Study of the performances of an oxygen carrier: Experimental investigation of the binder's contribution and characterization of its structural modifications

The aim of this work is to investigate the contribution of the binder (NiAl₂O₄) on the performances of the oxygen carrier NiO/NiAl₂O₄. To this purpose, oxidation/reduction cycles have been performed in a fixed bed reactor using CO as a fuel. The results reveal that the binder can react with the fuel to form CO₂, and that its total reduction capacity increases with temperature. XRD characterizations performed on the binder (on the fresh and after several cycles) show a shift of the diffraction peaks of NiAl₂O₄ toward the ones of γ-alumina, which can be attributed to a progressive decomposition of NiAl₂O₄ to alumina and NiO.     

An efficient iterative method for finding common fixed point and variational inequalities in Hilbert spaces

ABSTRACT

In this paper, we investigate the problem of finding a common solution to a fixed point problem involving demi-contractive operator and a variational inequality with monotone and Lipschitz continuous mapping in real Hilbert spaces. Inspired by the projection and contraction method and the hybrid descent approximation method, a new and efficient iterative method for solving the problem is introduced. Strong convergence theorem of the proposed method is established under standard and mild conditions. Our scheme generalizes and extends some of the existing results in the literature, and moreover, its computational effort is less per each iteration compared with related works.     

Haezendonck–Goovaerts risk measure with a heavy tailed loss

Recently Haezendonck–Goovaerts (H–G) risk measure has received much attention in (re)insurance and portfolio management. Some nonparametric inferences have been proposed in the literature. When the loss variable does not have enough moments, which depends on the involved Young function, the nonparametric estimator in Ahn and Shyamalkumar (2014) has a nonnormal limit, which challenges interval estimation. Motivated by the fact that many loss variables in insurance and finance could have a heavier tail such as an infinite variance, this paper proposes a new estimator which estimates the tail by extreme value theory and the middle part nonparametrically. It turns out that the proposed new estimator always has a normal limit regardless of the tail heaviness of the loss variable. Hence an interval with asymptotically correct confidence level can be obtained easily either by the normal approximation method via estimating the asymptotic variance or by a bootstrap method. A simulation study and real data analysis confirm the effectiveness of the proposed new inference procedure for estimating the H–G risk measure.