Search results for: structural equation modeling
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8793

Search results for: structural equation modeling

5073 Derivation of Fractional Black-Scholes Equations Driven by Fractional G-Brownian Motion and Their Application in European Option Pricing

Authors: Changhong Guo, Shaomei Fang, Yong He

Abstract:

In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.

Keywords: European option pricing, fractional Black-Scholes equations, fractional g-Brownian motion, Taylor's series of fractional order, uncertain volatility

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5072 Fast Estimation of Fractional Process Parameters in Rough Financial Models Using Artificial Intelligence

Authors: Dávid Kovács, Bálint Csanády, Dániel Boros, Iván Ivkovic, Lóránt Nagy, Dalma Tóth-Lakits, László Márkus, András Lukács

Abstract:

The modeling practice of financial instruments has seen significant change over the last decade due to the recognition of time-dependent and stochastically changing correlations among the market prices or the prices and market characteristics. To represent this phenomenon, the Stochastic Correlation Process (SCP) has come to the fore in the joint modeling of prices, offering a more nuanced description of their interdependence. This approach has allowed for the attainment of realistic tail dependencies, highlighting that prices tend to synchronize more during intense or volatile trading periods, resulting in stronger correlations. Evidence in statistical literature suggests that, similarly to the volatility, the SCP of certain stock prices follows rough paths, which can be described using fractional differential equations. However, estimating parameters for these equations often involves complex and computation-intensive algorithms, creating a necessity for alternative solutions. In this regard, the Fractional Ornstein-Uhlenbeck (fOU) process from the family of fractional processes offers a promising path. We can effectively describe the rough SCP by utilizing certain transformations of the fOU. We employed neural networks to understand the behavior of these processes. We had to develop a fast algorithm to generate a valid and suitably large sample from the appropriate process to train the network. With an extensive training set, the neural network can estimate the process parameters accurately and efficiently. Although the initial focus was the fOU, the resulting model displayed broader applicability, thus paving the way for further investigation of other processes in the realm of financial mathematics. The utility of SCP extends beyond its immediate application. It also serves as a springboard for a deeper exploration of fractional processes and for extending existing models that use ordinary Wiener processes to fractional scenarios. In essence, deploying both SCP and fractional processes in financial models provides new, more accurate ways to depict market dynamics.

Keywords: fractional Ornstein-Uhlenbeck process, fractional stochastic processes, Heston model, neural networks, stochastic correlation, stochastic differential equations, stochastic volatility

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5071 Evaluation and Proposal for Improvement of the Flow Measurement Equipment in the Bellavista Drinking Water System of the City of Azogues

Authors: David Quevedo, Diana Coronel

Abstract:

The present article carries out an evaluation of the drinking water system in the Bellavista sector of the city of Azogues, with the purpose of determining the appropriate equipment to record the actual consumption flows of the inhabitants in said sector. Taking into account that the study area is located in a rural and economically disadvantaged area, there is an urgent need to establish a control system for the consumption of drinking water in order to conserve and manage the vital resource in the best possible way, considering that the water source supplying this sector is approximately 9km away. The research began with the collection of cartographic, demographic, and statistical data of the sector, determining the coverage area, population projection, and a provision that guarantees the supply of drinking water to meet the water needs of the sector's inhabitants. By using hydraulic modeling through the United States Environmental Protection Agency Application for Modeling Drinking Water Distribution Systems EPANET 2.0 software, theoretical hydraulic data were obtained, which were used to design and justify the most suitable measuring equipment for the Bellavista drinking water system. Taking into account a minimum service life of the drinking water system of 30 years, future flow rates were calculated for the design of the macro-measuring device. After analyzing the network, it was evident that the Bellavista sector has an average consumption of 102.87 liters per person per day, but considering that Ecuadorian regulations recommend a provision of 180 liters per person per day for the geographical conditions of the sector, this value was used for the analysis. With all the collected and calculated information, the conclusion was reached that the Bellavista drinking water system needs to have a 125mm electromagnetic macro-measuring device for the first three quinquenniums of its service life and a 150mm diameter device for the following three quinquenniums. The importance of having equipment that provides real and reliable data will allow for the control of water consumption by the population of the sector, measured through micro-measuring devices installed at the entrance of each household, which should match the readings of the macro-measuring device placed after the water storage tank outlet, in order to control losses that may occur due to leaks in the drinking water system or illegal connections.

Keywords: macrometer, hydraulics, endowment, water

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5070 Contact Temperature of Sliding Surfaces in AISI 316 Austenitic Stainless Steel During PIN on Disk Dry Wear Testing

Authors: Dler Abdullah Ahmed, Zozan Ahmed Mohammed

Abstract:

This study looked into contact surface temperature during a pin-on-disk test. Friction and wear between sliding surfaces raised the temperature differential between the contact surface and ambient temperatures Tdiff. Tdiff was significantly influenced by wear test variables. Tdiff rose with the increase of sliding speed and applied load while dropped with the increase in ambient temperature. The highest Tdiff was 289°C during the tests at room temperature and 2.5 m/s sliding speed, while the minimum was only 24 °C during the tests at 400°C and 0.5 m/s. However, the maximum contact temperature Tmax was found during tests conducted at high ambient temperatures. The Tmax was estimated based on the theoretical equation. The comparison of experimental and theoretical Tmax data revealed good agreement.

Keywords: pin on disk test, contact temperature, wear, sliding surface, friction, ambient temperature

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5069 Some Factors Affecting to Farm Size of Duck Farming

Authors: Veronica Sri Lestari, Ahmad Ramadhan Siregar

Abstract:

The purpose of this research was to know some factors affecting farm size of duck farming (case study in Pinrang district, South Sulawesi). This research was conducted in 2013. Total sample was 45 duck farmers which were selected from 6 regions in Mattiro Sompe sub district, Pinrang district, South Sulawesi province through stratified random sampling. Data were collected through interviews using questionnaires and observation. Multiple regression equation was used to analyze the data. Dependent variable was duck population, while age of respondents, farming experience, land size, education, and income level as independent variables. This research revealed that R2 was 0.920. Simultaneously, age of respondents, farming experience, land size, education, and income level significantly influenced farm size of duck farming (P < 1%). Only income influenced farm size of duck farming (P < 1%).

Keywords: duck, dry system, factors, farm-size

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5068 Tip60 Histone Acetyltransferase Activators as Neuroepigenetic Therapeutic Modulators for Alzheimer’s Disease

Authors: Akanksha Bhatnagar, Sandhya Kortegare, Felice Elefant

Abstract:

Context: Alzheimer's disease (AD) is a neurodegenerative disorder that is characterized by progressive cognitive decline and memory loss. The cause of AD is not fully understood, but it is thought to be caused by a combination of genetic, environmental, and lifestyle factors. One of the hallmarks of AD is the loss of neurons in the hippocampus, a brain region that is important for memory and learning. This loss of neurons is thought to be caused by a decrease in histone acetylation, which is a process that regulates gene expression. Research Aim: The research aim of the study was to develop mall molecule compounds that can enhance the activity of Tip60, a histone acetyltransferase that is important for memory and learning. Methodology/Analysis: The researchers used in silico structural modeling and a pharmacophore-based virtual screening approach to design and synthesize small molecule compounds strongly predicted to target and enhance Tip60’s HAT activity. The compounds were then tested in vitro and in vivo to assess their ability to enhance Tip60 activity and rescue cognitive deficits in AD models. Findings: The researchers found that several of the compounds were able to enhance Tip60 activity and rescue cognitive deficits in AD models. The compounds were also developed to cross the blood-brain barrier, which is an important factor for the development of potential AD therapeutics. Theoretical Importance: The findings of this study suggest that Tip60 HAT activators have the potential to be developed as therapeutic agents for AD. The compounds are specific to Tip60, which suggests that they may have fewer side effects than other HDAC inhibitors. Additionally, the compounds are able to cross the blood-brain barrier, which is a major hurdle for the development of AD therapeutics. Data Collection: The study collected data from a variety of sources, including in vitro assays and animal models. The in vitro assays assessed the ability of compounds to enhance Tip60 activity using histone acetyltransferase (HAT) enzyme assays and chromatin immunoprecipitation assays. Animal models were used to assess the ability of the compounds to rescue cognitive deficits in AD models using a variety of behavioral tests, including locomotor ability, sensory learning, and recognition tasks. The human clinical trials will be used to assess the safety and efficacy of the compounds in humans. Questions: The question addressed by this study was whether Tip60 HAT activators could be developed as therapeutic agents for AD. Conclusions: The findings of this study suggest that Tip60 HAT activators have the potential to be developed as therapeutic agents for AD. The compounds are specific to Tip60, which suggests that they may have fewer side effects than other HDAC inhibitors. Additionally, the compounds are able to cross the blood-brain barrier, which is a major hurdle for the development of AD therapeutics. Further research is needed to confirm the safety and efficacy of these compounds in humans.

Keywords: Alzheimer's disease, cognition, neuroepigenetics, drug discovery

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5067 An Integrated Multisensor/Modeling Approach Addressing Climate Related Extreme Events

Authors: H. M. El-Askary, S. A. Abd El-Mawla, M. Allali, M. M. El-Hattab, M. El-Raey, A. M. Farahat, M. Kafatos, S. Nickovic, S. K. Park, A. K. Prasad, C. Rakovski, W. Sprigg, D. Struppa, A. Vukovic

Abstract:

A clear distinction between weather and climate is a necessity because while they are closely related, there are still important differences. Climate change is identified when we compute the statistics of the observed changes in weather over space and time. In this work we will show how the changing climate contribute to the frequency, magnitude and extent of different extreme events using a multi sensor approach with some synergistic modeling activities. We are exploring satellite observations of dust over North Africa, Gulf Region and the Indo Gangetic basin as well as dust versus anthropogenic pollution events over the Delta region in Egypt and Seoul through remote sensing and utilize the behavior of the dust and haze on the aerosol optical properties. Dust impact on the retreat of the glaciers in the Himalayas is also presented. In this study we also focus on the identification and monitoring of a massive dust plume that blew off the western coast of Africa towards the Atlantic on October 8th, 2012 right before the development of Hurricane Sandy. There is evidence that dust aerosols played a non-trivial role in the cyclogenesis process of Sandy. Moreover, a special dust event "An American Haboob" in Arizona is discussed as it was predicted hours in advance because of the great improvement we have in numerical, land–atmosphere modeling, computing power and remote sensing of dust events. Therefore we performed a full numerical simulation to that event using the coupled atmospheric-dust model NMME–DREAM after generating a mask of the potentially dust productive regions using land cover and vegetation data obtained from satellites. Climate change also contributes to the deterioration of different marine habitats. In that regard we are also presenting some work dealing with change detection analysis of Marine Habitats over the city of Hurghada, Red Sea, Egypt. The motivation for this work came from the fact that coral reefs at Hurghada have undergone significant decline. They are damaged, displaced, polluted, stepped on, and blasted off, in addition to the effects of climate change on the reefs. One of the most pressing issues affecting reef health is mass coral bleaching that result from an interaction between human activities and climatic changes. Over another location, namely California, we have observed that it exhibits highly-variable amounts of precipitation across many timescales, from the hourly to the climate timescale. Frequently, heavy precipitation occurs, causing damage to property and life (floods, landslides, etc.). These extreme events, variability, and the lack of good, medium to long-range predictability of precipitation are already a challenge to those who manage wetlands, coastal infrastructure, agriculture and fresh water supply. Adding on to the current challenges for long-range planning is climate change issue. It is known that La Niña and El Niño affect precipitation patterns, which in turn are entwined with global climate patterns. We have studied ENSO impact on precipitation variability over different climate divisions in California. On the other hand the Nile Delta has experienced lately an increase in the underground water table as well as water logging, bogging and soil salinization. Those impacts would pose a major threat to the Delta region inheritance and existing communities. There has been an undergoing effort to address those vulnerabilities by looking into many adaptation strategies.

Keywords: remote sensing, modeling, long range transport, dust storms, North Africa, Gulf Region, India, California, climate extremes, sea level rise, coral reefs

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5066 Effect of the Aluminum Fraction “X” on the Laser Wavelengths in GaAs/AlxGa1-xAs Superlattices

Authors: F.Bendahma, S.Bentata

Abstract:

In this paper, we study numerically the eigenstates existing in a GaAs/AlxGa1-xAs superlattice with structural disorder in trimer height barrier (THB). Aluminium concentration x takes at random two different values, one of them appears only in triply and remains inferior to the second in the studied structure. In spite of the presence of disorder, the system exhibits two kinds of sets of propagating states lying below the barrier due to the characteristic structure of the superlattice. This result allows us to note the existence of a single laser emission in trimer and wavelengths are obtained in the mid-infrared.

Keywords: infrared (IR), laser emission, superlattice, trimer

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5065 Numerical Investigation of Heat Transfer Characteristics of Different Rib Shapes in a Gas Turbine Blade

Authors: Naik Nithesh, Andre Rozek

Abstract:

The heat transfer and friction loss performances of a single rib-roughened rectangular cooling channel having four novel rib shapes were evaluated through numerical investigation using Ansys CFX. The investigation was conducted on a rectangular channel of aspect ratio (AR) = 4:1 with rib height to hydraulic diameter ratio (e/Dh) of 0.1 and rib pitch to height ratio (e/P) of 10 at Re = 30,000. The computations were performed by solving the RANS equation using k-ε turbulence model. Fluid flow simulation results of stationery case for different configuration are presented in terms of thermal performance parameter, Nusselt number and friction factor. These parameters indicate that a particular configuration of novel shaped ribs provides better heat transfer characteristics over the conventional 45° ribs. The numerical investigation undertaken in this study indicates an increase in overall efficiency of gas turbine due to increased thermal performance parameter, heat transfer co-efficient and less pumping pressure.

Keywords: gas turbine, rib shapes, nusselt number, thermal performance parameter

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5064 Study on the Impact of Default Converter on the Quality of Energy Produced by DFIG Based Wind Turbine

Authors: N. Zerzouri, N. Benalia, N. Bensiali

Abstract:

This work is devoted to an analysis of the operation of a doubly fed induction generator (DFIG) integrated with a wind system. The power transfer between the stator and the network is carried out by acting on the rotor via a bidirectional signal converter. The analysis is devoted to the study of a fault in the converter due to an interruption of the control of a semiconductor. Simulation results obtained by the MATLAB/Simulink software illustrate the quality of the power generated at the default.

Keywords: doubly fed induction generator (DFIG), wind energy, PWM inverter, modeling

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5063 Centrality and Patent Impact: Coupled Network Analysis of Artificial Intelligence Patents Based on Co-Cited Scientific Papers

Authors: Xingyu Gao, Qiang Wu, Yuanyuan Liu, Yue Yang

Abstract:

In the era of the knowledge economy, the relationship between scientific knowledge and patents has garnered significant attention. Understanding the intricate interplay between the foundations of science and technological innovation has emerged as a pivotal challenge for both researchers and policymakers. This study establishes a coupled network of artificial intelligence patents based on co-cited scientific papers. Leveraging centrality metrics from network analysis offers a fresh perspective on understanding the influence of information flow and knowledge sharing within the network on patent impact. The study initially obtained patent numbers for 446,890 granted US AI patents from the United States Patent and Trademark Office’s artificial intelligence patent database for the years 2002-2020. Subsequently, specific information regarding these patents was acquired using the Lens patent retrieval platform. Additionally, a search and deduplication process was performed on scientific non-patent references (SNPRs) using the Web of Science database, resulting in the selection of 184,603 patents that cited 37,467 unique SNPRs. Finally, this study constructs a coupled network comprising 59,379 artificial intelligence patents by utilizing scientific papers co-cited in patent backward citations. In this network, nodes represent patents, and if patents reference the same scientific papers, connections are established between them, serving as edges within the network. Nodes and edges collectively constitute the patent coupling network. Structural characteristics such as node degree centrality, betweenness centrality, and closeness centrality are employed to assess the scientific connections between patents, while citation count is utilized as a quantitative metric for patent influence. Finally, a negative binomial model is employed to test the nonlinear relationship between these network structural features and patent influence. The research findings indicate that network structural features such as node degree centrality, betweenness centrality, and closeness centrality exhibit inverted U-shaped relationships with patent influence. Specifically, as these centrality metrics increase, patent influence initially shows an upward trend, but once these features reach a certain threshold, patent influence starts to decline. This discovery suggests that moderate network centrality is beneficial for enhancing patent influence, while excessively high centrality may have a detrimental effect on patent influence. This finding offers crucial insights for policymakers, emphasizing the importance of encouraging moderate knowledge flow and sharing to promote innovation when formulating technology policies. It suggests that in certain situations, data sharing and integration can contribute to innovation. Consequently, policymakers can take measures to promote data-sharing policies, such as open data initiatives, to facilitate the flow of knowledge and the generation of innovation. Additionally, governments and relevant agencies can achieve broader knowledge dissemination by supporting collaborative research projects, adjusting intellectual property policies to enhance flexibility, or nurturing technology entrepreneurship ecosystems.

Keywords: centrality, patent coupling network, patent influence, social network analysis

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5062 The Conjugated Polymers in improving the Organic Solar Cells Efficiency

Authors: Samia Moulebhar, Chahrazed Bendenia, Souhila Bendenia, Hanaa Merad-dib, Sarra Merabet, Sid Ahmed Khantar, Baghdad Hadri

Abstract:

The photovoltaic solar field is today experiencing exponential advancement with the exploitation of new technological sectors of nanoparticles, namely the field of solar cells based on organic polymer materials. These cells are flexible, easy to process and low cost. This work includes a presentation of the conjugated polymer materials used in the design of photovoltaic technology devices while determining their properties and then the models used for the modeling of thin film photovoltaic cells heterojunction.

Keywords: photovoltaic, cells, nanoparticles, organic

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5061 Deleterious SNP’s Detection Using Machine Learning

Authors: Hamza Zidoum

Abstract:

This paper investigates the impact of human genetic variation on the function of human proteins using machine-learning algorithms. Single-Nucleotide Polymorphism represents the most common form of human genome variation. We focus on the single amino-acid polymorphism located in the coding region as they can affect the protein function leading to pathologic phenotypic change. We use several supervised Machine Learning methods to identify structural properties correlated with increased risk of the missense mutation being damaging. SVM associated with Principal Component Analysis give the best performance.

Keywords: single-nucleotide polymorphism, machine learning, feature selection, SVM

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5060 Singular Stochastic Control Model with Carrying Capacity of Population Management Policy for Squirrels in Durian Orchards

Authors: Sasiwimol Auepong, Raywat Tanadkithirun

Abstract:

In this work, the problem that squirrels ruin durian, which is an economical fruit in Thailand, is considered. We seek the strategy for the durian farmers to eliminate the squirrels under the consideration that squirrels also provide ecosystem service. The population dynamics of squirrels are constructed to have carrying capacity since we consider the population in a confined area. A performance index indicating the total benefit of a given elimination strategy is provided. It comprises the cost of countermeasures, the loss of resources, and the ecosystem service provided by squirrels. The optimal performance index is numerically solved through the variational inequality using the finite difference method. The optimal strategy to control the squirrel population is also given numerically.

Keywords: controlled stochastic differential equation, durian, finite difference method, performance index, singular stochastic control model, squirrel

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5059 Adsorption Kinetics and Equilibria at an Air-Liquid Interface of Biosurfactant and Synthetic Surfactant

Authors: Sagheer A. Onaizi

Abstract:

The adsorption of anionic biosurfactant (surfactin) and anionic synthetic surfactant (sodium dodecylbenzenesulphonate, abbreviated as SDOBS) from phosphate buffer containing high concentrations of co- and counter-ions to the air-buffer interface has been investigated. The self-assembly of the two surfactants at the interface has been monitored through dynamic surface tension measurements. The equilibrium surface pressure-surfactant concentration data in the premicellar region were regressed using Gibbs adsorption equation. The predicted surface saturations for SDOBS and surfactin are and, respectively. The occupied area per an SDOBS molecule at the interface saturation condition is while that occupied by a surfactin molecule is. The surface saturations reported in this work for both surfactants are in a very good agreement with those obtained using expensive techniques such as neutron reflectometry, suggesting that the surface tension measurements coupled with appropriate theoretical analysis could provide useful information comparable to those obtained using highly sophisticated techniques.

Keywords: adsorption, air-liquid interface, biosurfactant, surface tension

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5058 The Effects of Native Forests Conservation and Preservation Scenarios on Two Chilean Basins Water Cycle, under Climate Change Conditions

Authors: Hernández Marieta, Aguayo Mauricio, Pedreros María, Llompart Ovidio

Abstract:

The hydrological cycle is influenced by multiple factors, including climate change, land use changes, and anthropogenic activities, all of which threaten water availability and quality worldwide. In recent decades, numerous investigations have used landscape metrics and hydrological modeling to demonstrate the influence of landscape patterns on the hydrological cycle components' natural dynamics. Many of these investigations have determined the repercussions on the quality and availability of water, sedimentation, and erosion regime, mainly in Asian basins. In fact, there is progress in this branch of science, but there are still unanswered questions for our region. This study examines the hydrological response in Chilean basins under various land use change scenarios (LUCC) and the influence of climate change. The components of the water cycle were modeled using a physically distributed type hydrological and hydraulic simulation model based on and oriented to mountain basins TETIS model. Future climate data were derived from Chilean regional simulations using the WRF-MIROC5 model, forced with the RCP 8.5 scenario, at a 25 km resolution for the periods 2030-2060 and 2061-2091. LUCC scenarios were designed based on nature-based solutions, landscape pattern influences, current national and international water conservation legislation, and extreme scenarios of non-preservation and conservation of native forests. The scenarios that demonstrate greater water availability, even under climate change, are those promoting the restoration of native forests in over 30% of the basins, even alongside agricultural activities. Current legislation promoting the restoration of native forests only in riparian zones (30-60 m or 200 m in steeper areas) will not be resilient enough to address future water shortages. Evapotranspiration, direct runoff, and water availability at basin outlets showed the greatest variations due to LUCC. The relationship between hydrological modeling and landscape configuration is an effective tool for establishing future territorial planning that prioritizes water resource protection.

Keywords: TETIS, landscape pattern, hydrological process, water availability, Chilean basins

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5057 Coupling Heat Transfer by Natural Convection and Thermal Radiation in a Storage Tank of LNG

Authors: R. Hariti, M. Saighi, H. Saidani-Scott

Abstract:

A numerical simulation of natural convection double diffusion, coupled with thermal radiation in unsteady laminar regime in a storage tank is carried out. The storage tank contains a liquefied natural gas (LNG) in its gaseous phase. Fluent, a commercial CFD package, based on the numerical finite volume method, is used to simulate the flow. The radiative transfer equation is solved using the discrete coordinate method. This numerical simulation is used to determine the temperature profiles, stream function, velocity vectors and variation of the heat flux density for unsteady laminar natural convection. Furthermore, the influence of thermal radiation on the heat transfer has been investigated and the results obtained were compared to those found in the literature. Good agreement between the results obtained by the numerical method and those taken on site for the temperature values.

Keywords: tank, storage, liquefied natural gas, natural convection, thermal radiation, numerical simulation

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5056 Finite Element Modeling of Influence of Roll Form of Vertical Scale Breaker on Decreased Formation of Surface Defects during Roughing Hot Rolling

Authors: A. Pesin, D. Pustovoytov, M. Sverdlik

Abstract:

During production of rolled steel strips the quality of the surface of finished strips influences steel consumption considerably. The most critical areas for crack formation during rolling are lateral sides of slabs. Deformation behaviors of the slab edge in roughing rolling process were analyzed by the finite element method with Deform-3D. In this study our focus is the analysis of the influence of edger’s form on the possibility to decrease surface cracking during roughing hot rolling.

Keywords: roughing hot rolling, FEM, crack, bulging

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5055 Enhancing Seismic Resilience in Colombia's Informal Housing: A Low-cost Retrofit Strategy with Buckling-restrained Braces to Protect Vulnerable Communities in Earthquake-prone Regions

Authors: Luis F. Caballero-castro, Dirsa Feliciano, Daniela Novoa, Orlando Arroyo, Jesús D. Villalba-morales

Abstract:

Colombia faces a critical challenge in seismic resilience due to the prevalence of informal housing, which constitutes approximately 70% of residential structures. More than 10 million Colombians (20% of the population), live in homes susceptible to collapse in the event of an earthquake. This, combined with the fact that 83% of the population is in intermediate and high seismic hazard areas, has brought serious consequences to the country. These consequences became evident during the 1999 Armenia earthquake, which affected nearly 100,000 properties and represented economic losses equivalent to 1.88% of that year's Gross Domestic Product (GDP). Despite previous efforts to reinforce informal housing through methods like externally reinforced masonry walls, alternatives related to seismic protection systems (SPDs), such as Buckling-Restrained Braces (BRB), have not yet been explored in the country. BRBs are reinforcement elements capable of withstanding both compression and tension, making them effective in enhancing the lateral stiffness of structures. In this study, the use of low-cost and easily installable BRBs for the retrofit of informal housing in Colombia was evaluated, considering the economic limitations of the communities. For this purpose, a case study was selected involving an informally constructed dwelling in the country, from which field information on its structural characteristics and construction materials was collected. Based on the gathered information, nonlinear models with and without BRBs were created, and their seismic performance was analyzed and compared through incremental static (pushover) and nonlinear dynamic analyses. In the first analysis, the capacity curve was identified, showcasing the sequence of failure events occurring from initial yielding to structural collapse. In the second case, the model underwent nonlinear dynamic analyses using a set of seismic records consistent with the country's seismic hazard. Based on the results, fragility curves were calculated to evaluate the probability of failure of the informal housings before and after the intervention with BRBs, providing essential information about their effectiveness in reducing seismic vulnerability. The results indicate that low-cost BRBs can significantly increase the capacity of informal housing to withstand earthquakes. The dynamic analysis revealed that retrofit structures experienced lower displacements and deformations, enhancing the safety of residents and the seismic performance of informally constructed houses. In other words, the use of low-cost BRBs in the retrofit of informal housing in Colombia is a promising strategy for improving structural safety in seismic-prone areas. This study emphasizes the importance of seeking affordable and practical solutions to address seismic risk in vulnerable communities in earthquake-prone regions in Colombia and serves as a model for addressing similar challenges of informal housing worldwide.

Keywords: buckling-restrained braces, fragility curves, informal housing, incremental dynamic analysis, seismic retrofit

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5054 S-N-Pf Relationship for Steel Fibre Reinforced Concrete Made with Cement Additives

Authors: Gurbir Kaur, Surinder Pal Singh

Abstract:

The present study is a part of the research work on the effect of limestone powder (LP), silica fume (SF) and metakaolin (MK), on the flexural fatigue performance of steel fibre reinforced concrete (SFRC). Corrugated rectangular steel fibres of size 0.6x2.0x35 mm at a constant volume fraction of 1.0% have been incorporated in all mix combinations as the reinforcing material. Three mix combinations were prepared by replacing 30% of ordinary Portland cement (OPC) by weight with these cement additives in binary and ternary fashion to demonstrate their contribution. An experimental programme was conducted to obtain the fatigue lives of all mix combinations at various stress levels. The fatigue life data have been analysed as an attempt to determine the relationship between stress level ‘S’, number of cycles to failure ‘N’ and probability of failure ‘Pf’ for all mix combinations. The experimental coefficients of the fatigue equation have also been obtained from the fatigue data to represent the S-N-Pf curves analytically.

Keywords: cement additives, fatigue life, probability of failure, steel fibre reinforced concrete

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5053 Seismic Response of Structure Using a Three Degree of Freedom Shake Table

Authors: Ketan N. Bajad, Manisha V. Waghmare

Abstract:

Earthquakes are the biggest threat to the civil engineering structures as every year it cost billions of dollars and thousands of deaths, around the world. There are various experimental techniques such as pseudo-dynamic tests – nonlinear structural dynamic technique, real time pseudo dynamic test and shaking table test method that can be employed to verify the seismic performance of structures. Shake table is a device that is used for shaking structural models or building components which are mounted on it. It is a device that simulates a seismic event using existing seismic data and nearly truly reproducing earthquake inputs. This paper deals with the use of shaking table test method to check the response of structure subjected to earthquake. The various types of shake table are vertical shake table, horizontal shake table, servo hydraulic shake table and servo electric shake table. The goal of this experiment is to perform seismic analysis of a civil engineering structure with the help of 3 degree of freedom (i.e. in X Y Z direction) shake table. Three (3) DOF shaking table is a useful experimental apparatus as it imitates a real time desired acceleration vibration signal for evaluating and assessing the seismic performance of structure. This study proceeds with the proper designing and erection of 3 DOF shake table by trial and error method. The table is designed to have a capacity up to 981 Newton. Further, to study the seismic response of a steel industrial building, a proportionately scaled down model is fabricated and tested on the shake table. The accelerometer is mounted on the model, which is used for recording the data. The experimental results obtained are further validated with the results obtained from software. It is found that model can be used to determine how the structure behaves in response to an applied earthquake motion, but the model cannot be used for direct numerical conclusions (such as of stiffness, deflection, etc.) as many uncertainties involved while scaling a small-scale model. The model shows modal forms and gives the rough deflection values. The experimental results demonstrate shake table as the most effective and the best of all methods available for seismic assessment of structure.

Keywords: accelerometer, three degree of freedom shake table, seismic analysis, steel industrial shed

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5052 A Semi-Implicit Phase Field Model for Droplet Evolution

Authors: M. H. Kazemi, D. Salac

Abstract:

A semi-implicit phase field method for droplet evolution is proposed. Using the phase field Cahn-Hilliard equation, we are able to track the interface in multiphase flow. The idea of a semi-implicit finite difference scheme is reviewed and employed to solve two nonlinear equations, including the Navier-Stokes and the Cahn-Hilliard equations. The use of a semi-implicit method allows us to have larger time steps compared to explicit schemes. The governing equations are coupled and then solved by a GMRES solver (generalized minimal residual method) using modified Gram-Schmidt orthogonalization. To show the validity of the method, we apply the method to the simulation of a rising droplet, a leaky dielectric drop and the coalescence of drops. The numerical solutions to the phase field model match well with existing solutions over a defined range of variables.

Keywords: coalescence, leaky dielectric, numerical method, phase field, rising droplet, semi-implicit method

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5051 A Deterministic Large Deviation Model Based on Complex N-Body Systems

Authors: David C. Ni

Abstract:

In the previous efforts, we constructed N-Body Systems by an extended Blaschke product (EBP), which represents a non-temporal and nonlinear extension of Lorentz transformation. In this construction, we rely only on two parameters, nonlinear degree, and relative momentum to characterize the systems. We further explored root computation via iteration with an algorithm extended from Jenkins-Traub method. The solution sets demonstrate a form of σ+ i [-t, t], where σ and t are the real numbers, and the [-t, t] shows various canonical distributions. In this paper, we correlate the convergent sets in the original domain with solution sets, which demonstrating large-deviation distributions in the codomain. We proceed to compare our approach with the formula or principles, such as Donsker-Varadhan and Wentzell-Freidlin theories. The deterministic model based on this construction allows us to explore applications in the areas of finance and statistical mechanics.

Keywords: nonlinear Lorentz transformation, Blaschke equation, iteration solutions, root computation, large deviation distribution, deterministic model

Procedia PDF Downloads 380
5050 Effect of Operating Conditions on the Process Hydrogen Storage in Metal Hydride

Authors: A. Babou, Y. Kerboua Ziari, Y. Kerkoub

Abstract:

The risks of depletion of fossil fuel reserves and environmental problems caused by their consumption cause to consider alternative energy solutions. Hydrogen appears as a serious solution because its combustion produces only water. The objective of this study is to digitally analyze the effect of operating conditions on the process of absorption of hydrogen in a tank of metal hydride alloy Lanthanum - Nickel (LaNi 5). For this modeling of heat transfer and mass in the tank was carried .The results of numerical weather prediction are in good agreement with the experimental results.

Keywords: hydrogen, storage, energy, fuel, simulation

Procedia PDF Downloads 294
5049 Adaptive Strategies to Nutrient Deficiency of Doubled Diploid Citrumelo 4475: A Prospective Study Based on Structural, Ultrastructural, Physiological and Biochemical Parameters

Authors: J. Oustric, L. Berti, J. Santini

Abstract:

Nowadays, the objective of durable agriculture, and in particular organic agriculture, is to reduce the level of fertilizer inputs used in crops. Limiting the quantity of fertilizer inputs would optimize the economical result and minimizing the environmental impact. Nutrient deficiency, particularly of a major nutrient (N, P, and K), can seriously affect fruit production and quality. In citrus crops, rootstock/scion combinations. In citrus crop, scion/rootstock combinations are used frequently to improve tolerance to various abiotic stresses. New rootstocks are needed to respond to these constraints, and the use of new tetraploid rootstocks better adapted to lower nutrient intake could offer a promising way forward. The aim of this work was to determine whether a better tolerance to nutrient deficiency could be observed in a doubled diploid seedling and whether this tolerance could be observed in common clementine scion if used as rootstocks. We selected diploid (CM2x) and doubled diploid (CM4x) Citrumelo 4475 seedlings and common clementine (C) grafted onto Citrumelo 4475 diploid (C/CM2x) and doubled diploid (C/CM4x) rootstocks. Nutrient deficiency effects on the seedlings and scion/rootstock combinations were analyzed by studying anatomical, structural and ultrastructural determinants (chlorosis, stomata, ostiole and cells and their organelles), photosynthetic properties (leaf net photosynthetic rate (Pₙₑₜ), stomatal conductance (gₛ), chlorophyll a fluorescence (Fᵥ/Fₘ)) and oxidative marker (malondialdehyde). Nutrient deficiency affected differently foliar tissues, physiological parameters, and oxidative metabolism in leaves of seedlings depending on their ploidy level and of common clementine scion depending on their rootstocks ploidy level. Both CM4x and C/CM4x presented lower foliar damages (chlorosis, chloroplasts, mitochondria, and plastoglobuli), photosynthesis processes alteration (Pₙₑₜ, gₛ, and Fᵥ/Fₘ), and malondialdehyde accumulation than CM2x and C/CM2x after nutrient deficiency. Doubled diploid Citrumelo 4475 can improve nutrient deficiency tolerance, and its use as a rootstock allows to confer this tolerance to the common clementine scion.

Keywords: nutrient deficiency, oxidative stress, photosynthesis, polyploid rootstocks

Procedia PDF Downloads 115
5048 Is Electricity Consumption Stationary in Turkey?

Authors: Eyup Dogan

Abstract:

The number of research articles analyzing the integration properties of energy variables has rapidly increased in the energy literature for about a decade. The stochastic behaviors of energy variables are worth knowing due to several reasons. For instance, national policies to conserve or promote energy consumption, which should be taken as shocks to energy consumption, will have transitory effects in energy consumption if energy consumption is found to be stationary in one country. Furthermore, it is also important to know the order of integration to employ an appropriate econometric model. Despite being an important subject for applied energy (economics) and having a huge volume of studies, several known limitations still exist with the existing literature. For example, many of the studies use aggregate energy consumption and national level data. In addition, a huge part of the literature is either multi-country studies or solely focusing on the U.S. This is the first study in the literature that considers a form of energy consumption by sectors at sub-national level. This research study aims at investigating unit root properties of electricity consumption for 12 regions of Turkey by four sectors in addition to total electricity consumption for the purpose of filling the mentioned limits in the literature. In this regard, we analyze stationarity properties of 60 cases . Because the use of multiple unit root tests make the results robust and consistent, we apply Dickey-Fuller unit root test based on Generalized Least Squares regression (DFGLS), Phillips-Perron unit root test (PP) and Zivot-Andrews unit root test with one endogenous structural break (ZA). The main finding of this study is that electricity consumption is trend stationary in 7 cases according to DFGLS and PP, whereas it is stationary process in 12 cases when we take into account the structural change by applying ZA. Thus, shocks to electricity consumption have transitory effects in those cases; namely, agriculture in region 1, region 4 and region 7, industrial in region 5, region 8, region 9, region 10 and region 11, business in region 4, region 7 and region 9, total electricity consumption in region 11. Regarding policy implications, policies to decrease or stimulate the use of electricity have a long-run impact on electricity consumption in 80% of cases in Turkey given that 48 cases are non-stationary process. On the other hand, the past behavior of electricity consumption can be used to predict the future behavior of that in 12 cases only.

Keywords: unit root, electricity consumption, sectoral data, subnational data

Procedia PDF Downloads 398
5047 Numerical Study of Homogeneous Nanodroplet Growth

Authors: S. B. Q. Tran

Abstract:

Drop condensation is the phenomenon that the tiny drops form when the oversaturated vapour present in the environment condenses on a substrate and makes the droplet growth. Recently, this subject has received much attention due to its applications in many fields such as thin film growth, heat transfer, recovery of atmospheric water and polymer templating. In literature, many papers investigated theoretically and experimentally in macro droplet growth with the size of millimeter scale of radius. However few papers about nanodroplet condensation are found in the literature especially theoretical work. In order to understand the droplet growth in nanoscale, we perform the numerical simulation work to study nanodroplet growth. We investigate and discuss the role of the droplet shape and monomer diffusion on drop growth and their effect on growth law. The effect of droplet shape is studied by doing parametric studies of contact angle and disjoining pressure magnitude. Besides, the effect of pinning and de-pinning behaviours is also studied. We investigate the axisymmetric homogeneous growth of 10–100 nm single water nanodroplet on a substrate surface. The main mechanism of droplet growth is attributed to the accumulation of laterally diffusing water monomers, formed by the absorption of water vapour in the environment onto the substrate. Under assumptions of quasi-steady thermodynamic equilibrium, the nanodroplet evolves according to the augmented Young–Laplace equation. Using continuum theory, we model the dynamics of nanodroplet growth including the coupled effects of disjoining pressure, contact angle and monomer diffusion with the assumption of constant flux of water monomers at the far field. The simulation result is validated by comparing with the published experimental result. For the case of nanodroplet growth with constant contact angle, our numerical results show that the initial droplet growth is transient by monomer diffusion. When the flux at the far field is small, at the beginning, the droplet grows by the diffusion of initially available water monomers on the substrate and after that by the flux at the far field. In the steady late growth rate of droplet radius and droplet height follow a power law of 1/3, which is unaffected by the substrate disjoining pressure and contact angle. However, it is found that the droplet grows faster in radial direction than high direction when disjoining pressure and contact angle increase. The simulation also shows the information of computational domain effect in the transient growth period. When the computational domain size is larger, the mass coming in the free substrate domain is higher. So the mass coming in the droplet is also higher. The droplet grows and reaches the steady state faster. For the case of pinning and de-pinning droplet growth, the simulation shows that the disjoining pressure does not affect the droplet radius growth law 1/3 in steady state. However the disjoining pressure modifies the growth rate of the droplet height, which then follows a power law of 1/4. We demonstrate how spatial depletion of monomers could lead to a growth arrest of the nanodroplet, as observed experimentally.

Keywords: augmented young-laplace equation, contact angle, disjoining pressure, nanodroplet growth

Procedia PDF Downloads 258
5046 Pose-Dependency of Machine Tool Structures: Appearance, Consequences, and Challenges for Lightweight Large-Scale Machines

Authors: S. Apprich, F. Wulle, A. Lechler, A. Pott, A. Verl

Abstract:

Large-scale machine tools for the manufacturing of large work pieces, e.g. blades, casings or gears for wind turbines, feature pose-dependent dynamic behavior. Small structural damping coefficients lead to long decay times for structural vibrations that have negative impacts on the production process. Typically, these vibrations are handled by increasing the stiffness of the structure by adding mass. That is counterproductive to the needs of sustainable manufacturing as it leads to higher resource consumption both in material and in energy. Recent research activities have led to higher resource efficiency by radical mass reduction that rely on control-integrated active vibration avoidance and damping methods. These control methods depend on information describing the dynamic behavior of the controlled machine tools in order to tune the avoidance or reduction method parameters according to the current state of the machine. The paper presents the appearance, consequences and challenges of the pose-dependent dynamic behavior of lightweight large-scale machine tool structures in production. The paper starts with the theoretical introduction of the challenges of lightweight machine tool structures resulting from reduced stiffness. The statement of the pose-dependent dynamic behavior is corroborated by the results of the experimental modal analysis of a lightweight test structure. Afterwards, the consequences of the pose-dependent dynamic behavior of lightweight machine tool structures for the use of active control and vibration reduction methods are explained. Based on the state of the art on pose-dependent dynamic machine tool models and the modal investigation of an FE-model of the lightweight test structure, the criteria for a pose-dependent model for use in vibration reduction are derived. The description of the approach for a general pose-dependent model of the dynamic behavior of large lightweight machine tools that provides the necessary input to the aforementioned vibration avoidance and reduction methods to properly tackle machine vibrations is the outlook of the paper.

Keywords: dynamic behavior, lightweight, machine tool, pose-dependency

Procedia PDF Downloads 441
5045 Optimal Design for SARMA(P,Q)L Process of EWMA Control Chart

Authors: Yupaporn Areepong

Abstract:

The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are serially-correlated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, so-called (ARL0). Otherwise it should be small when the process is out-of-control, so-called Average of Delay Time (ARL1) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL0) and (ARL1) be able to get a set of optimal parameters which depend on smoothing parameter (λ) and width of control limit (H) for designing EWMA chart with minimum of (ARL1).

Keywords: average run length, optimal parameters, exponentially weighted moving average (EWMA), control chart

Procedia PDF Downloads 548
5044 Structural and Magnetic Properties of Cr Doped Ni-Zn Nanoferrites Prepared by Co-Precipitation Method

Authors: E. Ateia, L. M. Salah, A. H. El-Bassuony

Abstract:

Physical properties of nanocrystalline Ni1-xZnxCryFe2-yO4, (x=0.3, 0.5 and y=0.0, 0.1) with estimated crystallite size of 16.4 nm have been studied. XRD pattern of all prepared systems shows that, the nanosamples without Cr3+ have a cubic spinel structure with the appearance of small peaks designated as a secondary phase. Magnetic constants such as saturation magnetization, (MS) remanent magnetization (Mr) and coercive field (Hc) were obtained and reported. The obtained data shows that, the addition of Cr3+ (0.1mol) decreases the saturation magnetization. This is due to the decrease of magnetic moment of Cr3+ ion (3.0 μB) with respect to Fe3+ ion (5.85 μB). The electrical properties of the investigated samples were also investigated.

Keywords: electrical conductivity, ferrites, grain size, sintering

Procedia PDF Downloads 270