Search results for: strength prediction models

Authors: Altayeb Abdalla Ahmed

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Skeletal phenotype is a product of a balanced interaction between genetics and environmental factors throughout different life stages. Therefore, interlimb proportions are variable between populations. Although interlimb proportion indices have been used in anthropology in assessing the influence of various environmental factors on limbs, an extensive literature review revealed that there is a paucity of published research assessing interlimb part correlations and possibility of reconstruction. Hence, this study aims to assess the relationships between upper and lower limb parts and develop regression formulae to reconstruct the parts from one another. The left upper arm length, ulnar length, wrist breadth, hand length, hand breadth, tibial length, bimalleolar breadth, foot length, and foot breadth of 376 right-handed subjects, comprising 187 males and 189 females (aged 25-35 years), were measured. Initially, the data were analyzed using basic univariate analysis and independent t-tests; then sex-specific simple and multiple linear regression models were used to estimate upper limb parts from lower limb parts and vice-versa. The results of this study indicated significant sexual dimorphism for all variables. The results indicated a significant correlation between the upper and lower limbs parts (p < 0.01). Linear and multiple (stepwise) regression equations were developed to reconstruct the limb parts in the presence of a single or multiple dimension(s) from the other limb. Multiple stepwise regression equations generated better reconstructions than simple equations. These results are significant in forensics as it can aid in identification of multiple isolated limb parts particularly during mass disasters and criminal dismemberment. Although a DNA analysis is the most reliable tool for identification, its usage has multiple limitations in undeveloped countries, e.g., cost, facility availability, and trained personnel. Furthermore, it has important implication in plastic and orthopedic reconstructive surgeries. This study is the only reported study assessing the correlation and prediction capabilities between many of the upper and lower dimensions. The present study demonstrates a significant correlation between the interlimb parts in both sexes, which indicates a possibility to reconstruction using regression equations.

Keywords: anthropometry, correlation, limb, Sudanese

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Authors: Camille Van Eupen, Dirk Maes, Marc Herremans, Kristijn R. R. Swinnen, Ben Somers, Stijn Luca

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In ecology, species distribution models are commonly implemented to study species-environment relationships. These models increasingly rely on opportunistic citizen science data when high-quality species records collected through standardized recording protocols are unavailable. While these opportunistic data are abundant, uncertainty is usually high, e.g., due to observer effects or a lack of metadata. Data quality filtering is often used to reduce these types of uncertainty in an attempt to increase the value of studies relying on opportunistic data. However, filtering should not be performed blindly. In this study, recommendations are built for data quality filtering of opportunistic species occurrence data that are used as input for species distribution models. Using an extensive database of 5.7 million citizen science records from 255 species in Flanders, the impact on model performance was quantified by applying three data quality filters, and these results were linked to species traits. More specifically, presence records were filtered based on record attributes that provide information on the observation process or post-entry data validation, and changes in the area under the receiver operating characteristic (AUC), sensitivity, and specificity were analyzed using the Maxent algorithm with and without filtering. Controlling for sample size enabled us to study the combined impact of data quality filtering, i.e., the simultaneous impact of an increase in data quality and a decrease in sample size. Further, the variation among species in their response to data quality filtering was explored by clustering species based on four traits often related to data quality: commonness, popularity, difficulty, and body size. Findings show that model performance is affected by i) the quality of the filtered data, ii) the proportional reduction in sample size caused by filtering and the remaining absolute sample size, and iii) a species ‘quality profile’, resulting from a species classification based on the four traits related to data quality. The findings resulted in recommendations on when and how to filter volunteer generated and opportunistically collected data. This study confirms that correctly processed citizen science data can make a valuable contribution to ecological research and species conservation.

Keywords: citizen science, data quality filtering, species distribution models, trait profiles

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Authors: Asmamaw Yehun, Tsegaye Kassa, Addisu Hunegnaw, Martin Vermeer

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There are various models to estimate the neutral atmospheric parameter values, such as in-suite and reanalysis datasets from numerical models. Accurate estimated values of the atmospheric parameters are useful for weather forecasting and, climate modeling and monitoring of climate change. Recently, Global Navigation Satellite System (GNSS) measurements have been applied for atmospheric sounding due to its robust data quality and wide horizontal and vertical coverage. The Global Positioning System (GPS) solutions that includes tropospheric parameters constitute a reliable set of data to be assimilated into climate models. The objective of this paper is, to estimate the neutral atmospheric parameters such as Wet Zenith Delay (WZD), Precipitable Water Vapour (PWV) and Total Zenith Delay (TZD) using six selected GPS stations in the equatorial regions, more precisely, the Ethiopian GPS stations from 2012 to 2015 observational data. Based on historic estimated GPS-derived values of PWV, we forecasted the PWV from 2015 to 2030. During data processing and analysis, we applied GAMIT-GLOBK software packages to estimate the atmospheric parameters. In the result, we found that the annual averaged minimum values of PWV are 9.72 mm for IISC and maximum 50.37 mm for BJCO stations. The annual averaged minimum values of WZD are 6 cm for IISC and maximum 31 cm for BDMT stations. In the long series of observations (from 2012 to 2015), we also found that there is a trend and cyclic patterns of WZD, PWV and TZD for all stations.

Keywords: atmosphere, GNSS, neutral atmosphere, precipitable water vapour

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Authors: Filippo Ranalli, Forest Flager, Martin Fischer

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This paper presents a ground structure method to optimize the topology and discrete member sizing of steel frame structures in order to minimize total installed cost, including material, fabrication and erection components. The proposed method improves upon existing cost-based ground structure methods by incorporating constructability considerations well as satisfying both strength and serviceability constraints. The architecture for the method is a bi-level Multidisciplinary Feasible (MDF) architecture in which the discrete member sizing optimization is nested within the topology optimization process. For each structural topology generated, the sizing optimization process seek to find a set of discrete member sizes that result in the lowest total installed cost while satisfying strength (member utilization) and serviceability (node deflection and story drift) criteria. To accurately assess cost, the connection details for the structure are generated automatically using accurate site-specific cost information obtained directly from fabricators and erectors. Member continuity rules are also applied to each node in the structure to improve constructability. The proposed optimization method is benchmarked against conventional weight-based ground structure optimization methods resulting in an average cost savings of up to 30% with comparable computational efficiency.

Keywords: cost-based structural optimization, cost-based topology and sizing, optimization, steel frame ground structure optimization, multidisciplinary optimization of steel structures

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Authors: Joy Cao, Min Zhou

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Purpose: Acute Type A aortic dissection is a well-known cause of extremely high mortality rate. A highly accurate and cost-effective non-invasive predictor is critically needed so that the patient can be treated at earlier stage. Although various CFD approaches have been tried to establish some prediction frameworks, they are sensitive to uncertainty in both image segmentation and boundary conditions. Tedious pre-processing and demanding calibration procedures requirement further compound the issue, thus hampering their clinical applicability. Using the latest physics informed deep learning methods to establish an accurate and cost-effective predictor framework are amongst the main goals for a better Type A aortic dissection treatment. Methods: Via training a novel physics-informed deep residual network, with non-invasive 4D MRI displacement vectors as inputs, the trained model can cost-effectively calculate all these biomarkers: aortic blood pressure, WSS, and OSI, which are used to predict potential type A aortic dissection to avoid the high mortality events down the road. Results: The proposed deep learning method has been successfully trained and tested with both synthetic 3D aneurysm dataset and a clinical dataset in the aortic dissection context using Google colab environment. In both cases, the model has generated aortic blood pressure, WSS, and OSI results matching the expected patient’s health status. Conclusion: The proposed novel physics-informed deep residual network shows great potential to create a cost-effective, non-invasive predictor framework. Additional physics-based de-noising algorithm will be added to make the model more robust to clinical data noises. Further studies will be conducted in collaboration with big institutions such as Cleveland Clinic with more clinical samples to further improve the model’s clinical applicability.

Keywords: type-a aortic dissection, deep residual networks, blood flow modeling, data-driven modeling, non-invasive diagnostics, deep learning, artificial intelligence.

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Authors: Faiz Khan Mohammad, Saumya Ray Chaudhari, Raghunathan Rengaswamy, Swagatika Sahoo

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Cholera caused by pathogenic gut bacteria Vibrio Cholerae (VC), is a major health problem in developing countries. Different strains of VC exhibit variable responses subject to different extracellular medium (Nag et al, Infect Immun, 2018). In this study, we present a new approach to model the variable VC responses in mono- and co-cultures, subject to continuously changing growth medium, which is otherwise difficult via simple FBA model. Nine VC strain and seven E. coli (EC) models were assembled and considered. A continuously changing medium is modelled using a new iterative-based controlled medium technique (ITC). The medium is appropriately prefixed with the VC model secretome. As the flux through the bacteria biomass increases secretes certain by-products. These products shall add-on to the medium, either deviating the nutrient potential or block certain metabolic components of the model, effectively forming a controlled feed-back loop. Different VC models were setup as monoculture of VC in glucose enriched medium, and in co-culture with VC strains and EC. Constrained to glucose enriched medium, (i) VC_Classical model resulted in higher flux through acidic secretome suggesting a pH change of the medium, leading to lowering of its biomass. This is in consonance with the literature reports. (ii) When compared for neutral secretome, flux through acetoin exchange was higher in VC_El tor than the classical models, suggesting El tor requires an acidic partner to lower its biomass. (iii) Seven of nine VC models predicted 3-methyl-2-Oxovaleric acid, mysirtic acid, folic acid, and acetate significantly affect corresponding biomass reactions. (iv) V. parhemolyticus and vulnificus were found to be phenotypically similar to VC Classical strain, across the nine VC strains. The work addresses the advantage of the ITC over regular flux balance analysis for modelling varying growth medium. Future expansion to co-cultures, potentiates the identification of novel interacting partners as effective cholera therapeutics.

Keywords: cholera, vibrio cholera El. tor, vibrio cholera classical, acetate

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Authors: Srinivasulu Dasaiah, Kalyan Yakkala, Gangadhar Battala, Pavan Kumar Pindi, Ramakrishna Naidu Gurijala

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Tinospora cordifolia leaves biomass used for the removal fluoride from aqueous solutions. Batch biosorption technique was applied, pH, contact time, biosorbent dose and initial fluoride concentration was studied. The Scanning Electron Microscopy (SEM) and Fourier Transform Infrared (FTIR) techniques used to study the surface characteristics and the presence of chemical functional groups on the biosorbent. Biosorption isotherm models and kinetic models were applied to understand the sorption mechanism. Results revealed that pH, contact time, biosorbent dose and initial fluoride concentration played a significant effect on fluoride removal from aqueous solutions. The developed biosorbent derived from Tinospora cordifolia leaves biomass found to be a low-cost biosorbent and could be used for the effective removal of fluoride in synthetic as well as real water samples.

Keywords: biosorption, contact time, fluoride, isotherms

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Authors: Shama Urooj

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The present work investigates the relationship among financial inclusion, modernization, and energy performance in SCO member countries during the years 2011–2021. PCA is used to create composite indexes of financial inclusion, modernization, and energy performance. We used panel regression models that are both reliable and heteroscedasticity-consistent to look at the relationship among variables. The findings indicate that financial inclusion (FI) and modernization, along with the increased FDI, all appear to contribute to the energy performance in the SCO member countries. However, per capita GDP has a negative impact on energy performance. These results are unbiased and consistent with the robust results obtained by applying different econometric models. Feasible Generalized Least Square (FGLS) estimation is also used for checking the uniformity of the main model results. This research work concludes that there has been no policy coherence in SCO member countries regarding the coordination of growing financial inclusion and modernization for energy sustainability in recent years. In order to improve energy performance with modern development, policies regarding financial inclusion and modernization need be integrated both at national as well as international levels.

Keywords: financial inclusion, energy performance, modernization, technological development, SCO.

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Authors: Yuanjin Liu

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Retirement withdrawal strategies are very important to minimize the probability of ruin in retirement. The ruin probability is modeled as a function of initial withdrawal age, gender, asset allocation, inflation rate, and initial withdrawal rate. The ruin probability is obtained based on the 2019 period life table for the Social Security, IRS Required Minimum Distribution (RMD) Worksheets, US historical bond and equity returns, and inflation rates using simulation. Several popular machine learning algorithms of the generalized additive model, random forest, support vector machine, extreme gradient boosting, and artificial neural network are built. The model validation and selection are based on the test errors using hyperparameter tuning and train-test split. The optimal model is recommended for retirees to monitor the ruin probability. The optimal withdrawal strategy can be obtained based on the optimal predictive model.

Keywords: ruin probability, retirement withdrawal strategies, predictive models, optimal model

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Authors: Hongbo Zhang, Xinlu Tang, Jiangwei Li, Chi Yan

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Home zone parking pilot (HPP) is a fast-growing segment in low-speed autonomous driving applications. It requires the car automatically cruise around a parking lot and park itself in a range of up to 100 meters inside a recurrent home/office parking lot, which requires precise parking lot mapping and localization solution. Although Lidar is ideal for SLAM, the car OEMs favor a low-cost fish-eye camera based visual SLAM approach. Recent approaches have employed segmentation models to extract semantic features and improve mapping accuracy, but these AI models are memory unfriendly and computationally expensive, making deploying on embedded ADAS systems difficult. To address this issue, we proposed a new method that utilizes object detection models to extract robust and accurate parking lot features. The proposed method could reduce computational costs while maintaining high accuracy. Once combined with vehicles’ wheel-pulse information, the system could construct maps and locate the vehicle in real-time. This article will discuss in detail (1) the fish-eye based Around View Monitoring (AVM) with transparent chassis images as the inputs, (2) an Object Detection (OD) based feature point extraction algorithm to generate point cloud, (3) a low computational parking lot mapping algorithm and (4) the real-time localization algorithm. At last, we will demonstrate the experiment results with an embedded ADAS system installed on a real car in the underground parking lot.

Keywords: ADAS, home zone parking pilot, object detection, visual SLAM

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Authors: Rafayel Azizyan, Valeri Arakelyan, Aram Gevorgyan, Varduhi Balayan, Emil Gevorgyan

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Currently, mathematical and computer modeling are widely used in different biological studies to predict or assess behavior of such complex systems as biological ones. This study deals with mathematical and computer modeling of bi-substrate enzymatic reactions, which play an important role in different biochemical pathways. The main objective of this study is to represent the results from in silico investigation of bi-substrate enzymatic reactions in the presence of uncompetitive inhibitors, as well as to describe in details the inhibition effects. Four models of uncompetitive inhibition were designed using different software packages. Particularly, uncompetitive inhibitor to the first [ES1] and the second ([ES1S2]; [FS2]) enzyme-substrate complexes have been studied. The simulation, using the same kinetic parameters for all models allowed investigating the behavior of reactions as well as determined some interesting aspects concerning influence of different cases of uncompetitive inhibition. Besides that shown, that uncompetitive inhibitors exhibit specific selectivity depending on mechanism of bi-substrate enzymatic reaction.

Keywords: mathematical modeling, bi-substrate enzymatic reactions, reversible inhibition

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Authors: Sadaoui Djaouida

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In this paper, the predictive control method is proposed to control the synchronization of two perturbed satellites attitude motion. Based on delayed feedback control of continuous-time systems combines with the prediction-based method of discrete-time systems, this approach only needs a single controller to realize synchronization, which has considerable significance in reducing the cost and complexity for controller implementation.

Keywords: predictive control, synchronization, satellite attitude, control engineering

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Authors: Apolinar Picado, Ronald Solís, Rafael Gamero

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The thin-layer drying characteristics of instant coffee solution were investigated in a laboratory tunnel dryer. Drying experiments were carried out at three temperatures (80, 100 and 120 °C) and an air velocity of 1.2 m/s. Drying experimental data obtained are fitted to six (6) thin-layer drying models using the non-linear least squares regression analysis. The acceptability of the thin-layer drying model has been based on a value of the correlation coefficient that should be close to one, and low values for root mean square error (RMSE) and chi-square (x²). According to this evaluation, the most suitable model for describing drying process of thin-layer instant coffee solution is the Page model. Further, the effective moisture diffusivity and the activation energy were computed employing the drying experimental data. The effective moisture diffusivity values varied from 1.6133 × 10⁻⁹ to 1.6224 × 10⁻⁹ m²/s over the temperature range studied and the activation energy was estimated to be 162.62 J/mol.

Keywords: activation energy, diffusivity, instant coffee, thin-layer models

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Authors: Mohammed Alanazi, Dimitrios Tsagdis

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Established Business Excellence Models (BEMs), like the Malcolm Baldrige National Quality Award (MBNQA) model and the European Foundation for Quality Management (EFQM) model, have been adopted by firms all over the world. They exist alongside more recent country-specific BEMs; e.g. the Australian, Canadian, China, New Zealand, Singapore, and Taiwan quality awards that although not as widespread as MBNQA and EFQM have nonetheless strong national followings. Regardless of any differences in their following or prestige, the emergence and development of all BEMs have been shaped both by their local context (e.g. underlying socio-economic dynamics) as well as by global best practices. Besides such similarities, that render them into objects (i.e. models) of the same class (i.e. BEMs), BEMs exhibit non-trivial differences in their criteria, relations, and emphasis. Given the evolution of BEMs (e.g. the MBNQA underwent seven evolutions since its inception in 1987 while the EFQM five since 1993), it is unsurprising that comparative studies of their validity are few and far in between. This poses challenges for practitioners and policy makers alike; as it is not always clear which BEM is to be preferred or better fitting to a particular context. Especially, in contexts that differ substantially from the original context of BEM development. This paper aims to fill this gap by presenting a research design and measurement model for comparing BEMs using quantitative methods (e.g. structural equations). Three BEMs will be focused upon in particular for illustration purposes; the MBNQA, the EFQM, and the King Abdul Aziz Quality Award (KAQA) model. They have been selected so to reflect the two established and widely spread traditions as well as a more recent context-specific arrival promising a better fit.

Keywords: Baldrige, business excellence, European Foundation for Quality Management, Structural Equation Model, total quality management

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Authors: Josephine Shamash, Stuart Smith

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We examine reasons for introducing definitions in teaching mathematics in a number of different cases. We try to determine if, where, and when to provide a definition, and which definition to choose. We characterize different types of definitions and the different purposes we may have for formulating them, and detail examples of each type. Giving a definition at a certain stage can sometimes be detrimental to the development of the concept image. In such a case, it is advisable to delay the precise definition to a later stage. We describe two models, the 'successive approximation model', and the 'model of the extending definition' that fit such situations. Detailed examples that fit the different models are given based on material taken from a number of textbooks, and analysis of the way the concept is introduced, and where and how its definition is given. Our conclusions, based on this analysis, is that some of the definitions given may cause discontinuities in the learning sequence and constitute obstacles and unnecessary cognitive conflicts in the formation of the concept definition. However, in other cases, the discontinuity in passing from definition to definition actually serves a didactic purpose, is unavoidable for the mathematical evolution of the concept image, and is essential for students to deepen their understanding.

Keywords: concept image, mathematical definitions, mathematics education, mathematics teaching

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Authors: Eskinder Desta Shumuye, Jun Zhao, Zike Wang

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This paper summarizes the results of experimental studies carried out at Zhengzhou University, School of Mechanics and Engineering Science, research laboratory, on the performance of concrete produced by combining Ordinary Portland Cement (OPC) with Ground-Granulated Blast Furnace Slag (GGBS). Concrete specimens cast with OPC and various percentage of GGBS (0%, 30%, 50%, and 70%) were subjected to high temperature exposure and extensive experimental test reproducing basic freeze-thaw cycle and a chloride-ion attack to determine their combined effects within the concrete samples. From the experimental studies, comparisons were made on the physical, mechanical, and microstructural properties in compassion with ordinary Portland cement concrete (OPC). Further, durability of GGBS cement concrete, such as exposure to accelerated carbonation, chloride ion attack, and freeze-thaw action in compassion with various percentage of GGBS and ordinary Portland cement concrete of similar mixture composition was analyzed. The microstructure, mineralogical composition, and pore size distribution of concrete specimens were determined via Scanning Electron Microscopy (SEM) analysis and X-Ray Diffraction (XRD). The result demonstrated that when the exposure temperature increases from 200 ºC to 400 ºC, the residual compressive strength was fluctuating for all concrete group, and compressive strength and chloride ion exposure of the concrete decreased with the increasing of slag content. The SEM and EDS results showed an increase in carbonation rate with increasing in slag content.

Keywords: accelerated carbonation, chloride-ion, concrete, ground-granulated blast furnace slag, GGBS, high-temperature

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Authors: Xianglu Tang, Zhenxue Jiang, Zhuo Li

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Characterization of shale multi scale heterogeneity is an important part to evaluate size and space distribution of shale gas reservoirs in sedimentary basins. The origin of shale heterogeneity has always been a hot research topic for it determines shale micro characteristics description and macro quality reservoir prediction. Shale multi scale heterogeneity was discussed based on thin section observation, FIB-SEM, QEMSCAN, TOC, XRD, mercury intrusion porosimetry (MIP), and nitrogen adsorption analysis from 30 core samples in Silurian Longmaxi formation. Results show that shale heterogeneity can be characterized by pore structure and mineral composition. The heterogeneity of shale pore is showed by different size pores at nm-μm scale. Macropores (pore diameter > 50 nm) have a large percentage of pore volume than mesopores (pore diameter between 2~ 50 nm) and micropores (pore diameter < 2nm). However, they have a low specific surface area than mesopores and micropores. Fractal dimensions of the pores from nitrogen adsorption data are higher than 2.7, what are higher than 2.8 from MIP data, showing extremely complex pore structure. This complexity in pore structure is mainly due to the organic matter and clay minerals with complex pore network structures, and diagenesis makes it more complicated. The heterogeneity of shale minerals is showed by mineral grains, lamina, and different lithology at nm-km scale under the continuous changing horizon. Through analyzing the change of mineral composition at each scale, random arrangement of mineral equal proportion, seasonal climate changes, large changes of sedimentary environment, and provenance supply are considered to be the main reasons that cause shale minerals heterogeneity from microcosmic to macroscopic. Due to scale effect, the change of shale multi scale heterogeneity is a discontinuous process, and there is a transformation boundary between homogeneous and in homogeneous. Therefore, a shale multi scale heterogeneity changing model is established by defining four types of homogeneous unit at different scales, which can be used to guide the prediction of shale gas distribution from micro scale to macro scale.

Keywords: heterogeneity, homogeneous unit, multiscale, shale

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Authors: Jin Uk Han, Hye Won Han, Hyo Lim Kang, Tae An Kim, Seung Ho Han

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Direct-drive generators for large-scale wind turbine, which are divided into AFPM(Axial Flux Permanent Magnet) and RFPM(Radial Flux Permanent Magnet) type machine, have attracted interest because of a higher energy density in comparison with gear train type generators. Each type of the machines provides distinguishable geometrical features such as narrow width with a large diameter for the AFPM-type machine and wide width with a certain diameter for the RFPM-type machine. When the AFPM-type machine is applied, an increase of electric power production through a multi-stage arrangement in axial direction is easily achieved. On the other hand, the RFPM-type machine can be applied by using its geometric feature of wide width. In this study, a hybrid two-stage direct-drive generator for 6.2MW class wind turbine was proposed, in which the two-stage AFPM-type machine for 5 MW was composed of two models arranged in axial direction with a hollow shape topology of the rotor with annular disc, the stator and the main shaft mounted on coupled slew bearings. In addition, the RFPM-type machine for 1.2MW was installed at the empty space of the rotor. Analytic results obtained from an electro-magnetic and structural interaction analysis showed that the structural weight of the proposed hybrid two-stage direct-drive generator can be achieved as 155tonf in a condition satisfying the requirements of structural behaviors such as allowable air-gap clearance and strength. Therefore, it was sure that the 6.2MW hybrid two-stage direct-drive generator is competitive than conventional generators. (NRF grant funded by the Korea government MEST, No. 2017R1A2B4005405).

Keywords: AFPM-type machine, direct-drive generator, electro-magnetic analysis, large-scale wind turbine, RFPM-type machine

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Authors: R. Mohan, V. Jadhav, A. Ahmed, J. Rivas, A. Kelkar

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Cementitious materials are an excellent example of a composite material with complex hierarchical features and random features that range from nanometer (nm) to millimeter (mm) scale. Multi-scale modeling of complex material systems requires starting from fundamental building blocks to capture the scale relevant features through associated computational models. In this paper, molecular dynamics (MD) modeling is employed to predict the effect of plasticizer additive on the mechanical properties of key hydrated cement constituent calcium-silicate-hydrate (CSH) at the molecular, nanometer scale level. Due to complexity, still unknown molecular configuration of CSH, a representative configuration widely accepted in the field of mineral Jennite is employed. The effectiveness of the Molecular Dynamics modeling to understand the predictive influence of material chemistry changes based on molecular/nanoscale models is demonstrated.

Keywords: cement composite, mechanical properties, molecular dynamics, plasticizer additives

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Authors: Wajih Abbassi, Zouhaier Ben Khelifa

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The present research points towards the empirical validation of three options valuation models, the ad-hoc Black-Scholes model as proposed by Berkowitz (2001), the constant elasticity of variance model of Cox and Ross (1976) and the Kou jump-diffusion model (2002). Our empirical analysis has been conducted on a sample of 26,974 options written on three indexes, the S&P 500, Nasdaq 100 and the Russell 2000 that were negotiated during the year 2007 just before the sub-prime crisis. We start by presenting the theoretical foundations of the models of interest. Then we use the technique of trust-region-reflective algorithm to estimate the structural parameters of these models from cross-section of option prices. The empirical analysis shows the superiority of the Kou jump-diffusion model. This superiority arises from the ability of this model to portray the behavior of market participants and to be closest to the true distribution that characterizes the evolution of these indices. Indeed the double-exponential distribution covers three interesting properties that are: the leptokurtic feature, the memory less property and the psychological aspect of market participants. Numerous empirical studies have shown that markets tend to have both overreaction and under reaction over good and bad news respectively. Despite of these advantages there are not many empirical studies based on this model partly because probability distribution and option valuation formula are rather complicated. This paper is the first to have used the technique of nonlinear curve-fitting through the trust-region-reflective algorithm and cross-section options to estimate the structural parameters of the Kou jump-diffusion model.

Keywords: jump-diffusion process, Kou model, Leptokurtic feature, trust-region-reflective algorithm, US index options

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Authors: Karine Pimenta Teixeira, Jessica Flores, Isadora PerdigãO Rocha, Leticia De Sá Carneiro, Mahsa Kamali, Ali Ghahremaninezhad

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The advent of nanotechnology has enabled innovative solutions towards improving the behavior of infrastructure materials. Nanomaterials have the potential to revolutionize the construction industry by improving the performance and durability of construction materials, as well as imparting new functionalities to these materials. Due to variability in the environmental temperature during mixing and curing of cementitious materials in practice, it is important to understand how curing temperature influences the behavior of cementitious materials. In addition, high temperature curing is relevant in applications such as oil well cement and precast industry. Knowledge of the influence of temperature on the performance of cementitious materials modified with nanoparticles is important in the nanoengineering of cementitious materials in applications such as oil well cement and precast industry. This presentation aims to investigate the influence of temperature on the hydration, mechanical properties and durability of cementitious materials modified with TiO2 nanoparticles. It was found that temperature improved the early hydration. The cement pastes cured at high temperatures showed an increase in the compressive strength at early age but the strength gain decreased at late ages. The electrical resistivity of the cement pastes cured at high temperatures was shown to decrease more noticeably at late ages compared to that of the room temperature cured cement paste. SEM examination indicated that hydration product was more uniformly distributed in the microstructure of the cement paste cured at room temperature compared to the cement pastes cured at high temperature.

Keywords: cement paste, nanoparticles, temperature, hydration

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Authors: Ayman Mutahar Alrassas, Shaoran Ren, Renyuan Ren, Hung Vo Thanh, Mohammed Hail Hakimi, Zhenliang Guan

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The significant effect of CO₂ on global climate and the environment has gained more concern worldwide. Enhance oil recovery (EOR) associated with sequestration of CO₂ particularly into the depleted oil reservoir is considered the viable approach under financial limitations since it improves the oil recovery from the existing oil reservoir and boosts the relation between global-scale of CO₂ capture and geological sequestration. Consequently, practical measurements are required to attain large-scale CO₂ emission reduction. This paper presents an integrated modeling workflow to construct an accurate 3D reservoir geological model to estimate the storage capacity of CO₂ under geological uncertainty in an unconventional oil reservoir of the Paleogene Shahejie Formation (Es1) in the block Nv32, Shenvsi oilfield, China. In this regard, geophysical data, including well logs of twenty-two well locations and seismic data, were combined with geological and engineering data and used to construct a 3D reservoir geological modeling. The geological modeling focused on four tight reservoir units of the Shahejie Formation (Es1-x1, Es1-x2, Es1-x3, and Es1-x4). The validated 3D reservoir models were subsequently used to calculate the theoretical CO₂ storage capacity in the block Nv32, Shenvsi oilfield. Well logs were utilized to predict petrophysical properties such as porosity and permeability, and lithofacies and indicate that the Es1 reservoir units are mainly sandstone, shale, and limestone with a proportion of 38.09%, 32.42%, and 29.49, respectively. Well log-based petrophysical results also show that the Es1 reservoir units generally exhibit 2–36% porosity, 0.017 mD to 974.8 mD permeability, and moderate to good net to gross ratios. These estimated values of porosity, permeability, lithofacies, and net to gross were up-scaled and distributed laterally using Sequential Gaussian Simulation (SGS) and Simulation Sequential Indicator (SIS) methods to generate 3D reservoir geological models. The reservoir geological models show there are lateral heterogeneities of the reservoir properties and lithofacies, and the best reservoir rocks exist in the Es1-x4, Es1-x3, and Es1-x2 units, respectively. In addition, the reservoir volumetric of the Es1 units in block Nv32 was also estimated based on the petrophysical property models and fund to be between 0.554368

Keywords: CO₂ storage capacity, 3D geological model, geological uncertainty, unconventional oil reservoir, block Nv32

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Authors: Caglayan Hizal, Kutay Yuceturk, Ertugrul Turker Uzun, Hasan Ceylan, Engin Aktas, Gursoy Turan

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Monitoring concepts for structural systems have been investigated by researchers for decades since such tools are quite convenient to determine intervention planning of structures. Despite the considerable development in this regard, the efficient use of monitoring data in reliability assessment, and prediction models are still in need of improvement in their efficiency. More specifically, reliability-based seismic risk assessment of engineering structures may play a crucial role in the post-earthquake decision-making process for the structures. After an earthquake, professionals could identify heavily damaged structures based on visual observations. Among these, it is hard to identify the ones with minimum signs of damages, even if they would experience considerable structural degradation. Besides, visual observations are open to human interpretations, which make the decision process controversial, and thus, less reliable. In this context, when a continuous monitoring system has been previously installed on the corresponding structure, this decision process might be completed rapidly and with higher confidence by means of the observed data. At this stage, the Structural Health Monitoring (SHM) procedure has an important role since it can make it possible to estimate the system reliability based on a recursively updated mathematical model. Therefore, integrating an SHM procedure into the reliability assessment process comes forward as an important challenge due to the arising uncertainties for the updated model in case of the environmental, material and earthquake induced changes. In this context, this study presents a case study on SHM-integrated reliability assessment of the continuously monitored progressively damaged systems. The objective of this study is to get instant feedback on the current state of the structure after an extreme event, such as earthquakes, by involving the observed data rather than the visual inspections. Thus, the decision-making process after such an event can be carried out on a rational basis. In the near future, this can give wing to the design of self-reported structures which can warn about its current situation after an extreme event.

Keywords: condition assessment, vibration-based SHM, reliability analysis, seismic risk assessment

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Authors: Amiya Kumar Pati, Spandan Sahu, Kishanjit Kumar Khatua

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River is our main source of water which is a form of open channel flow and the flow in the open channel provides with many complex phenomena of sciences that needs to be tackled such as the critical flow conditions, boundary shear stress, and depth-averaged velocity. The development of society, more or less solely depends upon the flow of rivers. The rivers are major sources of many sediments and specific ingredients which are much essential for human beings. A river flow consisting of small and shallow channels sometimes divide and recombine numerous times because of the slow water flow or the built up sediments. The pattern formed during this process resembles the strands of a braid. Braided streams form where the sediment load is so heavy that some of the sediments are deposited as shifting islands. Braided rivers often exist near the mountainous regions and typically carry coarse-grained and heterogeneous sediments down a fairly steep gradient. In this paper, the apparent shear stress formulae were suitably modified, and the Energy Concept Method (ECM) was applied for the prediction of discharges at the junction of a two-flow braided compound channel. The Energy Concept Method has not been applied for estimating the discharges in the braided channels. The energy loss in the channels is analyzed based on mechanical analysis. The cross-section of channel is divided into two sub-areas, namely the main-channel below the bank-full level and region above the bank-full level for estimating the total discharge. The experimental data are compared with a wide range of theoretical data available in the published literature to verify this model. The accuracy of this approach is also compared with Divided Channel Method (DCM). From error analysis of this method, it is observed that the relative error is less for the data-sets having smooth floodplains when compared to rough floodplains. Comparisons with other models indicate that the present method has reasonable accuracy for engineering purposes.

Keywords: critical flow, energy concept, open channel flow, sediment, two-flow braided compound channel

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Authors: Michael Sigruener, Dirk Muscat, Nicole Struebbe

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Fiber reinforcement is a state of the art to enhance mechanical properties in plastics. For concrete and civil engineering, steel reinforcements are commonly used. Steel reinforcements show disadvantages in their chemical resistance and weight, whereas polymer fibers' major problems are in fiber-matrix adhesion and mechanical properties. In spite of these facts, longevity and easy handling, as well as chemical resistance motivate researches to develop a polymeric material for fiber reinforced concrete. Adhesion and interfacial mechanism in fiber-polymer-composites are already studied thoroughly. For polymer fibers used as concrete reinforcement, the bonding behavior still requires a deeper investigation. Therefore, several differing polymers (e.g., polypropylene (PP), polyamide 6 (PA6) and polyetheretherketone (PEEK)) were spun into fibers via single screw extrusion and monoaxial stretching. Fibers then were embedded in a concrete matrix, and Single-Fiber-Pull-Out-Tests (SFPT) were conducted to investigate bonding characteristics and microstructural interface of the composite. Differences in maximum pull-out-force, displacement and slope of the linear part of force vs displacement-function, which depicts the adhesion strength and the ductility of the interfacial bond were studied. In SFPT fiber, debonding is an inhomogeneous process, where the combination of interfacial bonding and friction mechanisms add up to a resulting value. Therefore, correlations between polymeric properties and pull-out-mechanisms have to be emphasized. To investigate these correlations, all fibers were introduced to a series of analysis such as differential scanning calorimetry (DSC), contact angle measurement, surface roughness and hardness analysis, tensile testing and scanning electron microscope (SEM). Of each polymer, smooth and abraded fibers were tested, first to simulate the abrasion and damage caused by a concrete mixing process and secondly to estimate the influence of mechanical anchoring of rough surfaces. In general, abraded fibers showed a significant increase in maximum pull-out-force due to better mechanical anchoring. Friction processes therefore play a major role to increase the maximum pull-out-force. The polymer hardness affects the tribological behavior and polymers with high hardness lead to lower surface roughness verified by SEM and surface roughness measurements. This concludes into a decreased maximum pull-out-force for hard polymers. High surface energy polymers show better interfacial bonding strength in general, which coincides with the conducted SFPT investigation. Polymers such as PEEK or PA6 show higher bonding strength in smooth and roughened fibers, revealed through high pull-out-force and concrete particles bonded on the fiber surface pictured via SEM analysis. The surface energy divides into dispersive and polar part, at which the slope is correlating with the polar part. Only polar polymers increase their SFPT-function slope due to better wetting abilities when showing a higher bonding area through rough surfaces. Hence, the maximum force and the bonding strength of an embedded fiber is a function of polarity, hardness, and consequently surface roughness. Other properties such as crystallinity or tensile strength do not affect bonding behavior. Through the conducted analysis, it is now feasible to understand and resolve different effects in pull-out-behavior step-by-step based on the polymer properties itself. This investigation developed a roadmap on how to engineer high adhering polymeric materials for fiber reinforcement of concrete.

Keywords: fiber-matrix interface, polymeric fibers, fiber reinforced concrete, single fiber pull-out test

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Authors: Ajay Kumar Singh, Arvind Kumar, S. P. Singh

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Cellulose nanofibrils (CNF) have shown potential of their extensive use in various fields, including papermaking, due to their unique characteristics. In this study, CNF’s were prepared by fibrillating the pulp obtained from raw materials e.g. bagasse, hardwood and softwood using enzymatic pretreatment followed by mechanical refining. These nanofibrils, when examined under FE-SEM, show that partial fibrillation on fiber surface has resulted in production of nanofibers. Mixing these nanofibers with the unrefined and normally refined fibers show their reinforcing effect. This effect is manifested in observing the improvement in the physical and mechanical properties e.g. tensile index and burst index of paper. Tear index, however, was observed to decrease on blending with nanofibers. The optical properties of paper sheets made from blended fibers showed no significant change in comparison to those made from only mechanically refined pulp. Mixing of normal pulp fibers with nanofibers show increase in ºSR and consequent decrease in drainage rate. These changes observed in mechanical, optical and other physical properties of the paper sheets made from nanofibrils blended pulp have been tried to explain considering the distribution of the nanofibrils alongside microfibrils in the fibrous network. Since usually, paper/boards with higher strength are observed to have diminished optical properties which is a drawback in their quality, the present work has the potential for developing paper/boards having improved strength alongwith undiminished optical properties utilising the concepts of nanoscience and nanotechnology.

Keywords: enzymatic pretreatment, mechanical refining, nanofibrils, paper properties

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Authors: Shu-Hsi Ho

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The problems of aging and number of widowed peers gradually rise in Taiwan. It is worth to concern the related issues for elderly after the death of a spouse. Hence, this study is to examine the impact of spousal death on the surviving spouse’s self-perceived health and mental health for the elderly in Taiwan. A cross section data design and ordered logistic regression models are applied to investigate whether marriage is associated significantly to self-perceived health and mental health for the widowed older Taiwanese. The results indicate that widowed marriage shows significant negative effects on self-perceived health and mental health regardless of widows or widowers. Among them, widows might be more likely to show worse mental health than widowers. The belief confirms that marriage provides effective sources to promote self-perceived health and mental health, particularly for females. In addition, since the social welfare system is not perfect in Taiwan, the findings also suggest that family and social support reveal strongly association with the self-perceived health and mental health for the widows and widowers elderly.

Keywords: logistic regression models, self-perceived health, widow, widower

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Authors: S. D. El Wakil

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The research work reported here was aimed at investigating the feasibility of joining high-porosity stainless steel discs and wrought iron bars by friction welding. The sound friction-welded joints were then subjected to a metallurgical investigation and an analysis of failure resulting from tensile loading. Discs having 50 mm diameter and 10 mm thickness were produced by loose sintering of stainless steel powder at a temperature of 1350 ^oC in an argon atmosphere for one hour. Minor machining was then carried out to control the dimensions of the discs, and the density of each disc could then be determined. The level of porosity was calculated and was found to be about 40% in all of those discs. Solid wrought iron bars were also machined to facilitate tensile testing of the joints produced by friction welding. Using our previously gained experience, the porous stainless steel disc and the wrought iron tube were successfully friction welded. SEM was employed to examine the fracture surface after a tensile test of the joint in order to determine the type of failure. It revealed that the failure did not occur in the joint, but rather in the in the porous metal in the area adjacent to the joint. The load carrying capacity was actually determined by the strength of the porous metal and not by that of the welded joint. Macroscopic and microscopic metallographic examinations were also performed and showed that the welded joint involved a dense heat-affected zone where the porous metal underwent densification at elevated temperature, explaining and supporting the findings of the SEM study.

Keywords: fracture of friction-welded joints, metallurgy of friction welding, solid-porous structures, strength of joints

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Authors: Pixiang Wang, Shaoyang Liu, Yucheng Peng

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Polypropylene (PP) is an essential material of numerous applications in different industrial sectors, including packaging, construction, and automotive. Because the application of homopolypropylene (HPP) is limited by its relatively low impact strength and high embrittlement temperature, various types of impact copolymer PP (ICPP) that incorporate elastomers/rubbers into HPP to increase impact strength have been successfully commercialized. Crystallization kinetics of an isotactic HPP, an ICPP, and their composites were studied in this work understand the composites’ behaviors better. The Avrami-Jeziorny model was used to describe the crystallization process. For most samples, the Avrami exponent, n, was greater than 3, indicating the crystal grew in three dimensions with spherical geometry. However, the n value could drop below 3 when the ICPP content was 80 wt.% or higher and the cooling rate was 7.5°C/min or lower, implying that the crystals could grow in two dimensions and some lamella structures could be formed under those conditions. The nucleation activity increased with the increase of the ICPP content, demonstrating that the rubber phase in the ICPP acted as a nucleation agent and facilitated the nucleation process. The decrease in crystallization rate after the ICPP content exceeded 60 wt.% might be caused by the excessive amount of crystal nuclei induced by the high ICPP content, which caused strong crystal-crystal interactions and limited the crystal growth space. The nucleation activity and the n value showed high correlations to the mechanical and thermal properties of the materials. The quantitative study of the kinetics of crystallization in this work could be a helpful reference for manufacturing ICPP and HPP/ICPP mixtures.

Keywords: polypropylene, crystallization kinetics, Avrami-Jeziorny model, crystallization activation energy, Nucleation activity

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Authors: Debarag Banerjee, Pooja Singh, Arjun Avadhanam, Saksham Srivastava

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Autonomous conversational agents, i.e., chatbots, are becoming an increasingly common mechanism for enterprises to provide support to customers and partners. In order to rate chatbots, especially ones powered by Generative AI tools like Large Language Models (LLMs), we need to be able to accurately assess their performance. This is where chatbot benchmarking becomes important. In this paper, authors propose the use of a benchmark that they call the E2E (End to End) benchmark and show how the E2E benchmark can be used to evaluate the accuracy and usefulness of the answers provided by chatbots, especially ones powered by LLMs. The authors evaluate an example chatbot at different levels of sophistication based on both our E2E benchmark as well as other available metrics commonly used in the state of the art and observe that the proposed benchmark shows better results compared to others. In addition, while some metrics proved to be unpredictable, the metric associated with the E2E benchmark, which uses cosine similarity, performed well in evaluating chatbots. The performance of our best models shows that there are several benefits of using the cosine similarity score as a metric in the E2E benchmark.

Keywords: chatbot benchmarking, end-to-end (E2E) benchmarking, large language model, user centric evaluation.

Procedia PDF Downloads 67