeability coefficient of RCC based on its mix design constituents and the test results. The algorithm obtained from tests results were verified independently using extra specimens. Furthermore, Taguchi method and analysis of variance (ANOVA) were used to determine... 

A great deal of information are continuously generated by users in different contexts such as social networks and online service providers in terms of temporal marked events. These events indicate that what happened to who by when and where.Modeling such events and predicting future ones has interesting applications in different domains such as item recommendation in online service providers and trending topic prediction in online social networks. However, complex longitudinal dependencies among such events makes the prediction task challenging. Moreover, nonstationarity of generative model of events and large size of events, makes the modeling and learning the models challenging.In this... 

Given a snapshot of a network, link preditction methods try to infer future intractions be-tween its nodes. These methods may be used in either analyzing current state of the network or predicting future links of it. Link prediction techniques have many applications among which we can mention recommendation systems. These systems are implemented for com-mercial reasons or preventing user confusion in huge amount of information available.A new perspective toward link prediction is based on supervised random walk. In such methods, a random walker starts from a node in the network and randomly traverses to one of the current node’s neighbours with a probability proportional to the chosen link’s... 

Gas injection is known as a promising Enhanced Oil Recovery (EOR) method for oil recovery in naturally fractured reservoirs. Gravity drainage is the main production mechanism in such reservoir, which also is affected by molecular diffusion in the case of non-equilibrium gas injection. Formation of liquid bridge in fractures between overlying matrix blocks leads to capillary continuity between blocks and subsequent increase of oil recovery. The aim of this study is to determine the required conditions for formation, stability and fracture capillary pressure of liquid bridge and investigation the role of fracture surface roughness, wettability, oil and gas properties, flow conditions and mass... 

Phase change and deposition of solid particles in liquid flows are undesirable in industrial and natural processes and hazardous in some cases. Considering the intentions to petroleum exploration in deep waters such as Caspian Sea, the Gulf of Mexico and North Sea, precipitation and deposition of wax crystals in petroleum and gas pipelines is a real concern due to the fact that during production, oil is exposed to more intense temperature gradient (the dominant mechanism in wax deposition) and its heavier components change their phase to solid and deposit. Wax deposition in production lines starting at crude oil storage tanks is not accepted due to reduction in production rate and... 

Chaotic and resonant Dynamics of full two body problem are investigated through the sphere-ellipsoid and ellipsoid-ellipsoid models. The fourth-order mutual gravitational potential function is derived in terms of the first-order moment of inertia for both models. Employing Hamiltonian formulation and elliptical expansion, the resonant angles appear in the equations which include secondary’s attitude and mean anomaly for sphere-ellipsoid model and attitude of both bodies and mean anomaly for ellipsoid-ellipsoid model. In first step, resonances overlapping criteria is applied to the first-order resonances of sphere-ellipsoid model and the effect of the asphericity and orbital eccentricity on... 

Social networks play an important role in the spread of information, news and users’decisions. An important type of these networks are location-based networks where users can post the time and location of their checks in different places. Check-ins of a user may incentivize her friends to visit the same location in the near future.This phenomena is called diffusion process. Previous works often assume that the generation of an event just increases the probability of subsequent events in a near future. Even though the assumption is quite valid in the social networks like Twitter,it is not the sufcient assumption in spatio-temporal social networks where the users’physical limitations and... 

Gas leak explosion is major risks in closed environment in the chemical industry. One of the fundamental principles of safety is control of ignition sources using special protective equipment in areas where possible flammable gases or vapors are there. Computational fluid dynamics is used in this project to evaluate and analyze the risks associated with gas distribution. Ventilation effect has been studied by computational fluid dynamics on gas cloud formed by leakage of flammable in hazardous areas. To demonstrate the accuracy of calculations performed by computational fluid dynamics, the results are validated by experimental data. The simulated results for gas dispersion are found to be in... 

Thermal and compositional variations through porous media are the main causes of bringing changes in the density of the fluid in place and arising in density-driven flow. This phenomenon is usually called thermohaline or thermosolutal convection (TC). When the flow is driven by the concentration gradient of two different compositions the problem is called double-diffusive convection (DDC). This phenomenon can be observed in several applications as in geological carbon dioxide sequestration, geothermal systems, underground thermal energy storage, salt mining, salt domes, groundwater management, waste disposal, and seawater intrusion.Despite that TC processes are three-dimensional by nature... 

The theory of resonant wave interaction has found considerable applications in meteorology, oceanography and limnology. It is known that the mechanism serves as an effective means of energy transfer in the atmosphere, oceans and lakes. In this project, the three-dimensional resonant interaction of a surface wave with two pairs of interfacial waves in a stratified fluid is studied theoretically. Witham’s variational method is formulated in order to apply to weak resonant interaction among waves whose amplitudes and phase angles vary slowly with position and time. The method is applied to a surface-interfacial wave interaction in a horizontally infinite two layer fluid. Combination of two... 

In the present thesis, the SPASER is investigated, from theory to structure design. SPASER is a counterpart of laser in 3D subwavelength dimentions. In other words, SPASER does not suffer from the diffraction limit of photons which is a drawback in laser technology. It potentially can generate intense coherent dark and bright surface plasmon modes. The small size of SPASER gives it the capability of being integrated with electronic chips. So, the electronic technology will become faster if the SPASER is realized. In this thesis, we intend to use the unique plasmonic properties of graphene in our designs. Plasmons on graphene platforms have longer propagation length and larger lifetime in... 

Fuel Cell with Polymer membrane uses a reaction with Hydrogen and Oxygen as reactants to produce electricity. As the product of this reaction is water, this fuel cell produce clean energy. But if the produced water accumulates it can cause problems for fuel cell which can lead to complete failed of fuel cell. On the other hand water shortage in PEM fuel cell also can cause problems. So we need to have continues water management inside of PEM fuel cell. For this sake having knowledge about water inside of PEM fuel cell and specially the Gas Diffusion Layer which is the layer with responsibly to help the fuel cell to manage the water, is necessary. One of the ways for gaining that knowledge... 

Many heart attacks and strokes are caused by improper clot formation in the vascular system. Mathematical understanding of the clot formation process and the influence of various factors in the clot formation process is very important. In this study, the aim is to simulate and understand the clotting process mathematically by considering natural, external and general mechanisms in the clotting process. In this process, when damage occurs in the endothelial region of the vessel, tissue factor is released and 38 different substances react with each other inside the plasma, eventually forming fibrin. To simulate the movement of different chemical components and proteins in plasma, the... 

The modern science of networks helps us to have a better understanding of complex systems. Networked systems can be found everywhere and many systems can be represented by a complex network. A networked structure consists of a number of nodes and links connecting to them. Networks’ ability in information propagation is one of their amazing features that have attracted lots of scholars to work on. It has potential applications in many fields ranging from marketing to biology, epidemiology and sociology. Information propagation studies how information such as computer viruses, contagion, rumor, or new product’s interest propagates over a network. Percolation theory and various epidemic models...