Search results for: multiplication factor
5072 Effect of Particle Aspect Ratio and Shape Factor on Air Flow inside Pulmonary Region
Authors: Pratibha, Jyoti Kori
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Particles in industry, harvesting, coal mines, etc. may not necessarily be spherical in shape. In general, it is difficult to find perfectly spherical particle. The prediction of movement and deposition of non spherical particle in distinct airway generation is much more difficult as compared to spherical particles. Moreover, there is extensive inflexibility in deposition between ducts of a particular generation and inside every alveolar duct since particle concentrations can be much bigger than the mean acinar concentration. Consequently, a large number of particles fail to be exhaled during expiration. This study presents a mathematical model for the movement and deposition of those non-spherical particles by using particle aspect ratio and shape factor. We analyse the pulsatile behavior underneath sinusoidal wall oscillation due to periodic breathing condition through a non-Darcian porous medium or inside pulmonary region. Since the fluid is viscous and Newtonian, the generalized Navier-Stokes equation in two-dimensional coordinate system (r, z) is used with boundary-layer theory. Results are obtained for various values of Reynolds number, Womersley number, Forchsheimer number, particle aspect ratio and shape factor. Numerical computation is done by using finite difference scheme for very fine mesh in MATLAB. It is found that the overall air velocity is significantly increased by changes in aerodynamic diameter, aspect ratio, alveoli size, Reynolds number and the pulse rate; while velocity is decreased by increasing Forchheimer number.Keywords: deposition, interstitial lung diseases, non-Darcian medium, numerical simulation, shape factor
Procedia PDF Downloads 1855071 Callus Induction of Segmented Corm Explant of Gladiolus cv. White Prosperity and Regeneration in vitro Condition
Authors: M. Sepahvand, M. Khorushy
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Gladiolus, being a cormous plant, it is principally propagated by the natural multiplication of new corms and cormels. In order to obtain callus from segmented corm which was obtained from in vitro culture, callus formation media were MS media supplemented with 4 levels of hormones such as 1.0 mg l-1 NAA + 0.5 mg l-1 BAP, 0.5 mg l-1 NAA + 0.25 mg l-1 BAP, 1.0 mg l-1 2, 4-D + 0.5 mg l-1 BAP, and 0.5 mg l-1 2, 4-D + 0.25 mg l-1 BAP. The results showed that the most weight of callus (2.28 g) was produced in MS callus formation media which were supplemented with 1.0 mg l-1 NAA + 0.5 mg l-1 BAP. This experiment was carried out in randomized completely design with 3 replications and each treatment with six jars. In second experiment for regeneration of callus, a factorial experiment in the form of randomized complete design with 12 treatments and 3 replications and each replication with six jars was carried out. The treatments consisted of callus culture media in 4 levels and regeneration culture media in 3 levels [control (no PGRs), MS with 0.2 mg l-1 BAP + 0.1 mg l-1 Kin + 0.01 mg l-1 NAA, and MS with 0.2 mg l-1 BAP + 0.05 mg l-1 Kin + 0.01 mg l-1 NAA]. The results showed that the best regeneration media were MS media which were supplemented with 0.2 mg l-1 BAP + 0.1 mg l-1 Kin. + 0.01 mg l-1 NAA that had the highest number of shoots (7/83 N), and shoot length (7/3 cm).Keywords: regeneration, Segmented corm explant, callus, in vitro, gladiolus cv. white prosperity
Procedia PDF Downloads 4505070 „Real and Symbolic in Poetics of Multiplied Screens and Images“
Authors: Kristina Horvat Blazinovic
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In the context of a work of art, one can talk about the idea-concept-term-intention expressed by the artist by using various forms of repetition (external, material, visible repetition). Such repetitions of elements (images in space or moving visual and sound images in time) suggest a "covert", "latent" ("dressed") repetition – i.e., "hidden", "latent" term-intention-idea. Repeating in this way reveals a "deeper truth" that the viewer needs to decode and which is hidden "under" the technical manifestation of the multiplied images. It is not only images, sounds, and screens that are repeated - something else is repeated through them as well, even if, in some cases, the very idea of repetition is repeated. This paper examines serial images and single-channel or multi-channel artwork in the field of video/film art and video installations, which in a way implies the concept of repetition and multiplication. Moving or static images and screens (as multi-screens) are repeated in time and space. The categories of the real and the symbolic partly refer to the Lacan registers of reality, i.e., the Imaginary - Symbolic – Real trinity that represents the orders within which human subjectivity is established. Authors such as Bruce Nauman, VALIE EXPORT, Ragnar Kjartansson, Wolf Vostell, Shirin Neshat, Paul Sharits, Harun Farocki, Dalibor Martinis, Andy Warhol, Douglas Gordon, Bill Viola, Frank Gillette, and Ira Schneider, and Marina Abramovic problematize, in different ways, the concept and procedures of multiplication - repetition, but not in the sense of "copying" and "repetition" of reality or the original, but of repeated repetitions of the simulacrum. Referential works of art are often connected by the theme of the traumatic. Repetitions of images and situations are a response to the traumatic (experience) - repetition itself is a symptom of trauma. On the other hand, repeating and multiplying traumatic images results in a new traumatic effect or cancels it. Reflections on repetition as a temporal and spatial phenomenon are in line with the chapters that link philosophical considerations of space and time and experience temporality with their manifestation in works of art. The observations about time and the relation of perception and memory are according to Henry Bergson and his conception of duration (durée) as "quality of quantity." The video works intended to be displayed as a video loop, express the idea of infinite duration ("pure time," according to Bergson). The Loop wants to be always present - to fixate in time. Wholeness is unrecognizable because the intention is to make the effect infinitely cyclic. Reflections on time and space end with considerations about the occurrence and effects of time and space intervals as places and moments "between" – the points of connection and separation, of continuity and stopping - by reference to the "interval theory" of Soviet filmmaker DzigaVertov. The scale of opportunities that can be explored in interval mode is wide. Intervals represent the perception of time and space in the form of pauses, interruptions, breaks (e.g., emotional, dramatic, or rhythmic) denote emptiness or silence, distance, proximity, interstitial space, or a gap between various states.Keywords: video installation, performance, repetition, multi-screen, real and symbolic, loop, video art, interval, video time
Procedia PDF Downloads 1735069 Review of K0-Factors and Related Nuclear Data of the Selected Radionuclides for Use in K0-NAA
Authors: Manh-Dung Ho, Van-Giap Pham, Van-Doanh Ho, Quang-Thien Tran, Tuan-Anh Tran
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The k0-factors and related nuclear data, i.e. the Q0-factors and effective resonance energies (Ēr) of the selected radionuclides which are used in the k0-based neutron activation analysis (k0-NAA), were critically reviewed to be integrated in the “k0-DALAT” software. The k0- and Q0-factors of some short-lived radionuclides: 46mSc, 110Ag, 116m2In, 165mDy, and 183mW, were experimentally determined at the Dalat research reactor. The other radionuclides selected are: 20F, 36S, 49Ca, 60mCo, 60Co, 75Se, 77mSe, 86mRb, 115Cd, 115mIn, 131Ba, 134mCs, 134Cs, 153Gd, 153Sm, 159Gd, 170Tm, 177mYb, 192Ir, 197mHg, 239U and 239Np. The reviewed data as compared with the literature data were biased within 5.6-7.3% in which the experimental re-determined factors were within 6.1 and 7.3%. The NIST standard reference materials: Oyster Tissue (1566b), Montana II Soil (2711a) and Coal Fly Ash (1633b) were used to validate the new reviewed data showing that the new data gave an improved k0-NAA using the “k0-DALAT” software with a factor of 4.5-6.8% for the investigated radionuclides.Keywords: neutron activation analysis, k0-based method, k0 factor, Q0 factor, effective resonance energy
Procedia PDF Downloads 1265068 Comparison of the Factor of Safety and Strength Reduction Factor Values from Slope Stability Analysis of a Large Open Pit
Authors: James Killian, Sarah Cox
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The use of stability criteria within geotechnical engineering is the way the results of analyses are conveyed, and sensitivities and risk assessments are performed. Historically, the primary stability criteria for slope design has been the Factor of Safety (FOS) coming from a limit calculation. Increasingly, the value derived from Strength Reduction Factor (SRF) analysis is being used as the criteria for stability analysis. The purpose of this work was to study in detail the relationship between SRF values produced from a numerical modeling technique and the traditional FOS values produced from Limit Equilibrium (LEM) analyses. This study utilized a model of a 3000-foot-high slope with a 45-degree slope angle, assuming a perfectly plastic mohr-coulomb constitutive model with high cohesion and friction angle values typical of a large hard rock mine slope. A number of variables affecting the values of the SRF in a numerical analysis were tested, including zone size, in-situ stress, tensile strength, and dilation angle. This paper demonstrates that in most cases, SRF values are lower than the corresponding LEM FOS values. Modeled zone size has the greatest effect on the estimated SRF value, which can vary as much as 15% to the downside compared to FOS. For consistency when using SRF as a stability criteria, the authors suggest that numerical model zone sizes should not be constructed to be smaller than about 1% of the overall problem slope height and shouldn’t be greater than 2%. Future work could include investigations of the effect of anisotropic strength assumptions or advanced constitutive models.Keywords: FOS, SRF, LEM, comparison
Procedia PDF Downloads 3075067 A Study on the Coefficient of Transforming Relative Lateral Displacement under Linear Analysis of Structure to Its Real Relative Lateral Displacement
Authors: Abtin Farokhipanah
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In recent years, analysis of structures is based on ductility design in contradictory to strength design in surveying earthquake effects on structures. ASCE07-10 code offers to intensify relative drifts calculated from a linear analysis with Cd which is called (Deflection Amplification Factor) to obtain the real relative drifts which can be calculated using nonlinear analysis. This lateral drift should be limited to the code boundaries. Calculation of this amplification factor for different structures, comparing with ASCE07-10 code and offering the best coefficient are the purposes of this research. Following our target, short and tall building steel structures with various earthquake resistant systems in linear and nonlinear analysis should be surveyed, so these questions will be answered: 1. Does the Response Modification Coefficient (R) have a meaningful relation to Deflection Amplification Factor? 2. Does structure height, seismic zone, response spectrum and similar parameters have an effect on the conversion coefficient of linear analysis to real drift of structure? The procedure has used to conduct this research includes: (a) Study on earthquake resistant systems, (b) Selection of systems and modeling, (c) Analyzing modeled systems using linear and nonlinear methods, (d) Calculating conversion coefficient for each system and (e) Comparing conversion coefficients with the code offered ones and concluding results.Keywords: ASCE07-10 code, deflection amplification factor, earthquake engineering, lateral displacement of structures, response modification coefficient
Procedia PDF Downloads 3545066 A Post-Occupancy Evaluation of LEED-Certified Residential Communities Using Structural Equation Modeling
Authors: Mohsen Goodarzi, George Berghorn
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Despite the rapid growth in the number of green building and community development projects, the long-term performance of these projects has not yet been sufficiently evaluated from the users’ points of view. This is partially due to the lack of post-occupancy evaluation tools available for this type of project. In this study, a post-construction evaluation model is developed to evaluate the relationship between the perceived performance and satisfaction of residents in LEED-certified residential buildings and communities. To develop this evaluation model, a primary five-factor model was developed based on the existing models and residential satisfaction theories. Each factor of the model included several measures that were adopted from LEED certification systems such as LEED-BD+C New Construction, LEED-BD+C Multifamily Midrise, LEED-ND, as well as the UC Berkeley’s Center for the Built Environment survey tool. The model included four predictor variables (factors), including perceived building performance (8 measures), perceived infrastructure performance (9 measures), perceived neighborhood design (6 measures), and perceived economic performance (4 measures), and one dependent variable (factor), which was residential satisfaction (6 measures). An online survey was then conducted to collect the data from the residents of LEED-certified residential communities (n=192) and the validity of the model was tested through Confirmatory Factor Analysis (CFA). After modifying the CFA model, 26 measures, out of the initial 33 measures, were retained to enter into a Structural Equation Model (SEM) and to find the relationships between the perceived buildings performance, infrastructure performance, neighborhood design, economic performance and residential Satisfaction. The results of the SEM showed that the perceived building performance was the most influential factor in determining residential satisfaction in LEED-certified communities, followed by the perceived neighborhood design. On the other hand, perceived infrastructure performance and perceived economic performance did not show any significant relationship with residential satisfaction in these communities. This study can benefit green building researchers by providing a model for the evaluation of the long-term performance of these projects. It can also provide opportunities for green building practitioners to determine priorities for future residential development projects.Keywords: green building, residential satisfaction, perceived performance, confirmatory factor analysis, structural equation modeling
Procedia PDF Downloads 2395065 Standardization of the Behavior Assessment System for Children-2, Parent Rating Scales - Adolescent Form (K BASC-2, PRS-A) among Korean Sample
Authors: Christine Myunghee Ahn, Sung Eun Baek, Sun Young Park
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The purpose of this study was to evaluate the cross-cultural validity of the Korean version of the Behavioral Assessment System for Children 2nd Edition, Parent Rating Scales - Adolescent Form (K BASC-2, PRS-A). The 150-item K BASC-2, PRS-A questionnaire was administered to a total of 690 Korean parents or caregivers (N=690) of adolescent children in middle school and high school. Results from the confirmatory and exploratory factor analyses indicate that the K BASC-2, PRS-A yielded a 3-factor solution similar to the factor structure found in the original version of the BASC-2. The internal consistencies using the Cronbach’s alpha of the composite scale scores were in the .92~ .98 range. The overall reliability and validity of the K BASC-2, PRS-A seem adequate. Structural equation modeling was used to verify the theoretical relationship among the scales of Adaptability, Withdrawal, Somatization, Depression, and Anxiety, to render additional support for internal validity. Other relevant findings, practical implications regarding the use of the KBASC-2, PRS-A and suggestions for future research are discussed.Keywords: behavioral assessment system, cross-cultural validity, parent report, screening
Procedia PDF Downloads 4895064 A Cosmic Time Dilation Model for the Week of Creation
Authors: Kwok W. Cheung
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A scientific interpretation of creation reconciling the beliefs of six literal days of creation and a 13.7-billion-year-old universe currently perceived by most modern cosmologists is proposed. We hypothesize that the reference timeframe of God’s creation is associated with some cosmic time different from the earth's time. We show that the scale factor of earth time to cosmic time can be determined by the solution of the Friedmann equations. Based on this scale factor and some basic assumptions, we derive a Cosmic Time Dilation model that harmonizes the literal meaning of creation days and scientific discoveries with remarkable accuracy.Keywords: cosmological expansion, time dilation, creation, genesis, relativity, Big Bang, biblical hermeneutics
Procedia PDF Downloads 915063 Application of Random Forest Model in The Prediction of River Water Quality
Authors: Turuganti Venkateswarlu, Jagadeesh Anmala
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Excessive runoffs from various non-point source land uses, and other point sources are rapidly contaminating the water quality of streams in the Upper Green River watershed, Kentucky, USA. It is essential to maintain the stream water quality as the river basin is one of the major freshwater sources in this province. It is also important to understand the water quality parameters (WQPs) quantitatively and qualitatively along with their important features as stream water is sensitive to climatic events and land-use practices. In this paper, a model was developed for predicting one of the significant WQPs, Fecal Coliform (FC) from precipitation, temperature, urban land use factor (ULUF), agricultural land use factor (ALUF), and forest land-use factor (FLUF) using Random Forest (RF) algorithm. The RF model, a novel ensemble learning algorithm, can even find out advanced feature importance characteristics from the given model inputs for different combinations. This model’s outcomes showed a good correlation between FC and climate events and land use factors (R2 = 0.94) and precipitation and temperature are the primary influencing factors for FC.Keywords: water quality, land use factors, random forest, fecal coliform
Procedia PDF Downloads 1975062 Study of seum Tumor Necrosis Factor Alpha in Pediatric Patients with Hemophilia A
Authors: Sara Mohammad Atef Sabaika
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Background: The development of factor VIII (FVIII) inhibitor and hemophilic arthropathy in patients with hemophilia A (PWHA) are a great challenge for hemophilia care. Both genetic and environmental factors led to complications in PWHA. The development of inhibitory antibodies is usually induced by the immune response. Tumor necrosis factor α (TNF-α), one of the cytokines, might contribute to its polymorphism. Aim: Study the association between tumor necrosis alpha level and genotypes in pediatric patients with hemophilia A and its relation to inhibitor development and joint status. Methods: A cross-sectional study was conducted among a sufficient number of PWHA attending the Pediatric Hematology and Oncology Unit, Pediatric department in Menoufia University hospital. The clinical parameters, FVIII, FVIII inhibitor, and serum TNF-α level were assessed. The genotyping of −380G > A TNF-α gene polymorphism was performed using real time polymerase chain reaction. Results: Among the 50 PWHA, 28 (56%) were identified as severe PWHA. The FVIII inhibitor was identified in 6/28 (21.5%) of severe PWHA. There was a significant correlation between serum TNF-α level and the development of inhibitor (p = 0:043). There was significant correlation between polymorphisms of −380G > A TNF-α gene and hemophilic arthropathy development (p = 0:645). Conclusion: The prevalence of FVIII inhibitor in severe PWHA in Menoufia was 21.5%. The frequency of replacement therapy is a risk factor for inhibitor development. Serum TNF-α level and its gene polymorphism might be used to predict inhibitor development and joint status in pediatric patients with hemophilia A.Keywords: hemophilic arthropathy, TNF alpha., patients witb hemophilia A PWHA, inhibitor
Procedia PDF Downloads 945061 Costa and Mccrae's Neo-Pi Factor and Early Adolescents School Social Adjustment in Cross River State Nigeria
Authors: Peter Unoh Bassey
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The study examined the influence of Costa and McCrae’s Neo-PI Factor and early adolescent’s school social adjustment in Cross River State, Nigeria. The research adopted the causal-comparative design also known as the ex-post facto with about one thousand and eighteen (1,018) students who were randomly selected from one stream of JSS 1 classes in 19 schools out of seventy-three (73) in the study area. Data were collected using two instruments one is the NEO-PI scale, and students school social adjustment questionnaire. Three research questions and three research hypotheses were postulated and tested at 0.05 level of significance. The analysis of data was carried out using both the independent t-test statistics and the one-way analysis of variance (ANOVA). The analyzed result indicated that the five dimensions had a significant influence on students school social adjustment. A post hoc was equally carried out to show the relative significant difference among the study variables. In view of the above, it was recommended that teachers, parents and educational psychologists should be involved to enhance students the confidence to overcome their social adjustment problem.Keywords: Costa and McCrae’s NEO-PI Factor, early adolescents, school, social adjustment
Procedia PDF Downloads 1475060 Study of the Responding Time for Low Permeability Reservoirs
Authors: G. Lei, P. C. Dong, X. Q. Cen, S. Y. Mo
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One of the most significant parameters, describing the effect of water flooding in porous media, is flood-response time, and it is an important index in oilfield development. The responding time in low permeability reservoir is usually calculated by the method of stable state successive substitution neglecting the effect of medium deformation. Numerous studies show that the media deformation has an important impact on the development for low permeability reservoirs and can not be neglected. On the base of streamline tube model, we developed a method to interpret responding time with medium deformation factor. The results show that: the media deformation factor, threshold pressure gradient and well spacing have a significant effect on the flood response time. The greater the media deformation factor, threshold pressure gradient or well spacing is, the lower the flood response time is. The responding time of different streamlines varies. As the angle with the main streamline increases, the water flooding response time delays as a "parabola" shape.Keywords: low permeability, flood-response time, threshold pressure gradient, medium deformation
Procedia PDF Downloads 4995059 Effect of Modulation Factors on Tomotherapy Plans and Their Quality Analysis
Authors: Asawari Alok Pawaskar
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This study was aimed at investigating quality assurance (QA) done with IBA matrix, the discrepancies observed for helical tomotherapy plans. A selection of tomotherapy plans that initially failed the with Matrix process was chosen for this investigation. These plans failed the fluence analysis as assessed using gamma criteria (3%, 3 mm). Each of these plans was modified (keeping the planning constraints the same), beamlets rebatched and reoptimized. By increasing and decreasing the modulation factor, the fluence in a circumferential plane as measured with a diode array was assessed. A subset of these plans was investigated using varied pitch values. Factors for each plan that were examined were point doses, fluences, leaf opening times, planned leaf sinograms, and uniformity indices. In order to ensure that the treatment constraints remained the same, the dose-volume histograms (DVHs) of all the modulated plans were compared to the original plan. It was observed that a large increase in the modulation factor did not significantly improve DVH uniformity, but reduced the gamma analysis pass rate. This also increased the treatment delivery time by slowing down the gantry rotation speed which then increases the maximum to mean non-zero leaf open time ratio. Increasing and decreasing the pitch value did not substantially change treatment time, but the delivery accuracy was adversely affected. This may be due to many other factors, such as the complexity of the treatment plan and site. Patient sites included in this study were head and neck, breast, abdomen. The impact of leaf timing inaccuracies on plans was greater with higher modulation factors. Point-dose measurements were seen to be less susceptible to changes in pitch and modulation factors. The initial modulation factor used by the optimizer, such that the TPS generated ‘actual’ modulation factor within the range of 1.4 to 2.5, resulted in an improved deliverable plan.Keywords: dose volume histogram, modulation factor, IBA matrix, tomotherapy
Procedia PDF Downloads 1765058 Volatility Index, Fear Sentiment and Cross-Section of Stock Returns: Indian Evidence
Authors: Pratap Chandra Pati, Prabina Rajib, Parama Barai
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The traditional finance theory neglects the role of sentiment factor in asset pricing. However, the behavioral approach to asset-pricing based on noise trader model and limit to arbitrage includes investor sentiment as a priced risk factor in the assist pricing model. Investor sentiment affects stock more that are vulnerable to speculation, hard to value and risky to arbitrage. It includes small stocks, high volatility stocks, growth stocks, distressed stocks, young stocks and non-dividend-paying stocks. Since the introduction of Chicago Board Options Exchange (CBOE) volatility index (VIX) in 1993, it is used as a measure of future volatility in the stock market and also as a measure of investor sentiment. CBOE VIX index, in particular, is often referred to as the ‘investors’ fear gauge’ by public media and prior literature. The upward spikes in the volatility index are associated with bouts of market turmoil and uncertainty. High levels of the volatility index indicate fear, anxiety and pessimistic expectations of investors about the stock market. On the contrary, low levels of the volatility index reflect confident and optimistic attitude of investors. Based on the above discussions, we investigate whether market-wide fear levels measured volatility index is priced factor in the standard asset pricing model for the Indian stock market. First, we investigate the performance and validity of Fama and French three-factor model and Carhart four-factor model in the Indian stock market. Second, we explore whether India volatility index as a proxy for fearful market-based sentiment indicators affect the cross section of stock returns after controlling for well-established risk factors such as market excess return, size, book-to-market, and momentum. Asset pricing tests are performed using monthly data on CNX 500 index constituent stocks listed on the National stock exchange of India Limited (NSE) over the sample period that extends from January 2008 to March 2017. To examine whether India volatility index, as an indicator of fear sentiment, is a priced risk factor, changes in India VIX is included as an explanatory variable in the Fama-French three-factor model as well as Carhart four-factor model. For the empirical testing, we use three different sets of test portfolios used as the dependent variable in the in asset pricing regressions. The first portfolio set is the 4x4 sorts on the size and B/M ratio. The second portfolio set is the 4x4 sort on the size and sensitivity beta of change in IVIX. The third portfolio set is the 2x3x2 independent triple-sorting on size, B/M and sensitivity beta of change in IVIX. We find evidence that size, value and momentum factors continue to exist in Indian stock market. However, VIX index does not constitute a priced risk factor in the cross-section of returns. The inseparability of volatility and jump risk in the VIX is a possible explanation of the current findings in the study.Keywords: India VIX, Fama-French model, Carhart four-factor model, asset pricing
Procedia PDF Downloads 2525057 Numerical and Comparative Analysis between Two Composite Plates Notched in Different Shapes and Repaired by Composite
Authors: Amari Khaoula, Berrahou Mohamed
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The topic of our article revolves around a numerical and comparative analysis between two notched Boron/epoxy plates that are U-shaped and the other V-shaped, cracked, and repaired by a rectangular patch of the same composite material; the finite element method was used for the analytical study and comparison of the results obtained for determining the optimal shape of notch which will give a longer life to the repair. In this context, we studied the variation of the stress intensity factor, the evolution of the damaged area, and the calculation of the ratio of the damaged area according to the crack length and the concentration of the Von Mises stresses as a function of the lengths of the paths. According to the results obtained, we conclude that the notch plate U is the optimal one than notch plate V because it has lower values either for the stress intensity factor (SIF), damaged area ratio (Dᵣ), or the Von Mises stresses.Keywords: the notch U, the notch V, the finite element method FEM, comparison, rectangular patch, composite, stress intensity factor, damaged area ratio, Von Mises stresses
Procedia PDF Downloads 1005056 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models
Authors: Salah Alrabeei, Mohammad Yousuf
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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.Keywords: integral differential equations, jump–diffusion model, American options, rational approximation
Procedia PDF Downloads 1185055 Core Stability Index for Healthy Young Sri Lankan Population
Authors: V. M. B. K. T. Malwanage, S. Samita
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Core stability is one of the major determinants that contribute to preventing injuries, enhance performance, and improve quality of life of the human. Endurance of the four major muscle groups of the central ‘core’ of the human body is identified as the most reliable determinant of core stability amongst the other numerous causes which contribute to readily make one’s core stability. This study aimed to develop a ‘Core Stability Index’ to confer a single value for an individual’s core stability based on the four endurance test scores. Since it is possible that at least some of the test scores are not independent, possibility of constructing a single index using the multivariate method exploratory factor analysis was investigated in the study. The study sample was consisted of 400 healthy young individuals with the mean age of 23.74 ± 1.51 years and mean BMI (Body Mass Index) of 21.1 ± 4.18. The correlation analysis revealed highly significant (P < 0.0001) correlations between test scores and thus construction an index using these highly inter related test scores using the technique factor analysis was justified. The mean values of all test scores were significantly different between males and females (P < 0.0001), and therefore two separate core stability indices were constructed for the two gender groups. Moreover, having eigen values 3.103 and 2.305 for males and females respectively, indicated one factor exists for all four test scores and thus a single factor based index was constructed. The 95% reference intervals constructed using the index scores were -1.64 to 2.00 and -1.56 to 2.29 for males and females respectively. These intervals can effectively be used to diagnose those who need improvement in core stability. The practitioners should find that with a single value measure, they could be more consistent among themselves.Keywords: construction of indices, endurance test scores, muscle endurance, quality of life
Procedia PDF Downloads 1625054 Patterns of Change in Specific Behaviors of Autism Symptoms for Boys and for Girls Across Childhood
Authors: Einat Waizbard, Emilio Ferrer, Meghan Miller, Brianna Heath, Derek S. Andrews, Sally J. Rogers, Christine Wu Nordahl, Marjorie Solomon, David G. Amaral
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Background: Autism symptoms are comprised of social-communication deficits and restricted/repetitive behaviors (RRB). The severity of these symptoms can change during childhood, with differences between boys and girls. From the literature, it was found that young autistic girls show a stronger tendency to decrease and a weaker tendency to increase their overall autism symptom severity levels compared to young autistic boys. It is not clear, however, which symptoms are driving these sex differences across childhood. In the current study, we evaluated the trajectories of independent autism symptoms across childhood and compared the patterns of change in such symptoms between boys and girls. Method: The study included 183 children diagnosed with autism (55 girls) evaluated three times across childhood, at ages 3, 6 and 11. We analyzed 22 independent items from the Autism Diagnostic Observation Scheudule-2 (ADOS-2), the gold-standard assessment tool for autism symptoms, each item representing a specific autism symptom. First, we used latent growth curve models to estimate the trajectories for the 22 ADOS-2 items for each child in the study. Second, we extracted the factor scores representing the individual slopes for each ADOS-2 item (i.e., slope representing that child’s change in that specific item). Third, we used factor analysis to identify common patterns of change among the ADOS-2 items, separately for boys and girls, i.e., which autism symptoms tend to change together and which change independently across childhood. Results: The best-emerging patterns for both boys and girls identified four common factors: three factors representative of changes in social-communication symptoms and one factor describing changes in RRB. Boys and girls showed the same pattern of change in RRB, with four items (e.g., speech abnormalities) changing together across childhood and three items (e.g., mannerisms) changing independently of other items. For social-communication deficits in boys, three factors were identified: the first factor included six items representing initiating and engaging in social-communication (e.g., quality of social overtures, conversation), the second factor included five items describing responsive social-communication (e.g., response to name) and the third factor included three items related to different aspects of social-communication (e.g., level of language). Girls’ social-communications deficits also loaded onto three factors: the first factor included five items (e.g., unusual eye contact), the second factor included six items (e.g., quality of social response), and the third factor included four items (e.g., showing). Some items showed similar patterns of change for both sexes (e.g., responsive joint attention), while other items showed differences (e.g., shared enjoyment). Conclusions: Girls and boys had different patterns of change in autism symptom severity across childhood. For RRB, both sexes showed similar patterns. For social-communication symptoms, however, there were both similarities and differences between boys and girls in the way symptoms changed over time. The strongest patterns of change were identified for initiating and engaging in social communication for boys and responsive social communication for girls.Keywords: autism spectrum disorder, autism symptom severity, symptom trajectories, sex differences
Procedia PDF Downloads 515053 Offline High Voltage Diagnostic Test Findings on 15MVA Generator of Basochhu Hydropower Plant
Authors: Suprit Pradhan, Tshering Yangzom
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Even with availability of the modern day online insulation diagnostic technologies like partial discharge monitoring, the measurements like Dissipation Factor (tanδ), DC High Voltage Insulation Currents, Polarization Index (PI) and Insulation Resistance Measurements are still widely used as a diagnostic tools to assess the condition of stator insulation in hydro power plants. To evaluate the condition of stator winding insulation in one of the generators that have been operated since 1999, diagnostic tests were performed on the stator bars of 15 MVA generators of Basochhu Hydropower Plant. This paper presents diagnostic study done on the data gathered from the measurements which were performed in 2015 and 2016 as part of regular maintenance as since its commissioning no proper aging data were maintained. Measurement results of Dissipation Factor, DC High Potential tests and Polarization Index are discussed with regard to their effectiveness in assessing the ageing condition of the stator insulation. After a brief review of the theoretical background, the strengths of each diagnostic method in detecting symptoms of insulation deterioration are identified. The interesting results observed from Basochhu Hydropower Plant is taken into consideration to conclude that Polarization Index and DC High Voltage Insulation current measurements are best suited for the detection of humidity and contamination problems and Dissipation Factor measurement is a robust indicator of long-term ageing caused by oxidative degradation.Keywords: dissipation Factor (tanδ), polarization Index (PI), DC High Voltage Insulation Current, insulation resistance (IR), Tan Delta Tip-Up, dielectric absorption ratio
Procedia PDF Downloads 3125052 The Improvement of Turbulent Heat Flux Parameterizations in Tropical GCMs Simulations Using Low Wind Speed Excess Resistance Parameter
Authors: M. O. Adeniyi, R. T. Akinnubi
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The parameterization of turbulent heat fluxes is needed for modeling land-atmosphere interactions in Global Climate Models (GCMs). However, current GCMs still have difficulties with producing reliable turbulent heat fluxes for humid tropical regions, which may be due to inadequate parameterization of the roughness lengths for momentum (z0m) and heat (z0h) transfer. These roughness lengths are usually expressed in term of excess resistance factor (κB^(-1)), and this factor is used to account for different resistances for momentum and heat transfers. In this paper, a more appropriate excess resistance factor (〖 κB〗^(-1)) suitable for low wind speed condition was developed and incorporated into the aerodynamic resistance approach (ARA) in the GCMs. Also, the performance of various standard GCMs κB^(-1) schemes developed for high wind speed conditions were assessed. Based on the in-situ surface heat fluxes and profile measurements of wind speed and temperature from Nigeria Micrometeorological Experimental site (NIMEX), new κB^(-1) was derived through application of the Monin–Obukhov similarity theory and Brutsaert theoretical model for heat transfer. Turbulent flux parameterizations with this new formula provides better estimates of heat fluxes when compared with others estimated using existing GCMs κB^(-1) schemes. The derived κB^(-1) MBE and RMSE in the parameterized QH ranged from -1.15 to – 5.10 Wm-2 and 10.01 to 23.47 Wm-2, while that of QE ranged from - 8.02 to 6.11 Wm-2 and 14.01 to 18.11 Wm-2 respectively. The derived 〖 κB〗^(-1) gave better estimates of QH than QE during daytime. The derived 〖 κB〗^(-1)=6.66〖 Re〗_*^0.02-5.47, where Re_* is the Reynolds number. The derived κB^(-1) scheme which corrects a well documented large overestimation of turbulent heat fluxes is therefore, recommended for most regional models within the tropic where low wind speed is prevalent.Keywords: humid, tropic, excess resistance factor, overestimation, turbulent heat fluxes
Procedia PDF Downloads 2025051 Radiation Safety Factor of Education and Research Institution in Republic of Korea
Authors: Yeo Ryeong Jeon, Pyong Kon Cho, Eun Ok Han, Hyon Chul Jang, Yong Min Kim
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This study surveyed on recognition related to radiation safety for radiation safety managers and workers those who have been worked in Republic of Korea education and research institution. At present, South Korea has no guideline and manual of radiation safety for education and research institution. Therefore, we tried to find an educational basis for development of radiation safety guideline and manual. To check the level of knowledge, attitude, and behavior about radiation safety, we used the questionnaire that consisted of 29 questions against knowledge, attitude and behavior, 4 questions against self-efficacy and expectation based on four factors (radiation source, human, organizational and physical environment) of the Haddon's matrix. Responses were collected between May 4 and June 30, 2015. We analyzed questionnaire by means of IBM SPSS/WIN 15 which well known as statistical package for social science. The data were compared with mean, standard deviation, Pearson's correlation, ANOVA (analysis of variance) and regression analysis. 180 copies of the questionnaire were returned from 60 workplaces. The overall mean results for behavior level was relatively lower than knowledge and attitude level. In particular, organizational environment factor on the radiation safety management indicated the lowest behavior level. Most of the factors were correlated in Pearson’s correlation analysis, especially between knowledge of human factors and behavior of human factors (Pearson’s correlation coefficient 0.809, P<.01). When analysis performed in line with the main radiation source type, institutions where have been used only opened RI (radioisotope) behavior level was the lowest among all subjects. Finally, knowledge of radiation source factor (β=0.556, P<.001) and human factor(β=0.376, P<.001) had the greatest impact in terms of behavior practice. Radiation safety managers and workers think positively about radiation safety management, but are poorly informed organizational environment of their institution. Thus, each institution need to efforts to settlement of radiation safety culture. Also, pedagogical interventions for improving knowledge on radiation safety needs in terms of safety accident prevention.Keywords: radiation safety management, factor analysis, SPSS, republic of Korea
Procedia PDF Downloads 3645050 Data and Spatial Analysis for Economy and Education of 28 E.U. Member-States for 2014
Authors: Alexiou Dimitra, Fragkaki Maria
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The objective of the paper is the study of geographic, economic and educational variables and their contribution to determine the position of each member-state among the EU-28 countries based on the values of seven variables as given by Eurostat. The Data Analysis methods of Multiple Factorial Correspondence Analysis (MFCA) Principal Component Analysis and Factor Analysis have been used. The cross tabulation tables of data consist of the values of seven variables for the 28 countries for 2014. The data are manipulated using the CHIC Analysis V 1.1 software package. The results of this program using MFCA and Ascending Hierarchical Classification are given in arithmetic and graphical form. For comparison reasons with the same data the Factor procedure of Statistical package IBM SPSS 20 has been used. The numerical and graphical results presented with tables and graphs, demonstrate the agreement between the two methods. The most important result is the study of the relation between the 28 countries and the position of each country in groups or clouds, which are formed according to the values of the corresponding variables.Keywords: Multiple Factorial Correspondence Analysis, Principal Component Analysis, Factor Analysis, E.U.-28 countries, Statistical package IBM SPSS 20, CHIC Analysis V 1.1 Software, Eurostat.eu Statistics
Procedia PDF Downloads 5115049 Accuracy of VCCT for Calculating Stress Intensity Factor in Metal Specimens Subjected to Bending Load
Authors: Sanjin Kršćanski, Josip Brnić
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Virtual Crack Closure Technique (VCCT) is a method used for calculating stress intensity factor (SIF) of a cracked body that is easily implemented on top of basic finite element (FE) codes and as such can be applied on the various component geometries. It is a relatively simple method that does not require any special finite elements to be used and is usually used for calculating stress intensity factors at the crack tip for components made of brittle materials. This paper studies applicability and accuracy of VCCT applied on standard metal specimens containing trough thickness crack, subjected to an in-plane bending load. Finite element analyses were performed using regular 4-node, regular 8-node and a modified quarter-point 8-node 2D elements. Stress intensity factor was calculated from the FE model results for a given crack length, using data available from FE analysis and a custom programmed algorithm based on virtual crack closure technique. Influence of the finite element size on the accuracy of calculated SIF was also studied. The final part of this paper includes a comparison of calculated stress intensity factors with results obtained from analytical expressions found in available literature and in ASTM standard. Results calculated by this algorithm based on VCCT were found to be in good correlation with results obtained with mentioned analytical expressions.Keywords: VCCT, stress intensity factor, finite element analysis, 2D finite elements, bending
Procedia PDF Downloads 3055048 Evaluation of Osteoprotegrin (OPG) and Tumor Necrosis Factor A (TNF-A) Changes in Synovial Fluid and Serum in Dogs with Osteoarthritis; An Experimental Study
Authors: Behrooz Nikahval, Mohammad Saeed Ahrari-Khafi, Sakineh Behroozpoor, Saeed Nazifi
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Osteoarthritis (OA) is a progressive and degenerative condition of the articular cartilage and other joints’ structures. It is essential to diagnose this condition as early as possible. The present research was performed to measure the Osteoprotegrin (OPG) and Tumor Necrosis Factor α (TNF-α) in synovial fluid and blood serum of dogs with surgically transected cruciate ligament as a model of OA, to evaluate if measuring of these parameters can be used as a way of early diagnosis of OA. In the present study, four mature, clinically healthy dogs were selected to investigate the effect of experimental OA, on OPG and TNF-α as a way of early detection of OA. OPG and TNF-α were measured in synovial fluid and blood serum on days 0, 14, 28, 90 and 180 after surgical transaction of cranial cruciate ligament in one stifle joint. Statistical analysis of the results showed that there was a significant increase in TNF-α in both synovial fluid and blood serum. OPG showed a decrease two weeks after OA induction. However, it fluctuated afterward. In conclusion, TNF-α could be used in both synovial fluid and blood serum as a way of early detection of OA; however, further research still needs to be conducted on OPG values in OA detection.Keywords: osteoarthritis, osteoprotegrin, tumor necrosis factor α, synovial fluid, serum, dog
Procedia PDF Downloads 3185047 Comparative Study between Angiotensin Converting Enzyme Inhibitors and Angiotensin Receptor Blockers on Ulcerative Colitis Induced Experimentally in Rats
Authors: Azza H. El-Medany, Hanan H. Hagar, Jamila H. El-Medany
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Ulcerative colitis (UC) is one of chronic inflammatory diseases primarily affecting colon with unknown etiology. Some researches papers mentioned the possibility of the use of drugs that affect the angiotensin II in reducing the complication of ulcerative colitis. The aim of the present study is to evaluate the potential protective and therapeutic effects of captopril and valsartan on ulcerative colitis induced experimentally in rats using acetic acid. The results were assessed by histological assessment of colonic tissues and measurement of malondialdehyde (MDA), tumor necrosis factor (TNF-α), transforming growth factor (TGF-1B), angiotensin converting enzyme (ACE), reduced glutathione (GSH) and platelet activating factor (PAF) levels in colonic tissues. Oral pre-treatment with captopril or valsartan in a dose of 30 mgkg-1 body weight for 2 weeks before induction of colitis (prophylactic groups) and continuously for 2 weeks after induction (therapeutic groups) significantly reduce MDA, TNF-α, PAF, TGF-1B and ACE levels in colonic tissues as compared to acetic acid control group. Also, a significant increase in GSH level was observed in colonic tissues. Captopril and valsartan attenuated the macroscopic and microscopic colonic damage induced by acetic acid. These results suggest that either captopril or valsartan may be effective as prophylactic or treatment of UC through inhibition of ACE and scavenging effect on oxygen-derived free radicals.Keywords: captopril, valsartan, angiotensin converting enzyme, reduced glutathione, tumor necrosis factor
Procedia PDF Downloads 2695046 Descriptive Study of Role Played by Exercise and Diet on Brain Plasticity
Authors: Mridul Sharma, Praveen Saroha
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In today's world, everyone has become so busy in their to-do tasks and daily routine that they tend to ignore some of the basal components of our life, including exercise and diet. This comparative study analyzes the pathways of the relationship between exercise and brain plasticity and also includes another variable diet to study the effects of diet on learning by answering questions including which diet is known to be the best learning supporter and what are the recommended quantities of the same. Further, this study looks into inter-relation between diet and exercise, and also some other approach of the relation between diet and exercise on learning apart from through Brain Derived Neurotrophic Factor (BDNF).Keywords: brain derived neurotrophic factor, brain plasticity, diet, exercise
Procedia PDF Downloads 1415045 Role of von Willebrand Factor and ADAMTS13 In The Prediction of Thrombotic Complications In Patients With COVID-19
Authors: Nataliya V. Dolgushina, Elena A. Gorodnova, Olga S. Beznoshenco, Andrey Yu Romanov, Irina V. Menzhinskaya, Lyubov V. Krechetova, Gennady T. Suchich
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In patients with COVID-19, generalized hypercoagulability can lead to the development of severe coagulopathy. This event is accompanied by the development of a pronounced inflammatory reaction. The observational prospective study included 39 patients with mild COVID-19 and 102 patients with moderate and severe COVID-19. Patients were then stratified into groups depending on the risk of venous thromboembolism. vWF to ADAMTS-13 concentrations and activity ratios were significantly higher in patients with a high venous thromboembolism risks in patients with moderate and severe forms COVID-19.Keywords: ADAMTS-13, COVID-19, hypercoagulation, thrombosis, von Willebrand factor
Procedia PDF Downloads 895044 Identifying Mitigation Plans in Reducing Usability Risk Using Delphi Method
Authors: Jayaletchumi T. Sambantha Moorthy, Suhaimi bin Ibrahim, Mohd Naz’ri Mahrin
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Most quality models have defined usability as a significant factor that leads to improving product acceptability, increasing user satisfaction, improving product reliability, and also financially benefiting companies. Usability is also the best factor that acts as a balance for both the technical and human aspects of a software product, which is an important aspect in defining quality during software development process. A usability risk can be defined as a potential usability risk factor that a chosen action or activity may lead to a possible loss or an undesirable outcome. This could impact the usability of a software product thereby contributing to negative user experiences and causing a possible software product failure. Hence, it is important to mitigate and reduce usability risks in the software development process itself. By managing possible involved usability risks in software development process, failure of software product could be reduced. Therefore, this research uses the Delphi method to identify mitigation plans to reduce potential usability risks. The Delphi method is conducted with seven experts from the field of risk management and software development.Keywords: usability, usability risk, risk management, risk mitigation, delphi study
Procedia PDF Downloads 4655043 Development of an Experiment for Impedance Measurement of Structured Sandwich Sheet Metals by Using a Full Factorial Multi-Stage Approach
Authors: Florian Vincent Haase, Adrian Dierl, Anna Henke, Ralf Woll, Ennes Sarradj
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Structured sheet metals and structured sandwich sheet metals are three-dimensional, lightweight structures with increased stiffness which are used in the automotive industry. The impedance, a figure of resistance of a structure to vibrations, will be determined regarding plain sheets, structured sheets, and structured sandwich sheets. The aim of this paper is generating an experimental design in order to minimize costs and duration of experiments. The design of experiments will be used to reduce the large number of single tests required for the determination of correlation between the impedance and its influencing factors. Full and fractional factorials are applied in order to systematize and plan the experiments. Their major advantages are high quality results given the relatively small number of trials and their ability to determine the most important influencing factors including their specific interactions. The developed full factorial experimental design for the study of plain sheets includes three factor levels. In contrast to the study of plain sheets, the respective impedance analysis used on structured sheets and structured sandwich sheets should be split into three phases. The first phase consists of preliminary tests which identify relevant factor levels. These factor levels are subsequently employed in main tests, which have the objective of identifying complex relationships between the parameters and the reference variable. Possible post-tests can follow up in case additional study of factor levels or other factors are necessary. By using full and fractional factorial experimental designs, the required number of tests is reduced by half. In the context of this paper, the benefits from the application of design for experiments are presented. Furthermore, a multistage approach is shown to take into account unrealizable factor combinations and minimize experiments.Keywords: structured sheet metals, structured sandwich sheet metals, impedance measurement, design of experiment
Procedia PDF Downloads 374