Search results for: computational finance

Authors: Victor Arokia Doss, Kuberapandian Dharaniyambigai, K. Julia Rose Mary

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Advanced Glycation End (AGE) products are the end products due to the reaction between excess reducing sugar present in diabetes and free amino group in protein lipids and nucleic acids. Thus, non-enzymic glycation of molecules such as hemoglobin, collagen, and other structurally and functionally important proteins add to the pathogenic complications such as diabetic retinopathy, neuropathy, nephropathy, vascular changes, atherosclerosis, Alzheimer's disease, rheumatoid arthritis, and chronic heart failure. The most common non-cross linking AGE, carboxymethyl lysine (CML) is formed by the oxidative breakdown of fructosyllysine, which is a product of glucose and lysine. CML is formed in a wide variety of tissues and is an index to assess the extent of glycoxidative damage. Thus we have constructed a mathematical and computational model that predicts the effect of temperature differences in vivo, on the formation of CML, which is now being considered as an important intracellular milieu. This hybrid model that had been tested for its parameter fitting and its sensitivity with available experimental data paves the way for designing novel laboratory experiments that would throw more light on the pathological formation of AGE adducts and in the pathophysiology of diabetic complications.

Keywords: advanced glycation end-products, CML, mathematical model, computational model

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Authors: Theo Ndereyimana, Yann Dufresne, Micael Boulet, Stephane Moreau

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The DEM (Discrete Element Method) is used a lot in the industry to simulate large-scale flows of particles; for instance, in a fluidized bed, it allows to predict of the trajectory of every particle. One of the main limits of the DEM is the computational time. The CGM (Coarse-Graining Method) has been developed to tackle this issue. The goal is to increase the size of the particle and, by this means, decrease the number of particles. The method leads to a reduction of the collision frequency due to the reduction of the number of particles. Multiple characteristics of the particle movement and the fluid flow - when there is a coupling between DEM and CFD (Computational Fluid Dynamics). The main characteristic that is impacted is the energy dissipation of the system, to regain the dissipation, an ADM (Additional Dissipative Mechanism) can be added to the model. The objective of this current work is to observe the influence of the choice of the ADM and the factor of coarse-graining on the numerical results. These results will be compared with experimental results of a fluidized bed and with a numerical model of the same fluidized bed without using the CGM. The numerical model is one of a 3D cylindrical fluidized bed with 9.6M Geldart B-type particles in a bubbling regime.

Keywords: additive dissipative mechanism, coarse-graining, discrete element method, fluidized bed

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Authors: Diego De Castro Rodrigues, Marcelo B. Nery, Sergio Adorno

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The project aims to develop a framework for social data analysis, particularly by mobilizing criminal records and applying descriptive computational techniques, such as associative algorithms and extraction of tree decision rules, among others. The methods and instruments discussed in this work will enable the discovery of patterns, providing a guided means to identify similarities between recurring situations in the social sphere using descriptive techniques and data visualization. The study area has been defined as the city of São Paulo, with the structuring of social data as the central idea, with a particular focus on the quality of the information. Given this, a set of tools will be validated, including the use of a database and tools for visualizing the results. Among the main deliverables related to products and the development of articles are the discoveries made during the research phase. The effectiveness and utility of the results will depend on studies involving real data, validated both by domain experts and by identifying and comparing the patterns found in this study with other phenomena described in the literature. The intention is to contribute to evidence-based understanding and decision-making in the social field.

Keywords: social data analysis, criminal records, computational techniques, data mining, big data

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Authors: James Q. Feng

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Pneumatic nebulizers (as variations based on the Collison nebulizer) have been widely used for producing fine aerosol droplets from a liquid material. As qualitatively described by many authors, the basic working principle of those nebulizers involves utilization of the negative pressure associated with an expanding gas jet to syphon liquid into the jet stream, then to blow and shear into liquid sheets, filaments, and eventually droplets. But detailed quantitative analysis based on fluid mechanics theory has been lacking in the literature. The purpose of present work is to investigate the nature of negative pressure distribution associated with compressible gas jet flow in the Collison nebulizer by a computational fluid dynamics (CFD) analysis, using an OpenFOAM® compressible flow solver. The value of the negative pressure associated with a gas jet flow is examined by varying geometric parameters of the jet expansion channel adjacent to the jet orifice outlet. Such an analysis can provide valuable insights into fundamental mechanisms in liquid aspiration process, helpful for effective design of the pneumatic atomizer in the Aerosol Jet® direct-write system for micro-feature, high-aspect-ratio material deposition in additive manufacturing.

Keywords: collison nebulizer, compressible gas jet flow, liquid aspiration, pneumatic atomization

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Authors: Sarra Haouala, Issam Doghri

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In this work, a multiscale computational strategy is proposed for the analysis of structures, which are described at a refined level both in space and in time. The proposal is applied to two-phase viscoelastic-viscoplastic (VE-VP) reinforced thermoplastics subjected to large numbers of cycles. The main aim is to predict the effective long time response while reducing the computational cost considerably. The proposed computational framework is a combination of the mean-field space homogenization based on the generalized incrementally affine formulation for VE-VP composites, and the asymptotic time homogenization approach for coupled isotropic VE-VP homogeneous solids under large numbers of cycles. The time homogenization method is based on the definition of micro and macro-chronological time scales, and on asymptotic expansions of the unknown variables. First, the original anisotropic VE-VP initial-boundary value problem of the composite material is decomposed into coupled micro-chronological (fast time scale) and macro-chronological (slow time-scale) problems. The former is purely VE, and solved once for each macro time step, whereas the latter problem is nonlinear and solved iteratively using fully implicit time integration. Second, mean-field space homogenization is used for both micro and macro-chronological problems to determine the micro and macro-chronological effective behavior of the composite material. The response of the matrix material is VE-VP with J2 flow theory assuming small strains. The formulation exploits the return-mapping algorithm for the J2 model, with its two steps: viscoelastic predictor and plastic corrections. The proposal is implemented for an extended Mori-Tanaka scheme, and verified against finite element simulations of representative volume elements, for a number of polymer composite materials subjected to large numbers of cycles.

Keywords: asymptotic expansions, cyclic loadings, inclusion-reinforced thermoplastics, mean-field homogenization, time homogenization

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Authors: Shabina Khan, Rukhsana Tabassum Syeda

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Islamic banking is a finance system based on the principles of Shariah law. Charging interest is prohibited in Islam. Instead of charging interest the lender shares some part of profit or loss with the borrower, there is a great need for Islamic banking after the collapse of leading Wall Street institutions notably Lehman Brothers and other global finance institution, economic recession, Islamic banking have emerged as an alternative to conventional banking. Islamic banking is growing at the rate of more than 15% not only in Muslim countries, but also in secular and modern industrialized countries like U.K. Japan, France, Singapore, Hongkong. India with a total population of about 184 million about $ 1.5% Muslim deposit interest is lying unclaimed in different Indian banks, as there are no banks based on shariah laws approved by the RBI. When we take the example of Kerala state in India, almost 26.2% population is Muslim. Thus thousands of crore of rupees earned in interest is suspended accounts. In Kerala alone Rs. 40,000 crore and in Jammu and Kashmir Rs. 50,000 crore as interest earned on deposit of Muslim are lying unclaimed. By 2050, Indian Muslim population would be the largest in the world. It will surpass Indonesia. The Muslim population is likely to exceed 18% i.e. 310 mn. Muslim population will increase four percentage points from 14% to 18%. This paper studies the problems and prospects of Islamic banking in India. India has 29 states and Maharashtra is one of them. In the Maharashtra state is Aurangabad district. According to census 2011, Aurangabad city population is 51.07% is Hindu .Muslim is the second most popular religion with approximately 30.79. There are branches of Islamic banking run by Anjuman e Islam in many parts of India by the name of Al- Khair Baitul Mal which is a nongovernment organization. Its branch is in Aurangabad. The main objectives of this study are: 1. To find the scope of Islamic banking. 2. To study and analyze the prospects and problems of such organizations in Aurangabad district. 3. To create awareness about Islamic banking. 4. To study the functions of the organizations based on Islamic banking rules. 5. To encourage non-Muslims to invest in Islamic banking. The methodology used will be primary as well as secondary data. This is helping the weaker section of the society to obtain sources for trade and business. This paper finds that there is sufficient scope of Islamic banking in the region.

Keywords: Aurangabad, conventional banking, Islamic banking, Riba (interest)

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Authors: Shahroz Khan, Osman Taha Şen

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In automotive brake systems, brake noise has been a major problem, and brake squeal is one of the critical ones which is an instability issue. The brake squeal produces an audible sound at high frequency that is irritating to the human ear. To study this critical problem, first a nonlinear mathematical model with three degree of freedom is developed. This model consists of a point mass that simulates the brake pad and a sliding surface that simulates the brake rotor. The model exposes kinematic and clearance nonlinearities, but no friction nonlinearity. In the formulation, the friction coefficient is assumed to be constant and the friction force does not change direction. The nonlinear governing equations of the model are first obtained, and numerical solutions are sought for different cases. Second, a computational model for the squeal problem is developed with a commercial software, and computational solutions are obtained with two different types of contact cases (solid-to-solid and sphere-to-plane). This model consists of three rigid bodies and several elastic elements that simulate the key characteristics of a brake system. The response obtained from this model is compared with numerical solutions in time and frequency domain.

Keywords: contact force, nonlinearities, brake squeal, vehicle brake

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Authors: Doyoung Kim, Hyo Seon Park

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Studies of System Identification(SI) based on Structural Health Monitoring(SHM) have actively conducted for structural safety. Recently SI techniques have been rapidly developed with output-only SI paradigm for estimating modal parameters. The features of these output-only SI methods consist of Frequency Domain Decomposition(FDD) and Stochastic Subspace Identification(SSI) are using the algorithms based on orthogonal decomposition such as singular value decomposition(SVD). But the SVD leads to high level of computational complexity to estimate modal parameters. This paper proposes the technique to estimate mode shape with lower computational cost. This technique shows pseudo modal Operating Deflections Shape(ODS) through bandpass filter and suggests time history Modal Assurance Criterion(MAC). Finally, mode shape could be estimated from pseudo modal ODS and time history MAC. Analytical simulations of vibration measurement were performed and the results with mode shape and computation time between representative SI method and proposed method were compared.

Keywords: modal assurance criterion, mode shape, operating deflection shape, system identification

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Authors: Long Zhang, Ian Hampson, Loretta O' Donnell

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Practitioners in various industries, especially in the finance industry that conventionally benefit from financial capital and resources, appear to be increasingly aware of the importance of human capital resources (HCR) after the 2008 Global Financial Crisis. Scholars from diverse fields have conducted extensive and fruitful research on HCR within their own disciplines. This review suggests that the mainstream of pure quantitative research alone is insufficient to provide precise or comprehensive understanding of HCR. The complex relationships and interactions in HCR call for more integrative and cross-disciplinary research to more holistically understand complex and intricate HCRs. The complex nature of HCR requires deep qualitative exploration based on in-depth data to capture the everydayness of organizational activities and to register its individuality and variety. Despite previous efforts, a systematic and holistic integration of HCR research among multiple disciplines is lacking. Using a retrospective analysis of articles published in the field of economics, finance and management, including psychology, human resources management (HRM), organizational behaviour (OB), industrial and organizational psychology (I-O psychology), organizational theory, and strategy literatures, this study summaries and compares the major perspectives, theories, and findings on HCR research. A careful examination of the progress of the debates of HCR definitions and measurements in distinct disciplines enables an identification of the limitations and gaps in existing research. It enables an analysis of the interplay of these concepts, as well as that of the related concepts of intellectual capital, social capital, and Chinese guanxi, and how they provide a broader perspective on the HCR-related influences on firms’ competitive advantage. The study also introduces the themes of Environmental, Social and Governance, or ESG based investing, as the burgeoning body of ESG studies illustrates the rising importance of human and non-financial capital in investment process. The ESG literature locates HCR into a broader research context of the value of non-financial capital in explaining firm performance. The study concludes with a discussion of new directions for future research that may help advance our knowledge of HCR.

Keywords: human capital resources, social capital, Chinese guanxi, human resources management

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Authors: Y. Rae, A. Benaarbia, J. Hughes, Wei Sun

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This paper describes an elasto-visco-plastic computational modelling method which can be used to assess the cyclic plasticity responses of high temperature structures operating under thermo-mechanical loadings. The material constitutive equation used is an improved unified multi-axial Chaboche-Lemaitre model, which takes into account non-linear kinematic and isotropic hardening. The computational methodology is a three-dimensional framework following an implicit formulation and based on a radial return mapping algorithm. The associated user material (UMAT) code is developed and calibrated across isothermal hold-time low cycle fatigue tests for a typical turbine rotor steel for use in finite element (FE) implementation. The model is applied to a realistic industrial gas turbine rotor, where the study focuses its attention on the deformation heterogeneities and critical high stress areas within the rotor structure. The potential improvements of such FE visco-plastic approach are discussed. An integrated life assessment procedure based on R5 and visco-plasticity modelling, is also briefly addressed.

Keywords: unified visco-plasticity, thermo-mechanical, turbine rotor, finite element modelling

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Authors: Sorin Muraru

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Computational generation of carbon nanostructures is still a very demanding process. This work provides an alternative to manual molecular modeling through an algorithm meant to automate the design of such structures. Specifically, carbon nanochimneys are obtained through the bonding of a carbon nanotube with the smaller edge of an open carbon nanocone. The methods of connection rely on mathematical, geometrical and chemical properties. Non-hexagonal rings are used in order to perform the correct bonding of dangling bonds. Once obtained, they are useful for thermal transport, gas storage or other applications such as gas separation. The carbon nanochimneys are meant to produce a less steep connection between structures such as the carbon nanotube and graphene sheet, as in the pillared graphene, but can also provide functionality on its own. The method relies on connecting dangling bonds at the edges of the two carbon nanostructures, employing the use of two different types of auxiliary structures on a case-by-case basis. The code is implemented in Python 3.7 and generates an output file in the .pdb format containing all the system’s coordinates. Acknowledgment: This work was supported by a grant of the Executive Agency for Higher Education, Research, Development and innovation funding (UEFISCDI), project number PN-III-P1-1.1-TE-2016-24-2, contract TE 122/2018.

Keywords: carbon nanochimneys, computational, carbon nanotube, carbon nanocone, molecular modeling, carbon nanostructures

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Authors: Mauricio Gracia, Luis Leal, Bharat Verma

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Computational fluid dynamics (CFD) has become nowadays an important tool in the process of hydrodynamic design of modern ships. CFD is used to model any phenomena related to fluid flow in a control volume like a ship or any offshore structure in the sea. In the present study, the current force drag coefficients for a Colombian Navy Frigate in deep and shallow water are estimated through the application of CFD. The study shows the process of simulating the ship current drag coefficients using the CFD simulations method, which is conducted using STAR-CCM+ software package. The Almirante Padilla class Frigate ship scale model is investigated. The results show the ship current drag coefficient calculated considering a current speed of 1 knot with a 90° drift angle for the full-scale ship. Predicted results were compared against the current drag coefficients published in the Lloyds register OCIMF report. It is shown that the simulation results agree fairly well with the published results and that STAR-CCM+ code can predict current drag coefficients.

Keywords: CFD, current draft coefficient, STAR-CCM+, OCIMF, Bollard pull

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Authors: Riko Wahyudi, Rezky Lasekti Wicaksono, Ayu Satya Damayanti, Ridhasepta Multi Kenrosa

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Implementing Forest Management Unit (FMU) is considered as the best solution for forest management in developing countries. However, when FMU has been formed, many parties then blame the FMU and assume it is not working on. Currently, there are two main issues that make FMU not be functional i.e. institutional and financial issues. This paper is addressing financial issues to make FMUs in Aceh Province can be functional. A mixed financing scheme is proposed here, both direct and indirect financing. The direct financing scheme derived from two components i.e. public funds and businesses. Non-tax instruments of intergovernmental fiscal transfer (IFT) system and FMU’s businesses are assessed. Meanwhile, indirect financing scheme is conducted by assessing public funds within villages around forest estate as about 50% of total villages in Aceh Province are located surrounding forest estate. Potential instruments under IFT system are forest and mining utilization royalties. In order to make these instruments become direct financing for FMU, interventions on allocation and distribution aspects of them are conducted. In the allocation aspect, alteration in proportion of allocation is required as the authority to manage forest has shifted from district to province. In the distribution aspect, Government of Aceh can earmark usage of the funds for FMUs. International funds for climate change also encouraged to be domesticated and then channeled through these instruments or new instrument under public finance system in Indonesia. Based on FMU’s businesses both from forest products and forest services, FMU can impose non-tax fees for each forest product and service utilization. However, for doing business, the FMU need to be a Public Service Agency (PSA). With this status, FMU can directly utilize the non-tax fees without transferring them to the state treasury. FMU only need to report the fees to Ministry of Finance. Meanwhile, indirect financing scheme is conducted by empowering villages around forest estate as villages in Aceh Province is receiving average village fund of IDR 800 million per village in 2017 and the funds will continue to increase in subsequent years. These schemes should be encouraged in parallel to establish a mixed financing scheme in order to ensure sustainable financing for FMU in Aceh Province, Indonesia.

Keywords: forest management, public funds, mixed financing, village

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Authors: Aidan J. Bowes, Reaz Hasan

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The automotive industry is continually aiming to develop the aerodynamics of car body design. This may be for a variety of beneficial reasons such as to increase speed or fuel efficiency by reducing drag. However recently there has been a greater amount of focus on wind noise produced while driving. Designers in this industry seek a combination of both simplicity of approach and overall effectiveness. This combined with the growing availability of commercial CFD (Computational Fluid Dynamics) packages is likely to lead to an increase in the use of RANS (Reynolds Averaged Navier-Stokes) based CFD methods. This is due to these methods often being simpler than other CFD methods, having a lower demand on time and computing power. In this investigation the effectiveness of turbulent flow and acoustic noise prediction using RANS based methods has been assessed for different wing mirror geometries. Three different RANS based models were used, standard k-ε, realizable k-ε and k-ω SST. The merits and limitations of these methods are then discussed, by comparing with both experimental and numerical results found in literature. In general, flow prediction is fairly comparable to more complex LES (Large Eddy Simulation) based methods; in particular for the k-ω SST model. However acoustic noise prediction still leaves opportunities for more improvement using RANS based methods.

Keywords: acoustics, aerodynamics, RANS models, turbulent flow

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Authors: Puwanenthiren Pratheepkanth

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The main aim of this paper is to analyse existing literature (1960 -2016) on management accounting revolution by firms in a comparative perspective to see whether any differences between developed and developing countries context. The significant role that management accounting practices play in corporate finance is well established by reams of research articles. The study reveals that there are clear limitations to the literature review, it suggests that a majority of management accounting practices’ studies are focused on developed markets and that there is a scarcity of serious analyses of the situation in emerging markets.

Keywords: developed countries, developing countries, literature review, management accounting practices

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Authors: Tekalign Gidi Kure

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This paper addresses a range of serious problems involving higher education in Ethiopia. In spite of increased enrollment in higher education, educational quality is deteriorating afterwards. Thus, this paper tried to assess the role of social infrastructure in education for economic development of the country and examined major critical problems in higher education of Ethiopia such as higher education finance, curriculum development, and instructor’s career development. Primarily the paper discusses the fundamental contributions of social infrastructure in higher education to economic development; namely development of human capital, improved health, life expectancy, increased productivity, and personal saving, then, the paper examines critically higher education in three regimes of Ethiopia (Emperor Regime, Derg Regime and EPDRF/current government). Thus, four main questions were raised during this research: "What are the antecedents of Ethiopia Higher Education System under three regimes?", " what are the current and emerging higher educational needs in Ethiopia economic development?", " what are the role of private sector in addressing the gaps in the higher education of the country and its adverse effect on quality issues? ", and "what improvements are needed in higher education system of Ethiopia?". Documents from Ministry of Education in Ethiopia, National Statistical Abstracts, and Reports from the World Bank and other recognized institutions were used in addition to recent empirical researches conducted in the country. In doing so, care had been taken to reduce prejudiced reports by involving different reports from multiple sources. The paper concludes that during emperor system higher education enrollment was among the very lowest in the world, therefore, the skilled human resource available to guide development were little, but the cost was very high. During the Derg regime where an ideological change in the system penetrated into higher education resulted with the lack of a large amount of resources to support higher education; the war inside and outside the country diverts resources from the sector. The main purpose of this paper is not only to discuss the problems and issues of higher education in the past, but it also investigates the influence that the current expansion of higher education has on the finance, staff, and other resources for the quality of education. The paper concludes that higher education in Ethiopia are financed by government, outdated curriculum and lagging behind the standard regarding qualified staff. Finally, it provided inevitable solutions if the country wants to gain well record in quality of education as well.

Keywords: social infrastructure, higher education, ethiopia, education quality

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Authors: Mohammad Al- Rawi, Ahmad Al- Jumaily

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This paper investigates the effect of developing arterial blockage at the abdominal aorta on the blood pressure waveform at an externally accessible location suitable for invasive measurements such as the brachial and the femoral arteries. Arterial blockages are created surgically within the abdominal aorta of healthy Wistar rats to create narrowing resemblance conditions. Blood pressure waveforms are measured using a catheter inserted into the right femoral artery. Measurements are taken at the baseline healthy condition as well as at four different severities (20%, 50%, 80% and 100%) of arterial blockage. In vivo and in vitro measurements of the lumen diameter and wall thickness are taken using Magnetic Resonance Imaging (MRI) and microscopic techniques, respectively. These data are used to validate a 3D computational fluid dynamics model (CFD) which is developed to generalize the outcomes of this work and to determine the arterial stress and strain under the blockage conditions. This work indicates that an arterial blockage in excess of 20% of the lumen diameter significantly influences the pulse wave and reduces the systolic blood pressure at the right femoral artery. High wall shear stress and low circumferential strain are also generated at the blockage site.

Keywords: arterial blockage, pulse wave, atherosclerosis, CFD

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Authors: Ketaki D. Belsare, Nicholas F. Polizzi, Lior Shtayer, William F. DeGrado

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Nature utilizes metalloproteins to perform chemical transformations with activities and selectivities that have long been the inspiration for design principles in synthetic and biological systems. The chemical reactivities of metalloproteins are directly linked to local environment effects produced by the protein matrix around the metal cofactor. A complete understanding of how the protein matrix provides these interactions would allow for the design of functional metalloproteins. The de novo computational design of proteins have been successfully used in design of active sites that bind metals like di-iron, zinc, copper containing cofactors; however, precisely designing active sites that can bind small molecule ligands (e.g., substrates) along with metal cofactors is still a challenge in the field. The de novo computational design of a functional metalloprotein that contains a purposefully designed substrate binding site would allow for precise control of chemical function and reactivity. Our research strategy seeks to elucidate the design features necessary to bind the cofactor protoporphyrin IX (hemin) in close proximity to a substrate binding pocket in a four helix bundle. First- and second-shell interactions are computationally designed to control orientation, electronic structure, and reaction pathway of the cofactor and substrate. The design began with a parameterized helical backbone that positioned a single histidine residue (as an axial ligand) to receive a second-shell H-bond from a Threonine on the neighboring helix. The metallo-cofactor, hemin was then manually placed in the binding site. A structural feature, pi-bulge was introduced to give substrate access to the protoporphyrin IX. These de novo metalloproteins are currently being tested for their activity towards hydroxylation and epoxidation. The de novo designed protein shows hydroxylation of aniline to 4-aminophenol. This study will help provide structural information of utmost importance in understanding de novo computational design variables impacting the functional activities of a protein.

Keywords: metalloproteins, protein design, de novo protein, biocatalysis

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Authors: Aditi Chauhan, Neethu S. Mohan

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In the modern era, the advancement and digitalization in technology have taken place during an investigation of crime scene. The rapid enhancement and investigative techniques have changed the mean of identification of suspect. Identification of the person is one of the significant aspects, and personal authentication is the key of security and reliability in society. Since early 90 s, people have relied on comparing handwriting through its class and individual characteristics. But in today’s 21st century we need more reliable means to identify individual through handwriting. An approach employing computer modalities have lately proved itself auspicious enough in exploration of hieroglyphics substantial in investigating the case. Various software’s such as FISH, WRITEON, and PIKASO, CEDAR-FOX SYSTEM identify and verify the associated quantitative measure of the similarity between two samples. The research till date has been confined to identify the authorship of the concerned samples. But prospects associated with the use of computational modalities might help to identify disguised writing, forged handwriting or say altered or modified writing. Considering the applications of such modal, similar work is sure to attract plethora of research in immediate future. It has a promising role in national security too. Documents exchanged among terrorist can also be brought under the radar of surveillance, bringing forth their source of existence.

Keywords: documents, identity, computational system, suspect

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Authors: Liang Wang, Beste F. Yuksel, David Guy Brizan

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A computational model of affect that can distinguish between spontaneous and posed smiles with no errors on a large, popular data set using deep learning techniques is presented in this paper. A Long Short-Term Memory (LSTM) classifier, a type of Recurrent Neural Network, is utilized and compared to human classification. Results showed that while human classification (mean of 0.7133) was above chance, the LSTM model was more accurate than human classification and other comparable state-of-the-art systems. Additionally, a high accuracy rate was maintained with small amounts of training videos (70 instances). The derivation of important features to further understand the success of our computational model were analyzed, and it was inferred that thousands of pairs of points within the eyes and mouth are important throughout all time segments in a smile. This suggests that distinguishing between a posed and spontaneous smile is a complex task, one which may account for the difficulty and lower accuracy of human classification compared to machine learning models.

Keywords: affective computing, affect detection, computer vision, deep learning, human-computer interaction, machine learning, posed smile detection, spontaneous smile detection

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Authors: Sanjib Kr Pal, S. Bhattacharyya

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Mixed convection of Cu-water nanofluid in an enclosure with thick wavy bottom wall has been investigated numerically. A co-ordinate transformation method is used to transform the computational domain into an orthogonal co-ordinate system. The governing equations in the computational domain are solved through a pressure correction based iterative algorithm. The fluid flow and heat transfer characteristics are analyzed for a wide range of Richardson number (0.1 ≤ Ri ≤ 5), nanoparticle volume concentration (0.0 ≤ ϕ ≤ 0.2), amplitude (0.0 ≤ α ≤ 0.1) of the wavy thick- bottom wall and the wave number (ω) at a fixed Reynolds number. Obtained results showed that heat transfer rate increases remarkably by adding the nanoparticles. Heat transfer rate is dependent on the wavy wall amplitude and wave number and decreases with increasing Richardson number for fixed amplitude and wave number. The Bejan number and the entropy generation are determined to analyze the thermodynamic optimization of the mixed convection.

Keywords: conjugate heat transfer, mixed convection, nano fluid, wall waviness

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Authors: Abolfazl Hosseinkhani, Sepehr Sanaye

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Different approaches have been used to predict the performance of the vertical axis wind turbines (VAWT), such as experimental, computational fluid dynamics (CFD), and analytical methods. Analytical methods, such as momentum models that use streamtubes, have low computational cost and sufficient accuracy. The double multiple streamtube (DMST) is one of the most commonly used of momentum models, which divide the rotor plane of VAWT into upwind and downwind. In fact, results from the DMST method have shown some discrepancy compared with experiment results; that is because the Darrieus turbine is a complex and aerodynamically unsteady configuration. In this study, analytical-experimental-based corrections, including dynamic stall, streamtube expansion, and finite blade length correction are used to improve the DMST method. Results indicated that using these corrections for a SANDIA 17-m VAWT will lead to improving the results of DMST.

Keywords: vertical axis wind turbine, analytical, double multiple streamtube, streamtube expansion model, dynamic stall model, finite blade length correction

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Authors: Kennedy Efosa Ehimwenma, Sujatha Krishnamoorthy, Safiya Al‑Sharji

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The probability computation of events is in the interval of [0, 1], which are values that are determined by the number of outcomes of events in a sample space S. The probability Pr(A) that an event A will never occur is 0. The probability Pr(B) that event B will certainly occur is 1. This makes both events A and B a certainty. Furthermore, the sum of probabilities Pr(E₁) + Pr(E₂) + … + Pr(Eₙ) of a finite set of events in a given sample space S equals 1. Conversely, the difference of the sum of two probabilities that will certainly occur is 0. This paper first discusses Bayes, the complement of probability, and the difference of probability for occurrences of learning-events before applying them in the prediction of learning objects in student learning. Given the sum of 1; to make a recommendation for student learning, this paper proposes that the difference of argMaxPr(S) and the probability of student-performance quantifies the weight of learning objects for students. Using a dataset of skill-set, the computational procedure demonstrates i) the probability of skill-set events that have occurred that would lead to higher-level learning; ii) the probability of the events that have not occurred that requires subject-matter relearning; iii) accuracy of the decision tree in the prediction of student performance into class labels and iv) information entropy about skill-set data and its implication on student cognitive performance and recommendation of learning.

Keywords: complement of probability, Bayes’ rule, prediction, pre-assessments, computational education, information theory

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Authors: Nwachukwu Ifeanyi

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Wind energy is a vital component of the global renewable energy portfolio, with wind turbines serving as the primary means of harnessing this abundant resource. However, the efficiency and stability of wind turbines remain critical challenges in maximizing energy output and ensuring long-term operational viability. This study proposes a comprehensive approach utilizing computational aerodynamics and aeromechanics to optimize wind turbine performance across multiple objectives. The proposed research aims to integrate advanced computational fluid dynamics (CFD) simulations with structural analysis techniques to enhance the aerodynamic efficiency and mechanical stability of wind turbine blades. By leveraging multi-objective optimization algorithms, the study seeks to simultaneously optimize aerodynamic performance metrics such as lift-to-drag ratio and power coefficient while ensuring structural integrity and minimizing fatigue loads on the turbine components. Furthermore, the investigation will explore the influence of various design parameters, including blade geometry, airfoil profiles, and turbine operating conditions, on the overall performance and stability of wind turbines. Through detailed parametric studies and sensitivity analyses, valuable insights into the complex interplay between aerodynamics and structural dynamics will be gained, facilitating the development of next-generation wind turbine designs. Ultimately, this research endeavours to contribute to the advancement of sustainable energy technologies by providing innovative solutions to enhance the efficiency, reliability, and economic viability of wind power generation systems. The findings have the potential to inform the design and optimization of wind turbines, leading to increased energy output, reduced maintenance costs, and greater environmental benefits in the transition towards a cleaner and more sustainable energy future.

Keywords: computation, robotics, mathematics, simulation

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Authors: Md. Enamul Haque, Abdullah Al Kaisan, Mahmudur R. Saniat, Aminur Rahman

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In this paper, we have implemented both sequential and parallel version of fractal image compression algorithms using CUDA (Compute Unified Device Architecture) programming model for parallelizing the program in Graphics Processing Unit for medical images, as they are highly similar within the image itself. There is several improvements in the implementation of the algorithm as well. Fractal image compression is based on the self similarity of an image, meaning an image having similarity in majority of the regions. We take this opportunity to implement the compression algorithm and monitor the effect of it using both parallel and sequential implementation. Fractal compression has the property of high compression rate and the dimensionless scheme. Compression scheme for fractal image is of two kinds, one is encoding and another is decoding. Encoding is very much computational expensive. On the other hand decoding is less computational. The application of fractal compression to medical images would allow obtaining much higher compression ratios. While the fractal magnification an inseparable feature of the fractal compression would be very useful in presenting the reconstructed image in a highly readable form. However, like all irreversible methods, the fractal compression is connected with the problem of information loss, which is especially troublesome in the medical imaging. A very time consuming encoding process, which can last even several hours, is another bothersome drawback of the fractal compression.

Keywords: accelerated GPU, CUDA, parallel computing, fractal image compression

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Authors: Lakshmi N. Reddi, Akanksha Varma Sagi

Abstract:

Studies on biomimetics are largely developed, deriving inspiration from natural processes in our objective world to develop novel technologies. Recent studies are diverse in nature, making their categorization quite challenging. Based on an exhaustive survey, we developed categorizations based on either the essential elements of nature - air, water, land, fire, and space, or on form/shape, functionality, and process. Such diverse studies as aircraft wings inspired by bird wings, a self-cleaning coating inspired by a lotus petal, wetsuits inspired by beaver fur, and search algorithms inspired by arboreal ant path networks lend themselves to these categorizations. Our categorizations of biomimetic studies allowed us to define a different dimension of biomimetics. This new dimension is not restricted to inspiration from the objective world. It is based on the premise that the biological processes observed in the objective world find their reflections in our human bodies in a variety of ways. For example, the lungs provide the most efficient example for liquid-gas phase exchange, the heart exemplifies a very efficient pumping and circulatory system, and the kidneys epitomize the most effective cleaning system. The main focus of this paper is to bring out the magnificence of the cerebro-spinal system (CSS) insofar as it relates to our current computer architecture. In particular, the paper uses four key measures to analyze the differences between CSS and human- engineered computational systems. These are adaptability, sustainability, energy efficiency, and resilience. We found that the cerebrospinal system reveals some important challenges in the development and evolution of our current computer architectures. In particular, the myriad ways in which the CSS is integrated with other systems/processes (circulatory, respiration, etc) offer useful insights on how the human-engineered computational systems could be made more sustainable, energy-efficient, resilient, and adaptable. In our paper, we highlight the energy consumption differences between CSS and our current computational designs. Apart from the obvious differences in materials used between the two, the systemic nature of how CSS functions provides clues to enhance life-cycles of our current computational systems. The rapid formation and changes in the physiology of dendritic spines and their synaptic plasticity causing memory changes (ex., long-term potentiation and long-term depression) allowed us to formulate differences in the adaptability and resilience of CSS. In addition, the CSS is sustained by integrative functions of various organs, and its robustness comes from its interdependence with the circulatory system. The paper documents and analyzes quantifiable differences between the two in terms of the four measures. Our analyses point out the possibilities in the development of computational systems that are more adaptable, sustainable, energy efficient, and resilient. It concludes with the potential approaches for technological advancement through creation of more interconnected and interdependent systems to replicate the effective operation of cerebro-spinal system.

Keywords: cerebrospinal system, computer architecture, adaptability, sustainability, resilience, energy efficiency

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Authors: Wei Tian, Jie Liang, Hammad Naveed

Abstract:

Beta-barrel membrane proteins are found in the outer membrane of gram-negative bacteria, mitochondria, and chloroplasts. They carry out diverse biological functions, including pore formation, membrane anchoring, enzyme activity, and bacterial virulence. In addition, beta-barrel membrane proteins increasingly serve as scaffolds for bacterial surface display and nanopore-based DNA sequencing. Due to difficulties in experimental structure determination, they are sparsely represented in the protein structure databank and computational methods can help to understand their biophysical principles. We have developed a novel computational method to predict the 3D structure of beta-barrel membrane proteins using evolutionary coupling (EC) constraints and a reduced state space. Combined with an empirical potential function, we can successfully predict strand register at > 80% accuracy for a set of 49 non-homologous proteins with known structures. This is a significant improvement from previous results using EC alone (44%) and using empirical potential function alone (73%). Our method is general and can be applied to genome-wide structural prediction.

Keywords: beta-barrel membrane proteins, structure prediction, evolutionary constraints, reduced state space

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Authors: Bang-Fuh Chen, Chih-Chun Chu

Abstract:

The flow induced cylinder vibration or earthquake-induced cylinder motion are moving in an arbitrary direction with time. The phenomenon of flow across cylinder is highly nonlinear and a linear-superposition of flow pattern across separated oscillating direction of cylinder motion is not valid to obtain the flow pattern across a cylinder oscillating in multiple directions. A novel finite difference scheme is developed to simulate the viscous flow across an arbitrary moving circular cylinder and we call this a complete 2D (two-dimensional) flow-cylinder interaction. That is, the cylinder is simultaneously oscillating in x- and y- directions. The time-dependent domain and meshes associated with the moving cylinder are mapped to a fixed computational domain and meshes, which are time independent. The numerical results are validated by several bench mark studies. Several examples are introduced including flow across steam-wise, transverse oscillating cylinder and flow across rotating cylinder and flow across arbitrary moving cylinder. The Morison’s formula can not describe the complex interaction phenomenon between cross flow and oscillating circular cylinder. And the completed 2D computational fluid dynamic analysis should be made to obtain the correct hydrodynamic force acting on the cylinder.

Keywords: 2D cylinder, finite-difference method, flow-cylinder interaction, flow induced vibration

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Authors: Nenashev Yaroslav, Russkin Oleg

Abstract:

The mixing process is one of the most important and critical stages in many industrial sectors, such as chemistry, pharmaceuticals, and the food industry. When designing equipment with mixing impellers, technology developers often encounter working environments with complex physical properties and rheology. In such cases, the use of computational fluid dynamics tools is an excellent solution to mitigate risks and ensure the stable operation of the equipment. The research focuses on one of the designed reactors with mixing impellers intended for polymer synthesis. The study describes an approach to modeling reactors of similar configurations, taking into account the complex properties of the mixed liquids using the computational fluid dynamics (CFD) method. To achieve this goal, a complex 3D model was created, accurately replicating the functionality of chemical equipment. The model allows for the assessment of the hydrodynamic behavior of the reaction mixture inside the reactor, consideration of heat release due to the reaction, and the heat exchange between the reaction mixture and the cooling medium. The results indicate that the choice of the type and size of the mixing device significantly affects the efficiency of the mixing process inside the chemical reactor.

Keywords: CFD, mixing, blending, chemical reactor, non-Newton liquids, polymers

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Authors: Kostas Metaxiotis

Abstract:

Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.

Keywords: evolutionary algorithms, portfolio optimization, skewness, stock selection

Procedia PDF Downloads 205