Search results for: conditional mean time to failure
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 19632

Search results for: conditional mean time to failure

19182 How Rational Decision-Making Mechanisms of Individuals Are Corrupted under the Presence of Others and the Reflection of This on Financial Crisis Management Situations

Authors: Gultekin Gurcay

Abstract:

It is known that the most crucial influence of the psychological, social and emotional factors that affect any human behavior is to corrupt the rational decision making mechanism of the individuals and cause them to display irrational behaviors. In this regard, the social context of human beings influences the rationality of our decisions, and people tend to display different behaviors when they were alone compared to when they were surrounded by others. At this point, the interaction and interdependence of the behavioral finance and economics with the area of social psychology comes, where intentions and the behaviors of the individuals are being analyzed in the actual or implied presence of others comes into prominence. Within the context of this study, the prevalent theories of behavioral finance, which are The Prospect Theory, The Utility Theory Given Uncertainty and the Five Axioms of Choice under Uncertainty, Veblen’s Hidden Utility Theory, and the concept of ‘Overreaction’ has been examined and demonstrated; and the meaning, existence and validity of these theories together with the social context has been assessed. Finally, in this study the behavior of the individuals in financial crisis situations where the majority of the society is being affected from the same negative conditions at the same time has been analyzed, by taking into account how individual behavior will change according to the presence of the others.

Keywords: conditional variance coefficient, financial crisis, garch model, stock market

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19181 Effect of Correlation of Random Variables on Structural Reliability Index

Authors: Agnieszka Dudzik

Abstract:

The problem of correlation between random variables in the structural reliability analysis has been extensively discussed in literature on the subject. The cases taken under consideration were usually related to correlation between random variables from one side of ultimate limit state: correlation between particular loads applied on structure or correlation between resistance of particular members of a structure as a system. It has been proved that positive correlation between these random variables reduces the reliability of structure and increases the probability of failure. In the paper, the problem of correlation between random variables from both side of the limit state equation will be taken under consideration. The simplest case where these random variables are of the normal distributions will be concerned. The case when a degree of that correlation is described by the covariance or the coefficient of correlation will be used. Special attention will be paid on questions: how much that correlation changes the reliability level and can it be ignored. In reliability analysis will be used well-known methods for assessment of the failure probability: based on the Hasofer-Lind reliability index and Monte Carlo method adapted to the problem of correlation. The main purpose of this work will be a presentation how correlation of random variables influence on reliability index of steel bar structures. Structural design parameters will be defined as deterministic values and random variables. The latter will be correlated. The criterion of structural failure will be expressed by limit functions related to the ultimate and serviceability limit state. In the description of random variables will be used only for the normal distribution. Sensitivity of reliability index to the random variables will be defined. If the reliability index sensitivity due to the random variable X will be low when compared with other variables, it can be stated that the impact of this variable on failure probability is small. Therefore, in successive computations, it can be treated as a deterministic parameter. Sensitivity analysis leads to simplify the description of the mathematical model, determine the new limit functions and values of the Hasofer-Lind reliability index. In the examples, the NUMPRESS software will be used in the reliability analysis.

Keywords: correlation of random variables, reliability index, sensitivity of reliability index, steel structure

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19180 Contributing Factors to Building Failures and Defects in the Nigerian Construction Industry

Authors: Ndibarafinia Tobin

Abstract:

Building defect and failure are common phenomena in the Nigerian construction industry. The activities of the inexperienced labor force in the Nigerian construction industry have tarnished the image of practicing construction professionals in recent past. Defects and collapse can cause unnecessary expenditure, delays, loss of lives, property and left many people injured. They are also generating controversies among parties involved. Also, if this situation is left unanswered and untreated, it will lead to more serious problems in the future upcoming construction projects in Nigeria. Quite a number of factors are responsible for collapse of high-rise, reinforced concrete buildings in Nigeria. Government, professional bodies and stakeholders are asking countless questions as to who should be responsible and how solutions could be proffered. Therefore this study is aimed to identify the contributing factors to high-rise buildings defects and failures in Nigeria, which frequently occur in construction project in order to minimize time and cost and also the roles of professionals and other participants play in the industry in terms of the use of building materials, placement and curing of concrete, modification in the use of a building, collapse of building induced by fire and other causes. The data is collected from questionnaire from various players in construction industry in Nigeria. This study is succeeds in identifying the causes of building failure and also suggesting possible measures to be taken by government and other regulatory bodies in the building industry to avert this and also improve the effectiveness of managing appraisal process of failures and defects in the future.

Keywords: building defects, building failures, Nigerian construction industry, professionals

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19179 Flexural Fatigue Performance of Self-Compacting Fibre Reinforced Concrete

Authors: Surinder Pal Singh, Sanjay Goel

Abstract:

The paper presents results of an investigation conducted to study the flexural fatigue characteristics of Self Compacting Concrete (SCC) and Self Compacting Fibre Reinforced Concrete (SCFRC). In total 360 flexural fatigue tests and 270 static flexural strength tests were conducted on SCC and SCFRC specimens to obtain the fatigue test data. The variability in the distribution of fatigue life of SCC and SCFRC have been analyzed and compared with that of NVC and NVFRC containing steel fibres of comparable size and shape. The experimental coefficients of fatigue equations have been estimated to represent relationship between stress level (S) and fatigue life (N) for SCC and SCFRC containing different fibre volume fractions. The probability of failure (Pf) has been incorporated in S-N relationships to obtain families of S-N-Pf relationships. A good agreement between the predicted curves and those obtained from the test data has been observed. The fatigue performance of SCC and SCFRC has been evaluated in terms of two-million cycles fatigue strength/endurance limit. The theoretic fatigue lives were also estimated using single-log fatigue equation for 10% probability of failure to estimate the enhanced extent of theoretic fatigue lives of SCFRC with reference to SCC and NVC. The reduction in variability in the fatigue life, increased endurance limit and increased theoretiac fatigue lives demonstrates an overall better fatigue performance for SCC and SCFRC.

Keywords: fatigue life, fibre, probability of failure, self-compacting concrete

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19178 Clinical Impact of Ultra-Deep Versus Sanger Sequencing Detection of Minority Mutations on the HIV-1 Drug Resistance Genotype Interpretations after Virological Failure

Authors: S. Mohamed, D. Gonzalez, C. Sayada, P. Halfon

Abstract:

Drug resistance mutations are routinely detected using standard Sanger sequencing, which does not detect minor variants with a frequency below 20%. The impact of detecting minor variants generated by ultra-deep sequencing (UDS) on HIV drug-resistance (DR) interpretations has not yet been studied. Fifty HIV-1 patients who experienced virological failure were included in this retrospective study. The HIV-1 UDS protocol allowed the detection and quantification of HIV-1 protease and reverse transcriptase variants related to genotypes A, B, C, E, F, and G. DeepChek®-HIV simplified DR interpretation software was used to compare Sanger sequencing and UDS. The total time required for the UDS protocol was found to be approximately three times longer than Sanger sequencing with equivalent reagent costs. UDS detected all of the mutations found by population sequencing and identified additional resistance variants in all patients. An analysis of DR revealed a total of 643 and 224 clinically relevant mutations by UDS and Sanger sequencing, respectively. Three resistance mutations with > 20% prevalence were detected solely by UDS: A98S (23%), E138A (21%) and V179I (25%). A significant difference in the DR interpretations for 19 antiretroviral drugs was observed between the UDS and Sanger sequencing methods. Y181C and T215Y were the most frequent mutations associated with interpretation differences. A combination of UDS and DeepChek® software for the interpretation of DR results would help clinicians provide suitable treatments. A cut-off of 1% allowed a better characterisation of the viral population by identifying additional resistance mutations and improving the DR interpretation.

Keywords: HIV-1, ultra-deep sequencing, Sanger sequencing, drug resistance

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19177 Robustness of Steel Beam to Column Moment Resisting Joints

Authors: G. Culache, M. P. Byfield, N. S. Ferguson, A. Tyas

Abstract:

Steel joints in building structures represent a weak link in the case of accidental transient loading. This type of loading can occur due to blast effects or impact with moving vehicles and will result in large deformations in the material as well as large rotations. This paper addresses the lack of experimental investigations into the response of moment resisting connections subjected to such loading. The current design philosophy was used to create test specimens with flush and extended end plates. The specimens were tested in a specially designed testing rig capable of delivering the sustained loading even beyond the point of failure. Types of failure that the authors attempted to obtain were bolt fracture, flange crushing and end plate fracture. Experimental data is presented, described and analyzed. The tests show that the strength and ductility can be significantly improved by replacing ordinary mild-steel bolts with their stainless steel equivalents. This minor modification is demonstrated to significantly improve the robustness when subjected to loading that results in high deformations and rotation, where loading is maintained during failure. Conclusions are drawn about the wider implications of this research and recommendations made on the direction of future research in this field.

Keywords: steel moment connections, high strain rates, dynamic loading, experimental testing

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19176 Investigation of Failure Mechanisms of Composite Laminates with Delamination and Repaired with Bolts

Authors: Shuxin Li, Peihao Song, Haixiao Hu, Dongfeng Cao

Abstract:

The interactive deformation and failure mechanisms, including local bucking/delamination propagation and global bucking, are investigated in this paper with numerical simulation and validation with experimental results. Three dimensional numerical models using ABAQUS brick elements combined with cohesive elements and contact elements are developed to simulate the deformation and failure characteristics of composite laminates with and without delamination under compressive loading. The zero-thickness cohesive elements are inserted on the possible path of delamination propagation, and the inter-laminate behavior is characterized by the mixed-mode traction-separation law. The numerical simulations identified the complex feature of interaction among local buckling and/or delamination propagation and final global bucking for composite laminates with delamination under compressive loading. Firstly there is an interaction between the local buckling and delamination propagation, i.e., local buckling induces delamination propagation, and then delamination growth further enhances the local buckling. Secondly, the interaction between the out-plan deformation caused by local buckling and the global bucking deformation results in final failure of the composite laminates. The simulation results are validated by the good agreement with the experimental results published in the literature. The numerical simulation validated with experimental results revealed that the degradation of the load capacity, in particular of the compressive strength of composite structures with delamination, is mainly attributed to the combined local buckling/delamination propagation effects. Consequently, a simple field-bolt repair approach that can hinder the local buckling and prevent delamination growth is explored. The analysis and simulation results demonstrated field-bolt repair could effectively restore compressive strength of composite laminates with delamination.

Keywords: cohesive elements, composite laminates, delamination, local and global bucking, field-bolt repair

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19175 Use of Life Cycle Data for State-Oriented Maintenance

Authors: Maximilian Winkens, Matthias Goerke

Abstract:

The state-oriented maintenance enables the preventive intervention before the failure of a component and guarantees avoidance of expensive breakdowns. Because the timing of the maintenance is defined by the component’s state, the remaining service life can be exhausted to the limit. The basic requirement for the state-oriented maintenance is the ability to define the component’s state. New potential for this is offered by gentelligent components. They are developed at the Corporative Research Centre 653 of the German Research Foundation (DFG). Because of their sensory ability they enable the registration of stresses during the component’s use. The data is gathered and evaluated. The methodology developed determines the current state of the gentelligent component based on the gathered data. This article presents this methodology as well as current research. The main focus of the current scientific work is to improve the quality of the state determination based on the life-cycle data analysis. The methodology developed until now evaluates the data of the usage phase and based on it predicts the timing of the gentelligent component’s failure. The real failure timing though, deviate from the predicted one because the effects from the production phase aren’t considered. The goal of the current research is to develop a methodology for state determination which considers both production and usage data.

Keywords: state-oriented maintenance, life-cycle data, gentelligent component, preventive intervention

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19174 Slope Stability and Landslides Hazard Analysis, Limitations of Existing Approaches, and a New Direction

Authors: Alisawi Alaa T., Collins P. E. F.

Abstract:

The analysis and evaluation of slope stability and landslide hazards are landslide hazards are critically important in civil engineering projects and broader considerations of safety. The level of slope stability risk should be identified due to its significant and direct financial and safety effects. Slope stability hazard analysis is performed considering static and/or dynamic loading circumstances. To reduce and/or prevent the failure hazard caused by landslides, a sophisticated and practical hazard analysis method using advanced constitutive modeling should be developed and linked to an effective solution that corresponds to the specific type of slope stability and landslides failure risk. Previous studies on slope stability analysis methods identify the failure mechanism and its corresponding solution. The commonly used approaches include used approaches include limit equilibrium methods, empirical approaches for rock slopes (e.g., slope mass rating and Q-slope), finite element or finite difference methods, and district element codes. This study presents an overview and evaluation of these analysis techniques. Contemporary source materials are used to examine these various methods on the basis of hypotheses, the factor of safety estimation, soil types, load conditions, and analysis conditions and limitations. Limit equilibrium methods play a key role in assessing the level of slope stability hazard. The slope stability safety level can be defined by identifying the equilibrium of the shear stress and shear strength. The slope is considered stable when the movement resistance forces are greater than those that drive the movement with a factor of safety (ratio of the resistance of the resistance of the driving forces) that is greater than 1.00. However, popular and practical methods, including limit equilibrium approaches, are not effective when the slope experiences complex failure mechanisms, such as progressive failure, liquefaction, internal deformation, or creep. The present study represents the first episode of an ongoing project that involves the identification of the types of landslides hazards, assessment of the level of slope stability hazard, development of a sophisticated and practical hazard analysis method, linkage of the failure type of specific landslides conditions to the appropriate solution and application of an advanced computational method for mapping the slope stability properties in the United Kingdom, and elsewhere through geographical information system (GIS) and inverse distance weighted spatial interpolation(IDW) technique. This study investigates and assesses the different assesses the different analysis and solution techniques to enhance the knowledge on the mechanism of slope stability and landslides hazard analysis and determine the available solutions for each potential landslide failure risk.

Keywords: slope stability, finite element analysis, hazard analysis, landslides hazard

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19173 Fatigue Tests of New Assembly Bolt Connections for Perspective Temporary Steel Railway Bridges

Authors: Marcela Karmazínová, Michal Štrba, Miln Pilgr

Abstract:

The paper deals with the problems of the actual behavior, failure mechanism and load-carrying capacity of the special bolt connection developed and intended for the assembly connections of truss main girders of perspective railway temporary steel bridges. Within the framework of this problem solution, several types of structural details of assembly joints have been considered as the conceptual structural design. Based on the preliminary evaluation of advantages or disadvantages of these ones, in principle two basic structural configurations so-called “tooth” and “splice-plate” connections have been selected for the subsequent detailed investigation. This investigation is mainly based on the experimental verification of the actual behavior, strain and failure mechanism and corresponding strength of the connection, and on its numerical modeling using FEM. This paper is focused only on the cyclic loading (fatigue) tests results of “splice-plate” connections and their evaluation, which have already been finished. Simultaneously with the fatigue tests, the static loading tests have been realized too, but these ones, as well as FEM numerical modeling, are not the subject of this paper.

Keywords: Bolt assembly connection, cyclic loading, failure mechanisms, fatigue strength, steel structure, structural detail category, temporary railway bridge

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19172 Wind Fragility of Window Glass in 10-Story Apartment with Two Different Window Models

Authors: Viriyavudh Sim, WooYoung Jung

Abstract:

Damage due to high wind is not limited to load resistance components such as beam and column. The majority of damage is due to breach in the building envelope such as broken roof, window, and door. In this paper, wind fragility of window glass in residential apartment was determined to compare the difference between two window configuration models. Monte Carlo Simulation method had been used to derive damage data and analytical fragilities were constructed. Fragility of window system showed that window located in leeward wall had higher probability of failure, especially those close to the edge of structure. Between the two window models, Model 2 had higher probability of failure, this was due to the number of panel in this configuration.

Keywords: wind fragility, glass window, high rise building, wind disaster

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19171 Fracture And Fatigue Crack Growth Analysis and Modeling

Authors: Volkmar Nolting

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Fatigue crack growth prediction has become an important topic in both engineering and non-destructive evaluation. Crack propagation is influenced by the mechanical properties of the material and is conveniently modelled by the Paris-Erdogan equation. The critical crack size and the total number of load cycles are calculated. From a Larson-Miller plot the maximum operational temperature can for a given stress level be determined so that failure does not occur within a given time interval t. The study is used to determine a reasonable inspection cycle and thus enhances operational safety and reduces costs.

Keywords: fracturemechanics, crack growth prediction, lifetime of a component, structural health monitoring

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19170 Risk Measure from Investment in Finance by Value at Risk

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

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19169 Logistic Regression Model versus Additive Model for Recurrent Event Data

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

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19168 Predicting the Uniaxial Strength Distribution of Brittle Materials Based on a Uniaxial Test

Authors: Benjamin Sonnenreich

Abstract:

Brittle fracture failure probability is best described using a stochastic approach which is based on the 'weakest link concept' and the connection between a microstructure and macroscopic fracture scale. A general theoretical and experimental framework is presented to predict the uniaxial strength distribution according to independent uniaxial test data. The framework takes as input the applied stresses, the geometry, the materials, the defect distributions and the relevant random variables from uniaxial test results and gives as output an overall failure probability that can be used to improve the reliability of practical designs. Additionally, the method facilitates comparisons of strength data from several sources, uniaxial tests, and sample geometries.

Keywords: brittle fracture, strength distribution, uniaxial, weakest link concept

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19167 Influence of P-Y Curves on Buckling Capacity of Pile Foundation

Authors: Praveen Huded, Suresh Dash

Abstract:

Pile foundations are one of the most preferred deep foundation system for high rise or heavily loaded structures. In many instances, the failure of the pile founded structures in liquefiable soils had been observed even in many recent earthquakes. Recent centrifuge and shake table experiments on two layered soil system have credibly shown that failure of pile foundation can occur because of buckling, as the pile behaves as an unsupported slender structural element once the surrounding soil liquefies. However the buckling capacity depends on largely on the depth of soil liquefied and its residual strength. Hence it is essential to check the pile against the possible buckling failure. Beam on non-linear Winkler Foundation is one of the efficient method to model the pile-soil behavior in liquefiable soil. The pile-soil interaction is modelled through p-y springs, different author have proposed different types of p-y curves for the liquefiable soil. In the present paper the influence two such p-y curves on the buckling capacity of pile foundation is studied considering initial geometric and non-linear behavior of pile foundation. The proposed method is validated against experimental results. Significant difference in the buckling capacity is observed for the two p-y curves used in the analysis. A parametric study is conducted to understand the influence of pile diameter, pile flexural rigidity, different initial geometric imperfections, and different soil relative densities on buckling capacity of pile foundation.

Keywords: Pile foundation , Liquefaction, Buckling load, non-linear py curve, Opensees

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19166 Product Design and Development of Wearable Assistant Device

Authors: Hao-Jun Hong, Jung-Tang Huang

Abstract:

The world is gradually becoming an aging society, and with the lack of laboring forces, this phenomenon is affecting the nation’s economy growth. Although nursing centers are booming in recent years, the lack of medical resources are yet to be resolved, thus creating an innovative wearable medical device could be a vital solution. This research is focused on the design and development of a wearable device which obtains a more precise heart failure measurement than products on the market. The method used by the device is based on the sensor fusion and big data algorithm. From the test result, the modified structure of wearable device can significantly decrease the MA (Motion Artifact) and provide users a more cozy and accurate physical monitor experience.

Keywords: big data, heart failure, motion artifact, sensor fusion, wearable medical device

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19165 Life Prediction of Condenser Tubes Applying Fuzzy Logic and Neural Network Algorithms

Authors: A. Majidian

Abstract:

The life prediction of thermal power plant components is necessary to prevent the unexpected outages, optimize maintenance tasks in periodic overhauls and plan inspection tasks with their schedules. One of the main critical components in a power plant is condenser because its failure can affect many other components which are positioned in downstream of condenser. This paper deals with factors affecting life of condenser. Failure rates dependency vs. these factors has been investigated using Artificial Neural Network (ANN) and fuzzy logic algorithms. These algorithms have shown their capabilities as dynamic tools to evaluate life prediction of power plant equipments.

Keywords: life prediction, condenser tube, neural network, fuzzy logic

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19164 Risk and Reliability Based Probabilistic Structural Analysis of Railroad Subgrade Using Finite Element Analysis

Authors: Asif Arshid, Ying Huang, Denver Tolliver

Abstract:

Finite Element (FE) method coupled with ever-increasing computational powers has substantially advanced the reliability of deterministic three dimensional structural analyses of a structure with uniform material properties. However, railways trackbed is made up of diverse group of materials including steel, wood, rock and soil, while each material has its own varying levels of heterogeneity and imperfections. It is observed that the application of probabilistic methods for trackbed structural analysis while incorporating the material and geometric variabilities is deeply underworked. The authors developed and validated a 3-dimensional FE based numerical trackbed model and in this study, they investigated the influence of variability in Young modulus and thicknesses of granular layers (Ballast and Subgrade) on the reliability index (-index) of the subgrade layer. The influence of these factors is accounted for by changing their Coefficients of Variance (COV) while keeping their means constant. These variations are formulated using Gaussian Normal distribution. Two failure mechanisms in subgrade namely Progressive Shear Failure and Excessive Plastic Deformation are examined. Preliminary results of risk-based probabilistic analysis for Progressive Shear Failure revealed that the variations in Ballast depth are the most influential factor for vertical stress at the top of subgrade surface. Whereas, in case of Excessive Plastic Deformations in subgrade layer, the variations in its own depth and Young modulus proved to be most important while ballast properties remained almost indifferent. For both these failure moods, it is also observed that the reliability index for subgrade failure increases with the increase in COV of ballast depth and subgrade Young modulus. The findings of this work is of particular significance in studying the combined effect of construction imperfections and variations in ground conditions on the structural performance of railroad trackbed and evaluating the associated risk involved. In addition, it also provides an additional tool to supplement the deterministic analysis procedures and decision making for railroad maintenance.

Keywords: finite element analysis, numerical modeling, probabilistic methods, risk and reliability analysis, subgrade

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19163 Effects of Cash Transfers Mitigation Impacts in the Face of Socioeconomic External Shocks: Evidence from Egypt

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

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19162 VaR or TCE: Explaining the Preferences of Regulators

Authors: Silvia Faroni, Olivier Le Courtois, Krzysztof Ostaszewski

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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

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19161 Internet of Things Edge Device Power Modelling and Optimization Simulator

Authors: Cian O'Shea, Ross O'Halloran, Peter Haigh

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Wireless Sensor Networks (WSN) are Internet of Things (IoT) edge devices. They are becoming widely adopted in many industries, including health care, building energy management, and conditional monitoring. As the scale of WSN deployments increases, the cost and complexity of battery replacement and disposal become more significant and in time may become a barrier to adoption. Harvesting ambient energies provide a pathway to reducing dependence on batteries and in the future may lead to autonomously powered sensors. This work describes a simulation tool that enables the user to predict the battery life of a wireless sensor that utilizes energy harvesting to supplement the battery power. To create this simulator, all aspects of a typical WSN edge device were modelled including, sensors, transceiver, and microcontroller as well as the energy source components (batteries, solar cells, thermoelectric generators (TEG), supercapacitors and DC/DC converters). The tool allows the user to plug and play different pre characterized devices as well as add user-defined devices. The goal of this simulation tool is to predict the lifetime of a device and scope for extension using ambient energy sources.

Keywords: Wireless Sensor Network, IoT, edge device, simulation, solar cells, TEG, supercapacitor, energy harvesting

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19160 Continuous and Discontinuos Modeling of Wellbore Instability in Anisotropic Rocks

Authors: C. Deangeli, P. Obentaku Obenebot, O. Omwanghe

Abstract:

The study focuses on the analysis of wellbore instability in rock masses affected by weakness planes. The occurrence of failure in such a type of rocks can occur in the rock matrix and/ or along the weakness planes, in relation to the mud weight gradient. In this case the simple Kirsch solution coupled with a failure criterion cannot supply a suitable scenario for borehole instabilities. Two different numerical approaches have been used in order to investigate the onset of local failure at the wall of a borehole. For each type of approach the influence of the inclination of weakness planes has been investigates, by considering joint sets at 0°, 35° and 90° to the horizontal. The first set of models have been carried out with FLAC 2D (Fast Lagrangian Analysis of Continua) by considering the rock material as a continuous medium, with a Mohr Coulomb criterion for the rock matrix and using the ubiquitous joint model for accounting for the presence of the weakness planes. In this model yield may occur in either the solid or along the weak plane, or both, depending on the stress state, the orientation of the weak plane and the material properties of the solid and weak plane. The second set of models have been performed with PFC2D (Particle Flow code). This code is based on the Discrete Element Method and considers the rock material as an assembly of grains bonded by cement-like materials, and pore spaces. The presence of weakness planes is simulated by the degradation of the bonds between grains along given directions. In general the results of the two approaches are in agreement. However the discrete approach seems to capture more complex phenomena related to local failure in the form of grain detachment at wall of the borehole. In fact the presence of weakness planes in the discontinuous medium leads to local instability along the weak planes also in conditions not predicted from the continuous solution. In general slip failure locations and directions do not follow the conventional wellbore breakout direction but depend upon the internal friction angle and the orientation of the bedding planes. When weakness plane is at 0° and 90° the behaviour are similar to that of a continuous rock material, but borehole instability is more severe when weakness planes are inclined at an angle between 0° and 90° to the horizontal. In conclusion, the results of the numerical simulations show that the prediction of local failure at the wall of the wellbore cannot disregard the presence of weakness planes and consequently the higher mud weight required for stability for any specific inclination of the joints. Despite the discrete approach can simulate smaller areas because of the large number of particles required for the generation of the rock material, however it seems to investigate more correctly the occurrence of failure at the miscroscale and eventually the propagation of the failed zone to a large portion of rock around the wellbore.

Keywords: continuous- discontinuous, numerical modelling, weakness planes wellbore, FLAC 2D

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19159 Solving One of the Variants of Necktie Paradox for Business Proposals

Authors: Natarajan Vijayarangan, Viswanath Kumar Ganesan, G. Kumudhavalli

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This abstract figures out an uncertainty problem pertaining to evaluating business proposals or concept notes in an organisation. Let us consider business proposal evaluation process (BPEP) for execution of corporate research cum business projects in the organisation. Assume that two concept notes X and Y of BPEP are approved: one of them is a full-fledged type (100% financial approval given by the organisation) - X and other one is a conditional type (a partial financial approval given by the organisation) - Y. Then a penalty criteria has been introduced during the process. At the end of annual appraisal, if both of them complete as per the goals and objectives committed or figured out at the time of concept note submission, then both will get an incentive of $N from the organisation. If one of them doesn't fulfill the goals and objectives at the year-end appraisal, then d% reduction or cut will be levied on the project budget for the next year. If X fulfills the goals and objectives and Y doesn't , then X gets a gain of d% on Y's previous year budget and Y gets a loss of d% from the previous year budget for the next year. And vice-versa. Further, an incentive of $N will be given to those who gains. This process is a part of Necktie paradox and inherits an uncertainty principle on X or Y getting more than $N even if X or Y performs well.Solving the above problem and generalizing on finitely many concept notes will be a challenging task.

Keywords: concept notes, necktie paradox, annual appraisal, project budget and gain or loss

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19158 Analysis of Conditional Effects of Forms of Upward versus Downward Counterfactual Reasoning on Gambling Cognition and Decision of Nigerians

Authors: Larry O. Awo, George N. Duru

Abstract:

There are growing public and mental health concerns over the availability of gambling platforms and shops in Nigeria and the high level of youth involvement in gambling. Early theorizing maintained that gambling involvement was driven by a quest for resource gains. However, evidence shows that the economic model of gambling tends to explain the involvement of the gambling business owners (sport lottery operators: SLOs) as most gamblers lose more than they win. This loss, according to the law of effect, ought to discourage decisions to gamble. However, the quest to recover losses has often initiated prolonged gambling sessions. Therefore, the need to investigate mental contemplations (such as counterfactual reasoning (upward versus downward) of what “would, should, or could” have been, and feeling of the illusion of control; IOC) over gambling outcomes as risk or protective factors in gambling decisions became pertinent. The present study sought to understand the differential contributions and conditional effects of upward versus downward counterfactual reasoning as pathways through which the association between IOC and gambling decisions of Nigerian youths (N = 120, mean age = 18.05, SD = 3.81) could be explained. The study adopted a randomized group design, and data were obtained by means of stimulus material (the Gambling Episode; GE) and self-report measures of IOC and Gambling Decision. One-way analysis of variance (ANOVA) result showed that participants in the upward counterfactual reasoning group (M = 22.08) differed from their colleagues in the downward counterfactual reasoning group (M = 17.33) on the decision to gamble, and this difference was significant [F(1,112) = 23, P < .01]. HAYES PROCESS macro moderation analysis results showed that 1) IOC and upward counterfactual reasoning were positively associated with the decision to gamble (B = 14.21, t = 6.10, p < .01 and B = 7.22, t = 2.07, p <.05, respectively), 2) downward counterfactual reasoning was negatively associated with the decision to gamble more to recover losses (B = 10.03, t = 3.21, p < .01), 3) upward counterfactual reasoning did not moderate the association between IOC and gambling decision (p > .05), and 4) downward counterfactual reasoning negatively moderated the association between IOC and gambling decision (B = 07, t = 2.18, p < .05) such that the association was strong at the low level of downward counterfactual, but wane at high levels of downward counterfactual reasoning. The implication of these findings is that IOC and upward counterfactual reasoning were risk factors and promoted gambling behavior, while downward counterfactual reasoning protects individuals from gambling activities. Thus, it is concluded that downward counterfactual reasoning strategies should be included in gambling therapy and treatment packages as it could diminish feelings of both IOC and negative feelings of missed positive outcomes and the urge to gamble.

Keywords: counterfactual reasoning, gambling cognition, gambling decision, Nigeria, youths

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19157 Failure Analysis: Solid Rocket Motor Type “Candy” - Explosion in a Static Test

Authors: Diego Romero, Fabio Rojas, J. Alejandro Urrego

Abstract:

The sounding rockets are aerospace vehicles that were developed in the mid-20th century, and Colombia has been involved in research that was carried out with the aim of innovating with this technology. The rockets are university research programs with the collaboration of the local government, with a simple strategy, develop and reduce the greatest costs associated with the production of a kind type of technology. In this way, in this document presents the failure analysis of a solid rocket motor, with the real compatibly to reach the thermosphere with a low-cost fuel. This solid rocket motor is the latest development of the Uniandes Aerospace Project (PUA for its Spanish acronym), an undergraduate and postgraduate research group at Universidad de los Andes (Bogotá, Colombia), dedicated to incurring in this type of technology. This motor has been carried out on Candy-type solid fuel, which is a compound of potassium nitrate and sorbitol, and the investigation has allowed the production of solid motors powerful enough to reach space, and which represents a unique technological advance in Latin America and an important development in experimental rocketry.To outline the main points the explosion in a static test is an important to explore and demonstrate the ways to develop technology, methodologies, production and manufacturing, being a solid rocket motor with 30 kN of thrust. In conclusion, this analysis explores different fields such as: design, manufacture, materials, production, first fire and more, with different engineering tools with principal objective find root failure. Following the engineering analysis methodology, was possible to design a new version of motor, with learned lessons new manufacturing specification, therefore, when publishing this project, it is intended to be a reference for future research in this field and benefit the industry.

Keywords: candy propellant, candy rockets, explosion, failure analysis, static test, solid rocket motor

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19156 Spread of Measles Disease in Indonesia with Susceptible Vaccinated Infected Recovered Model

Authors: Septiawan A. Saputro, Purnami Widyaningsih, Sutanto Sastraredja

Abstract:

Measles is a disease which can spread caused by a virus and has been a priority’s Ministry of Health in Indonesia to be solved. Each infected person can be recovered and get immunity so that the spread of the disease can be constructed with susceptible infected recovered (SIR). To prevent the spread of measles transmission, the Ministry of Health holds vaccinations program. The aims of the research are to derive susceptible vaccinated infected recovered (SVIR) model, to determine the patterns of disease spread with SVIR model, and also to apply the SVIR model on the spread of measles in Indonesia. Based on the article, it can be concluded that the spread model of measles with vaccinations, that is SVIR model. It is a first-order differential equation system. The patterns of disease spread is determined by solution of the model. Based on that model Indonesia will be a measles-free nation in 2186 with the average of vaccinations scope about 88% and the average score of vaccinations failure about 4.9%. If it is simulated as Ministry of Health new programs with the average of vaccinations scope about 95% and the average score of vaccinations failure about 3%, then Indonesia will be a measles-free nation in 2184. Even with the average of vaccinations scope about 100% and no failure of vaccinations, Indonesia will be a measles-free nation in 2183. Indonesia’s target as a measles-free nation in 2020 has not been reached.

Keywords: measles, vaccination, susceptible infected recovered (SIR), susceptible vaccinated infected recovered (SVIR)

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19155 The Role and Challenges of Social Workers in Child Protection: The Case of Indonesia

Authors: B. Rusyidi

Abstract:

Since 2009, the Indonesian Ministry of Social Affairs has been implementing Program Kesejahteraan Sosial Anak (PKSA) (Child Welfare Program) a conditional cash transfer program that targets neglected children, children with disabilities, street children, children in conflict with the law, and children in need of special protection, all from poor households. PKSA integrates three elements: Transfer of cash, care and social services through social workers, and institutional childcare assistance. This qualitative study analyzed the roles and the challenges of social workers in implementing PKSA and lays out recommendations to inform policy changes. Data were collected in late 2014 from national and local government and non-government child welfare agencies, social workers, and childcare institution representatives through interviews and Focused Group Discussions (FGDs). Field work took place in six districts in the provinces of Jakarta, Central Java and South Sulawesi. The study found that the social workers’ role was significant in facilitating cash transfer, providing education and guidance, and linking children and families to basic social services. This improved utilization of basic social services enhanced children and families’ behaviors and contributed to the well being of the children. However, only a small number of childcare institutions have social workers, leaving many children and families without care and social service linkages, depriving them of rehabilitative components to help them regain their social functions. Some social workers reported their struggles with heavy workloads, lack of professional competencies and training, limited job security, and inadequate professional acknowledgment from other professions. Parts of those challenges were due to the centralized nature of the program and the lack of shared vision and commitment about the child protection system among related government agencies both at the national and local levels. The study highlights the necessity to implement an integrated child protection system, decentralize the PKSA program, and increase the number, competence, case management, and management and monitoring of social workers. The most recent progress of the program and its impacts on social workers are also discussed.

Keywords: child protection, conditional cash transfer, program decentralization, social worker, working conditions

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19154 A Description Analysis of Mortality Rate of Human Infection with Avian Influenza A(H7N9) Virus in China

Authors: Lei Zhou, Chao Li, Ruiqi Ren, Dan Li, Yali Wang, Daxin Ni, Zijian Feng, Qun Li

Abstract:

Background: Since the first human infection with avian influenza A(H7N9) case was reported in China on 31 March 2013, five epidemics have been observed in China through February 2013 and September 2017. Though the overall mortality rate of H7N9 has remained as high as around 40% throughout the five epidemics, the specific mortality rate in Mainland China varied by provinces. We conducted a descriptive analysis of mortality rates of H7N9 cases to explore the various severity features of the disease and then to provide clues of further analyses of potential factors associated with the severity of the disease. Methods: The data for analysis originated from the National Notifiable Infectious Disease Report and Surveillance System (NNIDRSS). The surveillance system and identification procedure for H7N9 infection have not changed in China since 2013. The definition of a confirmed H7N9 case is as same as previous reports. Mortality rates of H7N9 cases are described and compared by time and location of reporting, age and sex, and genetic features of H7N9 virus strains. Results: The overall mortality rate, the male and female specific overall rates of H7N9 is 39.6% (608/1533), 40.3% (432/1072) and 38.2% (176/461), respectively. There was no significant difference between the mortality rates of male and female. The age-specific mortality rates are significantly varied by age groups (χ²=38.16, p < 0.001). The mortality of H7N9 cases in the age group between 20 and 60 (33.17%) and age group of over 60 (51.16%) is much higher than that in the age group of under 20 (5.00%). Considering the time of reporting, the mortality rates of cases which were reported in the first (40.57%) and fourth (42.51%) quarters of each year are significantly higher than the mortality of cases which were reported in the second (36.02%) and third (27.27%) quarters (χ²=75.18, p < 0.001). The geographic specific mortality rates vary too. The mortality rates of H7N9 cases reported from the Northeast China (66.67%) and Westeast China (56.52%) are significantly higher than that of H7N9 cases reported from the remained area of mainland China. The mortality rate of H7N9 cases reported from the Central China is the lowest (34.38%). The mortality rates of H7N9 cases reported from rural (37.76%) and urban (38.96%) areas are similar. The mortality rate of H7N9 cases infected with the highly pathogenic avian influenza A(H7N9) virus (48.15%) is higher than the rate of H7N9 cases infected with the low pathogenic avian influenza A(H7N9) virus (37.57%), but the difference is not statistically significant. Preliminary analyses showed that age and some clinical complications such as respiratory failure, heart failure, and septic shock could be potential risk factors associated with the death of H7N9 cases. Conclusions: The mortality rates of H7N9 cases varied by age, sex, time of reporting and geographical location in mainland China. Further in-depth analyses and field investigations of the factors associated with the severity of H7N9 cases need to be considered.

Keywords: H7N9 virus, Avian Influenza, mortality, China

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19153 Lessons Learnt from Moment Magnitude 7.8 Gorkha, Nepal Earthquake

Authors: Narayan Gurung, Fawu Wang, Ranjan Kumar Dahal

Abstract:

Nepal is highly prone to earthquakes and has witnessed at least one major earthquake in 80 to 90 years interval. The Gorkha earthquake, that measured 7.8 RS in magnitude and struck Nepal on 25th April 2015, after 81 years since Mw 8.3 Nepal Bihar earthquake in 1934, was the largest earthquake after Mw 8.3 Nepal Bihar earthquake. In this paper, an attempt has been made to highlight the lessons learnt from the MwW 7.8 Gorkha (Nepal) earthquake. Several types of damage patterns in buildings were observed for reinforced concrete buildings, as well as for unreinforced masonry and adobe houses in the earthquake of 25 April 2015. Many field visits in the affected areas were conducted, and thus, associated failure and damage patterns were identified and analyzed. Damage patterns in non-engineered buildings, middle and high-rise buildings, commercial complexes, administrative buildings, schools and other critical facilities are also included from the affected districts. For most buildings, the construction and structural deficiencies have been identified as the major causes of failure; however, topography, local soil amplification, foundation settlement, liquefaction associated damages and buildings built in hazard-prone areas were also significantly observed for the failure or damages to buildings and hence are reported. Finally, the lessons learnt from Mw 7.8 Gorkha (Nepal) earthquake are presented in order to mitigate impacts of future earthquakes in Nepal.

Keywords: Gorkha earthquake, reinforced concrete structure, Nepal, lesson learnt

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