Sharif Digital Repository

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... 

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... 

In this research, modification of polysolfune ultrafiltration membranes is investigated. The enhancement is done via grafting of the acrylic acid as a hydrophilic monomer on the membrane surface. This is a free radical grafting method in which free radicals are formed via redox reaction of ammonium persulfate and sodium metabisulfite as an initiator. Water contact angle, molecular weight cut-off, pure water flux and fouling experiments were used to figure out the optimum conditions for the membrane performance. In addition, scanning electron microscopy (SEM) and atomic force microscopy (AFM) were utilized to determine morphological changes of the membrane surface. Furthermore, Fourier... 

The aim of the current project is preparation, characterization and microfiltration evaluation of nanofiberous membrane. In order to prepare membranes, the electrospinning method was utilized and polyacrylonitrile and N-N, dimethylformamide (DMF) were used as the polymer and the solvent, respectively. As the nanofiber diameter controls the structure of the membrane and also bead formation reduces the membrane uniformity, at first the effects of four most influential electrospinning parameters, such as solution concentration, applied voltage, floe rate, and the distance between needle tip and the collector, on average fiber diameter and bead area density were investigated via response surface... 

Fischer-Tropsch synthesis is a major part of gas-to-liquid (GTL) technology, which converts natural gas into liquid fuels with very low sulfur and aromatic content. Nowadays, this exothermic reaction is performed in slurry reactors; therefore it is essential to separate solid catalyst particles, suspended in the liquid products. In this study, without performing real experiment and chemical reaction, separation of Alumina supported Cobalt Catalyst from wax is carried out by internal filtration. For the first time in this research, the effect of different parameters like pressure difference, wax viscosity and filter pore size on the quantity and quality of filter performance is investigated.... 

Today, with the development of micro-technology in chemical reactions, the use of appropriate systems for the separation and purification of synthesized chemicals seems to be necessary. In this study, the continuous synthesis of bromide-lithium exchange reaction and the separation of organic and aqueous phase products in micro systems was investigated.The method used to construct micro-separator and micro reactor, a laser engraving technique, and thermal bonding of glass to glass.In the first step, the factors affecting the separation of organic and aqueous phase in the capillary micro-separator, such as the width of the capillary, the length of the capillary, the number of capillaries and... 

In this study, ZIF-8 was synthesized at room temperature and Then ZIF-8/PEGDA mixed matrix membranes with 5 and 10% of ZIF-8 were prepared by UV photopolymerization to analyze the separation CO2 from natural gas for the first time. The permeation results of gases in mixed matrix membranes in the temperature range of 35-75 degrees centigrade and in pressure ranging from 4-15 bar show the permeability of gases in mixed matrix membranes with 5 and 10% increase more than a pure polymer nearly 14.3 and 31%, respectively, But, CO2=CH4 selectivity decreases. The gas sorption in ZIF-8 was measured in the temperature range up to 75 ◦C and pressure ranging from 2-5 bar. The adsorption isotherm follows... 

Celery residue modified with H2SO4 was utilized as a low-cost adsorbent for removal of hazardous dyes (methylene blue, malachite green and congo red) and heavy metals (Pb(II) and Cd(II)) from aqueous solution in batch adsorption process. Also, celery residue modified with cationic surfactant (CTAB) to enhance the removal of congo red (anionic dye). The treated and untreated adsorbent was characterized by Fourier transform infrared (FTIR) spectroscopy and Scanning Electron Microscopy (SEM). The efficacy of dye removal of the modified celery residue was investigated by varying adsorbent dose, contact time, pH, initial dye concentration, and temperature. Experimental data were fitted by three... 

Chemical reactions are a fundamental issue in industrial applications, and also tertiary amines are valuable materials in the paint and drug industries. Recently, the use of microreactors for organic reactions has drawn much attention. The typical dimensions of microreactors are in the range of 10–500 mm. Because of this microstructure and high surface-area–to–volume ratio, it has particularly excellent heat and mass transfer characteristics. In such a reaction system, almost every site has the same temperature, so the phenomenon of local overheating or local overcooling can be avoided. Compared with conventional macroscale batch reactors, the microreactor has excellent features, such as... 

Understanding the hydrodynamic and physical chemistry basis of surface phenomena is very important for many branches of basic science like Chemical Engineering, Mechanics, Space Engineering, and Material Engineering in the level of fundamental studies and applications. In addition to the common technologies, the role of surface phenomena in novel technologies is also very essential. For example, nanotechnology, chemical or physical sensors, or micro electrical systems in which surface phenomena is playing a main role. Therefore, understanding the basis of surface science is very important for any development in many industrial and fundamental studies. The main topic of this thesis which is a... 

Surface phenomena and dynamic Interfacial properties play an important roles in gas- liquid and liquid-liquid multiphase process from various industrial applications to understand fundamental phenomena. However, there is no experimental equipment and efficient methods for quantitative and detail investigation of interfacial properties under fast and non-equilibrium dynamic condition due to mobility and refreshing of interface (such as rising bubble). Also existing models accompanied with a lot of simplifications which is not yet validated with a proper experimental data. development of laboratory equipment base on measuring momentary capillary pressure and presenting a new experimental... 

Hydroxyurea is an anticancer drug that is commonly used to treat chronic myeloid leukemia (white blood cell cancer in bone marrow), polycythemia vera (red blood cell cancer), sickle cell anemia, solid tumors, and in particular leukemia. In this research, in addition to analyzing all available methods for synthesis of hydroxyurea, the most economical method for synthesis of hydroxyurea which is Hantzsch method was chosen; then we synthesized hydroxyurea crystals using a precipitation or crystallization process. To do so, two hydroxylamine hydrochloride and potassium cyanate reactants have been used in the semi batch reactor. Since the reaction efficiency and purity of the synthesized... 

The Visbreaking process is one of the Residue upgrading method, which, in addition to the production of mid-distillate products, also reduces the viscosity of feed. By reducing the viscosity of the feed, the amount of cutter stock is reduced to produce fuel oil. Since the refiners want to achieve the maximum conversion in the visbreaker unit, it is necessary to estimate the proper operating conditions and distribution of the products. Increasing in conversion in a visbreaker unit will lead to a refinancing profit. In this work, four Vacuum Residual oil from Iranian Refineries were selected for studying on visbreaking process. Experiments were carried out at RIPI-Petroleum Refining Technology... 

In this project, the continuous phase mass transfer and backflow coefficients are optimized, using the experimental data from two RDC columns. The continuous and dispersed phases are modeled by stage wise and forward mixing model, respectively. Genetic Algorithm is applied to find the optimized parameters of the model. Olney model is employed to find the slip velocities of drops. The dispersed phase mass transfer coefficients were calculated using Handlos-Baron model. In the other part of the project, the Rigid Drop model was modified to predict the mass transfer coefficients of dispersed phase and the modification parameter was optimized by genetic algorithm. The effect of rotor speed and...