Search results for: hybrid model

Authors: Sophia Shi

Abstract:

Acute kidney injury (AKI) is the sudden onset of kidney damage in which the kidneys cannot filter waste from the blood, requiring emergency hospitalization. AKI patient mortality rate is high in the ICU and is virtually impossible for doctors to predict because it is so unexpected. Currently, there is no hybrid model predicting AKI that takes advantage of two types of data. De-identified patient data from the MIMIC-III database and de-identified kidney images and corresponding patient records from the Beijing Hospital of the Ministry of Health were collected. Using data features including serum creatinine among others, two numeric models using MIMIC and Beijing Hospital data were built, and with the hospital ultrasounds, an image-only model was built. Convolutional neural networks (CNN) were used, VGG and Resnet for numeric data and Resnet for image data, and they were combined into a hybrid model by concatenating feature maps of both types of models to create a new input. This input enters another CNN block and then two fully connected layers, ending in a binary output after running through Softmax and additional code. The hybrid model successfully predicted AKI and the highest AUROC of the model was 0.953, achieving an accuracy of 90% and F1-score of 0.91. This model can be implemented into urgent clinical settings such as the ICU and aid doctors by assessing the risk of AKI shortly after the patient’s admission to the ICU, so that doctors can take preventative measures and diminish mortality risks and severe kidney damage.

Keywords: Acute kidney injury, Convolutional neural network, Hybrid deep learning, Patient record data, ResNet, Ultrasound kidney images, VGG

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Authors: Abdollah Kavousi Fard

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This paper addresses the optimal scheduling of hybrid reconfigurable microgrids considering hybrid electric vehicle charging demands. A stochastic framework based on unscented transform to model the high uncertainties of renewable energy sources including wind turbine and photovoltaic panels, as well as the hybrid electric vehicles’ charging demand. In order to get to the optimal scheduling, the network reconfiguration is employed as an effective tool for changing the power supply path and avoiding possible congestions. The simulation results are analyzed and discussed in three different scenarios including coordinated, uncoordinated and smart charging demand of hybrid electric vehicles. A typical grid-connected microgrid is employed to show the satisfying performance of the proposed method.

Keywords: microgrid, renewable energy sources, reconfiguration, optimization

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Authors: Prateeksha Sharma, V. Dinesh Kumar

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Performances of cylindrical multilayer hybrid plasmonic waveguides have been investigated in detail considering their structural and material aspects. Characteristics of hybrid metal insulator metal (HMIM) and hybrid insulator metal insulator (HIMI) waveguides have been compared on the basis of propagation length and confinement factor. Necessity of this study is to understand newer kind of waveguides that overcome the limitations of conventional waveguides. Investigation reveals that sub wavelength confinement can be obtained in two low dielectric spacer layers. This study provides gateway for many applications such as nano lasers, interconnects, bio sensors and optical trapping etc.

Keywords: hybrid insulator metal insulator, hybrid metal insulator metal, nano laser, surface plasmon polariton

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Authors: A. El-S. Makled, M. K. Al-Tamimi

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A mathematical model to predict the performance parameters (thrusts, chamber pressures, fuel mass flow rates, mixture ratios, and regression rates during firing time) of hybrid rocket motor (HRM) is evaluated. The internal ballistic (IB) hybrid combustion model assumes that the solid fuel surface regression rate is controlled only by heat transfer (convective and radiative) from flame zone to solid fuel burning surface. A laboratory HRM is designed, manufactured, and tested for low thrust profile space missions (10-15 N) and for validating the mathematical model (computer program). The polymer material and gaseous oxidizer which are selected for this experimental work are polymethyle-methacrylate (PMMA) and polyethylene (PE) as solid fuel grain and gaseous oxygen (GO₂) as oxidizer. The variation of various operational parameters with time is determined systematically and experimentally in firing of up to 20 seconds, and an average combustion efficiency of 95% of theory is achieved, which was the goal of these experiments. The comparison between recording fire data and predicting analytical parameters shows good agreement with the error that does not exceed 4.5% during all firing time. The current mathematical (computer) code can be used as a powerful tool for HRM analytical design parameters.

Keywords: hybrid combustion, internal ballistics, hybrid rocket motor, performance parameters

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Authors: Yongseok Hong, Kurt Louis Solis

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In the present study, a hybrid sorbent using the metal organic framework (MOF), UiO-66, and powdered activated carbon (pAC) is synthesized to remove cationic and anionic metals simultaneously. UiO-66 is an octahedron-shaped MOF with a Zr₆O₄(OH)₄ metal node and 1,4-benzene dicarboxylic acid (BDC) organic linker. Zr-based MOFs are attractive for trace element remediation in wastewaters, because Zr is relatively non-toxic as compared to other classes of MOF and, therefore, it will not cause secondary pollution. Most remediation studies with UiO-66 target anions such as fluoride, but trace element oxyanions such as arsenic, selenium, and antimony have also been investigated. There have also been studies involving mercury removal by UiO-66 derivatives, however these require post-synthetic modifications or have lower effective surface areas. Activated carbon is known for being a readily available, well-studied, effective adsorbent for metal contaminants. Solvothermal method was employed to prepare hybrid sorbent from UiO66 and activated carbon, which could be used to remove mercury and selenium simultaneously. The hybrid sorbent was characterized using FSEM-EDS, FT-IR, XRD, and TGA. The results showed that UiO66 and activated carbon are successfully composited. From BET studies, the hybrid sorbent has a SBET of 1051 m² g⁻¹. Adsorption studies were performed, where the hybrid showed maximum adsorption of 204.63 mg g⁻¹ and 168 mg g⁻¹ for Hg (II) and selenite, respectively, and follows the Langmuir model for both species. Kinetics studies have revealed that the Hg uptake of the hybrid is pseudo-2nd order and has rate constant of 5.6E-05 g mg⁻¹ min⁻¹ and the selenite uptake follows the simplified Elovich model with α = 2.99 mg g⁻¹ min⁻¹, β = 0.032 g mg⁻¹.

Keywords: adsorption, flue gas wastewater, mercury, selenite, metal organic framework

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Authors: Radoslaw Pytlak, Damian Suski

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The aim of the paper is to provide a computational tool for planning a haemodialysis process. It is shown that optimization methods can be used to obtain the most effective treatment focused on removing both urea and phosphorus during the process. In order to achieve that, the IV–compartment model of phosphorus kinetics is applied. This kinetics model takes into account a rebound phenomenon that can occur during haemodialysis and results in a hybrid model of the process. Furthermore, vector fields associated with the model equations are such that it is very likely that using the most intuitive objective functions in the planning problem could lead to solutions which include sliding motions. Therefore, building computational tools for solving the problem of planning a haemodialysis process has required constructing numerical algorithms for solving optimal control problems with hybrid systems. The paper concentrates on minimum time control of hybrid systems since this control objective is the most suitable for the haemodialysis process considered in the paper. The presented approach to optimal control problems with hybrid systems is different from the others in several aspects. First of all, it is assumed that a hybrid system can exhibit sliding modes. Secondly, the system’s motion on the switching surface is described by index 2 differential–algebraic equations, and that guarantees accurate tracking of the sliding motion surface. Thirdly, the gradients of the problem’s functionals are evaluated with the help of adjoint equations. The adjoint equations presented in the paper take into account sliding motion and exhibit jump conditions at transition times. The optimality conditions in the form of the weak maximum principle for optimal control problems with hybrid systems exhibiting sliding modes and with piecewise constant controls are stated. The presented sensitivity analysis can be used to construct globally convergent algorithms for solving considered problems. The paper presents numerical results of solving the haemodialysis planning problem.

Keywords: haemodialysis planning process, hybrid systems, optimal control, sliding motion

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Authors: Aladdin Al-Tarawneh

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The Quran, as it is the sacred book of Islam and considered the literal word of God (Allah) in Arabic, is highly translated into many languages; however, the foreignising or the literal approach excessively stains the quality and discredits the final product in the eyes of its receptors. Such an approach fails to capture the intended meaning of the Quran and to communicate it in any language. Therefore, this study is conducted to propose a different approach that seeks involving other ones according to a hybrid model. Indeed, this study challenges the binary adherence that is highly used in Translation Studies (TS) in general and in the translation of the Quran in particular. Drawing on the genuine fact that the Quran can be communicated in any language in terms of meaning, and the translation is not sacred; this paper approaches the translation of the Quran by blending different methods like domestication or foreignisation in a systematic way, avoiding the binary choice made by many translators. To reach this aim, the paper has a conceptual part that seeks to elucidate and clarify the main methods employed in TS, and criticise and modify them to propose the new hybrid approach (the hybrid model) for translating the Quran – that is, the deductive method. To support and validate the outcome of the previous part, a comparative model is employed in order to highlight the differences between the suggested translation and other widely used ones – that is, the inductive method. By applying this methodology, the paper proves that there is a deficiency of communicating the original meaning of the Quran in light of the foreignising approach. In conclusion, the paper suggests producing a Quran translation has to take into account the adoption of many techniques to express the meaning of the Quran as understood in the original, and to offer this understanding in English in the most native-like manner to serve the intended target readers.

Keywords: Quran translation, hybrid approach, domestication, foreignization, hybrid model

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Authors: N. Guo, C. Xu, Z. C. Yang

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In order to ensure the high reliability of an aircraft, the accurate structural dynamics analysis has become an indispensable part in the design of an aircraft structure. Therefore, the structural finite element model which can be used to accurately calculate the structural dynamics and their transfer relations is the prerequisite in structural dynamic design. A dynamic finite element model updating method is presented to correct the uncertain parameters of the finite element model of a structure using measured modal parameters. The coordinate modal assurance criterion is used to evaluate the correlation level at each coordinate over the experimental and the analytical mode shapes. Then, the weighted summation of the natural frequency residual and the coordinate modal assurance criterion residual is used as the objective function. Moreover, the hybrid pattern search (HPS) optimization technique, which synthesizes the advantages of pattern search (PS) optimization technique and genetic algorithm (GA), is introduced to solve the dynamic FE model updating problem. A numerical simulation and a model updating experiment for GARTEUR aircraft model are performed to validate the feasibility and effectiveness of the present dynamic model updating method, respectively. The updated results show that the proposed method can be successfully used to modify the incorrect parameters with good robustness.

Keywords: model updating, modal parameter, coordinate modal assurance criterion, hybrid genetic/pattern search

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Authors: Seyed Saeid Tabaee, Mohammad Afshari, Bahador Ziaeemehr, Omid Bahar

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Nowadays, using modern structural systems with specific capabilities, like Diagrid, is emerging around the world. In this paper, a new resisting system, a combination of both Diagrid axial behavior and proper seismic performance of regular moment frames in tall buildings, named 'Hybrid Diagrid' is presented. The scaled specimen of the suggested hybrid system was built and tested using IIEES shaking table. The natural frequency and structural response of the analytical model were updated with the real experimental results. In order to compare its performance with the traditional Diagrid and moment frame systems, time history analysis was carried out. Extensive analysis shows the efficient seismic responses and economical behavior of Hybrid Diagrid structure with respect to the other two systems.

Keywords: hybrid diagrid system, moment frame, shaking table, tall buildings, time history analysis

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Authors: Soha A. Bahanshal, Byung G. Kim

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Identification of patients at high risk for hospital readmission is of crucial importance for quality health care and cost reduction. Predicting hospital readmissions among diabetic patients has been of great interest to many researchers and health decision makers. We build a prediction model to predict hospital readmission for diabetic patients within 30 days of discharge. The core of the prediction model is a modified k Nearest Neighbor called Hybrid Fuzzy Weighted k Nearest Neighbor algorithm. The prediction is performed on a patient dataset which consists of more than 70,000 patients with 50 attributes. We applied data preprocessing using different techniques in order to handle data imbalance and to fuzzify the data to suit the prediction algorithm. The model so far achieved classification accuracy of 80% compared to other models that only use k Nearest Neighbor.

Keywords: machine learning, prediction, classification, hybrid fuzzy weighted k-nearest neighbor, diabetic hospital readmission

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Authors: Muhammad Bello Ibrahim, M. Auwal Zakari, Aliyu Usman

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Hybrid concrete construction (HCC) combines all the benefits of pre-casting with the advantages of cast in-situ construction. Merging the two, as a hybrid structure, results in even greater construction speed, value, and the overall economy. Its variety of uses has gained popularity in the United States and in Europe due to its distinctive benefits. However, the increase of its application in some countries (including Nigeria) has been relatively slow. Several researches have shown that hybrid construction offers an ultra-high performance concrete that offers superior strength, durability and aesthetics with design flexibility and within sustainability credentials, based on the available and economically visible technologies. This paper examines and documents the criterion that will help inform the process of deciding whether or not to adopt hybrid concrete construction (HCC) technology rather than more traditional alternatives. It also the present situation of design, construction and research on hybrid structures.

Keywords: hybrid concrete construction, Nigeria, sustainable infrastructure development, design flexibility

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Authors: Abir Touati, Syed Jawad Hussain, Farid Touati, Ammar Bouallegue

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Although there has been a growing interest in the hybrid free-space optical link and radio frequency FSO/RF communication system, the current literature is limited to results obtained in moderate or cold environment. In this paper, using a soft switching approach, we investigate the effect of weather inhomogeneities on the strength of turbulence hence the channel refractive index under Qatar harsh environment and their influence on the hybrid FSO/RF availability. In this approach, either FSO/RF or simultaneous or none of them can be active. Based on soft switching approach and a finite state Markov Chain (FSMC) process, we model the channel fading for the two links and derive a mathematical expression for the outage probability of the hybrid system. Then, we evaluate the behavior of the hybrid FSO/RF under hazy and harsh weather. Results show that the FSO/RF soft switching renders the system outage probability less than that of each link individually. A soft switching algorithm is being implemented on FPGAs using Raptor code interfaced to the two terminals of a 1Gbps/100 Mbps FSO/RF hybrid system, the first being implemented in the region. Experimental results are compared to the above simulation results.

Keywords: atmospheric turbulence, haze, hybrid FSO/RF, outage probability, refractive index

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Authors: Qiming Zhang, Youda Ye, Qinxue Jiang

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Accurate prediction of external flowfield and aero-heating at the wall of hypersonic vehicle is very crucial for the design of aircrafts. Unstructured/hybrid meshes have more powerful advantages than structured meshes in terms of pre-processing, parallel computing and mesh adaptation, so it is imperative to develop high-resolution numerical methods for the calculation of aerothermal environment on unstructured/hybrid meshes. The inviscid flux scheme is one of the most important factors affecting the accuracy of unstructured/ hybrid mesh heat flux calculation. Here, a new hybrid flux scheme is developed and the approach of interface type selection is proposed: i.e. 1) using the exact Riemann scheme solution to calculate the flux on the faces parallel to the wall; 2) employing Sterger-Warming (S-W) scheme to improve the stability of the numerical scheme in other interfaces. The results of the heat flux fit the one observed experimentally and have little dependence on grids, which show great application prospect in unstructured/ hybrid mesh.

Keywords: aero-heating prediction, computational fluid dynamics, hybrid meshes, hybrid schemes

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Authors: Xuezhang Hou

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In the present paper, a hybrid hyperbolic dynamic system formulated by partial differential equations with initial and boundary conditions is considered. First, the system is transformed to an abstract evolution system in an appropriate Hilbert space, and spectral analysis and semigroup generation of the system operator is discussed. Subsequently, a sliding model control problem is proposed and investigated, and an equivalent control method is introduced and applied to the system. Finally, a significant result that the state of the system can be approximated by an ideal sliding mode under control in any accuracy is derived and examined.

Keywords: hyperbolic dynamic system, sliding model control, semigroup of linear operators, partial differential equations

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Authors: Juraj Londák, Radoslav Vargic, Pavol Podhradský

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In this contribution, we focus on the technical and economic aspects of using hybrid storage in microgrids for peak shaving. We perform a feasibility analysis of hybrid storage consisting of conventional supercapacitors and chemical batteries. We use multiple real-life consumption profiles from various industry-oriented microgrids. The primary purpose is to construct a digital twin model for reserved capacity simulation and prediction. The main objective is to find the equilibrium between technical innovations, acquisition costs and energy cost savings

Keywords: microgrid, peak shaving, energy storage, digital twin

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Authors: P. Hari Krishna, V. Ramana Murty

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Different types of foundations are subjected to pullout or tensile loads depending on the soil in which they are embedded or due to the structural loads coming on them. In those circumstances, anchors were generally used to resist these loads. This paper presents the field pullout studies on hybrid anchor piles embedded in different types of soils. The pullout capacity and resistance of the hybrid granular anchor piles installed in the native expansive soil which is available in the campus are compared with similar hybrid concrete anchor piles which were installed in similar field conditions.

Keywords: expansive soil, hybrid concrete anchor piles, hybrid granular anchor piles, pullout tests

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Authors: Yaojun Wang, Yaoqing Wang

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Stock selection is an important decision-making problem. Many machine learning and data mining technologies are employed to build automatic stock-selection system. A profitable stock-selection system should consider the stock’s investment value and the market timing. In this paper, we present a hybrid system including both engage for stock selection. This system uses a case-based reasoning (CBR) model to execute the stock classification, uses a decision-tree model to help with market timing and stock selection. The experiments show that the performance of this hybrid system is better than that of other techniques regarding to the classification accuracy, the average return and the Sharpe ratio.

Keywords: case-based reasoning, decision tree, stock selection, machine learning

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Authors: Hasan Farahneh

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Smart asset management along roadsides and in deserted areas is a topic of deprived attention. We find most of the work in emergency reporting services in intelligent transportation systems (ITS) and rural areas but not much in asset reporting. Currently, available asset management mechanisms are based on scheduled maintenance and do not effectively report any emergency situation in a timely manner. This paper is the continuation of our previous work, in which we proposed the usage of Foglets and VLC link between smart vehicles and road side assets. In this paper, we propose a hybrid communication system for asset management and emergency reporting architecture for smart transportation. We incorporate Foglets along with visible light communication (VLC) and radio frequency (RF) communication. We present the channel model and parameters of a hybrid model to support an intelligent transportation system (ITS) system. Simulations show high improvement in the system performance in terms of communication range and received data. We present a comparative analysis of a hybrid ITS system.

Keywords: Internet of Things, Foglets, VLC, RF, smart vehicle, roadside asset management

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Authors: Tetsuya Yabuki, Yasunori Arizumi, Tetsuhiro Shimozato, Samy Guezouli, Hiroaki Matsusita, Masayuki Tai

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The main object of this paper is to present the research results of the development of a hybrid stainless steel girder system for bridge construction undertaken at University of Ryukyu. In order to prevent the corrosion damage and reduce the fabrication costs, a hybrid stainless steel girder in bridge construction is developed, the stainless steel girder of which is stiffened and braced by structural carbon steel materials. It is verified analytically and experimentally that the ultimate strength of the hybrid stainless steel girder is equal to or greater than that of conventional carbon steel girder. The benefit of the life-cycle cost of the hybrid stainless steel girder is also shown.

Keywords: smart structure, hybrid stainless steel members, ultimate strength, steel bridge, corrosion prevention

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Authors: Doaa M. Atia, Faten H. Fahmy, Ninet M. A. El-Rahman, Hassan T. Dorra

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In this paper, the optimum design for renewable energy system powered an aquaculture pond was determined. Hybrid Optimization Model for Electric Renewable (HOMER) software program, which is developed by U.S National Renewable Energy Laboratory (NREL), is used for analyzing the feasibility of the stand-alone and hybrid system in this study. HOMER program determines whether renewable energy resources satisfy hourly electric demand or not. The program calculates energy balance for every 8760 hours in a year to simulate operation of the system. This optimization compares the demand for the electrical energy for each hour of the year with the energy supplied by the system for that hour and calculates the relevant energy flow for each component in the model. The essential principle is to minimize the total system cost while HOMER ensures control of the system. Moreover the feasibility analysis of the energy system is also studied. Wind speed, solar irradiance, interest rate and capacity shortage are the parameters which are taken into consideration. The simulation results indicate that the hybrid system is the best choice in this study, yielding lower net present cost. Thus, it provides higher system performance than PV or wind stand-alone systems.

Keywords: wind stand-alone system, photovoltaic stand-alone system, hybrid system, optimum system sizing, feasibility, cost analysis

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Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

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Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: optimization, zero-coupon curve, Nelson-Siegel-Svensson, particle swarm optimization, Nelder-Mead algorithm

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Authors: Zicheng Wang

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Offshore wind energy provides a huge potential for the expansion of renewable energies to the coastal countries. High demands are required concerning the shape and type of foundations for offshore wind turbines (OWTs) to find an economically, technically and environmentally-friendly optimal solution. A promising foundation concept is the hybrid foundation system, which consists of a steel plate attached to the outer side of a hollow steel pipe pile. In this study, the bearing behavior of a large diameter foundation is analyzed using a 3-dimensional finite element (FE) model. Non-linear plastic soil behavior is considered. The results of the numerical simulations are compared to highlight the priority of the hybrid foundation to the conventional monopile foundation.

Keywords: hybrid foundation system, mechanical parameters, plastic soil behaviors, numerical simulations

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Authors: Suchitra Sivakumar, Hajime Shingyouchi, Toshinori Okajima, Kyohei Yamaguchi, Jin Kusaka

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The progressing need for powertrain electrification calls for more accurate and reliable simulation models. A battery pack serves as the most vital component for energy storage in an electrified powertrain. Hybrid electric vehicles (HEV) do not behave the same way as they age, and there are several environmental factors that account for the degradation of the battery on a system level. Therefore, in this work, a battery model was proposed to study the state of charge (SOC) variation and the internal dynamic changes that contribute to aging and performance degradation in HEV batteries. An equivalent circuit battery model (ECM) is built using MATLAB Simulink to investigate the output characteristics of the lithium-ion battery. The ECM comprises of circuit elements like a voltage source, a series resistor and a parallel RC network connected in series. A parameter estimation study is conducted on the ECM to study the dependencies of the circuit elements with the state of charge (SOC) and the terminal voltage of the battery. The battery model is extended to simulate the temperature dependence of the individual battery cell and the battery pack with the environment. The temperature dependence model accounts for the heat loss due to internal resistance build up in the battery pack during charging, discharging, and due to atmospheric temperature. The model was validated for a lithium-ion battery pack with an independent drive cycle showing a voltage accuracy of 4% and SOC accuracy of about 2%.

Keywords: battery model, hybrid electric vehicle, lithium-ion battery, thermal model

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Authors: Ehsan Mehryaar, Seyed Armin Motahari Tabari

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Without a doubt, soil shear strength is the most important property of the soil. The majority of fatal and catastrophic geological accidents are related to shear strength failure of the soil. Therefore, its prediction is a matter of high importance. However, acquiring the shear strength is usually a cumbersome task that might need complicated laboratory testing. Therefore, prediction of it based on common and easy to get soil properties can simplify the projects substantially. In this paper, A hybrid model based on the classification and regression tree algorithm and logistic regression is proposed where each leaf of the tree is an independent regression model. A database of 189 points for clay soil, including Moisture content, liquid limit, plastic limit, clay content, and shear strength, is collected. The performance of the developed model compared to the existing models and equations using root mean squared error and coefficient of correlation.

Keywords: model tree, CART, logistic regression, soil shear strength

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Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

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A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic

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Authors: Luma Al-Tamimi, Hassan Farhat, Wessam Hasan

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A three-dimensional (3D) hybrid quasi-steady thermal lattice Boltzmann model is developed to couple the effects of surfactant, temperature, interfacial tension, and contact angle. This 3D model is an extended scheme of a previously introduced two-dimensional (2D) hybrid lattice Boltzmann model. The 3D model is used to study the combined multi-physics effects on emulsion systems flowing in rectangular microchannels with and without confinements, where the suspended phase is made of droplets, plugs, or a mixture of both. The simulation results show that emulsion systems with plugs as the suspended phase are more efficient than with droplets, whereas mixed systems that form large plugs through coalescence have even greater efficiency. The 3D contact angle model generates matching results to those of the 2D model, which were validated with experiments. Furthermore, the effects of various confinements on adhering single drop systems are investigated for delineating their influence on the power required for transporting the suspended phase through the channel. It is shown that the deeper the constriction is, the lower the system efficiency. Increasing the surfactant concentration or fluid temperature in a channel with confinement carries a substantial positive effect on oil droplet transportation.

Keywords: lattice Boltzmann method, thermal, contact angle, surfactants, high viscosity ratio, porous media

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Authors: W. Hasan, H. Farhat, A. Alhilo, L. Tamimi

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Oil in water (O/W) emulsions are utilized extensively for cooling and lubricating cutting tools during parts machining. A robust Lattice Boltzmann (LBM) thermal-surfactants model, which provides a useful platform for exploring complex emulsions’ characteristics under variety of flow conditions, is used here for the study of the fluid behavior during conventional tools cooling. The transient thermal capabilities of the model are employed for simulating the effects of the flow conditions of O/W emulsions on the cooling of cutting tools. The model results show that the temperature outcome is slightly affected by reversing the direction of upper plate (workpiece). On the other hand, an important increase in effective viscosity is seen which supports better lubrication during the work.

Keywords: hybrid lattice Boltzmann method, Gunstensen model, thermal, surfactant-covered droplet, Marangoni stress

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Authors: Dhiraj Biswas, Chaitali Ray

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A modified refined higher order zigzag theory has been developed in this paper in order to compute the accurate interlaminar stresses within hybrid laminates. Warping has significant effect on the mechanical behaviour of the laminates. To the best of author(s)’ knowledge the stress analysis of hybrid laminates is not reported in the published literature. The present paper aims to develop a new C0 continuous element based on the refined higher order zigzag theories considering warping effect in the formulation of hybrid laminates. The eight noded isoparametric plate bending element is used for the flexural analysis of laminated composite plates to study the performance of the proposed model. The transverse shear stresses are computed by using the differential equations of stress equilibrium in a simplified manner. A computer code has been developed using MATLAB software package. Several numerical examples are solved to assess the performance of the present finite element model based on the proposed higher order zigzag theory by comparing the present results with three-dimensional elasticity solutions. The present formulation is validated by comparing the results obtained from the relevant literature. An extensive parametric study has been carried out on the hybrid laminates with varying percentage of materials and angle of orientation of fibre content.

Keywords: hybrid laminate, Interlaminar stress, refined higher order zigzag theory, warping effect

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Authors: Moudar H. A. Zgoul, Amin Al Zamer

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Adhesive materials and adhesion have been the focal point of multiple research works related to numerous applications, particularly, aerospace, and aviation industries. To enhance the properties of conventional adhesive materials, additives have been introduced to the mix in order to enhance their mechanical and physical properties by creating a hybrid adhesive material. The evaluation of the mechanical properties of such hybrid adhesive materials is thus of an essential requirement for the purpose of properly modeling their behavior accurately. This paper presents an approach/tool to simulate the behavior such hybrid adhesives in a way that will allow researchers to better understand their behavior while in service.

Keywords: adhesive materials, analysis, hybrid adhesives, mechanical properties, simulation

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Authors: Golnush Masghati-Amoli, Paul Chin

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Over the past recent years, with the rapid increases in data availability and computing power, Machine Learning (ML) techniques have been called on in a range of different industries for their strong predictive capability. However, the use of Machine Learning in commercial banking has been limited due to a special challenge imposed by numerous regulations that require lenders to be able to explain their analytic models, not only to regulators but often to consumers. In other words, although Machine Leaning techniques enable better prediction with a higher level of accuracy, in comparison with other industries, they are adopted less frequently in commercial banking especially for scoring purposes. This is due to the fact that Machine Learning techniques are often considered as a black box and fail to provide information on why a certain risk score is given to a customer. In order to bridge this gap between the explain-ability and performance of Machine Learning techniques, a Hybrid Model is developed at Dun and Bradstreet that is focused on blending Machine Learning algorithms with traditional approaches such as scorecards. The Hybrid Model maximizes efficiency of traditional scorecards by merging its practical benefits, such as explain-ability and the ability to input domain knowledge, with the deep insights of Machine Learning techniques which can uncover patterns scorecard approaches cannot. First, through development of Machine Learning models, engineered features and latent variables and feature interactions that demonstrate high information value in the prediction of customer risk are identified. Then, these features are employed to introduce observed non-linear relationships between the explanatory and dependent variables into traditional scorecards. Moreover, instead of directly computing the Weight of Evidence (WoE) from good and bad data points, the Hybrid Model tries to match the score distribution generated by a Machine Learning algorithm, which ends up providing an estimate of the WoE for each bin. This capability helps to build powerful scorecards with sparse cases that cannot be achieved with traditional approaches. The proposed Hybrid Model is tested on different portfolios where a significant gap is observed between the performance of traditional scorecards and Machine Learning models. The result of analysis shows that Hybrid Model can improve the performance of traditional scorecards by introducing non-linear relationships between explanatory and target variables from Machine Learning models into traditional scorecards. Also, it is observed that in some scenarios the Hybrid Model can be almost as predictive as the Machine Learning techniques while being as transparent as traditional scorecards. Therefore, it is concluded that, with the use of Hybrid Model, Machine Learning algorithms can be used in the commercial banking industry without being concerned with difficulties in explaining the models for regulatory purposes.

Keywords: machine learning algorithms, scorecard, commercial banking, consumer risk, feature engineering

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