Search results for: Structural Equation Model

Authors: Mahdi Shaghaghi, Amir Ghaebi, Fariba Ahmadi

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Purpose: The main purpose of the present research is to analyze the knowledge creation environment at a Iranian University (Alzahra University) as a typical University in Iran, using a combination of the i-System and Ba models. This study is necessary for understanding the determinants of knowledge creation at Alzahra University as a typical University in Iran. Methodology: To carry out the present research, which is an applied study in terms of purpose, a descriptive survey method was used. In this study, a combination of the i-System and Ba models has been used to analyze the knowledge creation environment at Alzahra University. i-System consists of 5 constructs including intervention (input), intelligence (process), involvement (process), imagination (process), and integration (output). The Ba environment has three pillars, namely the infrastructure, the agent, and the information. The integration of these two models resulted in 11 constructs which were as follows: intervention (input), infrastructure-intelligence, agent-intelligence, information-intelligence (process); infrastructure-involvement, agent-involvement, information-involvement (process); infrastructure-imagination, agent-imagination, information-imagination (process); and integration (output). These 11 constructs were incorporated into a 52-statement questionnaire and the validity and reliability of the questionnaire were examined and confirmed. The statistical population included the faculty members of Alzahra University (344 people). A total of 181 participants were selected through the stratified random sampling technique. The descriptive statistics, binomial test, regression analysis, and structural equation modeling (SEM) methods were also utilized to analyze the data. Findings: The research findings indicated that among the 11 research constructs, the levels of intervention, information-intelligence, infrastructure-involvement, and agent-imagination constructs were average and not acceptable. The levels of infrastructure-intelligence and information-imagination constructs ranged from average to low. The levels of agent-intelligence and information-involvement constructs were also completely average. The level of infrastructure-imagination construct was average to high and thus was considered acceptable. The levels of agent-involvement and integration constructs were above average and were in a highly acceptable condition. Furthermore, the regression analysis results indicated that only two constructs, viz. the information-imagination and agent-involvement constructs, positively and significantly correlate with the integration construct. The results of the structural equation modeling also revealed that the intervention, intelligence, and involvement constructs are related to the integration construct with the complete mediation of imagination. Discussion and conclusion: The present research suggests that knowledge creation at Alzahra University relatively complies with the combination of the i-System and Ba models. Unlike this model, the intervention, intelligence, and involvement constructs are not directly related to the integration construct and this seems to have three implications: 1) the information sources are not frequently used to assess and identify the research biases; 2) problem finding is probably of less concern at the end of studies and at the time of assessment and validation; 3) the involvement of others has a smaller role in the summarization, assessment, and validation of the research.

Keywords: i-System, Ba model , knowledge creation , knowledge management, knowledge creation environment, Iranian Universities

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Authors: Keltoum Bouherine, Olivier Leroy

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The present work is dedicated to study a three–dimensional (3D) self-consistent fluid simulation of microwave discharges of argon plasma in PECVD reactor. The model solves the Maxwell’s equations, continuity equations for charged species and the electron energy balance equation, coupled with Poisson’s equation, and Navier-Stokes equations by finite element method, using COMSOL Multiphysics software. In this study, the simulations yield the profiles of plasma components as well as the charge densities and electron temperature, the electric field, the gas velocity, and gas temperature. The results show that the microwave plasma reactor is outside of local thermodynamic equilibrium.The present work is dedicated to study a three–dimensional (3D) self-consistent fluid simulation of microwave discharges of argon plasma in PECVD reactor. The model solves the Maxwell’s equations, continuity equations for charged species and the electron energy balance equation, coupled with Poisson’s equation, and Navier-Stokes equations by finite element method, using COMSOL Multiphysics software. In this study, the simulations yield the profiles of plasma components as well as the charge densities and electron temperature, the electric field, the gas velocity, and gas temperature. The results show that the microwave plasma reactor is outside of local thermodynamic equilibrium.

Keywords: electron density, electric field, microwave plasma reactor, gas velocity, non-equilibrium plasma

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Authors: Yasser Mahmoudi, Nader Karimi

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The present work investigates numerically the effect of thermal radiation from the solid phase on the rate of heat transfer inside a porous medium. Forced convection heat transfer process within a pipe filled with a porous media is considered. The Darcy-Brinkman-Forchheimer model is utilized to represent the fluid transport within the porous medium. A local thermal non-equilibrium (LTNE), two-equation model is used to represent the energy transport for the solid and fluid phases. The radiative heat transfer equation is solved by discrete ordinate method (DOM) to compute the radiative heat flux in the porous medium. Two primary approaches (models A and B) are used to represent the boundary conditions for constant wall heat flux. The effects of radiative heat transfer on the Nusselt numbers of the two phases are examined by comparing the results obtained by the application of models A and B. The fluid Nusselt numbers calculated by the application of models A and B show that the Nusselt number obtained by model A for the radiative case is higher than those predicted for the non-radiative case. However, for model B the fluid Nusselt numbers obtained for the radiative and non-radiative cases are similar.

Keywords: porous media, local thermal non-equilibrium, forced convection heat transfer, thermal radiation, Discrete Ordinate Method (DOM)

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Authors: Jiya Mohammed, Ibrahim Ismail Giwa

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Unsteady squeezing flow of a viscous fluid between parallel plates is considered. The two plates are considered to be approaching each other symmetrically, causing the squeezing flow. Two-dimensional rectangular Cartesian coordinate is considered. The Navier-Stokes equation was reduced using similarity transformation to a single fourth order non-linear ordinary differential equation. The energy equation was transformed to a second order coupled differential equation. We obtained solution to the resulting ordinary differential equations via Homotopy Perturbation Method (HPM). HPM deforms a differential problem into a set of problem that are easier to solve and it produces analytic approximate expression in the form of an infinite power series by using only sixth and fifth terms for the velocity and temperature respectively. The results reveal that the proposed method is very effective and simple. Comparisons among present and existing solutions were provided and it is shown that the proposed method is in good agreement with Variation of Parameter Method (VPM). The effects of appropriate dimensionless parameters on the velocity profiles and temperature field are demonstrated with the aid of comprehensive graphs and tables.

Keywords: coupled differential equation, Homotopy Perturbation Method, plates, squeezing flow

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Authors: Beata Jackowska-Zduniak

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We formulate and analyze a mathematical model describing dynamics of the hypothalamus-pituitary-thyroid homoeostatic mechanism in endocrine system. We introduce to this system two types of couplings and delay. In our model, feedback controls the secretion of thyroid hormones and delay reflects time lags required for transportation of the hormones. The influence of delayed feedback on the stability behaviour of the system is discussed. Analytical results are illustrated by numerical examples of the model dynamics. This system of equations describes normal activity of the thyroid and also a couple of types of malfunctions (e.g. hyperthyroidism).

Keywords: mathematical modeling, ordinary differential equations, endocrine system, delay differential equation

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Authors: H. Kazemi Esfeh, V. Akbari, M. Ehdaei, T. N. G. Borhani, A. Shamiri, M. Najafi

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In an industrial fluidized bed polymerization reactor, particle size distribution (PSD) plays a significant role in the reactor efficiency evaluation. The computational fluid dynamic (CFD) models coupled with population balance equation (CFD-PBM) have been extensively employed to investigate the flow behavior in the poly-disperse multiphase fluidized bed reactors (FBRs) utilizing ANSYS Fluent code. In this study, an existing CFD-PBM/ DQMOM coupled modeling framework has been used to highlight its potential to analyze the industrial-scale gas phase polymerization reactor. The predicted results reveal an acceptable agreement with the observed industrial data in terms of pressure drop and bed height. The simulated results also indicate that the higher particle growth rate can be achieved for bigger particles. Hence, the 2D CFD-PBM/DQMOM coupled model can be used as a reliable tool for analyzing and improving the design and operation of the gas phase polymerization FBRs.

Keywords: computational fluid dynamics, population balance equation, fluidized bed polymerization reactor, direct quadrature method of moments

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Authors: Georgi I. Petkov, Ivan I. Vankov, Yolina A. Petrova

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A structure-based model of category learning and categorization at different levels of abstraction is presented. The model compares different structures and expresses their similarity implicitly in the forms of mappings. Based on this similarity, the model can categorize different targets either as members of categories that it already has or creates new categories. The model is novel using two threshold parameters to evaluate the structural correspondence. If the similarity between two structures exceeds the higher threshold, a new sub-ordinate category is created. Vice versa, if the similarity does not exceed the higher threshold but does the lower one, the model creates a new category on higher level of abstraction.

Keywords: analogy-making, categorization, learning of categories, abstraction, hierarchical structure

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Authors: Pedro Mota Veiga

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This study comprehensively evaluates the repercussions of innovation, digital advancements, and technological capabilities on the operational performance of companies across fifteen European Union countries following the initial wave of the COVID-19 pandemic. Drawing insights from longitudinal data sourced from the 2019 World Bank business surveys and subsequent 2020 World Bank COVID-19 follow-up business surveys, our extensive examination involves a diverse sample of 5763 family businesses. In exploring the relationships between these variables, we adopt a nuanced approach to assess the impact of innovation and digital and technological capabilities on performance. This analysis unfolds along two distinct perspectives: one rooted in necessity and the other insufficiency. The methodological framework employed integrates partial least squares structural equation modeling (PLS-SEM) with condition analysis (NCA), providing a robust foundation for drawing meaningful conclusions. The findings of the study underscore a positive influence on the performance of family firms stemming from both technological capabilities and digital advancements. Furthermore, it is pertinent to highlight the indirect contribution of innovation to enhanced performance, operating through its impact on digital capabilities. This research contributes valuable insights to the broader understanding of how innovation, coupled with digital and technological capabilities, can serve as pivotal factors in shaping the post-COVID-19 landscape for businesses across the European Union. The intricate analysis of family businesses, in particular adds depth to the comprehension of the dynamics at play in diverse economic contexts within the European Union.

Keywords: digital capabilities, technological capabilities, family firms performance, innovation, NCA, PLS-SEM

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Authors: Johns Paul, Santhosh J. Nalluveettil, P. Purushothaman, M. Premdas

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Lunar landing is one of the most critical phases of lunar mission. The lander is provided with a soft landing system to prevent structural damage of lunar module by absorbing the landing shock and also assure stability during landing. Presently available software are not capable to simulate the rigid body dynamics coupled with contact simulation and elastic/plastic deformation analysis. Hence a separate mathematical model has been generated for studying the dynamics of a typical lunar soft lander. Parameters used in the analysis includes lunar surface slope, coefficient of friction, initial touchdown velocity (vertical and horizontal), mass and moment of inertia of lander, crushing force due to energy absorbing material in the legs, number of legs and geometry of lander. The mathematical model is capable to simulate plastic and elastic deformation of honey comb, frictional force between landing leg and lunar soil, surface contact simulation, lunar gravitational force, rigid body dynamics and linkage dynamics of inverted tripod landing gear. The non linear differential equations generated for studying the dynamics of lunar lander is solved by numerical method. Matlab programme has been used as a computer tool for solving the numerical equations. The position of each kinematic joint is defined by mathematical equations for the generation of equation of motion. All hinged locations are defined by position vectors with respect to body fixed coordinate. The vehicle rigid body rotations and motions about body coordinate are only due to the external forces and moments arise from footpad reaction force due to impact, footpad frictional force and weight of vehicle. All these force are mathematically simulated for the generation of equation of motion. The validation of mathematical model is done by two different phases. First phase is the validation of plastic deformation of crushable elements by employing conservation of energy principle. The second phase is the validation of rigid body dynamics of model by simulating a lander model in ADAMS software after replacing the crushable elements to elastic spring element. Simulation of plastic deformation along with rigid body dynamics and contact force cannot be modeled in ADAMS. Hence plastic element of primary strut is replaced with a spring element and analysis is carried out in ADAMS software. The same analysis is also carried out using the mathematical model where the simulation of honeycomb crushing is replaced by elastic spring deformation and compared the results with ADAMS analysis. The rotational motion of linkages and 6 degree of freedom motion of lunar Lander about its CG can be validated by ADAMS software by replacing crushing element to spring element. The model is also validated by the drop test results of 4 leg lunar lander. This paper presents the details of mathematical model generated and its validation.

Keywords: honeycomb, landing leg tripod, lunar lander, primary link, secondary link

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Authors: Mohammadreza Mojtahedi

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Rapid urbanization presents multifaceted challenges, including environmental degradation and public health concerns. As the inevitability of urban sprawl continues, it becomes essential to devise strategies to alleviate its pressures on natural ecosystems and elevate socio-economic benchmarks within cities. This research investigates urban agriculture's economic contributions, emphasizing its pivotal role in food provisioning and export potential. Adopting a descriptive-analytical approach, field survey data was primarily collected via questionnaires. The tool's validity was affirmed by expert opinions, and its reliability secured by achieving a Cronbach's alpha score over 0.70 from 30 preliminary questionnaires. The research encompasses Neishabour's populace of 264,375, extracting a sample size of 384 via Cochran's formula. Findings reveal the significance of urban agriculture in food supply and its potential for exports, underlined by a p-value < 0.05. Neishabour's urban farming can augment the export of organic commodities, fruits, vegetables, ornamental plants, and foster product branding. Moreover, it supports the provision of fresh produce, bolstering dietary quality. Urban agriculture further impacts urban development metrics—enhancing environmental quality, job opportunities, income levels, and aesthetics, while promoting rainwater utilization. Popular cultivations include peaches, Damask roses, and poultry, tailored to available spaces. Structural equation modeling indicates urban agriculture's overarching influence, accounting for a 56% variance, predominantly in food sufficiency and export proficiency.

Keywords: urban agriculture, food supply, export potential, urban development, environmental health, structural equation modeling

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Authors: Samuel Asiedu-Addo, Jonathan Annan, Yarhands Dissou Arthur

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The study aims to explore the relational effect of lecturers’ personal attribute on student’s interest in statistics. In this study personal attributes of lecturers’ such as lecturer’s dynamism, communication strategies and rapport in the classroom as well as applied knowledge during lecture were examined. Here, exploratory research design was used to establish the effect of lecturer’s personal attributes on student’s interest. Data were analyzed by means of confirmatory factor analysis and structural equation modeling (SEM) using the SmartPLS 3 program. The study recruited 376 students from the faculty of technical and vocational education of the University of Education Winneba Kumasi campus, and Ghana Technology University College as well as Kwame Nkrumah University of science and Technology. The results revealed that personal attributes of an effective lecturer were lecturer’s dynamism, rapport, communication and applied knowledge contribute (52.9%) in explaining students interest in statistics. Our regression analysis and structural equation modeling confirm that lecturers personal attribute contribute effectively by predicting student’s interest of 52.9% and 53.7% respectively. The paper concludes that the total effect of a lecturer’s attribute on student’s interest is moderate and significant. While a lecturer’s communication and dynamism were found to contribute positively to students’ interest, they were insignificant in predicting students’ interest. We further showed that a lecturer’s personal attributes such as applied knowledge and rapport have positive and significant effect on tertiary student’s interest in statistic, whilst lecturers’ communication and dynamism do not significantly affect student interest in statistics; though positively related.

Keywords: student interest, effective teacher, personal attributes, regression and SEM

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Authors: Nathan Labiosa, Aryan Kohli

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This study introduces a hybrid machine learning model for classifying proteins, developed to address the complexities of protein sequence and structural analysis. Utilizing an architecture that combines a lightweight transformer with a concurrent neural network, the hybrid model leverages both sequential and intrinsic physical properties of proteins. Trained on a comprehensive dataset from the Research Collaboratory for Structural Bioinformatics Protein Data Bank, the model demonstrates a classification accuracy of 95%, outperforming existing methods by at least 15%. The high accuracy achieved demonstrates the potential of this approach to innovate protein classification, facilitating advancements in drug discovery and the development of personalized medicine. By enabling precise protein function prediction, the hybrid model allows for specialized strategies in therapeutic targeting and the exploration of protein dynamics in biological systems. Future work will focus on enhancing the model’s generalizability across diverse datasets and exploring the integration of more machine learning techniques to refine predictive capabilities further. The implications of this research offer potential breakthroughs in biomedical research and the broader field of protein engineering.

Keywords: amino acids, deep learning, enzymes, neural networks, protein classification, proteins, transformers

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Authors: Kedwadee Sombultawee, Sakun Boon-Itt

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This research demonstrates a systematic literature review of 62 peer-reviewed articles published in academic journals from 2000-2016 focusing on the operation and marketing interface area. The findings show the three major clusters of recent research domains, which is a review of the alignment between operations and marketing, identification of variables that impact the company and analysis of the effect of interface. Moreover, the Main Path Analysis (MPA) is mapped to show the knowledge structure of the operation and marketing interface issue. Most of the empirical research focused on company performance and new product development then analyzed the data by the structural equation model or regression. Whereas, some scholars studied the conflict of these two functions and proposed the requirement or step for alignment. Finally, the gaps in the literature are provided for future research directions.

Keywords: operations management, marketing, interface, systematic literature review

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Authors: Lawrence A. Farinola

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Four point implicit schemes for the approximation of the first and pure second order derivatives for the solution of the Dirichlet problem for one dimensional Schrodinger equation with respect to the time variable t were constructed. Also, special four-point implicit difference boundary value problems are proposed for the first and pure second derivatives of the solution with respect to the spatial variable x. The Grid method is also applied to the mixed second derivative of the solution of the Linear Schrodinger time-dependent equation. It is assumed that the initial function belongs to the Holder space C⁸⁺ᵃ, 0 < α < 1, the Schrodinger wave function given in the Schrodinger equation is from the Holder space Cₓ,ₜ⁶⁺ᵃ, ³⁺ᵃ/², the boundary functions are from C⁴⁺ᵃ, and between the initial and the boundary functions the conjugation conditions of orders q = 0,1,2,3,4 are satisfied. It is proven that the solution of the proposed difference schemes converges uniformly on the grids of the order O(h²+ k) where h is the step size in x and k is the step size in time. Numerical experiments are illustrated to support the analysis made.

Keywords: approximation of derivatives, finite difference method, Schrödinger equation, uniform error

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Authors: Sofia N. Gonçalves, Duarte M. S. Albuquerque, José C. F. Pereira

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The energy transition is spurred by structural changes in energy demand, supply, and prices. Microwave technology was first proposed as a faster alternative for cooking food. It was found that food heated instantly when interacting with high-frequency electromagnetic waves. The dielectric properties account for a material’s ability to absorb electromagnetic energy and dissipate this energy in the form of heat. Many energy-intense industries could benefit from electromagnetic heating since many of the raw materials are dielectric at high temperatures. Limestone sedimentary rock is a dielectric material intensively used in the cement industry to produce unslaked lime. A numerical 3D model was implemented in COMSOL Multiphysics to study the limestone continuous processing under microwave heating. The model solves the two-way coupling between the Energy equation and Maxwell’s equations as well as the coupling between heat transfer and chemical interfaces. Complementary, a controller was implemented to optimize the overall heating efficiency and control the numerical model stability. This was done by continuously matching the cavity impedance and predicting the required energy for the system, avoiding energy inefficiencies. This controller was developed in MATLAB and successfully fulfilled all these goals. The limestone load influence on thermal decomposition and overall process efficiency was the main object of this study. The procedure considered the Verification and Validation of the chemical kinetics model separately from the coupled model. The chemical model was found to correctly describe the chosen kinetic equation, and the coupled model successfully solved the equations describing the numerical model. The interaction between flow of material and electric field Poynting vector revealed to influence limestone decomposition, as a result from the low dielectric properties of limestone. The numerical model considered this effect and took advantage from this interaction. The model was demonstrated to be highly unstable when solving non-linear temperature distributions. Limestone has a dielectric loss response that increases with temperature and has low thermal conductivity. For this reason, limestone is prone to produce thermal runaway under electromagnetic heating, as well as numerical model instabilities. Five different scenarios were tested by considering a material fill ratio of 30%, 50%, 65%, 80%, and 100%. Simulating the tube rotation for mixing enhancement was proven to be beneficial and crucial for all loads considered. When uniform temperature distribution is accomplished, the electromagnetic field and material interaction is facilitated. The results pointed out the inefficient development of the electric field within the bed for 30% fill ratio. The thermal efficiency showed the propensity to stabilize around 90%for loads higher than 50%. The process accomplished a maximum microwave efficiency of 75% for the 80% fill ratio, sustaining that the tube has an optimal fill of material. Electric field peak detachment was observed for the case with 100% fill ratio, justifying the lower efficiencies compared to 80%. Microwave technology has been demonstrated to be an important ally for the decarbonization of the cement industry.

Keywords: CFD numerical simulations, efficiency optimization, electromagnetic heating, impedance matching, limestone continuous processing

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Authors: Sh. Heidari, A. J. Andrews, A. Oberoi

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Electrochemical storage of hydrogen in activated carbon electrodes as part of a reversible fuel cell offers a potentially attractive option for storing surplus electrical energy from inherently variable solar and wind energy resources. Such a system – which we have called a proton flow battery – promises to have a roundtrip energy efficiency comparable to lithium ion batteries, while having higher gravimetric and volumetric energy densities. In this paper, a theoretical model is presented of the process of H+ ion (proton) conduction through an acid electrolyte into a highly porous activated carbon electrode where it is neutralised and absorbed on the inner surfaces of pores. A Butler-Volmer type equation relates the rate of adsorption to the potential difference between the activated carbon surface and the electrolyte. This model for the hydrogen storage electrode is then incorporated into a more general computer model based on MATLAB software of the entire electrochemical cell including the oxygen electrode. Hence a theoretical voltage-current curve is generated for given input parameters for a particular activated carbon electrode. It is shown that theoretical VI curves produced by the model can be fitted accurately to experimental data from an actual electrochemical cell with the same characteristics. By obtaining the best-fit values of input parameters, such as the exchange current density and charge transfer coefficient for the hydrogen adsorption reaction, an improved understanding of the adsorption reaction is obtained. This new model will assist in designing improved proton flow batteries for storing solar and wind energy.

Keywords: electrochemical hydrogen storage, proton flow battery, butler-volmer equation, activated carbon

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Authors: E. V. Krishnan

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In this paper, we employ mapping methods to construct exact travelling wave solutions for a modified Korteweg-de Vries equation. We have derived periodic wave solutions in terms of Jacobi elliptic functions, kink solutions and singular wave solutions in terms of hyperbolic functions.

Keywords: travelling wave solutions, Jacobi elliptic functions, solitary wave solutions, Korteweg-de Vries equation

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Authors: Abdulrahman S. Alqahtani

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The revolution of computing and networks could revolutionise terrorism in the same way that it has brought about changes in other aspects of life. The modern technological era has faced countries with a new set of security challenges. There are many states and potential adversaries who have the potential and capacity in cyberspace, which makes them able to carry out cyber-attacks in the future. Some of them are currently conducting surveillance, gathering and analysis of technical information, and mapping of networks and nodes and infrastructure of opponents, which may be exploited in future conflicts. This poster presents the results of the quantitative study (survey) to test the validity of the proposed theoretical framework for the cyber terrorist threats. This theoretical framework will help to in-depth understand these new digital terrorist threats. It may also be a practical guide for managers and technicians in critical infrastructure, to understand and assess the threats they face. It might also be the foundation for building a national strategy to counter cyberterrorism. In the beginning, it provides basic information about the data. To purify the data, reliability and exploratory factor analysis, as well as confirmatory factor analysis (CFA) were performed. Then, Structural Equation Modelling (SEM) was utilised to test the final model of the theory and to assess the overall goodness-of-fit between the proposed model and the collected data set.

Keywords: cyberterrorism, critical infrastructure, , national security, theoretical framework, terrorism

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Authors: Sagardeep Talukdar, Riki Dutta, Gautam Kumar Saharia, Sudipta Nandy

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In non-linear optics, the Fokas-Lenells equation (FLE) is a well-known integrable equation that describes how ultrashort pulses move across the optical fiber. It admits localized wave solutions, just like any other integrable equation. We apply the Hirota bilinearization method to obtain the soliton solution of FLE. The proposed bilinearization makes use of an auxiliary function. We apply the method to FLE with a vanishing boundary condition, that is, to obtain a bright soliton solution. We have obtained bright 1-soliton and 2-soliton solutions and propose a scheme for obtaining an N-soliton solution. We have used an additional parameter that is responsible for the shift in the position of the soliton. Further analysis of the 2-soliton solution is done by asymptotic analysis. In the non-vanishing boundary condition, we obtain the dark 1-soliton solution. We discover that the suggested bilinearization approach, which makes use of the auxiliary function, greatly simplifies the process while still producing the desired outcome. We think that the current analysis will be helpful in understanding how FLE is used in nonlinear optics and other areas of physics.

Keywords: asymptotic analysis, fokas-lenells equation, hirota bilinearization method, soliton

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Authors: Ali Safdari-Vaighani

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Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: basket option, jump diffusion, ‎radial basis function, RBF-PUM

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Authors: Tehreem Fatima, Enjun Xia

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The research investigates the relationship between total oil consumption and transport oil consumption, GDP, oil price, and oil reserve in order to forecast future oil demand in China. Annual time series data is used over the period of 1980 to 2015, and for this purpose, an oil demand function is estimated by applying structural time series model (STSM). The technique also uncovers the Underline energy demand trend (UEDT) for China oil demand and GDP, oil reserve, oil price and UEDT are considering important drivers of China oil demand. The long-run elasticity of total oil consumption with respect to GDP and price are (0.5, -0.04) respectively while GDP, oil reserve, and price remain (0.17; 0.23; -0.05) respectively. Moreover, the Estimated results of long-run elasticity of transport oil consumption with respect to GDP and price are (0.5, -0.00) respectively long-run estimates remain (0.28; 37.76;-37.8) for GDP, oil reserve, and price respectively. For both model estimated underline energy demand trend (UEDT) remains nonlinear and stochastic and with an increasing trend of (UEDT) and based on estimated equations, it is predicted that China total oil demand somewhere will be 9.9 thousand barrel per day by 2025 as compare to 9.4 thousand barrel per day in 2015, while transport oil demand predicting value is 9.0 thousand barrel per day by 2020 as compare to 8.8 thousand barrel per day in 2015.

Keywords: china, forecasting, oil, structural time series model (STSM), underline energy demand trend (UEDT)

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Authors: Tarek S. Duzan, Fisal Ben Ammer, Mohamed Sula

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In some places within Sirt Basin-Libya, it has been noticed that seismic data below pre-upper cretaceous unconformity (PUK) is hopeless to resolve the large-scale structural features and is unable to fully determine reservoir delineation. Seismic artifacts (multiples) are observed in the reservoir zone (Nubian Formation) below PUK, which complicate the process of seismic interpretation. The nature of the unconformity and the structures below are still ambiguous and not fully understood which generates a significant gap in characterizing the geometry of the reservoir, the uncertainty accompanied with lack of reliable seismic data creates difficulties in building a robust geological model. High resolution dipmeter is highly useful in steeply dipping zones. This paper uses FMl and OBMl borehole images (dipmeter) to analyze the structures below the PUK unconformity from two wells drilled recently in the North Gialo field (a mature reservoir). In addition, borehole images introduce new evidences that the PUK unconformity is angular and the bedding planes within the Nubian formation (below PUK) are significantly titled. Structural dips extracted from high resolution borehole images are used to construct a new geological model by the utilization of latest software technology. Therefore, it is important to use the advance well logs technology such as FMI-HD for any future drilling and up-date the existing model in order to minimize the structural uncertainty.

Keywords: FMI (formation micro imager), OBMI (oil base mud imager), UBI (ultra sonic borehole imager), nub sandstone reservoir in North gialo

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Authors: Silas A. Ihedioha

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In this work; it is considered that an investor’s portfolio is comprised of two assets; a risky stock which price process is driven by the geometric Brownian motion and a risk-free asset with Ornstein-Uhlenbeck Stochastic interest rate of return, where consumption, taxes, transaction costs and dividends are involved. This paper aimed at the optimization of the investor’s expected utility of consumption and terminal return on his investment at the terminal time having power utility preference. Using dynamic optimization procedure of maximum principle, a second order nonlinear partial differential equation (PDE) (the Hamilton-Jacobi-Bellman equation HJB) was obtained from which an ordinary differential equation (ODE) obtained via elimination of variables. The solution to the ODE gave the closed form solution of the investor’s problem. It was found the optimal investment in the risky asset is horizon dependent and a ratio of the total amount available for investment and the relative risk aversion coefficient.

Keywords: optimal, investment, Ornstein-Uhlenbeck, utility maximization, stochastic interest rate, maximum principle

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Authors: Tai-Ping Chang

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In the present study, the effects on chaotic motion of single-walled carbon nanotube (SWCNT) due to the linear and nonlinear damping are investigated. By using the Hamilton’s principle, the nonlinear governing equation of the single-walled carbon nanotube embedded in a matrix is derived. The Galerkin’s method is adopted to simplify the integro-partial differential equation into a nonlinear dimensionless governing equation for the SWCNT, which turns out to be a forced Duffing equation. The variations of the Lyapunov exponents of the SWCNT with damping and harmonic forcing amplitudes are investigated. Based on the computations of the top Lyapunov exponent, it is concluded that the chaotic motion of the SWCNT occurs when the amplitude of the periodic excitation exceeds certain value, besides, the chaotic motion of the SWCNT occurs with small linear damping and tiny nonlinear damping.

Keywords: chaotic motion, damping, Lyapunov exponents, single-walled carbon nanotube

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Authors: Tadaaki Tomiie, Hiroki Shinkawa

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The present study was aimed to examine the structure of children’s adaptation during school transition and to identify a commonality and dissimilarity at the elementary and junior high school. 1,983 students in the 6th grade and 2,051 students in the 7th grade were extracted by stratified two-stage random sampling and completed the ASSESS that evaluated the school adaptation from the view point of ‘general satisfaction’, ‘teachers’ support’, ‘friends’ support’, ‘anti-bullying relationship’, ‘prosocial skills’, and ‘academic adaptation’. The 7th graders tend to be worse adaptation than the 6th graders. A structural equation modeling showed the goodness of fit for each grades. Both models were very similar but the 7th graders’ model showed a lower coefficient at the pass from ‘teachers’ support’ to ‘friends’ support’. The role of ‘teachers’ support’ was decreased to keep a good relation in junior high school. We also discussed how we provide a continuous assistance for prevention of the 7th graders’ gap.

Keywords: school transition, social support, psychological adaptation, K-12

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Authors: Mintesinot Teshome Mengsha

Abstract:

Reinforced concrete structural walls are provided in structures to decrease horizontal displacements under seismic loads. The cyclic lateral load resistance capacity of a structural wall is controlled by two parameters, the strength and the ductility; it is better to have the shear strength somewhat greater than the compression to prevent shear failure, which is brittle, sudden and of serious consequence. Due to architectural and functional reasons, small openings are provided in this important structural part. The main objective of this study is to investigate the finite element of RC structural walls with small openings subjected to cyclic load using the finite element approach. The experimental results in terms of load capacity, failure mode, crack pattern, flexural strength, shear strength, and deformation capacity.

Keywords: ABAQUS, finite element method, small openings, reinforced concrete structural walls

Procedia PDF Downloads 45

Authors: Y. S. Shen, B. H. Liao

Abstract:

This study aimed to develop the design equation of a laminar-falling-film-slurry (LFFS) type photoreactor for the treatment of organic wastewaters containing isopropyl alcohol (IPA) by VUV-based advanced oxidation processes (AOPs). The photoreactor design equations were established by combining with the chemical kinetics of the photocatalytic system, light absorption model within the photoreactor, and was used to predict the decomposition of IPA in aqueous solutions in the photoreactors of different geometries at various operating conditions (volumetric flow rate, oxidants, catalysts, solution pH values, UV light intensities, and initial concentration of pollutants) to verify its rationality and feasibility. By the treatment of the LFFS-VUV only process, it was found that the decomposition rates of IPA in aqueous solutions increased with the increase of volumetric flow rate, VUV light intensity, dosages of TiO2 and H2O2. The removal efficiencies of IPA by photooxidation processes were in the order: VUV/H2O2>VUV/TiO2/H2O2>VUV/TiO2>VUV only. In VUV, VUV/H2O2, VUV/TiO2/H2O2 processes, integrating with the reaction kinetic equations of IPA, the mass conservation equation and the linear light source model, the photoreactor design equation can reasonably to predict reaction behaviors of IPA at various operating conditions and to describe the concentration distribution profiles of IPA within photoreactors.The results of this research can be useful basis for the future application of the homogeneous and heterogeneous VUV-based advanced oxidation processes.

Keywords: isopropyl alcohol, photoreactor design, VUV, AOPs

Procedia PDF Downloads 373

Authors: Abdel-Maksoud Abdel-Kader Soliman

Abstract:

The General Regularized Long Wave (GRLW) equation is solved numerically by giving a new algorithm based on collocation method using quartic B-splines at the mid-knot points as element shape. Also, we use the Fourth Runge-Kutta method for solving the system of first order ordinary differential equations instead of finite difference method. Our test problems, including the migration and interaction of solitary waves, are used to validate the algorithm which is found to be accurate and efficient. The three invariants of the motion are evaluated to determine the conservation properties of the algorithm.

Keywords: generalized RLW equation, solitons, quartic b-spline, nonlinear partial differential equations, difference equations

Procedia PDF Downloads 485

Authors: Xian Li, Qing-Guo Wang, Jiangshuai Huang, Jidong Liu, Ming Yu, Tan Kok Poh

Abstract:

In power industry, accurate electricity demand forecasting for a certain leading time is important for system operation and control, etc. In this paper, we investigate the modeling and forecasting of Singapore’s electricity demand. Several standard models, such as HWT exponential smoothing model, the ARMA model and the ANNs model have been proposed based on historical demand data. We applied them to Singapore electricity market and proposed three refinements based on simulation to improve the modeling accuracy. Compared with existing models, our refined model can produce better forecasting accuracy. It is demonstrated in the simulation that by adding forecasting error into the forecasting equation, the modeling accuracy could be improved greatly.

Keywords: power industry, electricity demand, modeling, forecasting

Procedia PDF Downloads 636

Authors: Wajih Abbassi, Zouhaier Ben Khelifa

Abstract:

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

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

Procedia PDF Downloads 422