A novel approach for the production of soy protein isolates was investigated integrating electroacidification and membrane ultrafiltration. The effect of electroacidification on the ultrafiltration performance and physicochemical properties of the soy protein extracts was obtained by comparing an electroacidified (pH 6) and a non-electroacidified (pH 9) soy protein extract. The effect of membrane fouling on the permeate flux decline was studied in a hollow fiber and a dead end ultrafiltration system. Due to more significant membrane fouling, the permeate flux was always lower for the electroacidified extract, resulting in at least 1.5-fold increase in the total fouling resistance compared to the non-electroacidified extract. The total amount of protein deposited on the membrane surface during unstirred dead-end ultrafiltration was comparable (about 7 mg/cm2) for both soy protein extracts. The discrepancy between the total fouling resistance and the protein deposition estimates was attributed to the formation of denser (less permeable) fouling deposit for the electroacidified extract, which was supported by scanning electron microscopy studies of fouled membranes. The removal of carbohydrates and minerals was evaluated for direct ultrafiltration and two-stage discontinuous diafiltration using a hollow fiber system. The carbohydrate removal results were always consistent with the theoretical predictions, indicating that the carbohydrates were freely permeable across the membrane. In contrast, the minerals were partially retained by the membrane, but to a higher extent for the non-electroacidified extract, which demonstrated that the electroacidification pretreatment enhanced the mineral removal during the ultrafiltration. Incorporation of the diafiltration step improved the ash (mineral) and carbohydrate removal. Stronger electrostatic interactions between soy proteins, calcium/magnesium, and phytic acid (antinutrient) at alkaline pH resulted in less efficient removal of calcium, magnesium, and phytic acid during the ultrafiltration of the non-electroacidified extract compared to the electroacidified extract. Consequently, the soy protein isolates produced by electroacidification and the hollow fiber ultrafiltration had a lower mineral and phytic acid content. The protein content was at least 88 % (dry basis), with or without the electroacidification pretreatment. The study of the viscosity revealed that the electroacidification pretreatment reduced the viscosity of the soy protein extract, which resulted in a lower axial pressure drop increase during the ultrafiltration of the electroacidified extract compared to the non-electroacidified extract. Adjusting the pH of the electroacidified extract to 9 and the pH of the non-electroacidified extract to 6 had a great impact on the particle size distribution but only a marginal effect on the viscosity of the pH adjusted extracts. This indicated that the pH and the particle size distribution were not responsible for the viscosity difference between the electroacidified and the non-electroacidified soy protein extracts. It was proposed that the electroacidification pretreatment had some impact on the water hydration capacity of the soy proteins, which consequently affected the viscosity.

This thesis explores numerical methods for solving nonlinear partial differential equations (PDEs) that arise in option pricing problems. The goal is to develop or identify robust and efficient techniques that converge to the financially relevant solution for both one and two factor problems. To illustrate the underlying concepts, two nonlinear models are examined in detail: uncertain volatility and passport options. For any nonlinear model, implicit timestepping techniques lead to a set of discrete nonlinear equations which must be solved at each timestep. Several iterative methods for solving these equations are tested. In the cases of uncertain volatility and passport options, it is shown that the frozen coefficient method outperforms two different Newton-type methods. Further, it is proven that the frozen coefficient method is guaranteed to converge for a wide class of one factor problems. A major issue when solving nonlinear PDEs is the possibility of multiple solutions. In a financial context, convergence to the viscosity solution is desired. Conditions under which the one factor uncertain volatility equations are guaranteed to converge to the viscosity solution are derived. Unfortunately, the techniques used do not apply to passport options, primarily because a positive coefficient discretization is shown to not always be achievable. For both uncertain volatility and passport options, much work has already been done for one factor problems. In this thesis, extensions are made for two factor problems. The importance of treating derivative estimates consistently between the discretization and an optimization procedure is discussed. For option pricing problems in general, non-smooth data can cause convergence difficulties for classical timestepping techniques. In particular, quadratic convergence may not be achieved. Techniques for restoring quadratic convergence for linear problems are examined. Via numerical examples, these techniques are also shown to improve the stability of the nonlinear uncertain volatility and passport option problems. Finally, two applications are briefly explored. The first application involves static hedging to reduce the bid-ask spread implied by uncertain volatility pricing. While static hedging has been carried out previously for one factor models, examples for two factor models are provided. The second application uses passport option theory to examine trader compensation strategies. By changing the payoff, it is shown how the expected distribution of trading account balances can be modified to reflect trader or bank preferences.

A novel approach for the production of soy protein isolates was investigated integrating electroacidification and membrane ultrafiltration. The effect of electroacidification on the ultrafiltration performance and physicochemical properties of the soy protein extracts was obtained by comparing an electroacidified (pH 6) and a non-electroacidified (pH 9) soy protein extract. The effect of membrane fouling on the permeate flux decline was studied in a hollow fiber and a dead end ultrafiltration system. Due to more significant membrane fouling, the permeate flux was always lower for the electroacidified extract, resulting in at least 1.5-fold increase in the total fouling resistance compared to the non-electroacidified extract. The total amount of protein deposited on the membrane surface during unstirred dead-end ultrafiltration was comparable (about 7 mg/cm2) for both soy protein extracts. The discrepancy between the total fouling resistance and the protein deposition estimates was attributed to the formation of denser (less permeable) fouling deposit for the electroacidified extract, which was supported by scanning electron microscopy studies of fouled membranes. The removal of carbohydrates and minerals was evaluated for direct ultrafiltration and two-stage discontinuous diafiltration using a hollow fiber system. The carbohydrate removal results were always consistent with the theoretical predictions, indicating that the carbohydrates were freely permeable across the membrane. In contrast, the minerals were partially retained by the membrane, but to a higher extent for the non-electroacidified extract, which demonstrated that the electroacidification pretreatment enhanced the mineral removal during the ultrafiltration. Incorporation of the diafiltration step improved the ash (mineral) and carbohydrate removal. Stronger electrostatic interactions between soy proteins, calcium/magnesium, and phytic acid (antinutrient) at alkaline pH resulted in less efficient removal of calcium, magnesium, and phytic acid during the ultrafiltration of the non-electroacidified extract compared to the electroacidified extract. Consequently, the soy protein isolates produced by electroacidification and the hollow fiber ultrafiltration had a lower mineral and phytic acid content. The protein content was at least 88 % (dry basis), with or without the electroacidification pretreatment. The study of the viscosity revealed that the electroacidification pretreatment reduced the viscosity of the soy protein extract, which resulted in a lower axial pressure drop increase during the ultrafiltration of the electroacidified extract compared to the non-electroacidified extract. Adjusting the pH of the electroacidified extract to 9 and the pH of the non-electroacidified extract to 6 had a great impact on the particle size distribution but only a marginal effect on the viscosity of the pH adjusted extracts. This indicated that the pH and the particle size distribution were not responsible for the viscosity difference between the electroacidified and the non-electroacidified soy protein extracts. It was proposed that the electroacidification pretreatment had some impact on the water hydration capacity of the soy proteins, which consequently affected the viscosity.

The generalized Langevin equation (GLE) has been used to describe the dynamics of particles in a stationary environment. To better understand the dynamics of polymerization, the GLE has been generalized to the irreversible generalized Langevin equation (iGLE) so as to incorporate the non-stationary response of the solvent. This non-stationary response is manifested in the friction kernel and the behavior of the projected (stochastic) force. A particular polymerizing system, such as living polymerization, is specified both through the parameters of the friction kernel and the potential of mean force (PMF). Equilibrium properties such as extent of polymerization have been obtained and are consistent with Flory-Huggin¡¯s theory. In addition, time-dependent non-equilibrium observables such as polymer length, the polymer length distribution, and polydispersity index (PDI) of living polymerization have been obtained. These have been compared to several experiments so as to validate the models, and to provide additional insight into the thermodynamic and kinetic properties of these systems. In addition to the iGLE, a stochastic model has been used to study the effect of nonequilibrium reactivity on living polymerization. This model can be used to determine whether the reaction is controlled by kinetics or diffusion. A combination of the iGLE and stochastic models may help us obtain more information about living polymerization.

In the study, an innovative method is developed in 2-D wave flume tests to explore how much sand is set in motion by waves, and how wave-moved sediment is related to wave properties. Wave conditions on an initial sea bed slopes with grain size of about 0.1mm are varying during the experiments. Three initial bottom slopes of 1/30, 1/45, and 1/60 are analyzed in the study. The total number of waves acting is about 39,600 for each wave condition. The accumulated time of generated waves during the study is more than 1,280 hours; this is equivalent to about 2.45 million waves. The dark sands, along the observing window of the wave tank, of an initial sea bed are replaced by a slice column of white sands. The mixing caused by the waves moved dark and white sands together which generates a layer of grey sands that marks the interface of moved and unmoved white sands on the window. In some cases, three additional white sand columns are merged into the dark sand body perpendicular to the window to verify the uniformity of the moved layer in the wave crest direction. The quantity of the moved sediment is then computed and the wave-moved sediment by each wave is evaluated. Results show that the wave-moved sediment by each wave is linearly correlated to the wave breaking induced turbulent eddy viscosity, based on Prandtls mixing length model. The corresponding proportional coefficient reaches an asymptotic value as the number of acting waves is more than about 10,000. A Similar trend, but more diverse, is found when the wave-moved sediment is related to a movable parameter defined from the Shields number in which the Komars relation of bottom friction and slope is applied. However, the results indicate that the wave-moved sediment does not linearly correlate with the breaking wave power as proposed by most previous studies.

In this thesis, the seminal work of Stokes concerning the ow of a Navier-Stokesuid due to a suddenly accelerated or oscillating plate and the ow due to torsionaloscillations of an innitely long rod in a Navier-Stokes uid is extended to a uid withpressure dependent viscosity. The viscosity of many uids varies signicantly withpressure, a fact recognized by Stokes; and Barus, in fact, conducted experiments thatshowed that the variation of the viscosity with pressure was exponential. Given sucha tremendous variation, we study how this change in viscosity aects the nature of thesolution to these problems. We nd that the velocity eld, and hence the structureof the vorticity and the shear stress at the walls for uids with pressure dependentviscosity, are markedly dierent from those for the classical Navier-Stokes uid.

Through past research, it is known that carbon nanotubes have the potential of enhancing the thermal performance of heat transfer fluids. The research is of importance in electronics cooling, defense, space, transportation applications and any other area where small and highly efficient heat transfer systems are needed. However, most of the past work discusses the experimental results by focusing on the effect of varying concentration of carbon nanotubes (CNTs) on the thermal performance of CNT nanofluids. Not much work has been done on studying the effect of processing variables. In the current experimental work, accurate measurements were carried out in an effort to understand the impact of several key variables on laminar flow convective heat transfer. The impact of ultrasonication energy on CNT nanofluids processing, and the corresponding effects on flow and thermal properties were studied in detail. The properties measured were viscosity, thermal conductivity and the convective heat transfer under laminar conditions. Four samples of 1 wt % multi walled carbon nanotubes (MWCNT) aqueous suspensions with different ultrasonication times were prepared for the study. Direct imaging was done using a newly developed wet-TEM technique to assess the dispersion characteristics of CNT nanofluid samples. The results obtained were discussed in the context of the CNT nanofluid preparation by ultrasonication and its indirect effect on each of the properties. It was found that the changes in viscosity and enhancements in thermal conductivity and convective heat transfer are affected by ultrasonication time. The maximum enhancements in thermal conductivity and convective heat transfer were found to be 20 % and 32 %, respectively, in the sample processed for 40 minutes. The thermal conductivity enhancement increased considerably at temperatures greater than 24 °C. The percentage enhancement in convective heat transfer was found to increase with the axial distance in the heat transfer section. Additionally, the suspensions were found to exhibit a shear thinning behavior, which followed the Power Law viscosity model.

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In the beginning of this study, Molecular dynamics simulation is utilized to investigate the behavior of water molecules confined between two Au plates of (001) planes separated by gaps of 24.48, 16.32, 12.24, 11.22, and 10.20 . The simulation results indicate that the arrangements of the water molecules are dependent on the gap size. An inspection of the variation of the self-diffusion coefficients with the gap size suggests that the difference between the dynamic properties of the water molecules in the z-direction and the x-y plane decreases as the distance between the two Au plates increases. Moreover, we discuss the effects of different lattice structures, (100), (110) and (111)¡Aon the water molecules. The simulation results indicate that the arrangements of the water molecules are dependent on Au plate surface structures. The adsorption of the plate creates flat water layers in the proximity of each plate surface for (100) and (111) cases, but wave-like water layer for Au (110) plate. The absorbed water layer is the most close to plate surface for (110) lattice structure. Moreover, the self-diffusion coefficient in the z-direction for (110) case is the largest, meanwhile, the water molecules have a greater ability to diffuse in the x-y plane for (100) case. Finally¡Athe density distribution, velocity profile, and diffusion coefficients of the water film in a Couette flow are studied. Shear viscosity and its dependence on the shear rate of the water film are also examined in the present research. The diffusion of the whole film increases dramatically as the shear rate greater than a critical value. The shear viscosity decreases as the shear rate increases, especially for the water film with a small thickness, which implies the shear-thinning behavior for viscosity of the nanoconfined film. Moreover, increase in shear viscosity with a decrease in the film thickness can also be found in the present study.

In this thesis, coal-water mixtures (CWM) with &Ccedil / ayirhan lignite were prepared to optimize the parameters of CWM having an ideal behavior which means that at maximum coal loading, relatively stable at static and dynamic conditions and exhibit low viscosity. For this purpose, the effect of the parameters such as pulp density, amount of chemical agents, particle size distribution, addition of methanol and pulp pH were investigated. Results showed that increasing pulp density negatively affects viscosity and allowable maximum pulp density was obtained as 60% when the particle size distribution has a d50 value of 22.82 &micro / m. The optimum amount of chemical agent was found as 0.9%, having 10% Na-CMC (Sodium Carboxymethyl Cellulose) and 90% PSS (Polystyrene Sulfonate). Minimum viscosity was achieved when the pulp pH was in natural conditions (pH=6.85). Addition of methyl alcohol increased the viscosity of CWM.