Arniel's Endeavor

Walkthrough
Arniel wants you to help him out with some research of his. He sends the Dragonborn off to fetch some materials.

Obtain Dwarven Cogs for Arniel (10)
Firstly, Arniel will ask to get 10 Dwarven Cogs for him. You can find them in most Dwarven ruins as Dwemer Cogs. They weigh 10 each so you might become overburdened trying to carry all 10. Once you gather all 10, head back to Arniel.

Obtain a Warped Soul Gem for Arniel
Arniel will now ask you to speak with Enthir to ask for his package. Enthir will send you to a random location to search for a Staff of Tandil that was stolen. Go there (e.g. Hob's Fall Cave), find the staff and take it back to Enthir. He will then give you the Warped Soul Gem that Arniel needs. (No specific reward for this apparently.)

Activate the Dwemer Convectors (3)
Speak to Arniel again and he will tell you that he has broken his prototype. (Apparently this is not possible right away, certainly after The Eye of Magnus though.)

As he explains he was trying to properly calibrate the Warped Soul Gem by recreating, as it turns out, a Dwemer convector. Only his device did not quite work and was destroyed in the process. Now he asks the Dragonborn to go find the original convectors, his device has been modelled after. There are six of them in Skyrim.

The Dragonborn is given the Warped Soul Gem, which is to be put into a convector to then apply Arniel's Convection spell on the device. This needs to be done three times on three different convectors. Return to Arniel when done.

Retrieve Arniel's package
Arniel goes about his work, and after about two days noted that something is still amiss: He will mention that once again his package has not arrived and ask you to go get it from Enthir. Enthir says that due to Arniel making all the arrangements, he did not keep an eye on the package and it was lost in transit. He gives you the location of the courier (random) and tells you to go find the package yourself. So go to the location indicated on your quest marker and retrieve the package from the body of the courier. The item in question is Keening, a special Dwemer dagger.

Take the package back to Arniel and watch as he attempts his experiment again. There will be an explosion, Arniel will vanish, dropping Keening, and you will learn a new spell: Summon Arniel's Shade.