Search results for: mathematical music modelling
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3883

Search results for: mathematical music modelling

763 Investigation of Corrosion of Steel Buried in Unsaturated Soil in the Presence of Cathodic Protection: The Modified Voltammetry Technique

Authors: Mandlenkosi G. R. Mahlobo, Peter A. Olubambi, Philippe Refait

Abstract:

The aim of this study was to use voltammetry as a method to understand the behaviour of steel in unsaturated soil in the presence of cathodic protection (CP). Three carbon steel coupons were buried in artificial soil wetted at 65-70% of saturation for 37 days. All three coupons were left at open circuit potential (OCP) for the first seven days in the unsaturated soil before CP, which was only applied on two of the three coupons at the protection potential -0.8 V vs Cu/CuSO₄ for the remaining 30 days of the experiment. Voltammetry was performed weekly on the coupon without CP, while electrochemical impedance spectroscopy (EIS) was performed daily to monitor and correct the applied CP potential from the ohmic drop. Voltammetry was finally performed on the last day on the coupons under CP. All the voltammograms were modeled with mathematical equations in order to compute the electrochemical parameters and subsequently deduced the corrosion rate of the steel coupons. For the coupon without CP, the corrosion rate was determined at 300 µm/y. For the coupons under CP, the residual corrosion rate under CP was estimated at 12 µm/y while the corrosion rate of the coupons, after interruption of CP, was estimated at 25 µm/y. This showed that CP was efficient due to two effects: a direct effect from the decreased potential and an induced effect associated with the increased interfacial pH that promoted the formation of a protective layer on the steel surface.

Keywords: carbon steel, cathodic protection, voltammetry, unsaturated soil, Raman spectroscopy

Procedia PDF Downloads 60
762 Effect of Atmospheric Turbulence on Hybrid FSO/RF Link Availability under Qatar's Harsh Climate

Authors: Abir Touati, Syed Jawad Hussain, Farid Touati, Ammar Bouallegue

Abstract:

Although there has been a growing interest in the hybrid free-space optical link and radio frequency FSO/RF communication system, the current literature is limited to results obtained in moderate or cold environment. In this paper, using a soft switching approach, we investigate the effect of weather inhomogeneities on the strength of turbulence hence the channel refractive index under Qatar harsh environment and their influence on the hybrid FSO/RF availability. In this approach, either FSO/RF or simultaneous or none of them can be active. Based on soft switching approach and a finite state Markov Chain (FSMC) process, we model the channel fading for the two links and derive a mathematical expression for the outage probability of the hybrid system. Then, we evaluate the behavior of the hybrid FSO/RF under hazy and harsh weather. Results show that the FSO/RF soft switching renders the system outage probability less than that of each link individually. A soft switching algorithm is being implemented on FPGAs using Raptor code interfaced to the two terminals of a 1Gbps/100 Mbps FSO/RF hybrid system, the first being implemented in the region. Experimental results are compared to the above simulation results.

Keywords: atmospheric turbulence, haze, hybrid FSO/RF, outage probability, refractive index

Procedia PDF Downloads 415
761 Prediction of Concrete Hydration Behavior and Cracking Tendency Based on Electrical Resistivity Measurement, Cracking Test and ANSYS Simulation

Authors: Samaila Muazu Bawa

Abstract:

Hydration process, crack potential and setting time of concrete grade C30, C40 and C50 were separately monitored using non-contact electrical resistivity apparatus, a plastic ring mould and penetration resistance method respectively. The results show highest resistivity of C30 at the beginning until reaching the acceleration point when C50 accelerated and overtaken the others, and this period corresponds to its final setting time range, from resistivity derivative curve, hydration process can be divided into dissolution, induction, acceleration and deceleration periods, restrained shrinkage crack and setting time tests demonstrated the earliest cracking and setting time of C50, therefore, this method conveniently and rapidly determines the concrete’s crack potential. The highest inflection time (ti), the final setting time (tf) were obtained and used with crack time in coming up with mathematical models for the prediction of concrete’s cracking age for the range being considered. Finally, ANSYS numerical simulations supports the experimental findings in terms of the earliest crack age of C50 and the crack location that, highest stress concentration is always beneath the artificially introduced expansion joint of C50.

Keywords: concrete hydration, electrical resistivity, restrained shrinkage crack, ANSYS simulation

Procedia PDF Downloads 236
760 Hohmann Transfer and Bi-Elliptic Hohmann Transfer in TRAPPIST-1 System

Authors: Jorge L. Nisperuza, Wilson Sandoval, Edward. A. Gil, Johan A. Jimenez

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In orbital mechanics, an active research topic is the calculation of interplanetary trajectories efficient in terms of energy and time. In this sense, this work concerns the calculation of the orbital elements for sending interplanetary probes in the extrasolar system TRAPPIST-1. Specifically, using the mathematical expressions of the circular and elliptical trajectory parameters, expressions for the flight time and the orbital transfer rate increase between orbits, the orbital parameters and the graphs of the trajectories of Hohmann and Hohmann bi-elliptic for sending a probe from the innermost planet to all the other planets of the studied system, are obtained. The relationship between the orbital transfer rate increments and the relationship between the flight times for the two transfer types is found. The results show that, for all cases under consideration, the Hohmann transfer results to be the least energy and temporary cost, a result according to the theory associated with Hohmann and Hohmann bi-elliptic transfers. Saving in the increase of the speed reaches up to 87% was found, and it happens for the transference between the two innermost planets, whereas the time of flight increases by a factor of up to 6.6 if one makes use of the bi-elliptic transfer, this for the case of sending a probe from the innermost planet to the outermost.

Keywords: bi-elliptic Hohmann transfer, exoplanet, extrasolar system, Hohmann transfer, TRAPPIST-1

Procedia PDF Downloads 190
759 Chairussyuhur Arman, Totti Tjiptosumirat, Muhammad Gunawan, Mastur, Joko Priyono, Baiq Tri Ratna Erawati

Authors: Maria M. Giannakou, Athanasios K. Ziliaskopoulos

Abstract:

Transmission pipelines carrying natural gas are often routed through populated cities, industrial and environmentally sensitive areas. While the need for these networks is unquestionable, there are serious concerns about the risk these lifeline networks pose to the people, to their habitat and to the critical infrastructures, especially in view of natural disasters such as earthquakes. This work presents an Integrated Pipeline Risk Management methodology (IPRM) for assessing the hazard associated with a natural gas pipeline failure due to natural or manmade disasters. IPRM aims to optimize the allocation of the available resources to countermeasures in order to minimize the impacts of pipeline failure to humans, the environment, the infrastructure and the economic activity. A proposed knapsack mathematical programming formulation is introduced that optimally selects the proper mitigation policies based on the estimated cost – benefit ratios. The proposed model is demonstrated with a small numerical example. The vulnerability analysis of these pipelines and the quantification of consequences from such failures can be useful for natural gas industries on deciding which mitigation measures to implement on the existing pipeline networks with the minimum cost in an acceptable level of hazard.

Keywords: cost benefit analysis, knapsack problem, natural gas distribution network, risk management, risk mitigation

Procedia PDF Downloads 287
758 Using GIS for Assessment and Modelling of Oil Spill Risk at Vulnerable Coastal Resources: Of Misratah Coast, Libya

Authors: Abduladim Maitieg

Abstract:

The oil manufacture is one of the main productive activities in Libya and has a massive infrastructure, including offshore drilling and exploration and wide oil export platform sites that located in coastal area. There is a threat to marine and coastal area of oil spills is greatest in those sites with a high spills comes from urban and industry, parallel to that, monitoring oil spills and risk emergency strategy is weakness, An approach for estimating a coastal resources vulnerability to oil spills is presented based on abundance, environmental and Scio-economic importance, distance to oil spill resources and oil risk likelihood. As many as 10 coastal resources were selected for oil spill assessment at the coast. This study aims to evaluate, determine and establish vulnerable coastal resource maps and estimating the rate of oil spill comes for different oil spill resources in Misratah marine environment. In the study area there are two type of oil spill resources, major oil resources come from offshore oil industries which are 96 km from the Coast and Loading/Uploading oil platform. However, the miner oil resources come from urban sewage pipes and fish ports. In order to analyse the collected database, the Geographic information system software has been used to identify oil spill location, to map oil tracks in front of study area, and developing seasonal vulnerable costal resources maps. This work shows that there is a differential distribution of the degree of vulnerability to oil spills along the coastline, with values ranging from high vulnerability and low vulnerability, and highlights the link between oil spill movement and coastal resources vulnerability. The results of assessment found most of costal freshwater spring sites are highly vulnerable to oil spill due to their location on the intertidal zone and their close to proximity to oil spills recourses such as Zreag coast. Furthermore, the Saltmarsh coastline is highly vulnerable to oil spill risk due to characterisation as it contains a nesting area of sea turtles and feeding places for migratory birds and the . Oil will reach the coast in winter season according to oil spill movement. Coastal tourist beaches in the north coast are considered as highly vulnerable to oil spill due to location and closeness to oil spill resources.

Keywords: coastal recourses vulnerability, oil spill trajectory, gnome software, Misratah coast- Libya, GIS

Procedia PDF Downloads 308
757 Lab Bench for Synthetic Aperture Radar Imaging System

Authors: Karthiyayini Nagarajan, P. V. Ramakrishna

Abstract:

Radar Imaging techniques provides extensive applications in the field of remote sensing, majorly Synthetic Aperture Radar (SAR) that provide high resolution target images. This paper work puts forward the effective and realizable signal generation and processing for SAR images. The major units in the system include camera, signal generation unit, signal processing unit and display screen. The real radio channel is replaced by its mathematical model based on optical image to calculate a reflected signal model in real time. Signal generation realizes the algorithm and forms the radar reflection model. Signal processing unit provides range and azimuth resolution through matched filtering and spectrum analysis procedure to form radar image on the display screen. The restored image has the same quality as that of the optical image. This SAR imaging system has been designed and implemented using MATLAB and Quartus II tools on Stratix III device as a System (Lab Bench) that works in real time to study/investigate on radar imaging rudiments and signal processing scheme for educational and research purposes.

Keywords: synthetic aperture radar, radio reflection model, lab bench, imaging engineering

Procedia PDF Downloads 492
756 Stability Analysis of Tumor-Immune Fractional Order Model

Authors: Sadia Arshad, Yifa Tang, Dumitru Baleanu

Abstract:

A fractional order mathematical model is proposed that incorporate CD8+ cells, natural killer cells, cytokines and tumor cells. The tumor cells growth in the absence of an immune response is modeled by logistic law as it was the simplest form for which predictions also agreed with the experimental data. Natural Killer Cells are our first line of defense. NK cells directly kill tumor cells through several mechanisms, including the release of cytoplasmic granules containing perforin and granzyme, expression of tumor necrosis factor (TNF) family members. The effect of the NK cells on the tumor cell population is expressed with the product term. Rational form is used to describe interaction between CD8+ cells and tumor cells. A number of cytokines are produced by NKs, including tumor necrosis factor TNF, IFN, and interleukin (IL-10). Source term for cytokines is modeled by Michaelis-Menten form to indicate the saturated effects of the immune response. Stability of the equilibrium points is discussed for biologically significant values of bifurcation parameters. We studied the treatment of fractional order system by investigating analytical conditions of tumor eradication. Numerical simulations are presented to illustrate the analytical results.

Keywords: cancer model, fractional calculus, numerical simulations, stability analysis

Procedia PDF Downloads 312
755 Design and Implementation of a Lab Bench for Synthetic Aperture Radar Imaging System

Authors: Karthiyayini Nagarajan, P. V. RamaKrishna

Abstract:

Radar Imaging techniques provides extensive applications in the field of remote sensing, majorly Synthetic Aperture Radar(SAR) that provide high resolution target images. This paper work puts forward the effective and realizable signal generation and processing for SAR images. The major units in the system include camera, signal generation unit, signal processing unit and display screen. The real radio channel is replaced by its mathematical model based on optical image to calculate a reflected signal model in real time. Signal generation realizes the algorithm and forms the radar reflection model. Signal processing unit provides range and azimuth resolution through matched filtering and spectrum analysis procedure to form radar image on the display screen. The restored image has the same quality as that of the optical image. This SAR imaging system has been designed and implemented using MATLAB and Quartus II tools on Stratix III device as a System(lab bench) that works in real time to study/investigate on radar imaging rudiments and signal processing scheme for educational and research purposes.

Keywords: synthetic aperture radar, radio reflection model, lab bench

Procedia PDF Downloads 462
754 Investigation of Heat Conduction through Particulate Filled Polymer Composite

Authors: Alok Agrawal, Alok Satapathy

Abstract:

In this paper, an attempt to determine the effective thermal conductivity (keff) of particulate filled polymer composites using finite element method (FEM) a powerful computational technique is made. A commercially available finite element package ANSYS is used for this numerical analysis. Three-dimensional spheres-in-cube lattice array models are constructed to simulate the microstructures of micro-sized particulate filled polymer composites with filler content ranging from 2.35 to 26.8 vol %. Based on the temperature profiles across the composite body, the keff of each composition is estimated theoretically by FEM. Composites with similar filler contents are than fabricated using compression molding technique by reinforcing micro-sized aluminium oxide (Al2O3) in polypropylene (PP) resin. Thermal conductivities of these composite samples are measured according to the ASTM standard E-1530 by using the Unitherm™ Model 2022 tester, which operates on the double guarded heat flow principle. The experimentally measured conductivity values are compared with the numerical values and also with those obtained from existing empirical models. This comparison reveals that the FEM simulated values are found to be in reasonable good agreement with the experimental data. Values obtained from the theoretical model proposed by the authors are also found to be in even closer approximation with the measured values within percolation limit. Further, this study shows that there is gradual enhancement in the conductivity of PP resin with increase in filler percentage and thereby its heat conduction capability is improved. It is noticed that with addition of 26.8 vol % of filler, the keff of composite increases to around 6.3 times that of neat PP. This study validates the proposed model for PP-Al2O3 composite system and proves that finite element analysis can be an excellent methodology for such investigations. With such improved heat conduction ability, these composites can find potential applications in micro-electronics, printed circuit boards, encapsulations etc.

Keywords: analytical modelling, effective thermal conductivity, finite element method, polymer matrix composite

Procedia PDF Downloads 319
753 An Examination of Factors Leading to Knowledge-Sharing Behavior of Sri Lankan Bankers

Authors: Eranga N. Somaratna, Pradeep Dharmadasa

Abstract:

In the current competitive environment, the factors leading to organization success are not limited to the investment of capital, labor, and raw material, but in the ability of knowledge innovation from all the members of an organization. However, knowledge on its own cannot provide organizations with its promised benefits unless it is shared, as organizations are increasingly experiencing unsuccessful knowledge sharing efforts. In such a backdrop and due to the dearth of research in this area in the South Asian context, the study set forth to develop an understanding of the factors that influence knowledge-sharing behavior within an organizational framework, using widely accepted social psychology theories. The purpose of the article is to discover the determinants of knowledge-sharing intention and actual knowledge sharing behaviors of bank employees in Sri Lanka using an aggregate model. Knowledge sharing intentions are widely discussed in literature through the application of Ajzen’s Theory of planned behavior (TPB) and Theory of Social Capital (SCT) separately. Both the theories are rich to explain knowledge sharing intention of workers with limitations. The study, therefore, combines the TPB with SCT in developing its conceptual model. Data were collected through a self-administrated paper-based questionnaire of 199 bank managers from 6 public and private banks of Sri Lanka and analyzed the suggested research model using Structural Equation Modelling (SEM). The study supported six of the nine hypotheses, where Attitudes toward Knowledge Sharing Behavior, Perceived Behavioral Control, Trust, Anticipated Reciprocal Relationships and Actual Knowledge Sharing Behavior were supported while Organizational Climate, Sense of Self-Worth and Anticipated Extrinsic Rewards were not, in determining knowledge sharing intentions. Furthermore, the study investigated the effect of demographic factors of bankers (age, gender, position, education, and experiences) to the actual knowledge sharing behavior. However, findings should be confirmed using a larger sample, as well as through cross-sectional studies. The results highlight the need for theoreticians to combined TPB and SCT in understanding knowledge workers’ intentions and actual behavior; and for practitioners to focus on the perceptions and needs of the individual knowledge worker and the need to cultivate a culture of sharing knowledge in the organization for their mutual benefit.

Keywords: banks, employees behavior, knowledge management, knowledge sharing

Procedia PDF Downloads 130
752 Modelling Forest Fire Risk in the Goaso Forest Area of Ghana: Remote Sensing and Geographic Information Systems Approach

Authors: Bernard Kumi-Boateng, Issaka Yakubu

Abstract:

Forest fire, which is, an uncontrolled fire occurring in nature has become a major concern for the Forestry Commission of Ghana (FCG). The forest fires in Ghana usually result in massive destruction and take a long time for the firefighting crews to gain control over the situation. In order to assess the effect of forest fire at local scale, it is important to consider the role fire plays in vegetation composition, biodiversity, soil erosion, and the hydrological cycle. The occurrence, frequency and behaviour of forest fires vary over time and space, primarily as a result of the complicated influences of changes in land use, vegetation composition, fire suppression efforts, and other indigenous factors. One of the forest zones in Ghana with a high level of vegetation stress is the Goaso forest area. The area has experienced changes in its traditional land use such as hunting, charcoal production, inefficient logging practices and rural abandonment patterns. These factors which were identified as major causes of forest fire, have recently modified the incidence of fire in the Goaso area. In spite of the incidence of forest fires in the Goaso forest area, most of the forest services do not provide a cartographic representation of the burned areas. This has resulted in significant amount of information being required by the firefighting unit of the FCG to understand fire risk factors and its spatial effects. This study uses Remote Sensing and Geographic Information System techniques to develop a fire risk hazard model using the Goaso Forest Area (GFA) as a case study. From the results of the study, natural forest, agricultural lands and plantation cover types were identified as the major fuel contributing loads. However, water bodies, roads and settlements were identified as minor fuel contributing loads. Based on the major and minor fuel contributing loads, a forest fire risk hazard model with a reasonable accuracy has been developed for the GFA to assist decision making.

Keywords: forest, GIS, remote sensing, Goaso

Procedia PDF Downloads 452
751 CFD-DEM Modelling of Liquid Fluidizations of Ellipsoidal Particles

Authors: Esmaeil Abbaszadeh Molaei, Zongyan Zhou, Aibing Yu

Abstract:

The applications of liquid fluidizations have been increased in many parts of industries such as particle classification, backwashing of granular filters, crystal growth, leaching and washing, and bioreactors due to high-efficient liquid–solid contact, favorable mass and heat transfer, high operation flexibilities, and reduced back mixing of phases. In most of these multiphase operations the particles properties, i.e. size, density, and shape, may change during the process because of attrition, coalescence or chemical reactions. Previous studies, either experimentally or numerically, mainly have focused on studies of liquid-solid fluidized beds containing spherical particles; however, the role of particle shape on the hydrodynamics of liquid fluidized beds is still not well-known. A three-dimensional Discrete Element Model (DEM) and Computational Fluid Dynamics (CFD) are coupled to study the influence of particles shape on particles and liquid flow patterns in liquid-solid fluidized beds. In the simulations, ellipsoid particles are used to study the shape factor since they can represent a wide range of particles shape from oblate and sphere to prolate shape particles. Different particle shapes from oblate (disk shape) to elongated particles (rod shape) are selected to investigate the effect of aspect ratio on different flow characteristics such as general particles and liquid flow pattern, pressure drop, and particles orientation. First, the model is verified based on experimental observations, then further detail analyses are made. It was found that spherical particles showed a uniform particle distribution in the bed, which resulted in uniform pressure drop along the bed height. However for particles with aspect ratios less than one (disk-shape), some particles were carried into the freeboard region, and the interface between the bed and freeboard was not easy to be determined. A few particle also intended to leave the bed. On the other hand, prolate particles showed different behaviour in the bed. They caused unstable interface and some flow channeling was observed for low liquid velocities. Because of the non-uniform particles flow pattern for particles with aspect ratios lower (oblate) and more (prolate) than one, the pressure drop distribution in the bed was not observed as uniform as what was found for spherical particles.

Keywords: CFD, DEM, ellipsoid, fluidization, multiphase flow, non-spherical, simulation

Procedia PDF Downloads 306
750 Flood Hazard Assessment and Land Cover Dynamics of the Orai Khola Watershed, Bardiya, Nepal

Authors: Loonibha Manandhar, Rajendra Bhandari, Kumud Raj Kafle

Abstract:

Nepal’s Terai region is a part of the Ganges river basin which is one of the most disaster-prone areas of the world, with recurrent monsoon flooding causing millions in damage and the death and displacement of hundreds of people and households every year. The vulnerability of human settlements to natural disasters such as floods is increasing, and mapping changes in land use practices and hydro-geological parameters is essential in developing resilient communities and strong disaster management policies. The objective of this study was to develop a flood hazard zonation map of Orai Khola watershed and map the decadal land use/land cover dynamics of the watershed. The watershed area was delineated using SRTM DEM, and LANDSAT images were classified into five land use classes (forest, grassland, sediment and bare land, settlement area and cropland, and water body) using pixel-based semi-automated supervised maximum likelihood classification. Decadal changes in each class were then quantified using spatial modelling. Flood hazard mapping was performed by assigning weights to factors slope, rainfall distribution, distance from the river and land use/land cover on the basis of their estimated influence in causing flood hazard and performing weighed overlay analysis to identify areas that are highly vulnerable. The forest and grassland coverage increased by 11.53 km² (3.8%) and 1.43 km² (0.47%) from 1996 to 2016. The sediment and bare land areas decreased by 12.45 km² (4.12%) from 1996 to 2016 whereas settlement and cropland areas showed a consistent increase to 14.22 km² (4.7%). Waterbody coverage also increased to 0.3 km² (0.09%) from 1996-2016. 1.27% (3.65 km²) of total watershed area was categorized into very low hazard zone, 20.94% (60.31 km²) area into low hazard zone, 37.59% (108.3 km²) area into moderate hazard zone, 29.25% (84.27 km²) area into high hazard zone and 31 villages which comprised 10.95% (31.55 km²) were categorized into high hazard zone area.

Keywords: flood hazard, land use/land cover, Orai river, supervised maximum likelihood classification, weighed overlay analysis

Procedia PDF Downloads 348
749 Aircraft Automatic Collision Avoidance Using Spiral Geometric Approach

Authors: M. Orefice, V. Di Vito

Abstract:

This paper provides a description of a Collision Avoidance algorithm that has been developed starting from the mathematical modeling of the flight of insects, in terms of spirals and conchospirals geometric paths. It is able to calculate a proper avoidance manoeuver aimed to prevent the infringement of a predefined distance threshold between ownship and the considered intruder, while minimizing the ownship trajectory deviation from the original path and in compliance with the aircraft performance limitations and dynamic constraints. The algorithm is designed in order to be suitable for real-time applications, so that it can be considered for the implementation in the most recent airborne automatic collision avoidance systems using the traffic data received through an ADS-B IN device. The presented approach is able to take into account the rules-of-the-air, due to the possibility to select, through specifically designed decision making logic based on the consideration of the encounter geometry, the direction of the calculated collision avoidance manoeuver that allows complying with the rules-of-the-air, as for instance the fundamental right of way rule. In the paper, the proposed collision avoidance algorithm is presented and its preliminary design and software implementation is described. The applicability of this method has been proved through preliminary simulation tests performed in a 2D environment considering single intruder encounter geometries, as reported and discussed in the paper.

Keywords: ADS-B Based Application, Collision Avoidance, RPAS, Spiral Geometry.

Procedia PDF Downloads 238
748 Effect of pH-Dependent Surface Charge on the Electroosmotic Flow through Nanochannel

Authors: Partha P. Gopmandal, Somnath Bhattacharyya, Naren Bag

Abstract:

In this article, we have studied the effect of pH-regulated surface charge on the electroosmotic flow (EOF) through nanochannel filled with binary symmetric electrolyte solution. The channel wall possesses either an acidic or a basic functional group. Going beyond the widely employed Debye-Huckel linearization, we develop a mathematical model based on Nernst-Planck equation for the charged species, Poisson equation for the induced potential, Stokes equation for fluid flow. A finite volume based numerical algorithm is adopted to study the effect of key parameters on the EOF. We have computed the coupled governing equations through the finite volume method and our results found to be in good agreement with the analytical solution obtained from the corresponding linear model based on low surface charge condition or strong electrolyte solution. The influence of the surface charge density, reaction constant of the functional groups, bulk pH, and concentration of the electrolyte solution on the overall flow rate is studied extensively. We find the effect of surface charge diminishes with the increase in electrolyte concentration. In addition for strong electrolyte, the surface charge becomes independent of pH due to complete dissociation of the functional groups.

Keywords: electroosmosis, finite volume method, functional group, surface charge

Procedia PDF Downloads 416
747 Filtering Momentum Life Cycles, Price Acceleration Signals and Trend Reversals for Stocks, Credit Derivatives and Bonds

Authors: Periklis Brakatsoulas

Abstract:

Recent empirical research shows a growing interest in investment decision-making under market anomalies that contradict the rational paradigm. Momentum is undoubtedly one of the most robust anomalies in the empirical asset pricing research and remains surprisingly lucrative ever since first documented. Although predominantly phenomena identified across equities, momentum premia are now evident across various asset classes. Yet few many attempts are made so far to provide traders a diversified portfolio of strategies across different assets and markets. Moreover, literature focuses on patterns from past returns rather than mechanisms to signal future price directions prior to momentum runs. The aim of this paper is to develop a diversified portfolio approach to price distortion signals using daily position data on stocks, credit derivatives, and bonds. An algorithm allocates assets periodically, and new investment tactics take over upon price momentum signals and across different ranking groups. We focus on momentum life cycles, trend reversals, and price acceleration signals. The main effort here concentrates on the density, time span and maturity of momentum phenomena to identify consistent patterns over time and measure the predictive power of buy-sell signals generated by these anomalies. To tackle this, we propose a two-stage modelling process. First, we generate forecasts on core macroeconomic drivers. Secondly, satellite models generate market risk forecasts using the core driver projections generated at the first stage as input. Moreover, using a combination of the ARFIMA and FIGARCH models, we examine the dependence of consecutive observations across time and portfolio assets since long memory behavior in volatilities of one market appears to trigger persistent volatility patterns across other markets. We believe that this is the first work that employs evidence of volatility transmissions among derivatives, equities, and bonds to identify momentum life cycle patterns.

Keywords: forecasting, long memory, momentum, returns

Procedia PDF Downloads 99
746 Analysis of Translational Ship Oscillations in a Realistic Environment

Authors: Chen Zhang, Bernhard Schwarz-Röhr, Alexander Härting

Abstract:

To acquire accurate ship motions at the center of gravity, a single low-cost inertial sensor is utilized and applied on board to measure ship oscillating motions. As observations, the three axes accelerations and three axes rotational rates provided by the sensor are used. The mathematical model of processing the observation data includes determination of the distance vector between the sensor and the center of gravity in x, y, and z directions. After setting up the transfer matrix from sensor’s own coordinate system to the ship’s body frame, an extended Kalman filter is applied to deal with nonlinearities between the ship motion in the body frame and the observation information in the sensor’s frame. As a side effect, the method eliminates sensor noise and other unwanted errors. Results are not only roll and pitch, but also linear motions, in particular heave and surge at the center of gravity. For testing, we resort to measurements recorded on a small vessel in a well-defined sea state. With response amplitude operators computed numerically by a commercial software (Seaway), motion characteristics are estimated. These agree well with the measurements after processing with the suggested method.

Keywords: extended Kalman filter, nonlinear estimation, sea trial, ship motion estimation

Procedia PDF Downloads 519
745 Scheduling of Cross-Docking Center: An Auction-Based Algorithm

Authors: Eldho Paul, Brijesh Paul

Abstract:

This work proposes an auction mechanism based solution methodology for the optimum scheduling of trucks in a cross-docking centre. The cross-docking centre is an important element of lean supply chain. It reduces the amount of storage and transportation costs in the distribution system compared to an ordinary warehouse. Better scheduling of trucks in a cross-docking center is the best way to reduce storage and transportation costs. Auction mechanism is commonly used for allocation of limited resources in different real-life applications. Here, we try to schedule inbound trucks by integrating auction mechanism with the functioning of a cross-docking centre. A mathematical model is developed for the optimal scheduling of inbound trucks based on the auction methodology. The determination of exact solution for problems involving large number of trucks was found to be computationally difficult, and hence a genetic algorithm based heuristic methodology is proposed in this work. A comparative study of exact and heuristic solutions is done using five classes of data sets. It is observed from the study that the auction-based mechanism is capable of providing good solutions to scheduling problem in cross-docking centres.

Keywords: auction mechanism, cross-docking centre, genetic algorithm, scheduling of trucks

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744 A Mathematical Based Prediction of the Forming Limit of Thin-Walled Sheet Metals

Authors: Masoud Ghermezi

Abstract:

Studying the sheet metals is one of the most important research areas in the field of metal forming due to their extensive applications in the aerospace industries. A useful method for determining the forming limit of these materials and consequently preventing the rupture of sheet metals during the forming process is the use of the forming limit curve (FLC). In addition to specifying the forming limit, this curve also delineates a boundary for the allowed values of strain in sheet metal forming; these characteristics of the FLC along with its accuracy of computation and wide range of applications have made this curve the basis of research in the present paper. This study presents a new model that not only agrees with the results obtained from the above mentioned theory, but also eliminates its shortcomings. In this theory, like in the M-K theory, a thin sheet with an inhomogeneity as a gradient thickness reduction with a sinusoidal function has been chosen and subjected to two-dimensional stress. Through analytical evaluation, ultimately, a governing differential equation has been obtained. The numerical solution of this equation for the range of positive strains (stretched region) yields the results that agree with the results obtained from M-K theory. Also the solution of this equation for the range of negative strains (tension region) completes the FLC curve. The findings obtained by applying this equation on two alloys with the hardening exponents of 0.4 and 0.24 indicate the validity of the presented equation.

Keywords: sheet metal, metal forming, forming limit curve (FLC), M-K theory

Procedia PDF Downloads 363
743 Software Tool Design for Heavy Oil Upgrading by Hydrogen Donor Addition in a Hydrodynamic Cavitation Process

Authors: Munoz A. Tatiana, Solano R. Brandon, Montes C. Juan, Cierco G. Javier

Abstract:

The hydrodynamic cavitation is a process in which the energy that the fluids have in the phase changes is used. From this energy, local temperatures greater than 5000 °C are obtained where thermal cracking of the fluid molecules takes place. The process applied to heavy oil affects variables such as viscosity, density, and composition, which constitutes an important improvement in the quality of crude oil. In this study, the need to design a software through mathematical integration models of mixing, cavitation, kinetics, and reactor, allows modeling changes in density, viscosity, and composition of a heavy oil crude, when the fluid passes through a hydrodynamic cavitation reactor. In order to evaluate the viability of this technique in the industry, a heavy oil of 18° API gravity, was simulated using naphtha as a hydrogen donor at concentrations of 1, 2 and 5% vol, where the simulation results showed an API gravity increase to 0.77, 1.21 and 1.93° respectively and a reduction viscosity by 9.9, 12.9 and 15.8%. The obtained results allow to have a favorable panorama on this technological development, an appropriate visualization on the generation of innovative knowledge of this technique and the technical-economic opportunity that benefits the development of the hydrocarbon sector related to heavy crude oil that includes the largest world oil production.

Keywords: hydrodynamic cavitation, thermal cracking, hydrogen donor, heavy oil upgrading, simulator

Procedia PDF Downloads 147
742 Simplified Modelling of Visco-Elastic Fluids for Use in Recoil Damping Systems

Authors: Prasad Pokkunuri

Abstract:

Visco-elastic materials combine the stress response properties of both solids and fluids and have found use in a variety of damping applications – both vibrational and acoustic. Defense and automotive applications, in particular, are subject to high impact and shock loading – for example: aircraft landing gear, firearms, and shock absorbers. Field responsive fluids – a class of smart materials – are the preferred choice of energy absorbents because of their controllability. These fluids’ stress response can be controlled by the application of a magnetic or electric field, in a closed loop. Their rheological properties – elasticity, plasticity, and viscosity – can be varied all the way from that of a liquid such as water to a hard solid. This work presents a simplified model to study the impulse response behavior of such fluids for use in recoil damping systems. The well-known Burger’s equation, in conjunction with various visco-elastic constitutive models, is used to represent fluid behavior. The Kelvin-Voigt, Upper Convected Maxwell (UCM), and Oldroyd-B constitutive models are implemented in this study. Using these models in a one-dimensional framework eliminates additional complexities due to geometry, pressure, body forces, and other source terms. Using a finite difference formulation to numerically solve the governing equation(s), the response to an initial impulse is studied. The disturbance is confined within the problem domain with no-inflow, no-outflow boundary conditions, and its decay characteristics studied. Visco-elastic fluids typically involve a time-dependent stress relaxation which gives rise to interesting behavior when subjected to an impulsive load. For particular values of viscous damping and elastic modulus, the fluid settles into a stable oscillatory state, absorbing and releasing energy without much decay. The simplified formulation enables a comprehensive study of different modes of system response, by varying relevant parameters. Using the insights gained from this study, extension to a more detailed multi-dimensional model is considered.

Keywords: Burgers Equation, Impulse Response, Recoil Damping Systems, Visco-elastic Fluids

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741 Estimation of Transition and Emission Probabilities

Authors: Aakansha Gupta, Neha Vadnere, Tapasvi Soni, M. Anbarsi

Abstract:

Protein secondary structure prediction is one of the most important goals pursued by bioinformatics and theoretical chemistry; it is highly important in medicine and biotechnology. Some aspects of protein functions and genome analysis can be predicted by secondary structure prediction. This is used to help annotate sequences, classify proteins, identify domains, and recognize functional motifs. In this paper, we represent protein secondary structure as a mathematical model. To extract and predict the protein secondary structure from the primary structure, we require a set of parameters. Any constants appearing in the model are specified by these parameters, which also provide a mechanism for efficient and accurate use of data. To estimate these model parameters there are many algorithms out of which the most popular one is the EM algorithm or called the Expectation Maximization Algorithm. These model parameters are estimated with the use of protein datasets like RS126 by using the Bayesian Probabilistic method (data set being categorical). This paper can then be extended into comparing the efficiency of EM algorithm to the other algorithms for estimating the model parameters, which will in turn lead to an efficient component for the Protein Secondary Structure Prediction. Further this paper provides a scope to use these parameters for predicting secondary structure of proteins using machine learning techniques like neural networks and fuzzy logic. The ultimate objective will be to obtain greater accuracy better than the previously achieved.

Keywords: model parameters, expectation maximization algorithm, protein secondary structure prediction, bioinformatics

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740 Smart Polymeric Nanoparticles Loaded with Vincristine Sulfate for Applications in Breast Cancer Drug Delivery in MDA-MB 231 and MCF7 Cell Lines

Authors: Reynaldo Esquivel, Pedro Hernandez, Aaron Martinez-Higareda, Sergio Tena-Cano, Enrique Alvarez-Ramos, Armando Lucero-Acuna

Abstract:

Stimuli-responsive nanomaterials play an essential role in loading, transporting and well-distribution of anti-cancer compounds in the cellular surroundings. The outstanding properties as the Lower Critical Solution Temperature (LCST), hydrolytic cleavage and protonation/deprotonation cycle, govern the release and delivery mechanisms of payloads. In this contribution, we experimentally determine the load efficiency and release of antineoplastic Vincristine Sulfate into PNIPAM-Interpenetrated-Chitosan (PIntC) nanoparticles. Structural analysis was performed by Fourier Transform Infrared Spectroscopy (FT-IR) and Proton Nuclear Magnetic Resonance (1HNMR). ζ-Potential (ζ) and Hydrodynamic diameter (DH) measurements were monitored by Electrophoretic Mobility (EM) and Dynamic Light scattering (DLS) respectively. Mathematical analysis of the release pharmacokinetics reveals a three-phase model above LCST, while a monophasic of Vincristine release model was observed at 32 °C. Cytotoxic essays reveal a noticeable enhancement of Vincristine effectiveness at low drug concentration on HeLa cervix cancer and MDA-MB-231 breast cancer.

Keywords: nanoparticles, vincristine, drug delivery, PNIPAM

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739 Multiscale Model of Blast Explosion Human Injury Biomechanics

Authors: Raj K. Gupta, X. Gary Tan, Andrzej Przekwas

Abstract:

Bomb blasts from Improvised Explosive Devices (IEDs) account for vast majority of terrorist attacks worldwide. Injuries caused by IEDs result from a combination of the primary blast wave, penetrating fragments, and human body accelerations and impacts. This paper presents a multiscale computational model of coupled blast physics, whole human body biodynamics and injury biomechanics of sensitive organs. The disparity of the involved space- and time-scales is used to conduct sequential modeling of an IED explosion event, CFD simulation of blast loads on the human body and FEM modeling of body biodynamics and injury biomechanics. The paper presents simulation results for blast-induced brain injury coupling macro-scale brain biomechanics and micro-scale response of sensitive neuro-axonal structures. Validation results on animal models and physical surrogates are discussed. Results of our model can be used to 'replicate' filed blast loadings in laboratory controlled experiments using animal models and in vitro neuro-cultures.

Keywords: blast waves, improvised explosive devices, injury biomechanics, mathematical models, traumatic brain injury

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738 Comparison of Unit Hydrograph Models to Simulate Flood Events at the Field Scale

Authors: Imene Skhakhfa, Lahbaci Ouerdachi

Abstract:

To ensure the overall coherence of simulated results, it is necessary to develop a robust validation process. In many applications, it is no longer content to calibrate and validate the model only in relation to the hydro graph measured at the outlet, but we try to better simulate the functioning of the watershed in space. Therefore the timing also performs compared to other variables such as water level measurements in intermediate stations or groundwater levels. As part of this work, we limit ourselves to modeling flood of short duration for which the process of evapotranspiration is negligible. The main parameters to identify the models are related to the method of unit hydro graph (HU). Three different models were tested: SNYDER, CLARK and SCS. These models differ in their mathematical structure and parameters to be calibrated while hydrological data are the same, the initial water content and precipitation. The models are compared on the basis of their performance in terms six objective criteria, three global criteria and three criteria representing volume, peak flow, and the mean square error. The first type of criteria gives more weight to strong events whereas the second considers all events to be of equal weight. The results show that the calibrated parameter values are dependent and also highlight the problems associated with the simulation of low flow events and intermittent precipitation.

Keywords: model calibration, intensity, runoff, hydrograph

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737 Supplemental VisCo-friction Damping for Dynamical Structural Systems

Authors: Sharad Singh, Ajay Kumar Sinha

Abstract:

Coupled dampers like viscoelastic-frictional dampers for supplemental damping are a newer technique. In this paper, innovative Visco-frictional damping models have been presented and investigated. This paper attempts to couple frictional and fluid viscous dampers into a single unit of supplemental dampers. Visco-frictional damping model is developed by series and parallel coupling of frictional and fluid viscous dampers using Maxwell and Kelvin-Voigat models. The time analysis has been performed using numerical simulation on an SDOF system with varying fundamental periods, subject to a set of 12 ground motions. The simulation was performed using the direct time integration method. MATLAB programming tool was used to carry out the numerical simulation. The response behavior has been analyzed for the varying time period and added damping. This paper compares the response reduction behavior of the two modes of coupling. This paper highlights the performance efficiency of the suggested damping models. It also presents a mathematical modeling approach to visco-frictional dampers and simultaneously suggests the suitable mode of coupling between the two sub-units.

Keywords: hysteretic damping, Kelvin model, Maxwell model, parallel coupling, series coupling, viscous damping

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736 The Last National Anthem of the Ottoman Empire: Musical Code, Sociopolitical Control and Historical Realities

Authors: Nuray Ocakli

Abstract:

19th century was the era of changes and transformations for the Ottoman Empire. The first sultan of this century, Mahmud II (1808-1839), was the architect of Ottoman modernization and fundamental changes. The most radical of these was abolishing the Janissary corps and the traditional Ottoman military band, Mehteran. Mahmud II introduced modernized military corps as well as western style royal and military music. Mahmut II invited the Italian composer Giuseppe Donizetti to establish a modern military band for the new army and to compose the Sultan’s royal anthem. In 1828, Donizetti composed the first western-style Ottoman anthem, Mahmudiyye anthem. During the 19th and early 20th century, four other western style Ottoman anthems (Aziziyye, Mecidiyye, Hamidiyye, and Resadiyye) were composed but the last anthem adopted in the reign of Mehmet VI (r. 1918-1922) was again Mahmudiyye anthem. This paper aims to analyze the Mahmudiyye anthem composed as royal anthem in 1828 but adopted as national anthem in 1918. Research questions of this paper are as follows: What were the characteristics of the Mahmudiyye anthem making it the best choice of the last sultan for the last national anthem? Are there specific reasons of the last sultan to adopt Mahmudiyye anthem or not to adopt any of the other four anthems? The musical characteristics of the anthem are analyzed based on the Cerulo’s empirical research. Cerulo examined the musical structures of 124 western style anthems from 150 countries in the 1580-1976 period. Cerulo’s research categorizes musical codes of the anthems as basic and embellished related with the level of sociopolitical control. Musical analysis of the anthem indicates that the basic musical code of the anthem implies a high level of socio-political control during the reign of both Mahmut II and Mehmet VI. Historical analysis of each sultans’ reign shows that both sultans were autocratic. Mahmut II designed authoritarian government policies to suppress possible reactions against his reforms. On the other hand, authoritarian policies of Mehmet VI are related with the domestic and international political conditions following the World War I. Historical analysis of the research questions show that compared to the other western style Ottoman anthems, Mahmudiyye anthem remained the only neutral anthem symbolizing modernization and westernization of the empire. Other anthems were all the symbols of failed ideologies such as Ottomanism, pan-Islamism, and pan-Turkism. In the early 20th century, there were a few common things remained among the diverse communities of the Ottoman Empire: The land they shared as homeland and the idea of modernization to save the homeland. For this reason, the last sultan Mehmet VI adopted Mahmudiyye anthem as the memory of a unified empire under the rule of a powerful and modernist sultan. The last sultan’s reign lasted just for four years, and the Ottoman Empire disintegrated in 1922, but his adaptation of the Mahmudiyye anthem indicates his unifying policies, his attitudes to save the empire and the caliphate.

Keywords: Mahmudiyye anthem, musical code, national anthem, Ottoman Empire, royal anthem

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735 Mixed Number Algebra and Its Application

Authors: Md. Shah Alam

Abstract:

Mushfiq Ahmad has defined a Mixed Number, which is the sum of a scalar and a Cartesian vector. He has also defined the elementary group operations of Mixed numbers i.e. the norm of Mixed numbers, the product of two Mixed numbers, the identity element and the inverse. It has been observed that Mixed Number is consistent with Pauli matrix algebra and a handy tool to work with Dirac electron theory. Its use as a mathematical method in Physics has been studied. (1) We have applied Mixed number in Quantum Mechanics: Mixed Number version of Displacement operator, Vector differential operator, and Angular momentum operator has been developed. Mixed Number method has also been applied to Klein-Gordon equation. (2) We have applied Mixed number in Electrodynamics: Mixed Number version of Maxwell’s equation, the Electric and Magnetic field quantities and Lorentz Force has been found. (3) An associative transformation of Mixed Number numbers fulfilling Lorentz invariance requirement is developed. (4) We have applied Mixed number algebra as an extension of Complex number. Mixed numbers and the Quaternions have isomorphic correspondence, but they are different in algebraic details. The multiplication of unit Mixed number and the multiplication of unit Quaternions are different. Since Mixed Number has properties similar to those of Pauli matrix algebra, Mixed Number algebra is a more convenient tool to deal with Dirac equation.

Keywords: mixed number, special relativity, quantum mechanics, electrodynamics, pauli matrix

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734 Drug Design Modelling and Molecular Virtual Simulation of an Optimized BSA-Based Nanoparticle Formulation Loaded with Di-Berberine Sulfate Acid Salt

Authors: Eman M. Sarhan, Doaa A. Ghareeb, Gabriella Ortore, Amr A. Amara, Mohamed M. El-Sayed

Abstract:

Drug salting and nanoparticle-based drug delivery formulations are considered to be an effective means for rendering the hydrophobic drugs’ nano-scale dispersion in aqueous media, and thus circumventing the pitfalls of their poor solubility as well as enhancing their membrane permeability. The current study aims to increase the bioavailability of quaternary ammonium berberine through acid salting and biodegradable bovine serum albumin (BSA)-based nanoparticulate drug formulation. Berberine hydroxide (BBR-OH) that was chemically synthesized by alkalization of the commercially available berberine hydrochloride (BBR-HCl) was then acidified to get Di-berberine sulfate (BBR)₂SO₄. The purified crystals were spectrally characterized. The desolvation technique was optimized for the preparation of size-controlled BSA-BBR-HCl, BSA-BBR-OH, and BSA-(BBR)₂SO₄ nanoparticles. Particle size, zeta potential, drug release, encapsulation efficiency, Fourier transform infrared spectroscopy (FTIR), tandem MS-MS spectroscopy, energy-dispersive X-ray spectroscopy (EDX), scanning and transmitting electron microscopic examination (SEM, TEM), in vitro bioactivity, and in silico drug-polymer interaction were determined. BSA (PDB ID; 4OR0) protonation state at different pH values was predicted using Amber12 molecular dynamic simulation. Then blind docking was performed using Lamarkian genetic algorithm (LGA) through AutoDock4.2 software. Results proved the purity and the size-controlled synthesis of berberine-BSA-nanoparticles. The possible binding poses, hydrophobic and hydrophilic interactions of berberine on BSA at different pH values were predicted. Antioxidant, anti-hemolytic, and cell differentiated ability of tested drugs and their nano-formulations were evaluated. Thus, drug salting and the potentially effective albumin berberine nanoparticle formulations can be successfully developed using a well-optimized desolvation technique and exhibiting better in vitro cellular bioavailability.

Keywords: berberine, BSA, BBR-OH, BBR-HCl, BSA-BBR-HCl, BSA-BBR-OH, (BBR)₂SO₄, BSA-(BBR)₂SO₄, FTIR, AutoDock4.2 Software, Lamarkian genetic algorithm, SEM, TEM, EDX

Procedia PDF Downloads 167