Search results for: Gaussian Conditional Random Field

Authors: Shahram Jamali, Samira Hamed

Abstract:

One of the open issues in Random Early Detection (RED) algorithm is how to set its parameters to reach high performance for the dynamic conditions of the network. Although original RED uses fixed values for its parameters, this paper follows a model-based approach to upgrade performance of the RED algorithm. It models the routers queue behavior by using the Markov model and uses this model to predict future conditions of the queue. This prediction helps the proposed algorithm to make some tunings over RED's parameters and provide efficiency and better performance. Widespread packet level simulations confirm that the proposed algorithm, called Markov-RED, outperforms RED and FARED in terms of queue stability, bottleneck utilization and dropped packets count.

Keywords: active queue management, RED, Markov model, random early detection algorithm

Procedia PDF Downloads 519

Authors: H. R. Goshayeshi, M. Khalouei, S. Azarberamman

Abstract:

This paper presents an experimental investigation regarding the use of Fe2O3 nano particles added to kerosene as a working fluid, under magnetic field. The experiment was made on Oscillating Heat Pipe (OHP). The experiment was performed in order to measure the temperature distribution and compare the heat transfer rate of the oscillating heat pipe with and without magnetic Field. Results showed that the addition of Fe2o3 nano particles under magnetic field improved thermal performance of OHP, compare with non-magnetic field. Furthermore applying a magnetic field enhance the heat transfer characteristic of Fe2O3 in both start up and steady state conditions. This paper presents an experimental investigation regarding the use of Fe2O3 nano particles added to kerosene as a working fluid, under magnetic field. The experiment was made on Oscillating Heat Pipe (OHP). The experiment was performed in order to measure the temperature distribution and compare the heat transfer rate of the oscillating heat pipe with and without magnetic Field. Results showed that the addition of Fe2o3 nano particles under magnetic field improved thermal performance of OHP, compare with non-magnetic field. Furthermore applying a magnetic field enhance the heat transfer characteristic of Fe2O3 in both start up and steady state conditions.

Keywords: experimental, oscillating heat pipe, heat transfer, magnetic field

Procedia PDF Downloads 243

Authors: T. S. Soliman, A. G. Galyas, E. V. Rusinova, S. A. Vshivkov

Abstract:

The liquid crystals combining properties of a liquid and an anisotropic crystal substance play an important role in a science and engineering. Molecules of cellulose and its derivatives have rigid helical conformation, stabilized by intramolecular hydrogen bonds. Therefore the macromolecules of these polymers are capable to be ordered at dissolution and form liquid crystals of cholesteric type. Phase diagrams of solutions of some cellulose derivatives are known. However, little is known about the effect of a magnetic field on the viscosity of polymer solutions. The systems hydroxypropyl cellulose (HPC) – ethanol, HPC – ethylene glycol, HPC–DМАA, HPC–DMF, ethyl cellulose (EC)–ethanol, EC–DMF, were studied in the presence and absence of magnetic field. The solution viscosity was determined on a Rheotest RN 4.1 rheometer. The effect of a magnetic field on the solution properties was studied with the use of two magnets, which induces a magnetic-field-lines directed perpendicularly and parallel to the rotational axis of a rotor. Application of the magnetic field is shown to be accompanied by an increase in the additional assembly of macromolecules, as is evident from a gain in the radii of light scattering particles. In the presence of a magnetic field, the long chains of macromolecules are oriented in parallel with field lines. Such an orientation is associated with the molecular diamagnetic anisotropy of macromolecules. As a result, supramolecular particles are formed, especially in the vicinity of the region of liquid crystalline phase transition. The magnetic field leads to the increase in viscosity of solutions. The results were used to plot the concentration dependence of η/η0, where η and η0 are the viscosities of solutions in the presence and absence of a magnetic field, respectively. In this case, the values of viscosity corresponding to low shear rates were chosen because the concentration dependence of viscosity at low shear rates is typical for anisotropic systems. In the investigated composition range, the values of η/η0 are described by a curve with a maximum.

Keywords: rheology, liquid crystals, magnetic field, cellulose ethers

Procedia PDF Downloads 332

Authors: Seung-Yeon Kim

Abstract:

The Ising model, consisting magnetic spins, is the simplest system showing phase transitions and critical phenomena at finite temperatures. The Ising model has played a central role in our understanding of phase transitions and critical phenomena. Also, the Ising model explains the gas-liquid phase transitions accurately. However, the Ising model in a nonzero magnetic field has been one of the most intriguing and outstanding unsolved problems. We study analytically the partition function zeros in the complex magnetic-field plane and the Yang-Lee edge singularity of the infinite-range Ising model in an external magnetic field. In addition, we compare the Yang-Lee edge singularity of the infinite-range Ising model with that of the square-lattice Ising model in an external magnetic field.

Keywords: Ising ferromagnet, magnetic field, partition function zeros, Yang-Lee edge singularity

Procedia PDF Downloads 714

Authors: Naima Benachour, Sabiha Chouchane, J. Paul Chopart

Abstract:

The objective of this work is to determine the appropriate conditions for a Ni-Zn deposit with good nickel content. The electrodeposition of zinc-nickel on a stainless steel is carried out in a chlorinated bath NiCl2.6H2O, ZnCl2, and H3BO3), whose composition is 1.1 M; 1.8 M; 0.1 M respectively. Studies show the effect of the concentration of NH4Cl, which reveals a significant effect on the reduction and ion transport in the electrolyte. In order to highlight the influence of magnetic field on the chemical composition and morphology of the deposit, chronopotentiometry tests were conducted, the curves obtained inform us that the application of a magnetic field promotes stability of the deposit. Characterization developed deposits was performed by scanning electron microscopy coupled with EDX and specified by the X-ray diffraction.

Keywords: Zn-Ni alloys, electroplating, magnetic field, chronopotentiometry

Procedia PDF Downloads 424

Authors: Aleš Florian, Lenka Ševelová

Abstract:

Complex sensitivity analysis of stresses in a concrete slab of the real type of rigid pavement made from recycled materials is performed. The computational model of the pavement is designed as a spatial (3D) model, is based on a nonlinear variant of the finite element method that respects the structural nonlinearity, enables to model different arrangements of joints, and the entire model can be loaded by the thermal load. Interaction of adjacent slabs in joints and contact of the slab and the subsequent layer are modeled with the help of special contact elements. Four concrete slabs separated by transverse and longitudinal joints and the additional structural layers and soil to the depth of about 3m are modeled. The thickness of individual layers, physical and mechanical properties of materials, characteristics of joints, and the temperature of the upper and lower surface of slabs are supposed to be random variables. The modern simulation technique Updated Latin Hypercube Sampling with 20 simulations is used. For sensitivity analysis the sensitivity coefficient based on the Spearman rank correlation coefficient is utilized. As a result, the estimates of influence of random variability of individual input variables on the random variability of principal stresses s1 and s3 in 53 points on the upper and lower surface of the concrete slabs are obtained.

Keywords: concrete, FEM, pavement, sensitivity, simulation

Procedia PDF Downloads 310

Authors: Sergey I. Chizhikov, Vladimir Y. Molchanov, Konstantin B. Yushkov

Abstract:

We demonstrate a method for adaptive spatial shaping of laser beams by means of acousto-optic Bragg diffraction. Transformation of the angular spectrum during Bragg diffraction is used to convert Gaussian intensity distribution into a flat-top one. Theoretical model is supported by the experiment.

Keywords: acousto-optics, flat top, beam shaping, Bragg diffraction

Procedia PDF Downloads 603

Authors: Asif Arsalan

Abstract:

The mortality rate of type 2 diabetes increasing day by day at an alarming rate. Changing lifestyle and environment have contributory effect in increase rate of type 2 diabetes mellitus. This study introduces a new method in physiotherapy field of treating a disease like diabetes, and gives the new way to control the diabetes without medicines.50 patients were selected on the basis of inclusion and exclusion criteria and were assigned to receive either TENS (group A) on the bilateral ST36 acupoints at a frequency of 25 Hz with intensity of 9 mA or placebo (group B) treatment for 5 minutes for 7 days. The blood glucose level was measured at both pre and post stimulation. Stimulation was given after 3 hours of food on every day regularly on stipulated time.There was significant improvement (P<0.05) in random blood sugar level of type 2 diabetes mellitus. It has been found TENS on bilateral ST36 acupoints have an effect to control plasma glucose level for type 2 diabetic mellitus patients and can be used without having any side effect. This study gives new idea to treat the type 2 diabetes conservatively with the TENS. As there are some study that TENS had been used to treat nausea, spasticity etc. condition by stimulating the acupoint but it is the very first time that TENS has been used to treat diabetes like disease. This study help the physiotherapy community to spread the physiotherapy treatment in other branches of the medical field and this gives a new identity for the physiotherapy. This also gives the benefit to patients to take a safe and cost effective treatment for the diabetes, and make the new use of TENS to treat other condition rather than pain.

Keywords: acupoint, plasma glucose level, type 2 diabetic mellitus, TENS

Procedia PDF Downloads 278

Authors: A. A. Hussen, I. N. Jleta

Abstract:

Micro-electromechanical system (MEMS) accelerometers and gyroscopes are suitable for the inertial navigation system (INS) of many applications due to the low price, small dimensions and light weight. The main disadvantage in a comparison with classic sensors is a worse long term stability. The estimation accuracy is mostly affected by the time-dependent growth of inertial sensor errors, especially the stochastic errors. In order to eliminate negative effect of these random errors, they must be accurately modeled. Where the key is the successful implementation that depends on how well the noise statistics of the inertial sensors is selected. In this paper, the Allan variance technique will be used in modeling the stochastic errors of the inertial sensors. By performing a simple operation on the entire length of data, a characteristic curve is obtained whose inspection provides a systematic characterization of various random errors contained in the inertial-sensor output data.

Keywords: Allan variance, accelerometer, gyroscope, stochastic errors

Procedia PDF Downloads 413

Authors: Milad Alizadeh Galdiani, Jabbar Ali Zakeri

Abstract:

Lateral movement of CWR ballasted track occurs in sharp curves because of the lack of adequate lateral resistance. Several strategies have been proposed and used for increase the lateral resistance of ballasted tracks, but still there are some problems in tracks with small radius curves. In this paper, a new method has been presented for increase the lateral resistance. This method is using the lateral supports as numerical and field studies. In this paper, the field and laboratory tests have been conducted by using the single tie pressure test (STPT) and track panel loading test (LTPT). Then, their results were compared with the numerical results. The results of numerical and field tests showed that the lateral stiffness of ballasted tracks significantly increased when there were lateral supports in ballasted tracks. Also, the track structure had a bilinear behavior.

Keywords: ballasted railway, Lateral resistance, railway buckling, field and numerical studies

Procedia PDF Downloads 306

Authors: Shabnam Najafi, Metin Turkay

Abstract:

Network design problem (NDP) is used to determine the set of optimal values for certain pre-specified decision variables such as capacity expansion of nodes and links by optimizing various system performance measures including safety, congestion, and accessibility. The designed transportation network should improve objective functions defined for the system by considering the route choice behaviors of network users at the same time. The NDP studies mostly investigated the random demand and route selection constraints separately due to computational challenges. In this work, we consider both random demand and route selection constraints simultaneously. This work presents a nonlinear stochastic model for land use and road network design problem to address the development of different functional zones in urban areas by considering both cost function and air pollution. This model minimizes cost function and air pollution simultaneously with random demand and stochastic route selection constraint that aims to optimize network performance via road capacity expansion. The Bureau of Public Roads (BPR) link impedance function is used to determine the travel time function in each link. We consider a city with origin and destination nodes which can be residential or employment or both. There are set of existing paths between origin-destination (O-D) pairs. Case of increasing employed population is analyzed to determine amount of roads and origin zones simultaneously. Minimizing travel and expansion cost of routes and origin zones in one side and minimizing CO emission in the other side is considered in this analysis at the same time. In this work demand between O-D pairs is random and also the network flow pattern is subject to stochastic user equilibrium, specifically logit route choice model. Considering both demand and route choice, random is more applicable to design urban network programs. Epsilon-constraint is one of the methods to solve both linear and nonlinear multi-objective problems. In this work epsilon-constraint method is used to solve the problem. The problem was solved by keeping first objective (cost function) as the objective function of the problem and second objective as a constraint that should be less than an epsilon, where epsilon is an upper bound of the emission function. The value of epsilon should change from the worst to the best value of the emission function to generate the family of solutions representing Pareto set. A numerical example with 2 origin zones and 2 destination zones and 7 links is solved by GAMS and the set of Pareto points is obtained. There are 15 efficient solutions. According to these solutions as cost function value increases, emission function value decreases and vice versa.

Keywords: epsilon-constraint, multi-objective, network design, stochastic

Procedia PDF Downloads 620

Authors: M. Kessi

Abstract:

We investigated the effect of the magnetic field on carrier transport phenomena in the transistor channel region of Double-Gate Metal-Oxide-Semiconductor Field-Effect Transistor (MOSFET). This explores the Lorentz force and basic physical properties of solids exposed to a constant external magnetic field. The magnetic field modulates the electrons and potential distribution in the case of silicon Tunnel FETs. This modulation shows up in the device's external electrical characteristics such as ON current (ION), subthreshold leakage current (IOF), the threshold voltage (VTH), the magneto-transconductance (gm) and the output magneto-conductance (gDS) of Tunnel FET. Moreover, the channel doping concentration and potential distribution are obtained using the numerical method by solving Poisson’s transport equation in 3D modules semiconductor magnetic sensors available in Silvaco TCAD tools. The numerical simulations of the magnetic nano-sensors are relatively new. In this work, we present the results of numerical simulations based on 3D magnetic sensors. The results show excellent accuracy comportment and good agreement compared with that obtained in the experimental study of MOSFETs technology.

Keywords: single-gate MOSFET, magnetic field, hall field, Lorentz force

Procedia PDF Downloads 161

Authors: Mohammed El-Arbi Khalfallah, Mohamed Lakhdar Hadji

Abstract:

Managing and controlling risk is a topic research in the world of finance. Before a risky situation, the stakeholders need to do comparison according to the positions and actions, and financial institutions must take measures of a particular market risk and credit. In this work, we study a model of risk measure in finance: Value at Risk (VaR), which is a new tool for measuring an entity's exposure risk. We explain the concept of value at risk, your average, tail, and describe the three methods for computing: Parametric method, Historical method, and numerical method of Monte Carlo. Finally, we briefly describe advantages and disadvantages of the three methods for computing value at risk.

Keywords: average value at risk, conditional value at risk, tail value at risk, value at risk

Procedia PDF Downloads 418

Authors: Marina Yurievna Aleksandrova

Abstract:

Research of the Holocaust retains value not only for history but also for sociology and psychology. One of the most important fields of study is how people were coping during and after this traumatic event. The aim of this paper is to identify the main contexts of the topic of love and to determine which contexts are more characteristic for different groups of victims of the Holocaust (gender, nationality, age). In this research, transcripts of interviews with Holocaust victims that were collected during 1946 for the "Voices of the Holocaust" project were used as data. Main contexts were analyzed with methods of network analysis and latent semantic analysis and classified by gender, age, and nationality with random forest. The results show that love is articulated and described significantly differently for male and female informants, nationality is shown results with lower values of quality metrics, as well as the age.

Keywords: Holocaust, latent semantic analysis, network analysis, text-mining, random forest

Procedia PDF Downloads 162

Authors: Mounir Zili

Abstract:

We will introduce a new extension of the Brownian motion, that could serve to get a good model of many natural phenomena. It is a linear combination of a finite number of sub-fractional Brownian motions; that is why we will call it the mixed sub-fractional Brownian motion. We will present some basic properties of this process. Among others, we will check that our process is non-Markovian and that it has non-stationary increments. We will also give the conditions under which it is a semimartingale. Finally, the main features of its sample paths will be specified.

Keywords: mixed Gaussian processes, Sub-fractional Brownian motion, sample paths

Procedia PDF Downloads 467

Authors: Entisar A. Elgmati

Abstract:

Recurrent infant diarrhea is studied using daily data collected in Salvador, Brazil over one year and three months. A logistic regression model is fitted instead of Aalen's additive model using the same covariates that were used in the analysis with the additive model. The model gives reasonably similar results to that using additive regression model. In addition, the problem with the estimated conditional probabilities not being constrained between zero and one in additive model is solved here. Also martingale residuals that have been used to judge the goodness of fit for the additive model are shown to be useful for judging the goodness of fit of the logistic model.

Keywords: additive model, cumulative probabilities, infant diarrhoea, recurrent event

Procedia PDF Downloads 613

Authors: M. H. Kazemi, D. Salac

Abstract:

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

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

Procedia PDF Downloads 453

Authors: Wenjie Qin, Kewei Lv

Abstract:

In 1996, Boneh and Venkatesan proposed the Hidden Number Problem (HNP) and proved the most significant bits (MSB) of computational Diffie-Hellman key exchange scheme and related schemes are unpredictable bits. They also gave a method which is a lattice rounding technique to solve HNP in non-uniform model. In this paper, we put forward a new concept that is Schnorr-MSB-HNP. We also reduce the problem of solving Schnorr signature private key with a few consecutive most significant bits of random nonce (used at each signature generation) to Schnorr-MSB-HNP, then we use the rounding technique to solve the Schnorr-MSB-HNP. We have come to the conclusion that if there is a ‘miraculous box’ which inputs the random nonce and outputs 2loglogq (q is a prime number) most significant bits of nonce, the signature private key will be obtained by choosing 2logq signature messages randomly. Thus we get an attack on the Schnorr signature private key.

Keywords: rounding technique, most significant bits, Schnorr signature algorithm, nonce, Schnorr-MSB-HNP

Procedia PDF Downloads 208

Authors: Jesus Ruano, Asensi Oliva

Abstract:

The hydrodynamic field generated by a jet expansion is computed via three dimensional compressible Large Eddy Simulation (LES). Finite Volume Method (FVM) will be the discretization used during this simulation as well as hybrid schemes based on Kinetic Energy Preserving (KEP) schemes and up-winding Godunov based schemes with instabilities detectors. Velocity and pressure fields will be stored at different surfaces near the jet, but far enough to enclose all the fluctuations, in order to use them as input for the acoustic solver. The acoustic field is obtained in the far-field region at several locations by means of a hybrid method based on Ffowcs-Williams and Hawkings (FWH) equation. This equation will be formulated in the spectral domain, via Fourier Transform of the acoustic sources, which are modeled from the results of the initial simulation. The obtained results will allow the study of the broadband noise generated as well as sound directivities.

Keywords: far-field noise, Ffowcs-Williams and Hawkings, finite volume method, large eddy simulation, jet noise

Procedia PDF Downloads 278

Authors: Neha Ahirwar

Abstract:

In the contemporary digital era, the rise of credit card fraud poses a significant threat to both financial institutions and consumers. As fraudulent activities become more sophisticated, there is an escalating demand for robust and effective fraud detection mechanisms. Advanced machine learning algorithms have become crucial tools in addressing this challenge. This paper conducts a thorough examination of the design and evaluation of a credit card fraud detection system, utilizing four prominent machine learning algorithms: random forest, logistic regression, decision tree, and XGBoost. The surge in digital transactions has opened avenues for fraudsters to exploit vulnerabilities within payment systems. Consequently, there is an urgent need for proactive and adaptable fraud detection systems. This study addresses this imperative by exploring the efficacy of machine learning algorithms in identifying fraudulent credit card transactions. The selection of random forest, logistic regression, decision tree, and XGBoost for scrutiny in this study is based on their documented effectiveness in diverse domains, particularly in credit card fraud detection. These algorithms are renowned for their capability to model intricate patterns and provide accurate predictions. Each algorithm is implemented and evaluated for its performance in a controlled environment, utilizing a diverse dataset comprising both genuine and fraudulent credit card transactions.

Keywords: efficient credit card fraud detection, random forest, logistic regression, XGBoost, decision tree

Procedia PDF Downloads 35

Authors: Hyun-Ho Lee, Kee-Won Kim

Abstract:

The arithmetic operations over GF(2m) have been extensively used in error correcting codes and public-key cryptography schemes. Finite field arithmetic includes addition, multiplication, division and inversion operations. Addition is very simple and can be implemented with an extremely simple circuit. The other operations are much more complex. The multiplication is the most important for cryptosystems, such as the elliptic curve cryptosystem, since computing exponentiation, division, and computing multiplicative inverse can be performed by computing multiplication iteratively. In this paper, we present a parallel computation algorithm that operates Montgomery multiplication over finite field using redundant basis. Also, based on the multiplication algorithm, we present an efficient semi-systolic multiplier over finite field. The multiplier has less space and time complexities compared to related multipliers. As compared to the corresponding existing structures, the multiplier saves at least 5% area, 50% time, and 53% area-time (AT) complexity. Accordingly, it is well suited for VLSI implementation and can be easily applied as a basic component for computing complex operations over finite field, such as inversion and division operation.

Keywords: finite field, Montgomery multiplication, systolic array, cryptography

Procedia PDF Downloads 268

Authors: Najafi S., Heidai R., Jamei R., Tofigh F.

Abstract:

In order to study the effects of magnetic field on the root system and growth of Phaseolus vulgaris, an experiment was conducted in 2012. The possible involvement of magnetic field (MF) pretreatment in physiological factors of Phaseolus vulgaris was investigated. Seeds were subjected to 10 days with 1.8 mT of magnetic field for 1h per day. MF pretreatment decreased the plant height, fresh and dry weight, length of root and length of shoot, Chlorophyll a, Chlorophyll b and carotenoid in 10 days old seedling. In addition, activity of enzymes such as Catalase and Guaiacol peroxidase was decreased due to MF exposure. Also, the total Protein and DPPH content of the treated by magnetic field was not significantly changed in compare to control groups, while the flavonoid, Phenol and prolin content of the treated of the treated by magnetic field was significantly changed in compare to control groups. Lateral branches of roots and secondary roots increased with MF. The results suggest that pretreatment of this MF plays important roles in changes in crop productivity. In all cases there was observed a slight stimulating effect of the factors examined. The growth dynamics were weakened. The plants were shorter. Moreover, the effect of a magnetic field on the crop of Phaseolus vulgaris and its structure was small.

Keywords: carotenoid, Chlorophyll a, Chlorophyll b, DPPH, enzymes, flavonoid, germination, growth, phenol, proline, protein, magnetic field, phaseolus vulgaris

Procedia PDF Downloads 559

Authors: Basma Yassa

Abstract:

Evidence on cash transfers’ effectiveness in mitigating macro and idiosyncratic shocks’ impacts has been mixed and is mostly concentrated in Latin America, Sub-Saharan Africa, and South Asia with very limited evidence from the MENA region. Yet conditional cash transfers schemes have been continually used, especially in Egypt, as the main social protection tool in response to the recent socioeconomic crises and macro shocks. We use 2 panel datasets and 1 cross-sectional dataset to estimate the effectiveness of cash transfers as a shock-mitigative mechanism in the Egyptian context. In this paper, the results from the different models (Panel Fixed Effects model and the Regression Discontinuity Design (RDD) model) confirm that micro and macro shocks lead to significant decline in several household-level welfare outcomes and that Takaful cash transfers have a significant positive impact in mitigating the negative shock impacts, especially on households’ debt incidence, debt levels, and asset ownership, but not necessarily on food, and non-food expenditure levels. The results indicate large positive significant effects on decreasing household incidence of debt by up to 12.4 percent and lowered the debt size by approximately 18 percent among Takaful beneficiaries compared to non-beneficiaries’. Similar evidence is found on asset ownership levels, as the RDD model shows significant positive effects on total asset ownership and productive asset ownership, but the model failed to detect positive impacts on per capita food and non-food expenditures. Further extensions are still in progress to compare the models’ results with the DID model results when using a nationally representative ELMPS panel data (2018/2024) rounds. Finally, our initial analysis suggests that conditional cash transfers are effective in buffering the negative shock impacts on certain welfare indicators even after successive macro-economic shocks in 2022 and 2023 in the Egyptian Context.

Keywords: cash transfers, fixed effects, household welfare, household debt, micro shocks, regression discontinuity design

Procedia PDF Downloads 30

Authors: Silvia Faroni, Olivier Le Courtois, Krzysztof Ostaszewski

Abstract:

While a lot of research concentrates on the merits of VaR and TCE, which are the two most classic risk indicators used by financial institutions, little has been written on explaining why regulators favor the choice of VaR or TCE in their set of rules. In this paper, we investigate the preferences of regulators with the aim of understanding why, for instance, a VaR with a given confidence level is ultimately retained. Further, this paper provides equivalence rules that explain how a given choice of VaR can be equivalent to a given choice of TCE. Then, we introduce a new risk indicator that extends TCE by providing a more versatile weighting of the constituents of probability distribution tails. All of our results are illustrated using the generalized Pareto distribution.

Keywords: generalized pareto distribution, generalized tail conditional expectation, regulator preferences, risk measure

Procedia PDF Downloads 144

Authors: Karen E. Supan

Abstract:

Thermal degradation kinetics of switchgrass (Panicum virgatum) from the field, as well as in a pellet form, are presented. Thermogravimetric analysis tests were performed at heating rates of 10-40 K min⁻¹ in an inert atmosphere. The activation energy and the pre-exponential factor were calculated using the Ozawa/Flynn/Wall method as suggested by the ASTM Standard Test Method for Decomposition Kinetics by Thermogravimetry. Four stages were seen in the degradation: dehydration, active pyrolysis of hemicellulose, active pyrolysis of cellulose, and passive pyrolysis. The derivative mass loss peak for active pyrolysis of cellulose in the field-dried sample was much higher than the pelletized. The range of activation energy in the 0.15 – 0.70 conversion interval was 191 – 242 kJ mol⁻¹ for the field-dried and 130-192 kJ mol⁻¹ for the pellets. The highest activation energies were achieved at 0.50 conversion and were 242 kJ mol⁻¹ and 192 kJ mol⁻¹ for the field-dried and pellets, respectively. The thermal degradation and activation energies were comparable to switchgrass and other biomass reported in the literature.

Keywords: biomass, switchgrass, thermal degradation, thermogravimetric analysis

Procedia PDF Downloads 93

Authors: Kailash C. Madan

Abstract:

We study the steady state behaviour of a batch arrival single server queue in which the first service with general service times is compulsory and the second service with general service times is optional. We term such a two phase service as generalized Coxian-2 service. Just after completion of a service the server must take a vacation of random length of time with general vacation times. We obtain steady state probability generating functions for the queue size as well as the steady state mean queue size at a random epoch of time in explicit and closed forms. Some particular cases of interest including some known results have been derived.

Keywords: batch arrivals, compound Poisson process, generalized Coxian-2 service, steady state

Procedia PDF Downloads 434

Authors: Siva Kumar Reddy, Anwesha Mukherjee, Abha Misra

Abstract:

Excellent energy absorption capability in carbon nanotubes (CNT) is shown in their bulk structure that behaves like super compressible foam. Furthermore, a tunable mechanical behavior of CNT foam is achieved using several methods like changing the concentration of precursors, polymer impregnation, non covalent functionalization of CNT microstructure etc. Influence of magnetic field on compressive behavior of magnetic CNT demonstrated an enhanced peak stress and energy absorption capability, which does not require any surface and structural modification of the foam. This presentation discusses the mechanical behavior of micro porous CNT foam that is impregnated in magnetic field responsive fluid. Magnetic particles are dispersed in a nonmagnetic fluid so that alignment of both particles and CNT could play a crucial role in controlling the stiffness of the overall structure. It is revealed that the compressive behavior of CNT foam critically depends on the fluid viscosity as well as magnetic field intensity. Both peak Stress and energy absorption in CNT foam followed a power law behavior with the increase in the magnetic field intensity. However, in the absence of magnetic field, both peak stress and energy absorption capability of CNT foam presented a linear dependence on the fluid viscosity. Hence, this work demonstrates the role magnetic filed in controlling the mechanical behavior of the foams prepared at nanoscale.

Keywords: carbon nanotubes, magnetic field, energy absorption capability and viscosity

Procedia PDF Downloads 279

Authors: Yaping Zhao, Yimin Zhang

Abstract:

In the present paper, the stationary random vibration of a uniform cantilever beam is investigated. Two types of damping mechanism, i.e. the external and internal viscous dampings, are taken into account simultaneously. The excitation form is the support motion, and it is ideal white. Because two type of damping mechanism are considered concurrently, the product of the modal damping ratio and the natural frequency is not a constant anymore. As a result, the infinite definite integral encountered in the process of computing the mean square response is more complex than that in the existing literature. One signal progress of this work is to have calculated these definite integrals accurately. The precise solution of the mean square response is thus obtained in the infinite series form finally. Numerical examples are supplied and the numerical outcomes acquired confirm the validity of the theoretical analyses.

Keywords: random vibration, cantilever beam, mean square response, white noise

Procedia PDF Downloads 368

Authors: Xiaodong Wen, Lijuan Liu, Xinfeng Sun

Abstract:

A high power electrodeless plasma thruster is being developed at Lanzhou Institute of Physics. In this thruster, a rotating magnetic field (RMF) driven by two radio-frequency coils which dephased by 90 degrees are applied both for propellant ionization and plasma acceleration. In the ionization stage, a very high azimuthal current can be driven by RMF and then makes plasma forms a field reversed configuration, namely self-confined plasmoid. Profoundly understanding the transport characteristics of the plasmoid in the following acceleration stage is the key to improve the thruster performances. In this paper, a 3D MHD model is established and the influences of the RMF and an applied magnetic field on the self-confined plasmoid acceleration are investigated. The simulation results show that, by applying a RMF with strength and frequency of 250 G and 370 kHz, the plasmoid can be accelerated to an average velocity of 17 km/s at the exit of the thruster.

Keywords: electric space propulsion, field reversed configuration, rotating magnetic field, transport phenomena

Procedia PDF Downloads 112

Authors: Elif Esiyok

Abstract:

Brand placement practices have become a popular advertising strategy, which is widely used in movies. Whether these brands are remembered by the audience after the film, or if they affect the purchasing preferences of the consumers has become one of the most important topics in the field of advertising. From this point, in this study, the "Devil Wears Prada" movie which includes high amount of brand placements is chosen. The movie watched to the undergraduate students in Turkey to measure the impact of brand placements on the attitudes of the consumers relating with a specific brand. In total 100 students were the subjects of this study. The participants were selected through using a simple random sampling method. The findings revealed that there is a significant difference between male and females in terms of brand recall. Female students were remembered the fashion brands more than the males, whereas males generally recalled the automotive brands and restaurant names.

Keywords: brand placement, brand recall, advertising, media

Procedia PDF Downloads 139