Search results for: stochastic diffusion process

Authors: John Paul Q. Tomas, Mark Wilson L. de los Reyes, Kirsten Joyce P. Vasquez

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The most frequent type of fracture is a wrist fracture, which often makes it difficult for medical professionals to find and locate. In this study, fractures in wrist x-ray pictures were located and identified using deep learning and computer vision. The researchers used image filtering, masking, morphological operations, and data augmentation for the image preprocessing and trained the RetinaNet and Faster R-CNN models with ResNet50 backbones and Adam optimizers separately for each image filtering technique and projection. The RetinaNet model with Anisotropic Diffusion Smoothing filter trained with 50 epochs has obtained the greatest accuracy of 99.14%, precision of 100%, sensitivity/recall of 98.41%, specificity of 100%, and an IoU score of 56.44% for the Posteroanterior projection utilizing augmented data. For the Lateral projection using augmented data, the RetinaNet model with an Anisotropic Diffusion filter trained with 50 epochs has produced the highest accuracy of 98.40%, precision of 98.36%, sensitivity/recall of 98.36%, specificity of 98.43%, and an IoU score of 58.69%. When comparing the test results of the different individual projections, models, and image filtering techniques, the Anisotropic Diffusion filter trained with 50 epochs has produced the best classification and regression scores for both projections.

Keywords: Artificial Intelligence, Computer Vision, Wrist Fracture, Deep Learning

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Authors: Guo Haonan, Chen Peiyu, Zhao Hanyu, Burra Venkata Durga Kumar

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Unix and Unix-like operating systems are widely used due to their high stability but are limited by the parent-child process structure, and the child process depends on the parent process, so the crash of a single process may cause the entire process group or even the entire system to fail. Another possibility of unexpected process termination is that the system administrator inadvertently closed the terminal or pseudo-terminal where the application was launched, causing the application process to terminate unexpectedly. This paper mainly analyzes the reasons for the problems and proposes two solutions.

Keywords: process management, daemon, login-bash and non-login bash, process group

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Authors: Wheyming Tina Song, Chi-Hao Hong, Peisyuan Lin

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An important performance measure for stochastic manufacturing networks is the system reliability, defined as the probability that the production output meets or exceeds a specified demand. The system parameters include the capacity of each workstation and numbers of the conforming parts produced in each workstation. We establish that eighteen archival publications, containing twenty-one examples, provide incorrect values of the system reliability. The author recently published the Song Rule, which provides the correct analytical system-reliability value; it is, however, computationally inefficient for large networks. In this paper, we use Monte Carlo simulation (implemented in C and Flexsim) to provide estimates for the above-mentioned twenty-one examples. The simulation estimates are consistent with the analytical solution for small networks but is computationally efficient for large networks. We argue here for three advantages of Monte Carlo simulation: (1) understanding stochastic systems, (2) validating analytical results, and (3) providing estimates even when analytical and numerical approaches are overly expensive in computation. Monte Carlo simulation could have detected the published analysis errors.

Keywords: Monte Carlo simulation, analytical results, leading digit rule, standard error

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Authors: Sai Hung Cheung, Zhe Shao

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It is of our great interest to quantify the risk to structural dynamic systems due to earthquake-induced tsunamis in view of recent earthquake-induced tsunamis in Padang, 2004 and Tohoku, 2011 which brought huge losses of lives and properties. Despite continuous advancement in computational simulation of the tsunami and wave-structure interaction modeling, it still remains computationally challenging to evaluate the reliability of a structural dynamic system when uncertainties related to the system and its modeling are taken into account. The failure of the structure in a tsunami-wave-structural system is defined as any response quantities of the system exceeding specified thresholds during the time when the structure is subjected to dynamic wave impact due to earthquake-induced tsunamis. In this paper, an approach based on a novel integration of a recently proposed moving least squares response surface approach for stochastic sampling and the Subset Simulation algorithm is proposed. The effectiveness of the proposed approach is discussed by comparing its results with those obtained from the Subset Simulation algorithm without using the response surface approach.

Keywords: response surface, stochastic simulation, structural reliability tsunami, risk

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Authors: Lei Li, Ming M. Chai, Xiao X. Lu, Jia W. Wang

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The mixing process of two liquid layers in a cylindrical container includes the upper liquid with higher density rushing into the lower liquid with lighter density, the lower liquid rising into the upper liquid, meanwhile the two liquid layers having interactions with each other, forming vortices, spreading or dispersing in others, entraining or mixing with others. It is a complex process constituted of flow instability, turbulent mixing and other multiscale physical phenomena and having a fast evolution velocity. In order to explore the mechanism of the process and make further investigations, some experiments about the interfacial instability and mixing behavior between two liquid layers bounded in different volumes are carried out, applying the planar laser induced fluorescence (PLIF) and the high speed camera (HSC) techniques. According to the results, the evolution of interfacial instability between immiscible liquid develops faster than theoretical rate given by the Rayleigh-Taylor Instability (RTI) theory. It is reasonable to conjecture that some mechanisms except the RTI play key roles in the mixture process of two liquid layers. From the results, it is shown that the invading velocity of the upper liquid into the lower liquid does not depend on the upper liquid's volume (height). Comparing to the cases that the upper and lower containers are of identical diameter, in the case that the lower liquid volume increases to larger geometric space, the upper liquid spreads and expands into the lower liquid more quickly during the evolution of interfacial instability, indicating that the container wall has important influence on the mixing process. In the experiments of miscible liquid layers’ mixing, the diffusion time and pattern of the liquid interfacial mixing also does not depend on the upper liquid's volumes, and when the lower liquid volume increases to larger geometric space, the action of the bounded wall on the liquid falling and rising flow will decrease, and the liquid interfacial mixing effects will also attenuate. Therefore, it is also concluded that the volume weight of upper heavier liquid is not the reason of the fast interfacial instability evolution between the two liquid layers and the bounded wall action is limited to the unstable and mixing flow. The numerical simulations of the immiscible liquid layers’ interfacial instability flow using the VOF method show the typical flow pattern agree with the experiments. However the calculated instability development is much slower than the experimental measurement. The numerical simulation of the miscible liquids’ mixing, which applying Fick’s diffusion law to the components’ transport equation, shows a much faster mixing rate than the experiments on the liquids’ interface at the initial stage. It can be presumed that the interfacial tension plays an important role in the interfacial instability between the two liquid layers bounded in finite volume.

Keywords: interfacial instability and mixing, two liquid layers, Planar Laser Induced Fluorescence (PLIF), High Speed Camera (HSC), interfacial energy and tension, Cahn-Hilliard Navier-Stokes (CHNS) equations

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Authors: Ji-Hyok Kim, Il-Gyong Paek, Yong-Jun Kim

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We propose a numerical model based on drift-diffusion theory and lattice Boltzmann method (LBM) to analyze the electro-hydrodynamic behavior in low-pressure direct current (DC) glow discharge plasmas. We apply the drift-diffusion theory for 4-species and employ the standard lattice Boltzmann model (SLBM) for the electron, the finite difference-lattice Boltzmann model (FD-LBM) for heavy particles, and the finite difference model (FDM) for the electric potential, respectively. Our results are compared with those of other methods, and emphasize the necessity of a two-dimensional analysis for glow discharge.

Keywords: glow discharge, lattice Boltzmann method, numerical analysis, plasma simulation, electro-hydrodynamic

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Authors: E. Obreque-Slier, F. Orellana-Rodríguez, R. López-Solís

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Phenolic compounds are secondary metabolites present in some foods, such as wine. Polyphenols comprise two main groups: flavonoids (anthocyanins, flavanols, and flavonols) and non-flavonoids (stilbenes and phenolic acids). Phenolic acids are low molecular weight non flavonoid compounds that are usually grouped into benzoic (gallic, vanillinic and protocatechuic acids) and cinnamic acids (ferulic, p-coumaric and caffeic acids). Likewise, tannic acid is an important polyphenol constituted mainly by gallic acid. Phenolic compounds are responsible for important properties in foods and drinks, such as color, aroma, bitterness, and astringency. Astringency is a drying, roughing, and sometimes puckering sensation that is experienced on the various oral surfaces during or immediately after tasting foods. Astringency perception has been associated with interactions between flavanols present in some foods and salivary proteins. Despite the quantitative relevance of phenolic acids in food and beverages, there is no information about its effect on salivary proteins and consequently on the sensation of astringency. The objective of this study was assessed the interaction of several phenolic acids (gallic, vanillinic, protocatechuic, ferulic, p-coumaric and caffeic acids) with saliva. Tannic acid was used as control. Thus, solutions of each phenolic acids (5 mg/mL) were mixed with human saliva (1:1 v/v). After incubation for 5 min at room temperature, 15-μL aliquots of the mixtures were dotted on a cellulose membrane and allowed to diffuse. The dry membrane was fixed in 50 g/L trichloroacetic acid, rinsed in 800 mL/L ethanol and stained for protein with Coomassie blue for 20 min, destained with several rinses of 73 g/L acetic acid and dried under a heat lamp. Both diffusion area and stain intensity of the protein spots were semiqualitative estimates for protein-tannin interaction (diffusion test). The rest of the whole saliva-phenol solution mixtures of the diffusion assay were centrifuged and fifteen-μL aliquots of each supernatant were dotted on a cellulose membrane, allowed to diffuse and processed for protein staining, as indicated above. In this latter assay, reduced protein staining was taken as indicative of protein precipitation (precipitation test). The diffusion of the salivary protein was restricted by the presence of each phenolic acids (anti-diffusive effect), while tannic acid did not alter diffusion of the salivary protein. By contrast, phenolic acids did not provoke precipitation of the salivary protein, while tannic acid produced precipitation of salivary proteins. In addition, binary mixtures (mixtures of two components) of various phenolic acids with gallic acid provoked a restriction of saliva. Similar effect was observed by the corresponding individual phenolic acids. Contrary, binary mixtures of phenolic acid with tannic acid, as well tannic acid alone, did not affect the diffusion of the saliva but they provoked an evident precipitation. In summary, phenolic acids showed a relevant interaction with the salivary proteins, thus suggesting that these wine compounds can also contribute to the sensation of astringency.

Keywords: astringency, polyphenols, tannins, tannin-protein interaction

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Authors: Saad S. Alrwashdeh, Henning Markötter, Handri Ammari, Jan Haußmann, Tobias Arlt, Joachim Scholta, Ingo Manke

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In this investigation, synchrotron X-ray imaging is used to study water transport inside polymer electrolyte membrane fuel cells. Two measurement techniques are used, namely in-situ radiography and quasi-in-situ tomography combining together in order to reveal the relationship between the structures of the microporous layers (MPLs) and the gas diffusion layers (GDLs), the operation temperature and the water flow. The developed cell is equipped with a thick GDL and a high back pressure MPL. It is found that these modifications strongly influence the overall water transport in the whole adjacent GDM.

Keywords: polymer electrolyte membrane fuel cell, microporous layer, water transport, radiography, tomography

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Authors: Rebecca Owusu Coffie, Atakelty Hailu

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Variants of production frontier models have emerged, however, only a limited number of them are applied in empirical research. Hence the effects of these alternative frontier models are not well understood, particularly within sub-Saharan Africa. In this paper, we apply recent advances in the production frontier to examine levels of technical efficiency and efficiency drivers. Specifically, we compare the heteroscedastic parametric and the semiparametric stochastic smooth coefficient (SPSC) models. Using rice production data from Ghana, our empirical estimates reveal that alternative specification of efficiency estimators results in either downward or upward bias in the technical efficiency estimates. Methodologically, we find that the SPSC model is more suitable and generates high-efficiency estimates. Within the parametric framework, we find that parameterization of both the mean and variance of the pre-truncated function is the best model. For the drivers of technical efficiency, we observed that longer farm distances increase inefficiency through a reduction in labor productivity. High soil quality, however, increases productivity through increased land productivity.

Keywords: pre-truncated, rice production, smooth coefficient, technical efficiency

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Authors: Nkwenti Mbelli Njah

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This research was motivated by a project requested by AXA on the topic of pensions payable under the workers compensation (WC) line of business. There are two types of pensions: the compulsorily recoverable and the not compulsorily recoverable. A pension is compulsorily recoverable for a victim when there is less than 30% of disability and the pension amount per year is less than six times the minimal national salary. The law defines that the mathematical provisions for compulsory recoverable pensions must be calculated by applying the following bases: mortality table TD88/90 and rate of interest 5.25% (maybe with rate of management). To manage pensions which are not compulsorily recoverable is a more complex task because technical bases are not defined by law and much more complex computations are required. In particular, companies have to predict the amount of payments discounted reflecting the mortality effect for all pensioners (this task is monitored monthly in AXA). The purpose of this research was thus to develop a stochastic model for the future mortality of the worker’s compensation pensioners of both the Portuguese market workers and AXA portfolio. Not only is past mortality modeled, also projections about future mortality are made for the general population of Portugal as well as for the two portfolios mentioned earlier. The global model was split in two parts: a stochastic model for population mortality which allows for forecasts, combined with a point estimate from a portfolio mortality model obtained through three different relational models (Cox Proportional, Brass Linear and Workgroup PLT). The one-year death probabilities for ages 0-110 for the period 2013-2113 are obtained for the general population and the portfolios. These probabilities are used to compute different life table functions as well as the not compulsorily recoverable reserves for each of the models required for the pensioners, their spouses and children under 21. The results obtained are compared with the not compulsory recoverable reserves computed using the static mortality table (TD 73/77) that is currently being used by AXA, to see the impact on this reserve if AXA adopted the dynamic tables.

Keywords: compulsorily recoverable, life table functions, relational models, worker’s compensation pensioners

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Authors: Masoud Mohammadpour, Blair Carlson, Radovan Kovacevic

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The quality of laser welded-brazed (LWB) joints were strongly dependent on the main process parameters, therefore the effect of laser power (3.2–4 kW), welding speed (60–80 mm/s) and wire feed rate (70–90 mm/s) on mechanical strength and surface roughness were investigated in this study. The comprehensive optimization process by means of response surface methodology (RSM) and desirability function was used for multi-criteria optimization. The experiments were planned based on Box– Behnken design implementing linear and quadratic polynomial equations for predicting the desired output properties. Finally, validation experiments were conducted on an optimized process condition which exhibited good agreement between the predicted and experimental results. AlSi3Mn1 was selected as the filler material for joining aluminum alloy 6022 and hot-dip galvanized steel in coach peel configuration. The high scanning speed could control the thickness of IMC as thin as 5 µm. The thermal simulations of joining process were conducted by the Finite Element Method (FEM), and results were validated through experimental data. The Fe/Al interfacial thermal history evidenced that the duration of critical temperature range (700–900 °C) in this high scanning speed process was less than 1 s. This short interaction time leads to the formation of reaction-control IMC layer instead of diffusion-control mechanisms.

Keywords: laser welding-brazing, finite element, response surface methodology (RSM), multi-response optimization, cross-beam laser

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Authors: Jhansi Rani Boda, G. Sunitha

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Worldwide, the financial markets are influenced by several factors such as the changes in economic and political processes that occur in the country and the globe, information diffusion and approachability and so on. Yet, the foremost important factor is the investor’s reaction and perception. For an individual investor, decision-making process can be perceived as a continuous process that has significant impact of their psychology while making investment decisions. Behavioral finance relies on research of human and social recognition and emotional tolerance studies to identify and understand the investment decisions. This article aims to report the research of individual investor’s financial behavior in a historical perspective. This article uncovers the investor’s psychology in investment decision making focusing on the investor’s rationality with an explanation of psychological and emotional factors that affect investing. The results of the study are revealed by means of Graphical visualization.

Keywords: behavioral finance, psychology, investor’s behavior, psychological and emotional factors

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Authors: Frea Van Steenweghen, Lander Hollevoet, Johan A. Martens

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Compared to other hydrogen (H₂) carriers, ammonia (NH₃) is one of the most promising carriers as it contains 17.6 wt% hydrogen. It is easily liquefied at ≈ 9–10 bar pressure at ambient temperature. More importantly, NH₃ is a carbon-free hydrogen carrier with no CO₂ emission at final decomposition. Ammonia has a well-defined regulatory framework and a good track record regarding safety concerns. Furthermore, the industry already has an existing transport infrastructure consisting of pipelines, tank trucks and shipping technology, as ammonia has been manufactured and distributed around the world for over a century. While NH₃ synthesis and transportation technological solutions are at hand, a missing link in the hydrogen delivery scheme from ammonia is an energy-lean and efficient technology for cracking ammonia into H₂ and N₂. The most explored option for ammonia decomposition is thermo-catalytic cracking which is, by itself, the most energy-efficient approach compared to other technologies, such as plasma and electrolysis, as it is the most energy-lean and robust option. The decomposition reaction is favoured only at high temperatures (> 300°C) and low pressures (1 bar) as the thermocatalytic ammonia cracking process is faced with thermodynamic limitations. At 350°C, the thermodynamic equilibrium at 1 bar pressure limits the conversion to 99%. Gaining additional conversion up to e.g. 99.9% necessitates heating to ca. 530°C. However, reaching thermodynamic equilibrium is infeasible as a sufficient driving force is needed, requiring even higher temperatures. Limiting the conversion below the equilibrium composition is a more economical option. Thermocatalytic ammonia cracking is documented in scientific literature. Among the investigated metal catalysts (Ru, Co, Ni, Fe, …), ruthenium is known to be most active for ammonia decomposition with an onset of cracking activity around 350°C. For establishing > 99% conversion reaction, temperatures close to 600°C are required. Such high temperatures are likely to reduce the round-trip efficiency but also the catalyst lifetime because of the sintering of the supported metal phase. In this research, the first focus was on catalyst bed design, avoiding diffusion limitation. Experiments in our packed bed tubular reactor set-up showed that extragranular diffusion limitations occur at low concentrations of NH₃ when reaching high conversion, a phenomenon often overlooked in experimental work. A second focus was thermocatalyst development for ammonia cracking, avoiding the use of noble metals. To this aim, candidate metals and mixtures were deposited on a range of supports. Sintering resistance at high temperatures and the basicity of the support were found to be crucial catalyst properties. The catalytic activity was promoted by adding alkaline and alkaline earth metals. A third focus was studying the optimum process configuration by process simulations. A trade-off between conversion and favorable operational conditions (i.e. low pressure and high temperature) may lead to different process configurations, each with its own pros and cons. For example, high-pressure cracking would eliminate the need for post-compression but is detrimental for the thermodynamic equilibrium, leading to an optimum in cracking pressure in terms of energy cost.

Keywords: ammonia cracking, catalyst research, kinetics, process simulation, thermodynamic equilibrium

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Authors: Vijay Kumar Kukreja, Ravneet Kaur

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In this paper, one dimensional advection diffusion model is analyzed using finite difference method based on Crank-Nicolson scheme. A practical problem of filter cake washing of chemical engineering is analyzed. The model is converted into dimensionless form. For the grid Ω × ω = [0, 1] × [0, T], the Crank-Nicolson spatial derivative scheme is used in space domain and forward difference scheme is used in time domain. The scheme is found to be unconditionally convergent, stable, first order accurate in time and second order accurate in space domain. For a test problem, numerical results are compared with the analytical ones for different values of parameter.

Keywords: Crank-Nicolson scheme, Lax-Richtmyer theorem, stability, consistency, Peclet number, Greschgorin circle

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Authors: Hilary Rutto, John Kabuba

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Sulphur dioxide is a harmful gaseous product that needs to be minimized in the atmosphere. This research work investigates the use of zeolite as a possible additive that can improve the sulphur dioxide capture in wet flue gas desulphurisation dissolution process. This work determines the effect of temperature, solid to liquid ratio, acid concentration and stirring speed on the leaching of zeolite using a pH stat apparatus. The atomic absorption spectrometer was used to measure the calcium ions from the solution. It was found that the dissolution rate of zeolite decreased with increase in solid to liquid ratio and increases with increase in temperature, stirring speed and acid concentration. The activation energy for the dissolution rate of zeolite in hydrochloric acid was found to be 9.29kJ/mol. and therefore the product layer diffusion was the rate limiting step.

Keywords: calcium ion, pH stat apparatus, wet flue gas desulphurization, zeolite

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Authors: Davood Niknezhad, Siham Kamali-Bernard

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Concrete durability is one of the most important considerations in the design of new structures in aggressive environments. It is now common knowledge that the transport properties of a concrete, i.e; permeability and chloride diffusion coefficient are important indicators of its durability. The development of microcracking in concrete structures leads to significant permeability and to durability problems as a result. The main objective of the study presented in this paper is to investigate the influence of mineral admixtures and impact of compressive cracks by mechanical uniaxial compression up to 80% of the ultimate strength on transport properties of self-compacting concrete (SCC) manufactured with the eco-materials (metakaolin, fly ash, slag HF). The chloride resistance and binding capacity of the different SCCs produced with the different admixtures in damaged and undamaged state are measured using a chloride migration test accelerated by an external applied electrical field. Intrinsic permeability is measured using the helium gas and one permeameter at constant load. Klinkenberg approach is used for the determination of the intrinsic permeability. Based on the findings of this study, the use of mineral admixtures increases the resistance of SCC to chloride ingress and reduces their permeability. From the impact of mechanical damage, we show that the Gas permeability is more sensitive of concrete damaged than chloride diffusion. A correlation is obtained between the intrinsic permeability and chloride migration coefficient according to the damage variable for the four studied mixtures.

Keywords: SCC, concrete durability, transport properties, gas permeability, chloride diffusion, mechanical damage, mineral admixtures

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Authors: Stanisław Fic, Danuta Barnat-Hunek, Przemysław Brzyski

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The aim of the study was to evaluate the possibility of applying modified lime binder together with natural flax fibers and straw to the production of wall blocks to the usage in energy-efficient construction industry and the development of proposals for technological solutions. The following laboratory tests were performed: the analysis of the physical characteristics of the tested materials (bulk density, total porosity, and thermal conductivity), compressive strength, a water droplet absorption test, water absorption of samples, diffusion of water vapor, and analysis of the structure by using SEM. In addition, the process of surface hydrophobisation was analyzed. In the paper, there was examined the effectiveness of two formulations differing in the degree of hydrolytic polycondensation, viscosity and concentration, as these are the factors that determine the final impregnation effect. Four composites, differing in composition, were executed. Composites, as a result of the presence of flax straw and fibers showed low bulk density in the range from 0.44 to 1.29 kg/m3 and thermal conductivity between 0.13 W/mK and 0.22 W/mK. Compressive strength changed in the range from 0,45 MPa to 0,65 MPa. The analysis of results allowed observing the relationship between the formulas and the physical properties of the composites. The results of the effectiveness of hydrophobisation of composites after 2 days showed a decrease in water absorption. Depending on the formulation, after 2 days, the water absorption ratio WH of composites was from 15 to 92% (effectiveness of hydrophobization was suitably from 8 to 85%). In practice, preparations based on organic solvents often cause sealing of surface, hindering the diffusion of water vapor from materials but studies have shown good water vapor permeability by the hydrophobic silicone coating. The conducted pilot study demonstrated the possibility of applying flax composites. The article shows that the reduction of CO2 which is produced in the building process can be affected by using natural materials for the building components whose quality is not inferior as compared to the materials which are commonly used.

Keywords: ecological construction, flax fibers, hydrophobisation, lime

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Authors: Seungho Shin, Keunwoo Choi, Ali Akbar, Sukkee Um

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In this study, the nanoscale transport properties and catalyst utilization of vertically aligned carbon nanotube (VACNT) catalyst layers are computationally predicted by the three-dimensional lattice Boltzmann simulation based on the quasi-random nanostructural model in pursuance of fuel cell catalyst performance improvement. A series of catalyst layers are randomly generated with statistical significance at the 95% confidence level to reflect the heterogeneity of the catalyst layer nanostructures. The nanoscale gas transport phenomena inside the catalyst layers are simulated by the D3Q19 (i.e., three-dimensional, 19 velocities) lattice Boltzmann method, and the corresponding mass transport characteristics are mathematically modeled in terms of structural properties. Considering the nanoscale reactant transport phenomena, a transport-based effective catalyst utilization factor is defined and statistically analyzed to determine the structure-transport influence on catalyst utilization. The tortuosity of the reactant mass transport path of VACNT catalyst layers is directly calculated from the streaklines. Subsequently, the corresponding effective mass diffusion coefficient is statistically predicted by applying the pre-estimated tortuosity factors to the Knudsen diffusion coefficient in the VACNT catalyst layers. The statistical estimation results clearly indicate that the morphological structures of VACNT catalyst layers reduce the tortuosity of reactant mass transport path when compared to conventional catalyst layer and significantly improve consequential effective mass diffusion coefficient of VACNT catalyst layer. Furthermore, catalyst utilization of the VACNT catalyst layer is substantially improved by enhanced mass diffusion and electric current paths despite the relatively poor interconnections of the ion transport paths.

Keywords: Lattice Boltzmann method, nano transport phenomena, polymer electrolyte fuel cells, vertically aligned carbon nanotube

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Authors: Salman Piri

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In this study, a two-dimensional lattice Boltzmann method (LBM) was considered for the numerical simulation of fluid flow in a channel. Also, the Lagrangian method was used for particle tracking in one-way coupling. Three hundred spherical particles with specific diameters were released in the channel entry and an elliptical object was placed in the channel for flow obstruction. The effect of gravity, the drag force, the Saffman lift and the Brownian forces were evaluated in the particle motion trajectories. Also, the effect of the geometrical parameter, ellipse aspect ratio, and the flow characteristic or Reynolds number was surveyed for the transport and deposition of particles. Moreover, the influence of particle diameter between 0.01 and 10 µm was investigated. Results indicated that in small Reynolds, more inertial and gravitational trapping occurred on the obstacle surface for particles with larger diameters. Whereas, for nano-particles, influenced by Brownian diffusion and vortices behind the obstacle, the inertial and gravitational mechanisms were insignificant and diffusion was the dominant deposition mechanism. In addition, in Reynolds numbers larger than 400, there was no significant difference between the deposition of finer and larger particles. Also, in higher aspect ratios of the ellipse, more inertial trapping occurred for particles of larger diameter (10 micrometers), while in lower cases, interception and gravitational mechanisms were dominant.

Keywords: ellipse aspect elito, particle tracking diffusion, lattice boltzman method, larangain particle tracking

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Authors: Ozgu Turgut

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Water scarcity is a problem for many regions which requires immediate action, and solutions cannot be postponed for a long time. It is known that farming consumes a significant portion of usable water. Although in recent years, the efforts to make the transition to dripping or spring watering systems instead of using surface watering started to pay off. It is also known that this transition is not necessarily translated into an increase in the capacity dedicated to other water consumption channels such as city water or power usage. In order to control and allocate the water resource more purposefully, new watering systems have to be used with monitoring abilities that can limit the usage capacity for each farm. In this study, a decision support model which relies on a bi-objective stochastic linear optimization is proposed, which takes crop yield and price volatility into account. The model generates annual planting plans as well as water usage limits for each farmer in the region while taking the total value (i.e., profit) of the overall harvest. The mathematical model is solved using the L-shaped method optimally. The decision support model can be especially useful for regional administrations to plan next year's planting and water incomes and expenses. That is why not only a single optimum but also a set of representative solutions from the Pareto set is generated with the proposed approach.

Keywords: decision support, farming, water, tactical planning, optimization, stochastic, pareto

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Authors: Youssef Wardeh, Elias Kinab, Pierre Rahme, Gilles Escadeillas, Stephane Ginestet

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Urban heat islands designate a local phenomenon that appears in high density cities. This results in a rise ofambient temperature in the urban area compared to the neighboring rural area. Solar radiation plays an important role in this phenomenon since it is partially absorbed by the materials, especially roads and parking lots. Cool pavements constitute an innovative and promising technique to mitigate urban heat islands. The cool pavements studied in this work allow to limit the increase of the surface temperature, thanks to evaporation of the water conducted through capillary pores, from the humidified base to the surface exposed to solar radiation. However, the performance or the cooling capacity of a pavement sometimes remained difficult to characterize. In this work, a new definition of the cooling capacity of a pavement is presented, and a correlation between the latter and the hydrothermal properties of cool pavements is revealed. Firstly, several porous concrete pavements were characterized through their hydrothermal properties, which can be related to the cooling effect, such as albedo, thermal conductivity, water absorption, etc. Secondly, these pavements initially saturated and continuously supplied with water through their bases, were exposed to external solar radiation during three sunny summer days, and their surface temperatures were measured. For draining pavements, a strong second-degreepolynomial correlation(R² = 0.945) was found between the cooling capacity and the term, which reflects the interconnection of capillary water to the surface. Moreover, it was noticed that the cooling capacity reaches its maximum for an optimal range of capillary pores for which the capillary rise is stronger than gravity. For non-draining pavements, a good negative linear correlation (R² = 0.828) was obtained between the cooling capacity and the term, which expresses the ability to heat the capillary water by the energystored far from the surface, and, therefore, the dominance of the evaporation process by diffusion. The latest tests showed that this process is, however, likely to be disturbed by the material resistance to the water vapor diffusion.

Keywords: urban heat islands, cool pavement, cooling capacity, hydrothermal properties, evaporation

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Authors: Muhammad Yusuf Abduh, Syaripudin, Laksmitha Dyanie, Robert Manurung

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The time profile of moisture content for different fractions (PT-3, PT-7, PT-14, NPT-21) of trisperma seeds (Reutealis trisperma) was determined at a relative humidity of 67% and 27°C for a four months period. The diffusion coefficient of water in the trisperma seeds was determined using an analytical solution of instationary diffusion equation and used to model the moisture content in the seeds. The total oil content of the seeds and the acid value of the extracted oil from the stored seeds were periodically measured for four months. The acid value of the extracted oil from the stored seeds increased for all conditions (1.1 to 2.8 mg KOH/g for PT-3, 1.9 to 9.9 mg KOH/g for PT-7, 3.4 to 11.6 mg KOH/g for PT-14 and 4.7 to 25.4 mg KOH/g for NPT-21). The acid value of trisperma oil and biodiesel that has been stored for four months (27°C, closed container) was also determined. Upon storage, the acid value of trisperma oil and biodiesel only slightly increased from 1.1 to 1.3 mg KOH/g and 0.4 to 0.43 mg KOH/g, respectively.

Keywords: acid value, biodiesel, moisture content, Reutealis trisperma, storage

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Authors: Sohail Imran, Tariq Mahmood

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In complex healthcare diagnostic investigation process, medical practitioners have to focus on ways to standardize their processes to perform high quality care and optimize the time and costs. Process mining techniques can be applied to extract process related knowledge from data without considering causal and dynamic dependencies in business domain and processes. The application of process mining is effective in diagnostic investigation. It is very helpful where a treatment gives no dispositive evidence favoring it. In this paper, we applied process mining to discover important process flow of diagnostic investigation for hepatitis patients. This approach has some benefits which can enhance the quality and efficiency of diagnostic investigation processes.

Keywords: process mining, healthcare, diagnostic investigation process, process flow

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Authors: Shahida Khatoon, Mohd. Faisal Jalil, Vaishali Gautam

Abstract:

The Photovoltaic (PV) generated power is mainly dependent on environmental factors. The PV array’s lifetime and overall systems effectiveness reduce due to the partial shading condition. Clustering the electrical connections between solar modules is a viable strategy for minimizing these power losses by shade diffusion. This article comprehensively evaluates various PV array clustering/reconfiguration models for PV systems. These are static and dynamic reconfiguration techniques for extracting maximum power in mismatch conditions. This paper explores and analyzes current breakthroughs in solar PV performance improvement strategies that merit further investigation. Altogether, researchers and academicians working in the field of dedicated solar power generation will benefit from this research.

Keywords: static reconfiguration, dynamic reconfiguration, photo voltaic array, partial shading, CTC configuration

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Authors: B. Elshafei, X. Mao

Abstract:

The demand for renewable energy is significantly increasing, major investments are being supplied to the wind power generation industry as a leading source of clean energy. The wind energy sector is entirely dependable and driven by the prediction of wind speed, which by the nature of wind is very stochastic and widely random. This s0tudy employs deep multi-fidelity Gaussian process regression, used to predict wind speeds for medium term time horizons. Data of the RUNE experiment in the west coast of Denmark were provided by the Technical University of Denmark, which represent the wind speed across the study area from the period between December 2015 and March 2016. The study aims to investigate the effect of pre-processing the data by denoising the signal using empirical wavelet transform (EWT) and engaging the vector components of wind speed to increase the number of input data layers for data fusion using deep multi-fidelity Gaussian process regression (GPR). The outcomes were compared using root mean square error (RMSE) and the results demonstrated a significant increase in the accuracy of predictions which demonstrated that using vector components of the wind speed as additional predictors exhibits more accurate predictions than strategies that ignore them, reflecting the importance of the inclusion of all sub data and pre-processing signals for wind speed forecasting models.

Keywords: data fusion, Gaussian process regression, signal denoise, temporal extrapolation

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

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Authors: Tomoaki Hashimoto

Abstract:

Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: optimal control, stochastic systems, random dither, quantization

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Authors: Dileep Maarisetty, Janaki Komandur, Saroj S. Baral

Abstract:

In the current work, photocatalytic degradation of phenol was carried both in UV and visible light to find the slowest step that is limiting the rate of photo-degradation process. Characterization such as XRD, SEM, FT-IR, TEM, XPS, UV-DRS, PL, BET, UPS, ESR and zeta potential experiments were conducted to assess the credibility of catalysts in boosting the photocatalytic activity. To explore the synergy, TiO₂ was doped with graphene and alumina. The orbital hybridization with alumina doping (mediated by graphene) resulted in higher electron transfer from the conduction band of TiO₂ to alumina surface where oxygen reduction reactions (ORR) occur. Besides, the doping of alumina and graphene introduced defects into Ti lattice and helped in improving the adsorptive properties of modified photo-catalyst. Results showed that these defects promoted the oxygen reduction reactions (ORR) on the catalyst’s surface. ORR activity aims at producing reactive oxygen species (ROS). These ROS species oxidizes the phenol molecules which is adsorbed on the surface of photo-catalysts, thereby driving the photocatalytic reactions. Since mass transfer is considered as rate limiting step, various mathematical models were applied to the experimental data to probe the best fit. By varying the parameters, it was found that intra-particle diffusion was the slowest step in the degradation process. Lagergren model gave the best R² values indicating the nature of rate kinetics. Similarly, different adsorption isotherms were employed and realized that Langmuir isotherm suits the best with tremendous increase in uptake capacity (mg/g) of TiO₂-rGO-Al₂O₃ as compared undoped TiO₂. This further assisted in higher adsorption of phenol molecules. The results obtained from experimental, kinetic modelling and adsorption isotherms; it is concluded that apart from changes in surface, optoelectronic and morphological properties that enhanced the photocatalytic activity, the intra-particle diffusion within the catalyst’s pores serve as rate-limiting step in deciding the fate of photo-catalytic degradation of phenol.

Keywords: ORR, phenol degradation, photo-catalyst, rate kinetics

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Authors: S. Hamid Mirmohammadi, Shahrazad Tamjidzad

Abstract:

This paper is concerned with the single-item continuous review inventory system in which demand is stochastic and discrete. The budget consumed for purchasing the ordered items is not restricted but it incurs extra cost when exceeding specific value. The unit purchasing price depends on the quantity ordered under the all-units discounts cost structure. In many actual systems, the budget as a resource which is occupied by the purchased items is limited and the system is able to confront the resource shortage by charging more costs. Thus, considering the resource shortage costs as a part of system costs, especially when the amount of resource occupied by the purchased item is influenced by quantity discounts, is well motivated by practical concerns. In this paper, an optimization problem is formulated for finding the optimal (R, Q) policy, when the system is influenced by the budget limitation and a discount pricing simultaneously. Properties of the cost function are investigated and then an algorithm based on a one-dimensional search procedure is proposed for finding an optimal (R, Q) policy which minimizes the expected system costs .

Keywords: (R, Q) policy, stochastic demand, backorders, limited resource, quantity discounts

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Authors: Abdelli Soulaima, Belhadj Besma

Abstract:

The paper examines the choice of the central bank toward the movements of the nominal exchange rate and evaluates its effects on the volatility of the output growth and the inflation. The novel hybrid method of the dynamic stochastic general equilibrium called the DSGE-VAR is proposed for analyzing this policy experiment in a small scale open economy in particular Tunisia. The contribution is provided to the empirical literature as we apply the Tunisian data with this model, which is rarely used in this context. Note additionally that the issue of treating the degree of response of the central bank to the exchange rate in Tunisia is special. To ameliorate the estimation, the Bayesian technique is carried out for the sample 1980:q1 to 2011 q4. Our results reveal that the central bank should not react or softly react to the exchange rate. The variance decomposition displayed that the overall inflation volatility is more pronounced with the fixed exchange rate regime for most of the shocks except for the productivity and the interest rate. The output volatility is also higher with this regime with the majority of the shocks exempting the foreign interest rate and the interest rate shocks.

Keywords: DSGE-VAR modeling, exchange rate, monetary policy, Bayesian estimation

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