Search results for: monotonic convergence

Authors: Clarinda Vitorino Nhangumbe, Ercília Sousa

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Weather derivatives are financial products used to cover non catastrophic weather events with a weather index as the underlying asset. The rainfall weather derivative pricing model is modeled based in the assumption that the rainfall dynamics follows Ornstein-Uhlenbeck process, and the partial differential equation approach is used to derive the convection-diffusion two dimensional time dependent partial differential equation, where the spatial variables are the rainfall index and rainfall depth. To compute the approximation solutions of the partial differential equation, the appropriate boundary conditions are suggested, and an explicit numerical method is proposed in order to deal efficiently with the different choices of the coefficients involved in the equation. Being an explicit numerical method, it will be conditionally stable, then the stability region of the numerical method and the order of convergence are discussed. The model is tested for real precipitation data.

Keywords: finite differences method, ornstein-uhlenbeck process, partial differential equations approach, rainfall derivatives

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Authors: Vinay C. Doranalu, Amba Shetty

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In recent days due to climate change, there is a large variation in spatial distribution of daily rainfall within a small region. Rainfall is one of the main end climatic variables which affect spatio-temporal patterns of water availability. The real task postured by the change in climate is identification, estimation and understanding the uncertainty of rainfall. This study intended to analyze the spatial variations and temporal trends of daily precipitation using high resolution (0.25º x 0.25º) gridded data of Indian Meteorological Department (IMD). For the study, 38 grid points were selected in the study area and analyzed for daily precipitation time series (113 years) over the period 1901-2013. Grid points were divided into two zones based on the elevation and situated location of grid points: Low Land (exposed to sea and low elevated area/ coastal region) and High Land (Interior from sea and high elevated area/western Ghats). Time series were applied to examine the spatial analysis and temporal trends in each grid points by non-parametric Mann-Kendall test and Theil-Sen estimator to perceive the nature of trend and magnitude of slope in trend of rainfall. Pettit-Mann-Whitney test is applied to detect the most probable change point in trends of the time period. Results have revealed remarkable monotonic trend in each grid for daily precipitation of the time series. In general, by the regional cluster analysis found that increasing precipitation trend in shoreline region and decreasing trend in Western Ghats from recent years. Spatial distribution of rainfall can be partly explained by heterogeneity in temporal trends of rainfall by change point analysis. The Mann-Kendall test shows significant variation as weaker rainfall towards the rainfall distribution over eastern parts of the Western Ghats region of Karnataka.

Keywords: change point analysis, coastal region India, gridded rainfall data, non-parametric

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Authors: Ishay Wolf

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In this study, the financial position of pension actors in the market during the pension system transition toward a more funded capitalized scheme is explored, mainly via an option benefit model. This is enabled by not considering the economy as a single earning cohort. We analytically demonstrate a socio-economic anomaly in the funded pension system, which is in favor of high earning cohorts on at the expense of low earning cohorts. This anomaly is realized by a lack of insurance and exposure to financial and systemic risks. Furthermore, the anomaly might lead to pension re-reform back to unfunded scheme, mostly due to political pressure. We find that a minimum pension guarantee is a rebalance mechanism to this anomaly, which increases the probability to of the sustainable pension scheme. Specifically, we argue that implementing the guarantee with an intra-generational, risk-sharing mechanism is the most efficient way to reduce the effect of this abnormality. Moreover, we exhibit the convergence process toward implementing minimum pension guarantee in many countries which have capitalized their pension systems during the last three decades, particularly among Latin America and CEE countries.

Keywords: benefits, pension scheme, put option, social security

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Authors: Hiba Mezaache

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The study aims to assess the financial and social efficiency of microfinance institutions in india for the period 2015-2019 by using two models of economies of scale and choosing the output direction of the data envelope analysis (DEA) method and using the MIX MARKET database. The study concluded that microfinance institutions focus on achieving financial efficiency beyond their focus on achieving social efficiency to ensure their continuity in the market. Convergence in the efficiency ratios that have been achieved, but the optimum ratios have been achieved under the changing economies of scale; Efficiency is affected by the depth of reaching low-income groups, as serving this group raises costs and risks. The importance of lending to women in rural areas and raising their awareness to ensure their financial and social empowerment; Make improvements in operating expenses, asset management, and loan personnel control in order to maximize output.

Keywords: microfinance, financial efficiency, social efficiency, mix market, microfinance institutions

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Authors: Roman Klas, František Pochylý, Pavel Rudolf

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This paper is focused on the CFD simulation of the radiaxial pump (i.e. mixed flow pump) with the aim to detect the reasons of Y-Q characteristic instability. The main reasons of pressure pulsations were detected by means of the analysis of velocity and pressure fields within the pump combined with the theoretical approach. Consequently, the modifications of spiral case and pump suction area were made based on the knowledge of flow conditions and the shape of dissipation function. The primary design of pump geometry was created as the base model serving for the comparison of individual modification influences. The basic experimental data are available for this geometry. This approach replaced the more complicated and with respect to convergence of all computational tasks more difficult calculation for the compressible liquid flow. The modification of primary pump consisted in inserting the three fins types. Subsequently, the evaluation of pressure pulsations, specific energy curves and visualization of velocity fields were chosen as the criterion for successful design.

Keywords: CFD, radiaxial pump, spiral case, stability

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Authors: Santhosh A. K.

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This work presents an efficient monolithic finite element strategy for solving thermo-fluid-structure interaction problems involving compressible fluids and linear-elastic structure. This formulation uses displacement variables for structure and velocity variables for the fluid, with no additional variables required to ensure traction, velocity, temperature, and heat flux continuity at the fluid-structure interface. Rate of convergence in each time step is quadratic, which is achieved in this formulation by deriving an exact tangent stiffness matrix. The robustness and good performance of the method is ascertained by applying the proposed strategy on a wide spectrum of problems taken from the literature pertaining to steady, transient, two dimensional, axisymmetric, and three dimensional fluid flow and conjugate heat transfer. It is shown that the current formulation gives excellent results on all the case studies conducted, which includes problems involving compressibility effects as well as problems where fluid can be treated as incompressible.

Keywords: linear thermoelasticity, compressible flow, conjugate heat transfer, monolithic FEM

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Authors: Armin Nabaei, M. Omair Ahmad, M. N. S. Swamy

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Many facial expression and emotion recognition methods in the traditional approaches of using LDA, PCA, and EBGM have been proposed. In recent years deep learning models have provided a unique platform addressing by automatically extracting the features for the detection of facial expression and emotions. However, deep networks require large training datasets to extract automatic features effectively. In this work, we propose an efficient emotion detection algorithm using face images when only small datasets are available for training. We design a deep network whose feature extraction capability is enhanced by utilizing several parallel modules between the input and output of the network, each focusing on the extraction of different types of coarse features with fined grained details to break the symmetry of produced information. In fact, we leverage long range dependencies, which is one of the main drawback of CNNs. We develop this work by introducing a Dynamic Soft-Margin SoftMax.The conventional SoftMax suffers from reaching to gold labels very soon, which take the model to over-fitting. Because it’s not able to determine adequately discriminant feature vectors for some variant class labels. We reduced the risk of over-fitting by using a dynamic shape of input tensor instead of static in SoftMax layer with specifying a desired Soft- Margin. In fact, it acts as a controller to how hard the model should work to push dissimilar embedding vectors apart. For the proposed Categorical Loss, by the objective of compacting the same class labels and separating different class labels in the normalized log domain.We select penalty for those predictions with high divergence from ground-truth labels.So, we shorten correct feature vectors and enlarge false prediction tensors, it means we assign more weights for those classes with conjunction to each other (namely, “hard labels to learn”). By doing this work, we constrain the model to generate more discriminate feature vectors for variant class labels. Finally, for the proposed optimizer, our focus is on solving weak convergence of Adam optimizer for a non-convex problem. Our noteworthy optimizer is working by an alternative updating gradient procedure with an exponential weighted moving average function for faster convergence and exploiting a weight decay method to help drastically reducing the learning rate near optima to reach the dominant local minimum. We demonstrate the superiority of our proposed work by surpassing the first rank of three widely used Facial Expression Recognition datasets with 93.30% on FER-2013, and 16% improvement compare to the first rank after 10 years, reaching to 90.73% on RAF-DB, and 100% k-fold average accuracy for CK+ dataset, and shown to provide a top performance to that provided by other networks, which require much larger training datasets.

Keywords: computer vision, facial expression recognition, machine learning, algorithms, depp learning, neural networks

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Authors: Hyeongbok Kim, Lingling Zhao, Xiaohong Su

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Deep reinforcement learning has been applied to address various problems in robotics, such as autonomous driving and unmanned aerial vehicle. However, because of the sparse reward penalty for a collision with obstacles during the navigation mission, the agent fails to learn the optimal policy or requires a long time for convergence. Therefore, using obstacles and enemy agents, in this paper, we present a curriculum-based boost learning method to effectively train compound skills during multi-agent reinforcement learning. First, to enable the agents to solve challenging tasks, we gradually increased learning difficulties by adjusting reward shaping instead of constructing different learning environments. Then, in a benchmark environment with static obstacles and moving enemy agents, the experimental results showed that the proposed curriculum learning strategy enhanced cooperative navigation and compound collision avoidance skills in uncertain environments while improving learning efficiency.

Keywords: curriculum learning, hard exploration, multi-agent reinforcement learning, robotic navigation, sparse reward

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Authors: Hirofumi Miyajima, Kazuya Kishida, Noritaka Shigei, Hiromi Miyajima

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Most of self-tuning fuzzy systems, which are automatically constructed from learning data, are based on the steepest descent method (SDM). However, this approach often requires a large convergence time and gets stuck into a shallow local minimum. One of its solutions is to use fuzzy rule modules with a small number of inputs such as DIRMs (Double-Input Rule Modules) and SIRMs (Single-Input Rule Modules). In this paper, we consider a (generalized) DIRMs model composed of double and single-input rule modules. Further, in order to reduce the redundant modules for the (generalized) DIRMs model, pruning and generative learning algorithms for the model are suggested. In order to show the effectiveness of them, numerical simulations for function approximation, Box-Jenkins and obstacle avoidance problems are performed.

Keywords: Box-Jenkins's problem, double-input rule module, fuzzy inference model, obstacle avoidance, single-input rule module

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Authors: Osama A. Omer, Amal Hamed

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Successful blind image Super-Resolution algorithms require the exact estimation of the Point Spread Function (PSF). In the absence of any prior information about the imagery system and the true image; this estimation is normally done by trial and error experimentation until an acceptable restored image quality is obtained. Multi-frame blind Super-Resolution algorithms often have disadvantages of slow convergence and sensitiveness to complex noises. This paper presents a Super-Resolution image reconstruction algorithm based on estimation of the PSF that yields the optimum restored image quality. The estimation of PSF is performed by the knife-edge method and it is implemented by measuring spreading of the edges in the reproduced HR image itself during the reconstruction process. The proposed image reconstruction approach is using L1 norm minimization and robust regularization based on a bilateral prior to deal with different data and noise models. A series of experiment results show that the proposed method can outperform other previous work robustly and efficiently.

Keywords: blind, PSF, super-resolution, knife-edge, blurring, bilateral, L1 norm

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Authors: Sergio Paez Moncaleano, Alvaro Mauricio Montenegro

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This paper presents a novel statistical methodology for measuring and founding constructs in Latent Regression Analysis. This approach uses the qualities of Factor Analysis in binary data with interpretations on Item Response Theory (IRT). In addition, based on the fundamentals of submodel theory and with a convergence of many ideas of IRT, we propose an algorithm not just to solve the dimensionality problem (nowadays an open discussion) but a new research field that promises more fear and realistic qualifications for examiners and a revolution on IRT and educational research. In the end, the methodology is applied to a set of real data set presenting impressive results for the coherence, speed and precision. Acknowledgments: This research was financed by Colciencias through the project: 'Multidimensional Item Response Theory Models for Practical Application in Large Test Designed to Measure Multiple Constructs' and both authors belong to SICS Research Group from Universidad Nacional de Colombia.

Keywords: item response theory, dimensionality, submodel theory, factorial analysis

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Authors: Benjamin Bobbia, Matthias Picard

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In recent years active learning methodologies based on the representativity of the data seems more promising to limit overfitting. The presented query methodology for regression using the Wasserstein distance measuring the representativity of our labelled dataset compared to the global distribution. In this work a crucial use of GroupSort Neural Networks is made therewith to draw a double advantage. The Wasserstein distance can be exactly expressed in terms of such neural networks. Moreover, one can provide explicit bounds for their size and depth together with rates of convergence. However, heterogeneity of the dataset is also considered by weighting the Wasserstein distance with the error of approximation at the previous step of active learning. Such an approach leads to a reduction of overfitting and high prediction performance after few steps of query. After having detailed the methodology and algorithm, an empirical study is presented in order to investigate the range of our hyperparameters. The performances of this method are compared, in terms of numbers of query needed, with other classical and recent query methods on several UCI datasets.

Keywords: active learning, Lipschitz regularization, neural networks, optimal transport, regression

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Authors: Mohammed Saeed Jawad

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Metaverse involves the convergence of three major technologies trends of AI, VR, and AR. Together these three technologies can provide an entirely new channel for delivering healthcare with great potential to lower costs and improve patient outcomes on a larger scale. Telepresence is the technology that allows people to be together even if they are physically apart. Medical doctors can be symbolic as interactive avatars developed to have smart conversations and medical recommendations for patients at the different stages of the treatment. Medical digital assets such as Medical IoT for real-time remote healthcare monitoring as well as the symbolic doctors’ avatars as well as the hospital and clinical physical constructions and layout can be immersed in extended realities 3D metaverse environments where doctors, nurses, and patients can interact and socialized with the related digital assets that facilitate the data analytics of the sensed and collected personal medical data with visualized interaction of the digital twin of the patient’s body as well as the medical doctors' smart conversation and consultation or even in a guided remote-surgery operation.

Keywords: personal healthcare, metaverse, telemedicine, telepresence, avatar, medical consultation, remote-surgery

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Authors: Rejab Hajlaoui, Tarek Moulahi, Hervé Guyennet

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In a highway scenario, the vehicle speed can exceed 120 kmph. Therefore, any vehicle can enter or leave the network within a very short time. This mobility adversely affects the network connectivity and decreases the life time of all established links. To ensure an effective stability in vehicular ad hoc networks with minimum broadcasting storm, we have developed a weighted algorithm based on the k-medoids clustering algorithm (WKCA). Indeed, the number of clusters and the initial cluster heads will not be selected randomly as usual, but considering the available transmission range and the environment size. Then, to ensure optimal assignment of nodes to clusters in both k-medoids phases, the combined weight of any node will be computed according to additional metrics including direction, relative speed and proximity. Empirical results prove that in addition to the convergence speed that characterizes the k-medoids algorithm, our proposed model performs well both AODV-Clustering and OLSR-Clustering protocols under different densities and velocities in term of end-to-end delay, packet delivery ratio, and throughput.

Keywords: communication, clustering algorithm, k-medoids, sensor, vehicular ad hoc network

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Authors: Fethi Soltani, Adel Almarashi, Idir Mechai

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Tikhonov regularization and reproducing kernels are the most popular approaches to solve ill-posed problems in computational mathematics and applications. And the Fourier multiplier operators are an essential tool to extend some known linear transforms in Euclidean Fourier analysis, as: Weierstrass transform, Poisson integral, Hilbert transform, Riesz transforms, Bochner-Riesz mean operators, partial Fourier integral, Riesz potential, Bessel potential, etc. Using the theory of reproducing kernels, we construct a simple and efficient representations for some class of Fourier multiplier operators Tm on the Paley-Wiener space Hh. In addition, we give an error estimate formula for the approximation and obtain some convergence results as the parameters and the independent variables approaches zero. Furthermore, using numerical quadrature integration rules to compute single and multiple integrals, we give numerical examples and we write explicitly the extremal function and the corresponding Fourier multiplier operators.

Keywords: fourier multiplier operators, Gauss-Kronrod method of integration, Paley-Wiener space, Tikhonov regularization

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Authors: Yaser Riki

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There are plenty of considerations about the Third World and developing countries, but one of the main issues regarding these areas is how we can study them. This article makes attention to a fundamental way of approaching this subject through the convergence of history, philosophy, and sociology in order to understand the complexity of the Third World countries. These three disciplines are naturally connected and integrated, but they have gradually separated. While sociology has originated from philosophy, this work is an attempt to generate a sociology that incorporates philosophy as well as history at its heart. This is descriptive-analytical research that searches the history of sociology to find works and theories that provide ideas for this purpose, including the sociology of knowledge and science, The German Ideology (Karl Marx and Friedrich Engels), The Protestant Ethic (Max Weber), Ideology and Utopia (Karl Mannheim) and Dialectic of Enlightenment (Horkheimer and Adorno) provide ideas needed for this purpose. The paper offers a methodological and theoretical vision (historical-philosophical sociology) to identify a few factors, such as the system of thought, that are usually invisible and cause problems in societies, especially third-world counties. This is similar to what some of the founders of sociology did in the first world.

Keywords: the third world, methodology, sociology, philosophy, history, social change, development, social movements

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Authors: Azad Hussain, Shoaib Ali, M. Y. Malik, Saba Nazir, Sarmad Jamal

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This article reports a fundamental numerical investigation to analyze the impact of thermal radiations on MHD flow of differential type nanofluid past a porous plate. Here, viscosity is taken as function of temperature. Energy equation is deliberated in the existence of viscous dissipation. The mathematical terminologies of nano concentration, velocity and temperature are first cast into dimensionless expressions via suitable conversions and then solved by using Shooting technique to obtain the numerical solutions. Graphs has been plotted to check the convergence of constructed solutions. At the end, the influence of effective parameters on nanoparticle concentration, velocity and temperature fields are also deliberated in a comprehensive way. Moreover, the physical measures of engineering importance such as the Sherwood number, Skin friction and Nusselt number are also calculated. It is perceived that the thermal radiation enhances the temperature for both Vogel's and Reynolds' models but the normal stress parameter causes a reduction in temperature profile.

Keywords: MHD flow, differential type nanofluid, Porous medium, variable viscosity, thermal radiation

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Authors: Joseph Fitoussi, Mohammadali Shirinbayan, Abbas Tcharkhtchi

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Due to material flow during processing, short fiber reinforced composites structures obtained by injection or compression molding generally present strong spatial microstructure variation. On the other hand, quasi-static, dynamic, and fatigue behavior of these materials are highly dependent on microstructure parameters such as fiber orientation distribution. Indeed, because of complex damage mechanisms, SFRC structures design is a key challenge for safety and reliability. In this paper, we propose a micromechanical model allowing prediction of damage behavior of real structures as a function of microstructure spatial distribution. To this aim, a statistical damage criterion including strain rate and fatigue effect at the local scale is introduced into a Mori and Tanaka model. A critical local damage state is identified, allowing fatigue life prediction. Moreover, the multi-scale model is coupled with an experimental intrinsic link between damage under monotonic loading and fatigue life in order to build an abacus giving Tsai-Wu failure criterion parameters as a function of microstructure and targeted fatigue life. On the other hand, the micromechanical damage model gives access to the evolution of the anisotropic stiffness tensor of SFRC submitted to complex thermomechanical loading, including quasi-static, dynamic, and cyclic loading with temperature and amplitude variations. Then, the latter is used to fill out microstructure dependent material cards in finite element analysis for design optimization in the case of complex loading history. The proposed methodology is illustrated in the case of a real automotive component made of sheet molding compound (PSA 3008 tailgate). The obtained results emphasize how the proposed micromechanical methodology opens a new path for the automotive industry to lighten vehicle bodies and thereby save energy and reduce gas emission.

Keywords: short fiber reinforced composite, structural design, damage, micromechanical modelling, fatigue, strain rate effect

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Authors: Matthias Walluch, José Alberto Rodríguez, Christopher Giehl, Gunther Arnold, Daniela Ehgartner

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Dynamic mechanical analysis (DMA) is a powerful method to characterize viscoelastic properties and phase transitions for a wide range of materials. It is often used to characterize polymers and their temperature-dependent behavior, including thermal transitions like the glass transition temperature Tg, via determination of storage and loss moduli in tension (Young’s modulus, E) and shear or torsion (shear modulus, G) or other testing modes. While production and application temperatures for polymers are often limited to several hundred degrees, material properties of glasses usually require characterization at temperatures exceeding 600 °C. This contribution highlights a high temperature setup for rotational and oscillatory rheometry as well as for DMA in different modes. The implemented standard convection oven enables the characterization of glass in different loading modes at temperatures up to 950 °C. Three-point bending, tension and torsional measurements on different glasses, with E and G moduli as a function of frequency and temperature, are presented. Additional tests include superimposing several frequencies in a single temperature sweep (“multiwave”). This type of test results in a considerable reduction of the experiment time and allows to evaluate structural changes of the material and their frequency dependence. Furthermore, DMA in torsion and tension was performed to determine the complex Poisson’s ratio as a function of frequency and temperature within a single test definition. Tests were performed in a frequency range from 0.1 to 10 Hz and temperatures up to the glass transition. While variations in the frequency did not reveal significant changes of the complex Poisson’s ratio of the glass, a monotonic increase of this parameter was observed when increasing the temperature. This contribution outlines the possibilities of DMA in bending, tension and torsion for an extended temperature range. It allows the precise mechanical characterization of material behavior from room temperature up to the glass transition and the softening temperature interval. Compared to other thermo-analytical methods, like Dynamic Scanning Calorimetry (DSC) where mechanical stress is neglected, the frequency-dependence links measurement results (e.g. relaxation times) to real applications

Keywords: dynamic mechanical analysis, oscillatory rheometry, Poisson's ratio, solid glass, viscoelasticity

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Authors: Luis Pascasio

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In a time when murky debates on US immigration policy are polarizing a nation steeped in partisan and nativist politics, certain media texts are proposing to challenge the dominant ways in which immigrant discourses are shaped in political debates. The paper will examine how two media texts perform counter-hegemonic discourses against institutionalized concepts on citizenship. The article looks at Documented (2014), a documentary film, written and directed by Jose Antonio Vargas, a Pulitzer-winning journalist-turned-activist and a self-proclaimed undocumented immigrant; and DefineAmerican.com, an online media platform that articulates the convergence of multiple voices and discourses about post-industrial and post-semiotic citizenship. As sites of meaning production, the two media texts perform counter-narratives that inspire new forms of mediated social activism and postcolonial identities. The paper argues that a closer introspection of the media texts reveals emotional, thematic and ideological claims to an interrogation of a diasporic discourse on redefining the rules of inclusion and exclusion within the postmodern dialogic of citizenship.

Keywords: counter-narratives, documentary filmmaking, postmodern citizenship, diaspora media

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Authors: Hyo Lim Kang, Tae An Kim, Seung Ho Han

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A 3-way reversing valve has been used in automotive washing machines to remove remaining oil and dirt on machined engine and transmission blocks. It provides rapid and accurate changes of water flow direction without any precise control device. However, due to its complicated bottom-plug shape, a cavitation occurs in a wide range of the bottom-plug in a downstream. In this study, the cavitation index and POC (percent of cavitation) were used to evaluate quantitatively the cavitation phenomena occurring at the bottom-plug. An optimal shape design was carried out via parametric study for geometries of the bottom-plug, in which a simple CAE-model was used in order to avoid time-consuming CFD analysis and hard to achieve convergence. To verify the results of numerical analysis, a flow visualization test was carried out using a test specimen with a transparent acryl pipe according to ISA-RP75.23. The flow characteristics such as the cavitation occurring in the downstream were investigated by using a flow test equipment with valve and pump including a flow control system and high-speed camera.

Keywords: cavitation, flow visualization test, optimal shape design, percent of cavitation, reversing valve

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Authors: Elnaz Entezar, Reza Ezzati

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In recent decades, trade flows, capital, workforce, technology and information have increased between international borders and the globalization has turned to an undeniable process in international economics. Meanwhile, despite the positive aspects of globalization, the critics of globalization opine that the risks and costs of globalization for developing vulnerable economies and the world's impoverished people are high and significant. In this regard, this study by using the data of KOF Economic Institute and the World Bank for 113 different countries during the period 2002-2012, by taking advantage of panel smooth transition regression, and by taking the gross domestic product as transmission variables discuss the nonlinear relationship between research variables. The results have revealed that globalization in low regime (countries with low GDP) has negative impact whereas in high regime (countries with high GDP) has a positive impact. In spite of the fact that in the early stages of growth, control of corruption has a positive impact on economic growth, after a threshold has a negative impact on economic growth.

Keywords: globalization, corruption, panel smooth transition model, economic growth, threshold, economic convergence

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Authors: Behzad Ali Khan, M. Zubair Akbar Qureshi

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The article analyzes the Darcy Forchheimer 2D Hybrid ferrofluid. The flow of a Hybrid ferrofluid is made due to an unsteady porous channel. The classical liquid water is treated as a based liquid. The flow in the permeable region is characterized by the Darcy-Forchheimer relation. Heat transfer phenomena are studied during the flow. The transformation of a partial differential set of equations into a strong ordinary differential frame is formed through appropriate variables. The numerical Shooting Method is executed for solving the simplified set of equations. In addition, a numerical analysis (ND-Solve) is utilized for the convergence of the applied technique. The influence of some flow model quantities like Pr (Prandtle number), r (porous medium parameter), F (Darcy-porous medium parameter), Re (Reynolds number), Pe (Peclet number) on velocity and temperature field are scrutinized and studied through sketches. Certain physical factors like f ''(η) (skin friction coefficient) and θ^'(η) (rate of heat transfer) are first derived and then presented through tables.

Keywords: darcy forcheimer, hybrid ferro fluid, porous medium, porous channel

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Authors: Carlos Gonzalez, Neil Slatcher, Marcus Properzi, Kan Seah

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In many underground mining operations, shotcrete is used for permanent rock support. Shotcrete thickness is a critical measure of the success of this process. 3D Laser Mapping, in conjunction with Jetcrete, has developed a 3D laser scanning system specifically for measuring the thickness of shotcrete. The system is mounted on the shotcrete spraying machine and measures the rock faces before and after spraying. The calculated difference between the two 3D surface models is measured as the thickness of the sprayed concrete. Typical work patterns for the shotcrete process required a rapid and automatic system. The scanning takes place immediately before and after the application of the shotcrete so no convergence takes place in the interval between scans. Automatic alignment of scans without targets was implemented which allows for the possibility of movement of the spraying machine between scans. Case studies are presented where accuracy tests are undertaken and automatic audit reports are calculated. The use of 3D imaging data for the calculation of shotcrete thickness is an important tool for geotechnical engineers and contract managers, and this could become the new state-of-the-art methodology for the mining industry.

Keywords: 3D imaging, shotcrete, surface model, tunnel stability

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Authors: H. Ben Salah, A. Gannoun, C. de Peretti, A. Trabelsi

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The Downside Risk (DSR) model for portfolio optimisation allows to overcome the drawbacks of the classical mean-variance model concerning the asymetry of returns and the risk perception of investors. This model optimization deals with a positive definite matrix that is endogenous with respect to portfolio weights. This aspect makes the problem far more difficult to handle. For this purpose, Athayde (2001) developped a new recurcive minimization procedure that ensures the convergence to the solution. However, when a finite number of observations is available, the portfolio frontier presents an appearance which is not very smooth. In order to overcome that, Athayde (2003) proposed a mean kernel estimation of the returns, so as to create a smoother portfolio frontier. This technique provides an effect similar to the case in which we had continuous observations. In this paper, taking advantage on the the robustness of the median, we replace the mean estimator in Athayde's model by a nonparametric median estimator of the returns. Then, we give a new version of the former algorithm (of Athayde (2001, 2003)). We eventually analyse the properties of this improved portfolio frontier and apply this new method on real examples.

Keywords: Downside Risk, Kernel Method, Median, Nonparametric Estimation, Semivariance

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Authors: Raquel M. De sousa, Sofiane Labidi, Allan Kardec D. Barros, Alex O. Barradas Filho, Aldalea L. B. Marques

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Several parameters are established in order to measure biodiesel quality. One of them is the iodine value, which is an important parameter that measures the total unsaturation within a mixture of fatty acids. Limitation of unsaturated fatty acids is necessary since warming of a higher quantity of these ones ends in either formation of deposits inside the motor or damage of lubricant. Determination of iodine value by official procedure tends to be very laborious, with high costs and toxicity of the reagents, this study uses an artificial neural network (ANN) in order to predict the iodine value property as an alternative to these problems. The methodology of development of networks used 13 esters of fatty acids in the input with convergence algorithms of backpropagation type were optimized in order to get an architecture of prediction of iodine value. This study allowed us to demonstrate the neural networks’ ability to learn the correlation between biodiesel quality properties, in this case iodine value, and the molecular structures that make it up. The model developed in the study reached a correlation coefficient (R) of 0.99 for both network validation and network simulation, with Levenberg-Maquardt algorithm.

Keywords: artificial neural networks, biodiesel, iodine value, prediction

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Authors: Altaf H. Khan, Frank Stenger, Mohammed A. Hussein, Reaz A. Chaudhuri, Sameera Asif

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This paper discusses a novel approach to approximate quadrature integrals that arise in the estimation of likelihood parameters for the generalized linear mixed models (GLMM) as well as Bayesian methodology also requires computation of multidimensional integrals with respect to the posterior distributions in which computation are not only tedious and cumbersome rather in some situations impossible to find solutions because of singularities, irregular domains, etc. An attempt has been made in this work to apply Sinc function based quadrature rules to approximate intractable integrals, as there are several advantages of using Sinc based methods, for example: order of convergence is exponential, works very well in the neighborhood of singularities, in general quite stable and provide high accurate and double precisions estimates. The Sinc function based approach seems to be utilized first time in statistical domain to our knowledge, and it's viability and future scopes have been discussed to apply in the estimation of parameters for GLMM models as well as some other statistical areas.

Keywords: generalized linear mixed model, likelihood parameters, qudarature, Sinc function

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Authors: Liliana Patricia Olivo Arias

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The present study focused on the hydrodynamic study in a three-phase fluidized bed reactor and the influence of important aspects, such as volume fractions (Hold up), velocity magnitude of gas, liquid and solid phases (hydrogen, gasoil, and gamma alumina), interactions of phases, through of drag models with the k-epsilon turbulence model. For this purpose was employed a Euler-Euler model and also considers the system is constituted of three phases, gaseous, liquid and solid, characterized by its physical and thermal properties, the transport processes that are developed within the transient regime. The proposed model of the three-phase fluidized bed reactor was solved numerically using the ANSYS-Fluent software with different mesh refinements on bed expansion zone in order to observe the influence of the hydrodynamic parameters and convergence criteria. With this model and the numerical simulations obtained for its resolution, it was possible to predict the results of the volume fractions (Hold ups) and the velocity magnitude for an unsteady system from the initial and boundaries conditions were established.

Keywords: three-phase fluidized bed system, CFD simulation, mesh dependency study, hydrodynamic study

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Authors: Ruo-Qian Wang

Abstract:

Open-source CFD has become increasingly popular and promising. The recent progress in multiphase flow enables new CFD applications, which provides an economic and flexible research tool for complex flow problems. Our numerical study using four-way coupling Euler-Lagrangian Large-Eddy Simulations to resolve particle cloud dynamics with OpenFOAM and CFDEM will be introduced: The fractioned Navier-Stokes equations are numerically solved for fluid phase motion, solid phase motion is addressed by Lagrangian tracking for every single particle, and total momentum is conserved by fluid-solid inter-phase coupling. The grid convergence test was performed, which proves the current resolution of the mesh is appropriate. Then, we validated the code by comparing numerical results with experiments in terms of particle cloud settlement and growth. A good comparison was obtained showing reliability of the present numerical schemes. The time and height at phase separations were defined and analyzed for a variety of initial release conditions. Empirical formulas were drawn to fit the results.

Keywords: four-way coupling, dredging, land reclamation, multiphase flows, oil spill

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Authors: Bineet Kumar

Abstract:

Many civil engineering infrastructures frequently encounter repetitive loading during their service life. Due to the inherent complexity observed in concrete, like quasi-brittle materials, understanding the fatigue behavior in concrete still posesa challenge. Moreover, the fracture process zone characteristics ahead of the crack tip have been observed to be different in fatigue loading than in the monotonic cases. Therefore, it is crucial to comprehend the energy dissipation associated with the fracture process zone (FPZ) due to repetitive loading. It is well known that stiffness degradation due to cyclic loadingprovides a better understanding of the fracture behavior of concrete. Under repetitive load cycles, concrete members exhibit a two-stage stiffness degradation process. Experimentally it has been observed that the stiffness decreases initially with an increase in crack length and subsequently increases. In this work, an attempt has been made to propose an analytical expression to predict energy dissipation and later the stiffness degradation as a function of crack length. Three-point bend specimens have been considered in the present work to derive the formulations. In this approach, the expression for the resultant stress distribution below the neutral axis has been derived by correlating the bending stress with the cohesive stresses developed ahead of the crack tip due to the existence of the fracture process zone. This resultant stress expression is utilized to estimate the dissipated energydue to crack propagation as a function of crack length. Further, the formulation for the stiffness degradation has been developed by relating the dissipated energy with the work done. It can be used to predict the critical crack length and fatigue life. An attempt has been made to understand the influence of stress amplitude on the damage pattern by using the information on the rate of stiffness degradation. It has been demonstrated that with the increase in the stress amplitude, the damage/FPZ proceeds more in the direction of crack propagation compared to the damage in the direction parallel to the span of the beam, which causes a lesser rate of stiffness degradation for the incremental crack length. Further, the effect of loading frequency has been investigated in terms of stiffness degradation. Under low-frequency loading cases, the damage/FPZ has been found to spread more in the direction parallel to the span, in turn reducing the critical crack length and fatigue life. In such a case, a higher rate of stiffness degradation has been observed in comparison to the high-frequency loading case.

Keywords: fatigue life, fatigue, fracture, concrete

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