Search results for: slip distributions

Authors: Ryan D. Hoult

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The inherent assumption in the elementary theory of bending that plane sections remain plane is commonly used in the design of reinforced concrete members. However, in reality, a shear flow would develop in non-rectangular sections, where the longitudinal strains in between the web and flanges of the element would lag behind those at the boundary ends. This phenomenon, known as shear lag, can significantly reduce the expected moment capacity of non-rectangular reinforced concrete walls. This study focuses on shear lag effects in reinforced concrete U-shaped walls, which are commonly used as lateral load resisting elements in reinforced concrete buildings. An extensive number of finite element modelling analyses are conducted to estimate the vertical strain distributions across the web and flanges of a U-shaped wall with different axial load ratios and longitudinal reinforcement detailing. The results show that shear lag effects are prominent and sometimes significant in U-shaped walls, particularly for the wall sections perpendicular to the direction of loading.

Keywords: shear lag, walls, U-shaped, moment-curvature

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Authors: Ceshi Sun, Yueyu Zhao, Yaobing Zhao, Zhiqiang Wang, Jian Peng, Pengxin Guo

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With the rapid development of transportation, there are more than 100 cable-stayed bridges with main span larger than 300 m in China. In order to ascertain the statistical relationships among the design parameters of stay cables and their distribution characteristics, 1500 cables were selected from 25 practical long-span cable-stayed bridges. A new relationship between the first order frequency and the length of cable was found by conducting the curve fitting. Then, based on this relationship other interesting relationships were deduced. Several probability density functions (PDFs) were used to investigate the distributions of the parameters of first order frequency, stress level and the Irvine parameter. It was found that these parameters obey the Lognormal distribution, the Weibull distribution and the generalized Pareto distribution, respectively. Scatter diagrams of the three parameters were plotted and their 95% confidence intervals were also investigated.

Keywords: cable, cable-stayed bridge, long-span, statistical analysis

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Authors: Yih-Wenn Laih

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In recent times, the dependence and co-movement among international financial markets have become stronger than in the past, as evidenced by commentaries in the news media and the financial sections of newspapers. Studying the co-movement between returns in financial markets is an important issue for portfolio management and risk management. The realization of co-movement helps investors to identify the opportunities for international portfolio management in terms of asset allocation and pricing. Since the election of the new Prime Minister, Shinzo Abe, in November 2012, the yen has weakened against the US dollar from the 80 to the 120 level. The policies, known as “Abenomics,” are to encourage private investment through a more aggressive mix of monetary and fiscal policy. Given the close economic relations and competitions among Asia markets, it is interesting to discover the co-movement relations, affected by the depreciation of yen, between stock market of Japan and 5 major Asia stock markets, including China, Hong Kong, Korea, Singapore, and Taiwan. Specifically, we devote ourselves to measure the co-movement of stock markets between Japan and each one of the 5 Asia stock markets in terms of rank correlation coefficients. To compute the coefficients, return series of each stock market is first fitted by a skewed-t GARCH (generalized autoregressive conditional heteroscedasticity) model. Secondly, to measure the dependence structure between matched stock markets, we employ the symmetrized Joe-Clayton (SJC) copula to calculate the probability density function of paired skewed-t distributions. The joint probability density function is then utilized as the scoring scheme to optimize the sequence alignment by dynamic programming method. Finally, we compute the rank correlation coefficients (Kendall's  and Spearman's ) between matched stock markets based on their aligned sequences. We collect empirical data of 6 stock indexes from Taiwan Economic Journal. The data is sampled at a daily frequency covering the period from January 1, 2013 to July 31, 2015. The empirical distributions of returns indicate fatter tails than the normal distribution. Therefore, the skewed-t distribution and SJC copula are appropriate for characterizing the data. According to the computed Kendall’s τ, Korea has the strongest co-movement relation with Japan, followed by Taiwan, China, and Singapore; the weakest is Hong Kong. On the other hand, the Spearman’s ρ reveals that the strength of co-movement between markets with Japan in decreasing order are Korea, China, Taiwan, Singapore, and Hong Kong. We explore the effects of “Abenomics” on Asia stock markets by measuring the co-movement relation between Japan and five major Asia stock markets in terms of rank correlation coefficients. The matched markets are aligned by a hybrid method consisting of GARCH, copula and sequence alignment. Empirical experiments indicate that Korea has the strongest co-movement relation with Japan. The strength of China and Taiwan are better than Singapore. The Hong Kong market has the weakest co-movement relation with Japan.

Keywords: co-movement, depreciation of Yen, rank correlation, stock market

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Authors: Radek Doubrava, Roman Ruzek

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Nonstandard tests are necessary for analyses and verification of new developed structural and technological solutions with application of composite materials. One of the most critical primary structural parts of a typical aerospace structure is T-joint. This structural element is loaded mainly in shear, bending, peel and tension. The paper is focused on the shear loading simulations. The aim of the work is to obtain a representative uniform distribution of shear loads along T-joint during the mechanical testing is. A new design of T-joint test procedure, numerical simulation and optimization of representative boundary conditions are presented. The different conditions and inaccuracies both in simulations and experiments are discussed. The influence of different parameters on stress and strain distributions is demonstrated on T-joint made of CFRP (carbon fiber reinforced plastic). A special test rig designed by VZLU (Aerospace Research and Test Establishment) for T-shear test procedure is presented.

Keywords: T-joint, shear, composite, mechanical testing, finite element analysis, methodology

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Authors: A. M. Gheitaghy, H. Saffari, G. Q. Zhang

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Numerical approach based on the electrical simulation method is proposed to solve a nonlinear transient heat conduction problem with nonlinear boundary for a spherical body. This problem represents a strong nonlinearity in both the governing equation for temperature dependent thermal property and the boundary condition for combined convective and radiative cooling. By analysing the equivalent electrical model using the electrical circuit simulation program HSPICE, transient temperature and heat flux distributions at sphere can be obtained easily and fast. The solutions clearly illustrate the effect of the radiation-conduction parameter Nrc, the Biot number and the linear coefficient of temperature dependent conductivity and heat capacity. On comparing the results with corresponding numerical solutions, the accuracy and efficiency of this computational method are found to be good.

Keywords: convective and radiative boundary, electrical simulation method, nonlinear heat conduction, spherical coordinate

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Authors: Murtala Musa

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The purpose of this study was to look at the authorship patterns of Master's Degree Dissertations submitted to the Department of English and Literary Studies at Bayero University in Kano between 2007 and 2017, with the goal of determining the pattern and degree of collaboration between authors. The study was conducted utilizing quantitative research methods and an Ex-post factor research design. A total of 176 copies of Masters Dissertations were examined, yielding a total of 12061 citations. The data collection instrument was a citation analysis checklist created by the researcher. Subramanyam's Law of Collaboration of Authors was used to determine the degree of collaboration among authors using descriptive statistics such as tables, frequency distributions, percentages, and charts. Single-authored publications, followed by double-authored articles, accounted for the majority of the contributions.

Keywords: authorship patterns, bibliometrics, English and Literary studies, citation analysis

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Authors: S. J. Addinell, T. Richard, B. Evans

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The Deep Exploration Technologies Cooperative Research Centre (DET CRC) is researching and developing a new coiled tubing based greenfields mineral exploration drilling system utilising downhole water powered percussive drill tooling. This new drilling system is aimed at significantly reducing the costs associated with identifying mineral resource deposits beneath deep, barron cover. This system has shown superior rates of penetration in water-rich hard rock formations at depths exceeding 500 meters. Several key challenges exist regarding the deployment and use of these bottom hole assemblies for mineral exploration, and this paper discusses some of the key technical challenges. This paper presents experimental results obtained from the research program during laboratory and field testing of the prototype drilling system. A study of the morphological aspects of the cuttings generated during the percussive drilling process is presented and shows a strong power law relationship for particle size distributions. Several percussive drilling parameters such as RPM, applied fluid pressure and weight on bit have been shown to influence the particle size distributions of the cuttings generated. This has direct influence on other drilling parameters such as flow loop performance, cuttings dewatering, and solids control. Real-time, accurate knowledge of percussive system operating parameters will assist the driller in maximising the efficiency of the drilling process. The applied fluid flow, fluid pressure, and rock properties are known to influence the natural oscillating frequency of the percussive hammer, but this paper also shows that drill bit design, drill bit wear and the applied weight on bit can also influence the oscillation frequency. Due to the changing drilling conditions and therefore changing operating parameters, real-time understanding of the natural operating frequency is paramount to achieving system optimisation. Several techniques to understand the oscillating frequency have been investigated and presented. With a conventional top drive drilling rig, spectral analysis of applied fluid pressure, hydraulic feed force pressure, hold back pressure and drill string vibrations have shown the presence of the operating frequency of the bottom hole tooling. Unfortunately, however, with the implementation of a coiled tubing drilling rig, implementing a positive displacement downhole motor to provide drill bit rotation, these signals are not available for interrogation at the surface and therefore another method must be considered. The investigation and analysis of ground vibrations using geophone sensors, similar to seismic-while-drilling techniques have indicated the presence of the natural oscillating frequency of the percussive hammer. This method is shown to provide a robust technique for the determination of the downhole percussive oscillation frequency when used with a coiled tubing drill rig.

Keywords: cuttings characterization, drilling optimization, oscillation frequency, percussive drilling, spectral analysis

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Authors: M. A. Abd-Allah, Mahmoud N. Ali, A. Said

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Lightning Protection Systems (LPS) for wind power generation is becoming an important public issue. A serious damage of blades, accidents where low-voltage and control circuit breakdowns frequently occur in many wind farms. A grounding system is one of the most important components required for appropriate LPSs in wind turbines WTs. Proper design of a wind turbine grounding system is demanding and several factors for the proper and effective implementation must be taken into account. This paper proposed procedure of proper design of grounding systems for a wind turbine was introduced. This procedure depends on measuring of ground current of simulated wind farm under lightning taking into consideration the soil ionization. The procedure also includes the Ground Potential Rise (GPR) and the voltage distributions at ground surface level and Touch potential. In particular, the contribution of mitigating techniques, such as rings, rods and the proposed design were investigated.

Keywords: WTs, Lightning Protection Systems (LPS), GPR, grounding system, mitigating techniques

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Authors: Nkeiruka Elsie Ezomike, Chinwe L. Onyekonwu, Anthony N. Ikefuna, Bede C. Ibe

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Superficial fungal infections (SFIs) are one of the common cutaneous infections that affect children worldwide. They may lead to school absenteeism or school drop-out and hence setback in the education of the child. Community-based studies in any locality are good reflections of the health conditions within that area. There is a dearth of information in the literature about SFI among primary school children in Enugu. This study aimed to determine the clinicomycological pattern of SFIs among primary school children in rural and urban communities in Enugu. This was a comparative descriptive cross-sectional study among primary school children in Awgu (rural) and Enugu North (urban) Local Government Areas (LGAs). Subjects' selection was made over 6 months using a multi-stage sampling method. Information such as age, sex, parental education, and occupation were collected using questionnaires. Socioeconomic classes of the children were determined using the classification proposed by Oyedeji et al. The samples were collected from subjects with SFIs. Potassium hydroxide tests were done on the samples. The samples that tested positive were cultured for SFI by inoculating onto Sabouraud's dextrose chloramphenicol actidione agar. The characteristics of the isolates were identified according to their morphological features using Mycology Online, Atlas 2000, and Mycology Review 2003. Equal numbers of children were recruited from the two LGAs. A total of 1662 pupils were studied. The mean ages of the study subjects were 9.03 ± 2.10years in rural and 10.46 ± 2.33years in urban communities. The male to female ratio was 1.6:1 in rural and 1:1.1 in urban communities. The personal hygiene of the children was significantly related to the presence of SFIs. The overall prevalence of SFIs among the study participants was 45%. In the rural, the prevalence was 29.6%, and in the urban prevalence was 60.4%. The types of SFIs were tinea capitis (the commonest), tinea corporis, pityriasis Versicolor, tinea unguium, and tinea manuum with prevalence rates lower in rural than urban communities. The clinical patterns were gray patch and black dot type of non-inflammatory tinea capitis, kerion, tinea corporis with trunk and limb distributions, and pityriasis Versicolor with face, trunk and limb distributions. Gray patch was the most frequent pattern of SFI seen in rural and urban communities. Black dot type was more frequent in rural than urban communities. SFIs were frequent among children aged 5 to 8years in rural and 9 to 12 years in urban communities. SFIs were commoner in males in the rural, whereas female dominance was observed in the urban. SFIs were more in children from low social class and those with poor hygiene. Trichophyton tonsurans and Trichophyton soudanese were the common mycological isolates in rural and urban communities, respectively. In conclusion, SFIs were less prevalent in rural than in urban communities. Trichophyton species were the most common fungal isolates in the communities. Health education of mothers and their children on SFI and good personal hygiene will reduce the incidence of SFIs.

Keywords: clinicomycological pattern, communities, primary school children, superficial fungal infections

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Authors: Hooman Dabirmanesh, Attila M. Zsaki

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The toppling failure mode in a rock mass is considerably different from the most common sliding failure type along an existing or an induced slip plane. Block toppling is observed in a rock mass which consists of both a widely-spaced basal cross-joint set and a closely-spaced discontinuity set dipping into the slope. For this case, failure occurs when the structure cannot bear the tensile portion of bending stress, and the columns or blocks overturn by their own weight. This paper presents a particle-based discrete element model of rock blocks subjected to a toppling failure where geometric conditions and interaction among blocks are investigated. A series of parametric studies have been conducted on particles’ size, arrangement and bond contact among of particles which are made the blocks. Firstly, a numerical investigation on a one-block system was verified. Afterward, a slope consisting of multi-blocks was developed to study toppling failure and interaction forces between blocks. The results show that the formation of blocks, especially between the block and basal plane surface, can change the process of failure. The results also demonstrate that the initial configuration of particles used to form the blocks has a significant role in achieving accurate simulation results. The size of particles and bond contacts have a considerable influence to change the progress of toppling failure.

Keywords: block toppling failure, contact interaction, discrete element, particle size, random generation

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Authors: M. Naderi, N. Iyyer, K. Goel, N. Phan

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A micromechanical analysis of the influence of fiber-matrix interface fracture properties on the transverse tensile response of fiber-reinforced composite is investigated. Augmented finite element method (AFEM) is used to provide high-fidelity damage initiation and propagation along the micromechanical analysis. Effects of fiber volume fraction and fiber shapes are also studies in representative volume elements (RVE) to capture the stochastic behavior of the composite under loading. In addition, defects and voids influence on the composite response are investigated in micromechanical analysis. The results reveal that the response of RVE with constant interface properties overestimates the composite transverse strength. It is also seen that the damage initiation and propagation locations are controlled by the distributions of fracture properties, fibers’ shapes, and defects.

Keywords: cohesive model, fracture, computational mechanics, micromechanics

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Authors: Deepak Raj Bhat, Akihiko Wakai, Shigeru Ogita, Yorihiro Tanaka, Kazushige Hayashi, Shinro Abe

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In this study, the newly developed finite element methods are used for numerical analysis ofa landslide triggered by the fluctuations of ground-water levels in different cases I-IV. In case I, the ground-water level is fixed in such a way that the overall factor of safety (Fs) would be greater or equal to 1 (i.e., stable condition). Then, the ground-water level is gradually increased up to 1.0 m for, making the overall factor of safety (Fs) less than one (i.e., stable or moving condition). Then, the newly developed finite element model is applied for numerical simulation of the slope for each case. Based on the numerical analysis results of each Cases I-IV, the details of the deformation pattern and shear strain pattern are compared to each other. Moreover, the change in mobilized shear strength and local factor of safety along the slip surface of the landslide for each case are discussed to understand the triggering behaviors of a landslide due to the increased in ground water level. It is expected that this study will help to better understand the role of groundwater fluctuation for triggering of a landslide or slope failure disasters, and it would be also helpful for the judgment of the countermeasure works for the prevention and mitigation of landslide and slope failure disasters in near future.

Keywords: finite element method, ground water fluctuations, constitutive model, landslides, long-term disaster management system

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Authors: O. Hinrichs, H. Franz, G. Reiter

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Electron guns have a key function in a series of thermal processes, like EB (electron beam) melting, evaporation or welding. These techniques need a high-intensity continuous electron beam that defocuses itself due to high space charge forces. A proper beam transport throughout the magnetic focusing system can be ensured by a space charge compensation via residual gas ions. The different pressure stages in the EB gun cause various degrees of compensation. A numerical model was installed to simulate realistic charge distributions within the beam by using CST-Particle Studio code. We will present current status of beam dynamic simulations. This contribution will focus on the creation of space charge ions and their influence on beam and gun components. Furthermore, the beam transport in the gun will be shown for different beam parameters. The electron source allows to produce beams with currents of 3 A to 15 A and energies of 40 keV to 45 keV.

Keywords: beam dynamic simulation, space charge compensation, thermionic electron source, EB melting, EB thermal processing

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Authors: Vijay Vir Singh

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In this paper, we focus on the reliability and performance analysis of Computer Centre (CC) at Yobe State University, Damaturu, Nigeria. The CC consists of three servers: one database mail server, one redundant and one for sharing with the client computers in the CC (called as local server). Observing the different possibilities of functioning of the CC, analysis has been done to evaluate the various reliability characteristics of the system. The system can completely fail due to failure of router, redundant server before repairing the mail server, and switch failure. The system can also partially fail when local server fails. The system can also fail completely due to a cooling failure, electricity failure or some natural calamity like earthquake, fire etc. All the failure rates are assumed to be constant while repair follows two types of distributions: general and Gumbel-Hougaard family copula.

Keywords: reliability, availability Gumbel-Hougaard family copula, MTTF, internet data centre

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Authors: Sungkyung Kim, Jee-Hyeon Na, Dong-Seung Kwon

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Future mobile networks following 5th generation will be characterized by one thousand times higher gains in capacity; connections for at least one hundred billion devices; user experience capable of extremely low latency and response times. To be close to the capacity requirements and higher reliability, advanced technologies have been studied, such as multiple connectivity, small cell enhancement, heterogeneous networking, and advanced interference and mobility management. This paper is focused on the multiple connectivity in heterogeneous cellular networks. We investigate the performance of coverage and user throughput in several deployment scenarios. Using the stochastic geometry approach, the SINR distributions and the coverage probabilities are derived in case of dual connection. Also, to compare the user throughput enhancement among the deployment scenarios, we calculate the spectral efficiency and discuss our results.

Keywords: heterogeneous networks, multiple connectivity, small cell enhancement, stochastic geometry

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Authors: Wei Xu, Abdo S. Haidar, Jianxin Gao

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Prosthetic socket is a component that connects the residual limb of an amputee with an artificial prosthesis. It is widely recognized as the most critical component that determines the comfort of a patient when wearing the prosthesis in his/her daily activities. Through the socket, the body weight and its associated dynamic load are distributed and transmitted to the prosthesis during walking, running or climbing. In order to achieve a good-fit socket for an individual amputee, it is essential to obtain the biomechanical properties of the residual limb. In current clinical practices, this is achieved by a touch-and-feel approach which is highly subjective. Although there have been significant advancements in prosthetic technologies such as microprocessor controlled knee and ankle joints in the last decade, the progress in designing a comfortable socket has been rather limited. This means that the current process of socket design is still very time-consuming, and highly dependent on the expertise of the prosthetist. Supported by the state-of-the-art sensor technologies and numerical simulations, a new socket design system is being developed to help prosthetists achieve rapid design of comfortable sockets for above knee amputees. This paper reports the research work related to establishing biomechanical models for socket design. Through numerical simulation using finite element method, comprehensive relationships between pressure on residual limb and socket geometry were established. This allowed local topological adjustment for the socket so as to optimize the pressure distributions across the residual limb. When the full body weight of a patient is exerted on the residual limb, high pressures and shear forces between the residual limb and the socket occur. During numerical simulations, various hyperplastic models, namely Ogden, Yeoh and Mooney-Rivlin, were used, and their effectiveness in representing the biomechanical properties of soft tissues of the residual limb was evaluated. This also involved reverse engineering, which resulted in an optimal representative model under compression test. To validate the simulation results, a range of silicone models were fabricated. They were tested by an indentation device which yielded the force-displacement relationships. Comparisons of results obtained from FEA simulations and experimental tests showed that the Ogden model did not fit well the soft tissue material indentation data, while the Yeoh model gave the best representation of the soft tissue mechanical behavior under indentation. Compared with hyperplastic model, the result showed that elastic model also had significant errors. In addition, normal and shear stress distributions on the surface of the soft tissue model were obtained. The effect of friction in compression testing and the influence of soft tissue stiffness and testing boundary conditions were also analyzed. All these have contributed to the overall goal of designing a good-fit socket for individual above knee amputees.

Keywords: above knee amputee, finite element simulation, hyperplastic model, prosthetic socket

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Authors: Aaron Aboshio, Jianqiao Ye

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In this study, static and dynamic responses of a typical reinforced concrete flat slab, designed to British Standard (BS 8110, 1997) and under self and live loadings for dance halls are reported. Linear perturbation analysis using finite element method was employed for modal, impulse loading and frequency response analyses of the slab under the aforementioned loading condition. Results from the static and dynamic analyses, comprising of the slab fundamental frequencies and mode shapes, dynamic amplification factor, maximum deflection, stress distributions among other valuable outcomes are presented and discussed. These were gauged with the limiting provisions in the design code with a view to optimise the structure and ensure both adequate strength and economical section for large clear span slabs. This is necessary owing to the continued increase in cost of erecting building structures and the squeeze on public finance globally.

Keywords: economical design, finite element method, modal dynamics, reinforced concrete, slab

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Authors: Nishtha Madaan, Prateek Chaudhury, Nishant Kumar, Srikanta Bedathur

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In modern NLP applications, word embeddings are a crucial backbone that can be readily shared across a number of tasks. However, as the text distributions change and word semantics evolve over time, the downstream applications using the embeddings can suffer if the word representations do not conform to the data drift. Thus, maintaining word embeddings to be consistent with the underlying data distribution is a key problem. In this work, we tackle this problem and propose TransDrift, a transformer-based prediction model for word embeddings. Leveraging the flexibility of the transformer, our model accurately learns the dynamics of the embedding drift and predicts future embedding. In experiments, we compare with existing methods and show that our model makes significantly more accurate predictions of the word embedding than the baselines. Crucially, by applying the predicted embeddings as a backbone for downstream classification tasks, we show that our embeddings lead to superior performance compared to the previous methods.

Keywords: NLP applications, transformers, Word2vec, drift, word embeddings

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Authors: Serge Provost, Yishan Zang

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Copulas are currently utilized in finance, reliability theory, machine learning, signal processing, geodesy, hydrology and biostatistics, among several other fields of scientific investigation. It follows from Sklar's theorem that the joint distribution function of a multidimensional random vector can be expressed in terms of its associated copula and marginals. Since marginal distributions can easily be determined by making use of a variety of techniques, we address the problem of securing the distribution of the copula. This will be done by using several approaches. For example, we will obtain bivariate least-squares approximations of the empirical copulas, modify the kernel density estimation technique and propose a criterion for selecting appropriate bandwidths, differentiate linearized empirical copulas, secure Bernstein polynomial approximations of suitable degrees, and apply a corollary to Sklar's result. Illustrative examples involving actual observations will be presented. The proposed methodologies will as well be applied to a sample generated from a known copula distribution in order to validate their effectiveness.

Keywords: copulas, Bernstein polynomial approximation, least-squares polynomial approximation, kernel density estimation, density approximation

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Authors: Vakamalla Teja Reddy, Narasimha Mangadoddy

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Hydrocyclones are used to separate particles into different size fractions in the mineral processing, chemical and metallurgical industries. High speed video imaging, Laser Doppler Anemometry (LDA), X-ray and Gamma ray tomography are previously used to measure the two-phase flow characteristics in the cyclone. However, investigation of solids flow characteristics inside the cyclone is often impeded by the nature of the process due to slurry opaqueness and solid metal wall vessels. In this work, a dual-plane high speed Electrical resistance tomography (ERT) is used to measure hydrocyclone internal flow dynamics in situ. Experiments are carried out in 3 inch hydrocyclone for feed solid concentrations varying in the range of 0-50%. ERT data analysis through the optimized FEM mesh size and reconstruction algorithms on air-core and solid concentration tomograms is assessed. Results are presented in terms of the air-core diameter and solids volume fraction contours using Maxwell’s equation for various hydrocyclone operational parameters. It is confirmed by ERT that the air core occupied area and wall solids conductivity levels decreases with increasing the feed solids concentration. Algebraic slip mixture based multi-phase computational fluid dynamics (CFD) model is used to predict the air-core size and the solid concentrations in the hydrocyclone. Validation of air-core size and mean solid volume fractions by ERT measurements with the CFD simulations is attempted.

Keywords: air-core, electrical resistance tomography, hydrocyclone, multi-phase CFD

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Authors: Yuchao Hua, Lingai Luo

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Thermal energy storage is of critical importance for the highly-efficient utilization of renewable energy sources. Over the past decades, single-tank thermocline technology has attracted much attention owing to its high cost-effectiveness. In the present work, we investigate the influence of the filler porosity’s non-uniform distribution on the thermal performance of the packed-bed sensible heat thermocline storage tanks on the basis of the analytical model obtained by the Laplace transform. It is found that when the total amount of filler materials (i.e., the integration of porosity) is fixed, the different porosity distributions can result in the significantly-different behaviors of outlet temperature and thus the varied charging and discharging efficiencies. Our results indicate that a non-uniform distribution of the fillers with the proper design can improve the heat storage performance without changing the total amount of the filling materials.

Keywords: energy storage, heat thermocline storage tank, packed bed, transient thermal analysis

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Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

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This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.

Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium

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Authors: Andrey V. Timofeev, Dmitry V. Egorov

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The practical efficient approach is suggested for estimation of the seismoacoustic sources energy in C-OTDR monitoring systems. This approach represents the sequential plan for confidence estimation both the seismoacoustic sources energy, as well the absorption coefficient of the soil. The sequential plan delivers the non-asymptotic guaranteed accuracy of obtained estimates in the form of non-asymptotic confidence regions with prescribed sizes. These confidence regions are valid for a finite sample size when the distributions of the observations are unknown. Thus, suggested estimates are non-asymptotic and nonparametric, and also these estimates guarantee the prescribed estimation accuracy in the form of the prior prescribed size of confidence regions, and prescribed confidence coefficient value.

Keywords: nonparametric estimation, sequential confidence estimation, multichannel monitoring systems, C-OTDR-system, non-lineary regression

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Authors: M. I. Youssef, A. E. Emam, M. Abd Elghany

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The performance of wireless communication systems is affected mainly by the environment of its associated channel, which is characterized by dynamic and unpredictable behavior. In this paper, different statistical earth-satellite channel models are studied with emphasize on two main models, first is the Rice-Log normal model, due to its representation for the environment including shadowing and multi-path components that affect the propagated signal along its path, and a three-state model that take into account different fading conditions (clear area, moderate shadow and heavy shadowing). The provided models are based on AWGN, Rician, Rayleigh, and log-normal distributions were their Probability Density Functions (PDFs) are presented. The transmission system Bit Error Rate (BER), Peak-Average-Power Ratio (PAPR), and the channel capacity vs. fading models are measured and analyzed. These simulations are implemented using MATLAB tool, and the results had shown the performance of transmission system over different channel models.

Keywords: fading channels, MIMO communication, RNS scheme, statistical modeling

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Authors: Mogens Saberi

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The focus of this article is to present the experience gained from the design of a grouted pile-sleeve connection and to present simple design expressions which can be used in the preliminary design phase of such connections. The grout pile-sleeve connection serves as a connection between an offshore jacket foundation and pre-installed piles located in the seabed. The jacket foundation supports a wind turbine generator resulting in significant dynamic loads on the connection. The connection is designed with shear keys in order to optimize the overall design but little experience is currently available in the use of shear keys in such connections. It is found that the consequence of introducing shear keys in the design is a very complex stress distribution which requires special attention due to significant fatigue loads. An optimal geometrical shape of the shear keys is introduced in order to avoid large stress concentration factors and a relatively easy fabrication. The connection is analysed in ANSYS Mechanical where the grout is modelled by a non-linear material model which allows for cracking of the grout material and captures the elastic-plastic behaviour of the grout material. Special types of finite elements are used in the interface between the pile sleeve and the grout material to model the slip surface between the grout material and the steel. Based on the performed finite element modelling simple design expressions are introduced.

Keywords: fatigue design, non-linear finite element modelling, structural dynamics, simple design expressions

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Authors: Jinghui Peng, Shanyu Tang, Jia Li

Abstract:

Steganalysis seeks to detect the presence of secret data embedded in cover objects, and there is an imminent demand to detect hidden messages in streaming media. This paper shows how a steganalysis algorithm based on Fast Fourier Transform (FFT) can be used to detect the existence of secret data embedded in streaming media. The proposed algorithm uses machine parameter characteristics and a network sniffer to determine whether the Internet traffic contains streaming channels. The detected streaming data is then transferred from the time domain to the frequency domain through FFT. The distributions of power spectra in the frequency domain between original VoIP streams and stego VoIP streams are compared in turn using t-test, achieving the p-value of 7.5686E-176 which is below the threshold. The results indicate that the proposed FFT-based steganalysis algorithm is effective in detecting the secret data embedded in VoIP streaming media.

Keywords: steganalysis, security, Fast Fourier Transform, streaming media

Procedia PDF Downloads 121

Authors: U. Ugochukwu, J. Lee, P. Conley

Abstract:

According to a recent survey by the UT Southwestern Workplace Safety Committee, the three most common on-the-job injuries reported by workers at the medical center are musculoskeletal injuries, slip-and-fall injuries and repetitive motion injuries. Last year alone, of the 650 documented workplace injuries and accidents, 45% were seen in employees in their first-two years of employment. UT Southwestern New Employee On-Boarding program was created and modeled to follows OSHA’s model that consist of: determining if training is needed, identifying training needs, identifying goals and objectives, developing learning activities, conducting the training, evaluating program effectiveness, and improving the program. The hospital’s management best practices were recreated to limit and control workplace injuries and accidents. Regular trainings and workshops on workplace safety and compliance were initiated for new employees. Various computer workstations were evaluated and recommendations were made to reduce musculoskeletal disorders. Post exposure protocols and workers protection programs were remodeled for infectious agents and chemicals used in the hospital, and medical surveillance programs were updated, for every emerging threat, to ensure they are in compliance with the US policy, regulatory and standard setting organizations. If ignorance of specific job hazards and of proper work practices is to blame for this higher injury rate, then training will help to provide a solution. Use of this program in training activities is just one of many ways UT Southwestern complied with the OSHA standards that relate to training while enhancing the safety and health of their employees.

Keywords: ergonomics, hazard, on-boarding, surveillance, workplace

Procedia PDF Downloads 306

Authors: Huirui Han, Chao Zhang

Abstract:

The rod bundle is used in the fuel assembly of the supercritical water-cooled nuclear reactor. In the rod bundle, the coolant absorbs the heat contributed by the fission process. Because of the dramatic variations in the thermophysical properties of water at supercritical conditions, it is essential to investigate the heat transfer characteristics of supercritical water in the rod bundle to ensure the safety of the nuclear power plant. In this study, the effects of the flow direction, including horizontal, upward, and downward, on the fluid flow and heat transfer of the supercritical water in the rod bundle were studied numerically. The results show the possibility of gap vortices in the flow subchannels of the rod bundle. In addition, the distributions of the circumferential wall temperature show differences in different flow direction conditions. It was also found that the circumferential cladding surface temperature distribution in the upward flow condition is extremely non-uniform, and there is a large difference between the maximum wall temperatures for different fuel rods.

Keywords: heat transfer, rod bundle, supercritical water, wall temperature

Procedia PDF Downloads 75

Authors: Najla Althuniyan

Abstract:

Online discussions take place across different platforms. These discussions have the potential to extract crowd wisdom and capture the collective intelligence from a different perspective. However, certain phenomena, such as controversy, often appear in online argumentation that makes the discussion between participants heated. Heated discussions can be used to extract new knowledge. Therefore, detecting the presence of controversy is an essential task to determine if collective intelligence can be extracted from online discussions. This paper uses existing measures for estimating controversy quantitatively in cyber-argumentation. First, it defines controversy in different fields, and then it identifies the attributes of controversy in online discussions. The distributions of user opinions and the distance between opinions are used to calculate the controversial degree of a discussion. Finally, the results from each controversy measure are discussed and analyzed using an empirical study generated by a cyber-argumentation tool. This is an improvement over the existing measurements because it does not require ground-truth data or specific settings and can be adapted to distribution-based or distance-based opinions.

Keywords: online argumentation, controversy, collective intelligence, agreement analysis, collaborative decision-making, fuzzy logic

Procedia PDF Downloads 101

Authors: Farrukh Javed, Krzysztof Podgórski

Abstract:

We propose a new model that accounts for the asymmetric response of volatility to positive ('good news') and negative ('bad news') shocks in economic time series the so-called leverage effect. In the past, asymmetric powers of errors in the conditionally heteroskedastic models have been used to capture this effect. Our model is using the gamma difference representation of the generalized Laplace distributions that efficiently models the asymmetry. It has one additional natural parameter, the shape, that is used instead of power in the asymmetric power models to capture the strength of a long-lasting effect of shocks. Some fundamental properties of the model are provided including the formula for covariances and an explicit form for the conditional distribution of 'bad' and 'good' news processes given the past the property that is important for the statistical fitting of the model. Relevant features of volatility models are illustrated using S&P 500 historical data.

Keywords: heavy tails, volatility clustering, generalized asymmetric laplace distribution, leverage effect, conditional heteroskedasticity, asymmetric power volatility, GARCH models

Procedia PDF Downloads 364