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    Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift

    , Article Journal of Computational and Applied Mathematics ; Volume 236, Issue 7 , 2012 , Pages 1903-1918 ; 03770427 (ISSN) Foroush Bastani, A ; Tahmasebi, M ; Sharif University of Technology
    2012
    Abstract
    In this paper, we are concerned with the numerical approximation of stochastic differential equations with discontinuous/nondifferentiable drifts. We show that under one-sided Lipschitz and general growth conditions on the drift and global Lipschitz condition on the diffusion, a variant of the implicit Euler method known as the split-step backward Euler (SSBE) method converges with strong order of one half to the true solution. Our analysis relies on the framework developed in [D. J. Higham, X. Mao and A. M. Stuart, Strong convergence of Euler-type methods for nonlinear stochastic differential equations, SIAM Journal on Numerical Analysis, 40 (2002) 10411063] and exploits the relationship... 

    , M.Sc. Thesis Sharif University of Technology Tasdighi, Alireza (Author) ; Zohuri Zangeneh, Bijan (Supervisor) ; Foroush Bastani, Ali (Supervisor)
    Abstract
    Modeling and simulating accurate patterns which are adapted to our real world is a hard and complicated task. The most important thing for these models is finding any explicite solution, or, finding any solution that is precise as much as possible. The knowledge of financial mathematics by gathering several sciences such as: probabilities, stochastic analysis, numerical analysis, and stochastic differential equations, attempt to determine such exact solutions, or, try to appoximate the explicit answers as precise as possible; in the world of financial trades and contracts. Moreover; one of the most important requirements to control the risk of these financial cotracts, and, then to optimize... 

    American and Game Contingent Claims with Asymmetric Information and Reflected BSDE

    , Ph.D. Dissertation Sharif University of Technology Esmaeeli, Neda (Author) ; Zohouri Zangeneh, Bijan (Supervisor) ; Foroush-Bastani, Ali (Co-Advisor)
    Abstract
    In the past decades, an extensive mathematical theory has been developed for the problems of derivative pricing. One of the salient features of this theory is its assumption of a common information flow on which the portfolio decisions of all economic agents are based. In this thesis, we attempt to widen the scope of the pricing financial derivatives by studying two important classes of contingent claims in a financial market with two types of investors on different information levels. Following the well-known link between optimal stopping problems and reflected backward stochastic differential equations (RBSDE) in El Karoui et al. [31], we also investigate the problem of information... 

    Study of the effect of fluid flow on corrosion rate for simple carbon steel in aqueous solution using rotating disk electrode

    , Article 18th International Congress of Chemical and Process Engineering, CHISA 2008, Prague, 24 August 2008 through 28 August 2008 ; 2008 Bastani, D ; Mohagheghi, A ; Sharif University of Technology
    2008
    Abstract
    The influence of fluid flow on the corrosion of simple carbon steel ST37 (AISI 1020) in aqueous solution of Bandar-Abbas gas well was studied at 25°C under air-saturated condition. The mechanism and kinetic of corrosion in different hydrodynamic conditions were determined using a rotating disk electrode. Increasing the velocity of rotating disk ≤ 1000 rpm caused an augmentation in corrosion rate from 9.89 to 18.95 mill in./yr. Increasing the velocity beyond 1000 rpm changed the corrosion mechanism so that the activation polarization will control the corrosion process, and the variation in corrosion rates was due to various corrosion mechanisms rather than mass transfer of reactant component.... 

    Application of the splitting approach to solve population balance equations in chemical processes

    , Article Chemical Engineering and Technology ; Volume 32, Issue 12 , 2009 , Pages 1894-1900 ; 09307516 (ISSN) Bastani, D ; Baghaei, A ; Sarrafi, A ; Sharif University of Technology
    2009
    Abstract
    Different processes in chemical industries deal with particles and multiphase flow. In such processes, particle or bubble size distribution (PSD) influences the final product quality and also process design. On the other hand, solutions to the dominant hydrodynamic and thermo-kinetic equations ignoring these distributions will make it impossible to accurately simulate these processes. Solutions to population balance equations (PBE's) are needed to attain the PSD. One of the most common methods for the solution of a PBE is the classes method (CM). However, as this method requires a large number of classes to give a reasonable result, it needs a huge amount of calculations and time. To... 

    "Bubble bunch" phenomenon in operation of a bubble column

    , Article Central European Journal of Chemistry ; Volume 7, Issue 4 , 2009 , Pages 803-808 ; 18951066 (ISSN) Bastani, D ; Baghaei, A ; Sarrafi, A ; Sharif University of Technology
    2009
    Abstract
    While studying the operation of a rectangular bubble column in laboratory scale, it was observed that under certain circumstances tiny bubbles attach to larger bubbles without causing them to coalesce. In other words, bubbles with large diameters (d > 5 mm) swept tiny bubbles (d < 1 mm) in their way to the top of the column resulting in grapelike clusters of bubbles. This phenomenon was named "bubble bunch" by us and its effect on total gas holdup and interfacial area was discussed. Although it was found to have almost no affect on gas holdup, bubble bunch can increase the interfacial area up to 10% more than what is anticipated in the literature. The process of film thinning was modeled for... 

    Solid/liquid filtration in GTL process

    , Article 19th International Congress of Chemical and Process Engineering, CHISA 2010 and 7th European Congress of Chemical Engineering, ECCE-7, 28 August 2010 through 1 September 2010 ; 2010 Bastani, D ; Jowkarderis, L ; Rohani, A. A ; Sharif University of Technology
    2010
    Abstract
    Fischer-Tropsch synthesis is performed in slurry reactors and it is essential to employ a continuous separation method to separate the catalyst particles suspended in the product wax. A study was conducted to where the separation process was carried out by internal filtration method using a sintered metal filter. The filtrate flow rate increased by increasing the temperature. Increasing the pressure difference had positive effects on the filtrate flow rate at the beginning of the process. Backwashing by both liquid and gas was more effective than by performing the backwashing operation only by gas. This is an abstract of a paper presented at the 7th European Congress of Chemical... 

    Study of oil sorption by expanded perlite at 298.15 K

    , Article Separation and Purification Technology ; Volume 52, Issue 2 , 2006 , Pages 295-300 ; 13835866 (ISSN) Bastani, D ; Safekordi, A. A ; Alihosseini, A ; Taghikhani, V ; Sharif University of Technology
    2006
    Abstract
    Sorption capacity as well as sorption kinetics of oil onto four different expanded perlites with different physical and surface properties were studied. In order to meticulously measure the amount of oil to be sorbed onto the adsorbents used in this study both static and dynamic methods were employed. It would be worth noting that the adsorbent, i.e., perlite can spread on the oil and float on the surface thanks to its low density. The variation of the amount of oil sorbed onto the adsorbents with time was recorded and the weight of adsorbent was monitored at each specified time. The experimental results showed that grain sizes with high surface area can sorb oil to be spread on water... 

    Supercritical extraction of cocoa butter from cocoa seed, using pure carbon dioxide, carbon dioxide with ethanol as co-solvent and ethane

    , Article Middle East Journal of Scientific Research ; Volume 13, Issue 8 , 2013 , Pages 1010-1015 ; 19909233 (ISSN) Salajegheh, D ; Vaziri, A ; Bastani, D ; Sharif University of Technology
    2013
    Abstract
    The effective parameters such as particle size, temperature, pressure and extraction time on supercritical carbon dioxide extraction of cocoa butter form cocoa seed were studied in order to find the optimum conditions for extraction. Particle size from whole cocoa nibs to one millimeter diameter, extraction temperature from 35°C to 55°C, extraction time from 2 to 8 hours and extraction pressure from 5 to 20 MPa were investigated and optimized. The optimum results (according to the limitation of the apparatus) of 5.2% extraction efficiency, suggests that pure CO2 is not a suitable solvent for extraction of cocoa butter in the investigated range of parameters and therefore the use of a... 

    Equilibrium sorption of crude oil by expanded perlite using different adsorption isotherms at 298.15 k

    , Article International Journal of Environmental Science and Technology ; Volume 7, Issue 3 , June , 2010 , Pages 591-598 ; 17351472 (ISSN) Alihosseini, A ; Taghikhani, V ; Safekordi, A. A ; Bastani, D ; Sharif University of Technology
    2010
    Abstract
    During the past decades, a significant increase occurred in accidental oil spill in the aquatic environments. In this regard, oil spill in Marine freshwater is still considered as a major environmental hazard. In this research, the experimental data on the sorption capacity of expanded perlite to crude oil were correlated with the equilibrium isotherm of Langmuir, Freudlich, Tempkin and the three parameter Redlich-Peterson isotherms. The results obtained from each specified isotherms were compared and accuracy of the models were favorably discussed. Accuracy of each model using the error function were evaluated. Moreover, the effect of type of objective function on the final results was... 

    Preparation and characterization of polycarbonate/thermoplastic polyurethane blend membranes for wastewater filtration

    , Article Journal of Water Process Engineering ; Volume 16 , 2017 , Pages 170-182 ; 22147144 (ISSN) Nazemidashtarjandi, S ; Mousavi, S. A ; Bastani, D ; Sharif University of Technology
    Elsevier Ltd  2017
    Abstract
    The polycarbonate (PC)/thermoplastic polyurethane (TPU) blend membranes were prepared by phase inversion process applied to membrane bioreactor (MBR) to investigate the fouling characteristics. The impact of TPU and poly (vinylpyrrolidone) PVP concentration in polymer dopes on membrane structure, morphology, and performance were studied. The flat sheet fabricated membranes were characterized by scanning electron microscope (SEM), water contact angle (WCA), membrane surface roughness measurements and mechanical strength. The membrane performance was investigated at subcritical operating conditions. Pure water and critical flux through the fabricated membranes were measured for better... 

    A compressive sensing-based colocated MIMO radar power allocation and waveform design

    , Article IEEE Sensors Journal ; Volume 18, Issue 22 , 2018 , Pages 9420-9429 ; 1530437X (ISSN) Ajorloo, A ; Amini, A ; Bastani, M. H ; Sharif University of Technology
    Institute of Electrical and Electronics Engineers Inc  2018
    Abstract
    Compressive sensing (CS) is a widely used technique for (multiple) target detection in multiple input multiple output (MIMO) radars. In this paper, our goal is to enhance the quality of CS-based detection techniques for a colocated MIMO radar with given location of transmit and receive nodes. Our approach is to design the transmit waveforms based on the given antenna locations and optimally allocate the total power budget among the transmitters. The design criterion in this paper is the coherence of the resulting sensing matrix. Based on this criterion, we derive and solve a convex optimization problem for power allocation. For waveform design, however, the direct method studied is... 

    Compressive sensing-based colocated MIM0 radar with reduced number of transmit antennas

    , Article 2019 Iran Workshop on Communication and Information Theory, IWCIT 2019, 24 April 2019 through 25 April 2019 ; 2019 ; 9781728105840 (ISBN) Ajorloo, A ; Amini, A ; Bastani, M. H ; Sharif University of Technology
    Institute of Electrical and Electronics Engineers Inc  2019
    Abstract
    Exploiting the sparsity of the radar scenes, the idea of compressive sensing-based (CS-based) MIMO radars has been promoted either to improve the detection/estimation performance or to reduce the cost and the complexity of the conventional MIMO radars (e.g. by reducing the number of antennas). In this paper, we propose a joint scheme of antenna placement and power allocation aiming at reducing the required number of transmit antennas as compared to the conventional colocated CS-based MIMO radar. To not sacrifice the sparse recovery performance (and thereby the detection performance), we constrain the coherence of the resulting sensing matrix to not exceed the coherence value of the... 

    Enhancement effect of structured packing on the liquid-liquid mass transfer coefficients

    , Article 18th International Congress of Chemical and Process Engineering, CHISA 2008, Prague, 24 August 2008 through 28 August 2008 ; 2008 Bastani, D ; Ghasemian, S ; Dehkordi, A. M ; Sharif University of Technology
    2008
    Abstract
    The mass transfer coefficients of single drops in liquid-liquid extraction systems were studied using a single drop apparatus both with and without packing. The chemical system of n-butanol-succinic acid-water and the Structured Packing (SMV.350Y) were used in the liquid-liquid extraction. Based on the experimental results obtained for both mass transfer directions, in most cases, the structured packing had considerably enhanced the mass transfer coefficient by increasing the contact area between two phases and also increasing the contact time, especially in the contaminated systems. This is an abstract of a paper presented at the 18th International Congress of Chemical and Process... 

    Investigation of mass transfer coefficient under jetting conditions in a liquid-liquid extraction system

    , Article Iranian Journal of Chemistry and Chemical Engineering ; Volume 29, Issue 1 , 2010 , Pages 1-12 ; 10219986 (ISSN) Nosratinia, F ; Omidkhah, M. R ; Bastani, D ; Saifkordi, A. A ; Sharif University of Technology
    2010
    Abstract
    In this research mass transfer coefficient under jetting regime in different directions (from dispersed to continuous and continuous to dispersed phase) has been studied using an experimental setup. n-Butanol-succinic acid-water with low interfacial tension has been selected as experimental chemical system. The effects of various parameters such as jet velocity, nozzle diameter and the height of the continuous phase above the nozzle, on mass transfer coefficient have been investigated. A correlation has also been derived in order to predict the mass transfer coefficient as a function of physical properties of both phases and aforementioned parameters. Based on the experimental results, mass... 

    The effect of nanoparticles on the mass transfer in Liquid–Liquid extraction

    , Article Chemical Engineering Communications ; Volume 202, Issue 5 , Sep , 2015 , Pages 600-605 ; 00986445 (ISSN) Mirzazadeh Ghanadi, A ; Heydari Nasab, A ; Bastani, D ; Seife Kordi, A. A ; Sharif University of Technology
    Taylor and Francis Ltd  2015
    Abstract
    This article investigates the effect of nanoparticles on mass transfer in the liquid–liquid extraction for the chemical system of n-butanol–succinic acid–water. For this purpose, nanofluids containing various concentrations of ZnO, carbon nanotubes (CNT), and TiO2 nanoparticles in water, as base fluid, were prepared. To examine the flow mode effect on mass transfer rate, different fluid modes including dropping and jetting were employed in the process. Results show that mass transfer rate enhancement depends on the kinds and the concentration of nanoparticles and the modes of flow. It was observed that after adding nanoparticles, the mass transfer rate significantly increases up to two-fold... 

    High frequency oscillatory flow in micro channels

    , Article Colloids and Surfaces A: Physicochemical and Engineering Aspects ; Vol. 460 , 2014 , pp. 355-360 ; ISSN: 09277757 Karbaschi, M ; Javadi, A ; Bastani, D ; Miller, R ; Sharif University of Technology
    2014
    Abstract
    This paper deals with computational and experimental studies on the oscillatory flow at high frequencies up to 100. Hz performed with the Oscillating Drop and Bubble Analyzer (ODBA) setup based on the capillary pressure technique. The CFD results are validated considering pressure amplitude experimental data. The simulated results of phase shift between the generated oscillatory flow and the consequent pressure amplitudes show also good agreement with the experimental data. In absence of any compressibility and viscoelasticity effects and assumptions, a complex velocity field during oscillation is the main reason for the observation of a phase shift. The results of velocity profiles at the... 

    A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations

    , Article Applied Numerical Mathematics ; Volume 169 , 2021 , Pages 64-86 ; 01689274 (ISSN) Abedini, N ; Foroush Bastani, A ; Zohouri Zangeneh, B ; Sharif University of Technology
    Elsevier B.V  2021
    Abstract
    In this paper, we are concerned with existence, uniqueness and numerical approximation of the solution process to an initial value problem for stochastic fractional differential equation of Riemann-Liouville type. We propose and analyze a Petrov-Galerkin finite element method based on fractional (non-polynomial) Jacobi polyfractonomials as basis and test functions. Error estimates in L2 norm are derived and numerical experiments are provided to validate the theoretical results. As an illustrative application, we generate sample paths of the Riemann-Liouville fractional Brownian motion which is of importance in many applications ranging from geophysics to traffic flow in telecommunication... 

    A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations

    , Article Applied Numerical Mathematics ; Volume 169 , 2021 , Pages 64-86 ; 01689274 (ISSN) Abedini, N ; Foroush Bastani, A ; Zohouri Zangeneh, B ; Sharif University of Technology
    Elsevier B.V  2021
    Abstract
    In this paper, we are concerned with existence, uniqueness and numerical approximation of the solution process to an initial value problem for stochastic fractional differential equation of Riemann-Liouville type. We propose and analyze a Petrov-Galerkin finite element method based on fractional (non-polynomial) Jacobi polyfractonomials as basis and test functions. Error estimates in L2 norm are derived and numerical experiments are provided to validate the theoretical results. As an illustrative application, we generate sample paths of the Riemann-Liouville fractional Brownian motion which is of importance in many applications ranging from geophysics to traffic flow in telecommunication... 

    Sorption kinetics of oil spill by sorbent mineral material (expanded per lite)

    , Article CHISA 2006 - 17th International Congress of Chemical and Process Engineering, Prague, 27 August 2006 through 31 August 2006 ; 2006 ; 8086059456 (ISBN); 9788086059457 (ISBN) Safekordi, A. A ; Alihosseini, A ; Bastani, D ; Taghikhani, V ; Ordookhani, G ; Sharif University of Technology
    2006
    Abstract
    The present study examined the sorption capacity and sorption kinetics of four-type perlite for oil spills clean up. These four types are different on their porous space, expansion ability and special surface area. The tests were done both in static and dynamic methods. Experiments showed that the perlite spread on oil spill rapidly and floated on the surface of oil spill because of its low density (80-180 kg/m3). Scanning Electron Micrograph (SEM) of a typical structure of expanded perlite showed that it of high porous space. Sorption kinetic of oil spill into porous expanded perlite was evaluated by weight increase of crude oil with sorption time. According to kinetic study sorption of oil...