Abstract: In this paper, the problem of steady laminar boundary
layer flow and heat transfer over a permeable exponentially
stretching/shrinking sheet with generalized slip velocity is
considered. The similarity transformations are used to transform the
governing nonlinear partial differential equations to a system of
nonlinear ordinary differential equations. The transformed equations
are then solved numerically using the bvp4c function in MATLAB.
Dual solutions are found for a certain range of the suction and
stretching/shrinking parameters. The effects of the suction parameter,
stretching/shrinking parameter, velocity slip parameter, critical shear
rate and Prandtl number on the skin friction and heat transfer
coefficients as well as the velocity and temperature profiles are
presented and discussed.
Abstract: In this paper, the steady laminar three-dimensional boundary layer flow and heat transfer of a copper (Cu)-water nanofluid in the vicinity of a permeable shrinking flat surface in an otherwise quiescent fluid is studied. The nanofluid mathematical model in which the effect of the nanoparticle volume fraction is taken into account is considered. The governing nonlinear partial differential equations are transformed into a system of nonlinear ordinary differential equations using a similarity transformation which is then solved numerically using the function bvp4c from Matlab. Dual solutions (upper and lower branch solutions) are found for the similarity boundary layer equations for a certain range of the suction parameter. A stability analysis has been performed to show which branch solutions are stable and physically realizable. The numerical results for the skin friction coefficient and the local Nusselt number as well as the velocity and temperature profiles are obtained, presented and discussed in detail for a range of various governing parameters.
Abstract: The steady mixed convection boundary layer flow from
a vertical cone in a porous medium filled with a nanofluid is
numerically investigated using different types of nanoparticles as Cu
(copper), Al2O3 (alumina) and TiO2 (titania). The boundary value
problem is solved by using the shooting technique by reducing it
into an ordinary differential equation. Results of interest for the local
Nusselt number with various values of the constant mixed convection
parameter and nanoparticle volume fraction parameter are evaluated.
It is found that dual solutions exist for a certain range of mixed
convection parameter.
Abstract: Unsteady boundary layer flow of an incompressible
micropolar fluid over a stretching sheet when the sheet is stretched in
its own plane is studied in this paper. The stretching velocity is
assumed to vary linearly with the distance along the sheet. Two equal
and opposite forces are impulsively applied along the x-axis so that the
sheet is stretched, keeping the origin fixed in a micropolar fluid. The
transformed unsteady boundary layer equations are solved
numerically using the Keller-box method for the whole transient from
the initial state to final steady-state flow. Numerical results are
obtained for the velocity and microrotation distributions as well as the
skin friction coefficient for various values of the material parameter K.
It is found that there is a smooth transition from the small-time
solution to the large-time solution.
Abstract: In this paper, we apply the FM methodology to the
cross-section of Romanian-listed common stocks and investigate the
explanatory power of market beta on the cross-section of commons
stock returns from Bucharest Stock Exchange. Various assumptions
are empirically tested, such us linearity, market efficiency, the “no
systematic effect of non-beta risk" hypothesis or the positive
expected risk-return trade-off hypothesis. We find that the Romanian
stock market shows the same properties as the other emerging
markets in terms of efficiency and significance of the linear riskreturn
models. Our analysis included weekly returns from January
2002 until May 2010 and the portfolio formation, estimation and
testing was performed in a rolling manner using 51 observations (one
year) for each stage of the analysis.
Abstract: The interdependences among stock market indices
were studied for a long while by academics in the entire world. The
current financial crisis opened the door to a wide range of opinions
concerning the understanding and measurement of the connections
considered to provide the controversial phenomenon of market
integration. Using data on the log-returns of 17 stock market indices
that include most of the CEE markets, from 2005 until 2009, our
paper studies the problem of these dependences using a new
methodological tool that takes into account both the volatility
clustering effect and the stochastic properties of these linkages
through a Dynamic Conditional System of Simultaneous Equations.
We find that the crisis is well captured by our model as it provides
evidence for the high volatility – high dependence effect.