Search results for: asymmetric loading
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1796

Search results for: asymmetric loading

1196 Research on Contract's Explicit Incentive and Reputation's Implicit Incentive Mechanism towards Construction Contractors

Authors: Li Ma, Meishuang Ma, Mengying Huang

Abstract:

The quality of construction projects reflects the credit and responsibilities of construction contractors for the owners and the whole society. Because the construction contractors master more relevant information about the entrusted engineering project under construction while the owners are in unfavorable position of gaining information, asymmetric information may lead the contractors act against the owners in order to pursue their own interests. Building a powerful motivation mechanism is the key to guarantee investor economic interests and the life and property of users in construction projects. Based on principal-agent theory and game theory, the authors develop relevant mathematical models to analyze and compare the contractor’s utility functions under different combinations of contracts’ explicit incentive mechanism and reputation’s implicit incentive mechanism aiming at finding out the conditions for incentive validity. The research concludes that the most rational motivation way is to combine the explicit and implicit incentive effects of both contracts and reputation mechanism, and puts forth some measures for problems on account of China’s current situation.

Keywords: construction contractors, contract, reputation, incentive mechanism

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1195 Seismic Behaviour of RC Knee Joints in Closing and Opening Actions

Authors: S. Mogili, J. S. Kuang, N. Zhang

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Knee joints, the beam column connections found at the roof level of a moment resisting frame buildings, are inherently different from conventional interior and exterior beam column connections in the way that forces from adjoining members are transferred into joint and then resisted by the joint. A knee connection has two distinct load resisting mechanisms, each for closing and opening actions acting simultaneously under reversed cyclic loading. In spite of many distinct differences in the behaviour of shear resistance in knee joints, there are no special design provisions in the major design codes available across the world due to lack of in-depth research on the knee connections. To understand the relative importance of opening and closing actions in design, it is imperative to study knee joints under varying shear stresses, especially at higher opening-to-closing shear stress ratios. Three knee joint specimens, under different input shear stresses, were designed to produce a varying ratio of input opening to closing shear stresses. The design was carried out in such a way that the ratio of flexural strength of beams with consideration of axial forces in opening to closing actions are maintained at 0.5, 0.7, and 1.0, thereby resulting in the required variation of opening to closing joint shear stress ratios among the specimens. The behaviour of these specimens was then carefully studied in terms of closing and opening capacities, hysteretic behaviour, and envelope curves to understand the differences in joint performance based on which an attempt to suggest design guidelines for knee joints is made emphasizing the relative importance of opening and closing actions. Specimens with relatively higher opening stresses were observed to be more vulnerable under the action of seismic loading.

Keywords: Knee-joints, large-scale testing, opening and closing shear stresses, seismic performance

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1194 Production, Extraction and Purification of Fungal Chitosan and Its Modification for Medical Applications

Authors: Debajyoti Bose

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Chitosan has received much attention as a functional biopolymer for diverse applications, especially in pharmaceutics and medicine. Chitosan is a positively charged natural biodegradable and biocompatible polymer. It is a linear polysaccharide consisting of β-1,4 linked monomers of glucosamine and N-acetylglucosamine. Chitosan can be mainly obtained from fungal sources during large fermentation process. In this study,three different fungal strains Aspergillus niger NCIM 1045, Aspergillus oryzae NCIM 645 and Mucor indicus MTCC 3318 were used for the production of chitosan. The growth mediums were optimized for maximum fungal production. The produced chitosan was characterized by determining degree of deacetylation. Chitosan possesses one reactive amino at the C-2 position of the glucosamine residue, and these amines confer important functional properties to chitosan which can be exploited for biofabrication to generate various chemically modified derivatives and explore their potential for pharmaceutical field. Chitosan nanoparticles were prepared by ionic cross-linking with tripolyphosphate (TPP). The major effect on encapsulation and release of protein (e.g. enzyme diastase) in chitosan-TPP nanoparticles was investigated in order to control the loading and release efficiency. It was noted that the chitosan loading and releasing efficiency as a nanocapsule, obtained from different fungal sources was almost near to initial enzyme activity(12026 U/ml) with a negligible loss. This signify, chitosan can be used as a polymeric drug as well as active component or protein carrier material in dosage by design due to its appealing properties such as biocompatibility, biodegradability, low toxicity and relatively low production cost from abundant natural sources. Based upon these initial experiments, studies were also carried out on modification of chitosan based nanocapsules incorporated with physiologically important enzymes and nutraceuticals for target delivery.

Keywords: fungi, chitosan, enzyme, nanocapsule

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1193 Critical Conditions for the Initiation of Dynamic Recrystallization Prediction: Analytical and Finite Element Modeling

Authors: Pierre Tize Mha, Mohammad Jahazi, Amèvi Togne, Olivier Pantalé

Abstract:

Large-size forged blocks made of medium carbon high-strength steels are extensively used in the automotive industry as dies for the production of bumpers and dashboards through the plastic injection process. The manufacturing process of the large blocks starts with ingot casting, followed by open die forging and a quench and temper heat treatment process to achieve the desired mechanical properties and numerical simulation is widely used nowadays to predict these properties before the experiment. But the temperature gradient inside the specimen remains challenging in the sense that the temperature before loading inside the material is not the same, but during the simulation, constant temperature is used to simulate the experiment because it is assumed that temperature is homogenized after some holding time. Therefore to be close to the experiment, real distribution of the temperature through the specimen is needed before the mechanical loading. Thus, We present here a robust algorithm that allows the calculation of the temperature gradient within the specimen, thus representing a real temperature distribution within the specimen before deformation. Indeed, most numerical simulations consider a uniform temperature gradient which is not really the case because the surface and core temperatures of the specimen are not identical. Another feature that influences the mechanical properties of the specimen is recrystallization which strongly depends on the deformation conditions and the type of deformation like Upsetting, Cogging...etc. Indeed, Upsetting and Cogging are the stages where the greatest deformations are observed, and a lot of microstructural phenomena can be observed, like recrystallization, which requires in-depth characterization. Complete dynamic recrystallization plays an important role in the final grain size during the process and therefore helps to increase the mechanical properties of the final product. Thus, the identification of the conditions for the initiation of dynamic recrystallization is still relevant. Also, the temperature distribution within the sample and strain rate influence the recrystallization initiation. So the development of a technique allowing to predict the initiation of this recrystallization remains challenging. In this perspective, we propose here, in addition to the algorithm allowing to get the temperature distribution before the loading stage, an analytical model leading to determine the initiation of this recrystallization. These two techniques are implemented into the Abaqus finite element software via the UAMP and VUHARD subroutines for comparison with a simulation where an isothermal temperature is imposed. The Artificial Neural Network (ANN) model to describe the plastic behavior of the material is also implemented via the VUHARD subroutine. From the simulation, the temperature distribution inside the material and recrystallization initiation is properly predicted and compared to the literature models.

Keywords: dynamic recrystallization, finite element modeling, artificial neural network, numerical implementation

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1192 The Associations of Pes Planus Plantaris (Flat Foot) to the Postural Stability of Basketball Student-Athletes Through the Ground Reaction Force Vector (vGRF)

Authors: Def Primal, Sasanty Kusumaningtyas, Ermita I. Ibrahim

Abstract:

Purpose: The main objective of this study is to determine the pes planus plantaris (flat foot) condition can contribute to the disturbance of postural stability in basketball athletes in static and dynamic activities. Methods: This cross-sectional quantitative analytical retrospective study on 47 subjects of basketball student-athletes identified the foot arch index by extensive footprint area and AMTI (Advanced Mechanical Technology Inc.) Force flat-form (force plate) determined their postural stability. Subjects were conducted in three activities (static, dynamic vertical jump, and dynamic loading response) for ground reaction force (GRF) resultant vectors towards the vertical plane of body mass (W). Results Analytical results obtained that 80.9% of subjects had pes planus plantaris. It shows no significant differences in pes planus plantaris incidence in both sexes subject (p>0.005); however, there are differences in athlete’s exercise period aspect. Athlete students who have practiced strictly for more than four years’ experience over 50% of pes planus plantaris; furthermore, a long period of exercise was believed to stimulate pes planus. The average value of GRF vectors of pes planus plantaris subjects on three different basketball movements shows a significant correlation to postural stability. Conclusions Pes planus plantaris affected almost basketball athletes regarding the length and intensity of exercise performed. The condition significantly contributes to postural stability disturbance on a static condition, dynamic vertical jump, and dynamic vertical jump loading response.

Keywords: pes planus plantaris, flatfoot, ground reaction force, static and dynamic stability

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1191 Seismic Behavior of Self-Balancing Post-Tensioned Reinforced Concrete Spatial Structure

Authors: Mircea Pastrav, Horia Constantinescu

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The construction industry is currently trying to develop sustainable reinforced concrete structures. In trying to aid in the effort, the research presented in this paper aims to prove the efficiency of modified special hybrid moment frames composed of discretely jointed precast and post-tensioned concrete members. This aim is due to the fact that current design standards do not cover the spatial design of moment frame structures assembled by post-tensioning with special hybrid joints. This lack of standardization is coupled with the fact that previous experimental programs, available in scientific literature, deal mainly with plane structures and offer little information regarding spatial behavior. A spatial model of a modified hybrid moment frame is experimentally analyzed. The experimental results of a natural scale model test of a corner column-beams sub-structure, cut from an actual multilevel building tested to seismic type loading are presented in order to highlight the behavior of this type of structure. The test is performed under alternative cycles of imposed lateral displacements, up to a storey drift ratio of 0.035. Seismic response of the spatial model is discussed considering the acceptance criteria for reinforced concrete frame structures designed based on experimental tests, as well as some of its major sustainability features. The results obtained show an overall excellent behavior of the system. The joint detailing allows for quick and cheap repairs after an accidental event and a self-balancing behavior of the system that ensures it can be used almost immediately after an accidental event it.

Keywords: modified hybrid joint, seismic type loading response, self-balancing structure, acceptance criteria

Procedia PDF Downloads 235
1190 Separating Permanent and Induced Magnetic Signature: A Simple Approach

Authors: O. J. G. Somsen, G. P. M. Wagemakers

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Magnetic signature detection provides sensitive detection of metal objects, especially in the natural environment. Our group is developing a tabletop setup for magnetic signatures of various small and model objects. A particular issue is the separation of permanent and induced magnetization. While the latter depends only on the composition and shape of the object, the former also depends on the magnetization history. With common deperming techniques, a significant permanent signature may still remain, which confuses measurements of the induced component. We investigate a basic technique of separating the two. Measurements were done by moving the object along an aluminum rail while the three field components are recorded by a detector attached near the center. This is done first with the rail parallel to the Earth magnetic field and then with anti-parallel orientation. The reversal changes the sign of the induced- but not the permanent magnetization so that the two can be separated. Our preliminary results on a small iron block show excellent reproducibility. A considerable permanent magnetization was indeed present, resulting in a complex asymmetric signature. After separation, a much more symmetric induced signature was obtained that can be studied in detail and compared with theoretical calculations.

Keywords: magnetic signature, data analysis, magnetization, deperming techniques

Procedia PDF Downloads 447
1189 Effect of Temperature on Corrosion Fatigue Cracking Behavior of Inconel 625 in Steam and Supercritical Water

Authors: Hasan Izhar Khan, Naiqiang Zhang, Hong Xu, Zhongliang Zhu, Dongfang Jiang

Abstract:

Inconel 625 is a nickel-based alloy having outstanding corrosion resistance and developed for use at service temperatures ranging from cryogenic to 980°C. It got a wide range of applications in nuclear, petrochemical, chemical, marine, aeronautical, and aerospace industries. Currently, it is one of the candidate materials to be used as a structural material in ultra-supercritical (USC) power plants. In the high-temperature corrosive medium environment, metallic materials are susceptible to corrosion fatigue (CF). CF is an interaction between cyclic stress and corrosive medium environment that acts on a susceptible material and results in initiation and propagation of cracks. For the application of Inconel 625 as a structural material in USC power plants, CF behavior must be evaluated in steam and supercritical water (SCW) environment. Fatigue crack growth rate (FCGR) curves obtained from CF experiments are required to predict residual life of metallic materials used in power plants. In this study, FCGR tests of Inconel 625 were obtained by using compact tension specimen at 550-650 °C in steam (8 MPa) and SCW (25 MPa). The dissolved oxygen level was kept constant at 8000 ppb for the test conducted in steam and SCW. The tests were performed under sine wave loading waveform, 1 Hz loading frequency, stress ratio of 0.6 and maximum stress intensity factor of 32 MPa√m. Crack growth rate (CGR) was detected by using direct current potential drop technique. Results showed that CGR increased with an increase in temperature in the tested environmental conditions. The mechanism concerning the influence of temperature on FCGR are further discussed.

Keywords: corrosion fatigue, crack growth rate, nickel-based alloy, temperature

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1188 Comparison of Modulus from Repeated Plate Load Test and Resonant Column Test for Compaction Control of Trackbed Foundation

Authors: JinWoog Lee, SeongHyeok Lee, ChanYong Choi, Yujin Lim, Hojin Cho

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Primary function of the trackbed in a conventional railway track system is to decrease the stresses in the subgrade to be in an acceptable level. A properly designed trackbed layer performs this task adequately. Many design procedures have used assumed and/or are based on critical stiffness values of the layers obtained mostly in the field to calculate an appropriate thickness of the sublayers of the trackbed foundation. However, those stiffness values do not consider strain levels clearly and precisely in the layers. This study proposes a method of computation of stiffness that can handle with strain level in the layers of the trackbed foundation in order to provide properly selected design values of the stiffness of the layers. The shear modulus values are dependent on shear strain level so that the strain levels generated in the subgrade in the trackbed under wheel loading and below plate of Repeated Plate Bearing Test (RPBT) are investigated by finite element analysis program ABAQUS and PLAXIS programs. The strain levels generated in the subgrade from RPBT are compared to those values from RC (Resonant Column) test after some consideration of strain levels and stress consideration. For comparison of shear modulus G obtained from RC test and stiffness moduli Ev2 obtained from RPBT in the field, many numbers of mid-size RC tests in laboratory and RPBT in field were performed extensively. It was found in this study that there is a big difference in stiffness modulus when the converted Ev2 values were compared to those values of RC test. It is verified in this study that it is necessary to use precise and increased loading steps to construct nonlinear curves from RPBT in order to get correct Ev2 values in proper strain levels.

Keywords: modulus, plate load test, resonant column test, trackbed foundation

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1187 Optimization of Sodium Lauryl Surfactant Concentration for Nanoparticle Production

Authors: Oluwatoyin Joseph Gbadeyan, Sarp Adali, Bright Glen, Bruce Sithole

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Sodium lauryl surfactant concentration optimization, for nanoparticle production, provided the platform for advanced research studies. Different concentrations (0.05 %, 0.1 %, and 0.2 %) of sodium lauryl surfactant was added to snail shells powder during milling processes for producing CaCO3 at smaller particle size. Epoxy nanocomposites prepared at filler content 2 wt.% synthesized with different volumes of sodium lauryl surfactant were fabricated using a conventional resin casting method. Mechanical properties such as tensile strength, stiffness, and hardness of prepared nanocomposites was investigated to determine the effect of sodium lauryl surfactant concentration on nanocomposite properties. It was observed that the loading of the synthesized nano-calcium carbonate improved the mechanical properties of neat epoxy at lower concentrations of sodium lauryl surfactant 0.05 %. Meaningfully, loading of achatina fulica snail shell nanoparticles manufactures, with small concentrations of sodium lauryl surfactant 0.05 %, increased the neat epoxy tensile strength by 26%, stiffness by 55%, and hardness by 38%. Homogeneous dispersion facilitated, by the addition of sodium lauryl surfactant during milling processes, improved mechanical properties. Research evidence suggests that nano-CaCO3, synthesized from achatina fulica snail shell, possesses suitable reinforcement properties that can be used for nanocomposite fabrication. The evidence showed that adding small concentrations of sodium lauryl surfactant 0.05 %, improved dispersion of nanoparticles in polymetrix material that provided mechanical properties improvement.

Keywords: sodium lauryl surfactant, mechanical properties , achatina fulica snail shel, calcium carbonate nanopowder

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1186 Numerical Analysis of Mandible Fracture Stabilization System

Authors: Piotr Wadolowski, Grzegorz Krzesinski, Piotr Gutowski

Abstract:

The aim of the presented work is to recognize the impact of mini-plate application approach on the stress and displacement within the stabilization devices and surrounding bones. The mini-plate osteosynthesis technique is widely used by craniofacial surgeons as an improved replacement of wire connection approach. Many different types of metal plates and screws are used to the physical connection of fractured bones. Below investigation is based on a clinical observation of patient hospitalized with mini-plate stabilization system. Analysis was conducted on a solid mandible geometry, which was modeled basis on the computed tomography scan of the hospitalized patient. In order to achieve most realistic connected system behavior, the cortical and cancellous bone layers were assumed. The temporomandibular joint was simplified to the elastic element to allow physiological movement of loaded bone. The muscles of mastication system were reduced to three pairs, modeled as shell structures. Finite element grid was created by the ANSYS software, where hexahedral and tetrahedral variants of SOLID185 element were used. A set of nonlinear contact conditions were applied on connecting devices and bone common surfaces. Properties of particular contact pair depend on screw - mini-plate connection type and possible gaps between fractured bone around osteosynthesis region. Some of the investigated cases contain prestress introduced to the mini-plate during the application, what responds the initial bending of the connecting device to fit the retromolar fossa region. Assumed bone fracture occurs within the mandible angle zone. Due to the significant deformation of the connecting plate in some of the assembly cases the elastic-plastic model of titanium alloy was assumed. The bone tissues were covered by the orthotropic material. As a loading were used the gauge force of magnitude of 100N applied in three different locations. Conducted analysis shows significant impact of mini-plate application methodology on the stress distribution within the miniplate. Prestress effect introduces additional loading, which leads to locally exceed the titanium alloy yield limit. Stress in surrounding bone increases rapidly around the screws application region, exceeding assumed bone yield limit, what indicate the local bone destruction. Approach with the doubled mini-plate shows increased stress within the connector due to the too rigid connection, where the main path of loading leads through the mini-plates instead of plates and connected bones. Clinical observations confirm more frequent plate destruction of stiffer connections. Some of them could be an effect of decreased low cyclic fatigue capability caused by the overloading. The executed analysis prove that the mini-plate system provides sufficient support to mandible fracture treatment, however, many applicable solutions shifts the entire system to the allowable material limits. The results show that connector application with the initial loading needs to be carefully established due to the small material capability tolerances. Comparison to the clinical observations allows optimizing entire connection to prevent future incidents.

Keywords: mandible fracture, mini-plate connection, numerical analysis, osteosynthesis

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1185 Investigation of Failure Mechanisms of Composite Laminates with Delamination and Repaired with Bolts

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

Abstract:

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

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

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1184 A Technical Solution for Micro Mixture with Micro Fluidic Oscillator in Chemistry

Authors: Brahim Dennai, Abdelhak Bentaleb, Rachid Khelfaoui, Asma Abdenbi

Abstract:

The diffusion flux given by the Fick’s law characterizethe mixing rate. A passive mixing strategy is proposed to enhance mixing of two fluids through perturbed jet low. A numerical study of passive mixers has been presented. This paper is focused on the modeling of a micro-injection systems composed of passive amplifier without mechanical part. The micro-system modeling is based on geometrical oscillators form. An asymmetric micro-oscillator design based on a monostable fluidic amplifier is proposed. The characteristic size of the channels is generally about a few hundred of microns. The numerical results indicate that the mixing performance can be as high as 99 % within a typical mixing chamber of 0.20 mm diameter inlet and 2.0 mm distance of nozzle - spliter. In addition, the results confirm that self-rotation in the circular mixer significantly enhances the mixing performance. The novel micro mixing method presented in this study provides a simple solution to mixing problems in microsystem for application in chemistry.

Keywords: micro oscillator, modeling, micro mixture, diffusion, size effect, chemical equation

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1183 Using the ISO 9705 Room Corner Test for Smoke Toxicity Quantification of Polyurethane

Authors: Gabrielle Peck, Ryan Hayes

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Polyurethane (PU) foam is typically sold as acoustic foam that is often used as sound insulation in settings such as night clubs and bars. As a construction product, PU is tested by being glued to the walls and ceiling of the ISO 9705 room corner test room. However, when heat is applied to PU foam, it melts and burns as a pool fire due to it being a thermoplastic. The current test layout is unable to accurately measure mass loss and doesn’t allow for the material to burn as a pool fire without seeping out of the test room floor. The lack of mass loss measurement means gas yields pertaining to smoke toxicity analysis can’t be calculated, which makes data comparisons from any other material or test method difficult. Additionally, the heat release measurements are not representative of the actual measurements taken as a lot of the material seeps through the floor (when a tray to catch the melted material is not used). This research aimed to modify the ISO 9705 test to provide the ability to measure mass loss to allow for better calculation of gas yields and understanding of decomposition. It also aimed to accurately measure smoke toxicity in both the doorway and duct and enable dilution factors to be calculated. Finally, the study aimed to examine if doubling the fuel loading would force under-ventilated flaming. The test layout was modified to be a combination of the SBI (single burning item) test set up inside oof the ISO 9705 test room. Polyurethane was tested in two different ways with the aim of altering the ventilation condition of the tests. Test one was conducted using 1 x SBI test rig aiming for well-ventilated flaming. Test two was conducted using 2 x SBI rigs (facing each other inside the test room) (doubling the fuel loading) aiming for under-ventilated flaming. The two different configurations used were successful in achieving both well-ventilated flaming and under-ventilated flaming, shown by the measured equivalence ratios (measured using a phi meter designed and created for these experiments). The findings show that doubling the fuel loading will successfully force under-ventilated flaming conditions to be achieved. This method can therefore be used when trying to replicate post-flashover conditions in future ISO 9705 room corner tests. The radiative heat generated by the two SBI rigs facing each other facilitated a much higher overall heat release resulting in a more severe fire. The method successfully allowed for accurate measurement of smoke toxicity produced from the PU foam in terms of simple gases such as oxygen depletion, CO and CO2. Overall, the proposed test modifications improve the ability to measure the smoke toxicity of materials in different fire conditions on a large-scale.

Keywords: flammability, ISO9705, large-scale testing, polyurethane, smoke toxicity

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1182 A Single Loop Repetitive Controller for a Four Legs Matrix Converter Unit

Authors: Wesam Rohouma

Abstract:

The aim of this paper is to investigate the use of repetitive controller to regulate the output voltage of three phase four leg matric converter for an Aircraft Ground Power Supply Unit. The proposed controller improve the steady state error and provide good regulation during different loading. Simulation results of 7.5 KW converter are presented to verify the operation of the proposed controller.

Keywords: matrix converter, Power electronics, controller, regulation

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1181 Creep Behaviour of Asphalt Modified by Waste Polystyrene and Its Hybrids with Crumb Rubber and Low-Density Polyethylene

Authors: Soheil Heydari, Ailar Hajimohammadi, Nasser Khalili

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Polystyrene, being made from a monomer called styrene, is a rigid and easy-to mould polymer that is widely used for many applications, from foam packaging to disposable containers. Considering that the degradation of waste polystyrene takes up to 500 years, there is an urgent need for a sustainable application for waste polystyrene. This study evaluates the application of waste polystyrene as an asphalt modifier. The inclusion of waste plastics in asphalt is either practised by the dry process or the wet process. In the dry process, plastics are added straight into the asphalt mixture and in the wet process, they are mixed and digested into bitumen. In this article, polystyrene was used as an asphalt modifier in a dry process. However, the mixing process is precisely designed to make sure that the polymer is melted and modified in the binder. It was expected that, due to the rigidity of polystyrene, it will have positive effects on the permanent deformation of the asphalt mixture. Therefore, different mixtures were manufactured with different contents of polystyrene and Marshall specimens were manufactured, and dynamic creep tests were conducted to evaluate the permanent deformation of the modification. This is a commonly repeated loading test conducted at different stress levels and temperatures. Loading cycles are applied to the AC specimen until failure occurs; with the amount of deformation constantly recorded the cumulative, permanent strain is determined and reported as a function of the number of cycles. Also, to our best knowledge, hybrid mixes of polystyrene with crumb rubber and low-density polyethylene were made and compared with a polystyrene-modified mixture. The test results of this study showed that the hybrid mix of polystyrene and low-density polyethylene has the highest resistance against permanent deformation. However, the polystyrene-modified mixture outperformed the hybrid mix of polystyrene and crumb rubber, and both demonstrated way lower permanent deformation than the unmodified specimen.

Keywords: permanent deformation, waste plastics, polystyrene, hybrid plastics, hybrid mix, hybrid modification, dry process

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1180 Finite Element Modeling and Analysis of Reinforced Concrete Coupled Shear Walls Strengthened with Externally Bonded Carbon Fiber Reinforced Polymer Composites

Authors: Sara Honarparast, Omar Chaallal

Abstract:

Reinforced concrete (RC) coupled shear walls (CSWs) are very effective structural systems in resisting lateral loads due to winds and earthquakes and are particularly used in medium- to high-rise RC buildings. However, most of existing old RC structures were designed for gravity loads or lateral loads well below the loads specified in the current modern seismic international codes. These structures may behave in non-ductile manner due to poorly designed joints, insufficient shear reinforcement and inadequate anchorage length of the reinforcing bars. This has been the main impetus to investigate an appropriate strengthening method to address or attenuate the deficiencies of these structures. The objective of this paper is to twofold: (i) evaluate the seismic performance of existing reinforced concrete coupled shear walls under reversed cyclic loading; and (ii) investigate the seismic performance of RC CSWs strengthened with externally bonded (EB) carbon fiber reinforced polymer (CFRP) sheets. To this end, two CSWs were considered as follows: (a) the first one is representative of old CSWs and therefore was designed according to the 1941 National Building Code of Canada (NBCC, 1941) with conventionally reinforced coupling beams; and (b) the second one, representative of new CSWs, was designed according to modern NBCC 2015 and CSA/A23.3 2014 requirements with diagonally reinforced coupling beam. Both CSWs were simulated using ANSYS software. Nonlinear behavior of concrete is modeled using multilinear isotropic hardening through a multilinear stress strain curve. The elastic-perfectly plastic stress-strain curve is used to simulate the steel material. Bond stress–slip is modeled between concrete and steel reinforcement in conventional coupling beam rather than considering perfect bond to better represent the slip of the steel bars observed in the coupling beams of these CSWs. The old-designed CSW was strengthened using CFRP sheets bonded to the concrete substrate and the interface was modeled using an adhesive layer. The behavior of CFRP material is considered linear elastic up to failure. After simulating the loading and boundary conditions, the specimens are analyzed under reversed cyclic loading. The comparison of results obtained for the two unstrengthened CSWs and the one retrofitted with EB CFRP sheets reveals that the strengthening method improves the seismic performance in terms of strength, ductility, and energy dissipation capacity.

Keywords: carbon fiber reinforced polymer, coupled shear wall, coupling beam, finite element analysis, modern code, old code, strengthening

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1179 Random Analysis of Physical and Mechanical Characteristics of Superfine Animal Fibres

Authors: Sepehr Moradi

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The physical and mechanical property parameters, inter-relation of key dimensional and distribution profile of raw Australia Superfine Merino Wool (ASFW) and Inner Mongolia Cashmere (IMC) fibres have been studied. The relationship between the properties of these fibres is assessed using fit transformation functions obtained through correlation coefficient analysis. ASFW and IMC fibre properties are found to be both positively skewed and asymmetric in nature. Whilst fibre diameter varies along its length and both ends have a tapering shape. The basic physical features, namely linear density, true local diameter, true length and breaking load are positively correlated while their tenacity is negatively correlated. The tenacity and true length follow a second order polynomial while the true local diameter is linearly correlated. Assessment of the diameter and length is sufficient to estimate the evaluation of quality for commercial grade ASFW and IMC fibres.

Keywords: Australia Superfine Merino Wool fibre, Inner Mongolia Cashmere fibre, distribution profile, physical properties

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1178 Analysis of Complex Business Negotiations: Contributions from Agency-Theory

Authors: Jan Van Uden

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The paper reviews classical agency-theory and its contributions to the analysis of complex business negotiations and gives an approach for the modification of the basic agency-model in order to examine the negotiation specific dimensions of agency-problems. By illustrating fundamental potentials for the modification of agency-theory in context of business negotiations the paper highlights recent empirical research that investigates agent-based negotiations and inter-team constellations. A general theoretical analysis of complex negotiation would be based on a two-level approach. First, the modification of the basic agency-model in order to illustrate the organizational context of business negotiations (i.e., multi-agent issues, common-agencies, multi-period models and the concept of bounded rationality). Second, the application of the modified agency-model on complex business negotiations to identify agency-problems and relating areas of risk in the negotiation process. The paper is placed on the first level of analysis – the modification. The method builds on the one hand on insights from behavior decision research (BRD) and on the other hand on findings from agency-theory as normative directives to the modification of the basic model. Through neoclassical assumptions concerning the fundamental aspects of agency-relationships in business negotiations (i.e., asymmetric information, self-interest, risk preferences and conflict of interests), agency-theory helps to draw solutions on stated worst-case-scenarios taken from the daily negotiation routine. As agency-theory is the only universal approach able to identify trade-offs between certain aspects of economic cooperation, insights obtained provide a deeper understanding of the forces that shape business negotiation complexity. The need for a modification of the basic model is illustrated by highlighting selected issues of business negotiations from agency-theory perspective: Negotiation Teams require a multi-agent approach under the condition that often decision-makers as superior-agents are part of the team. The diversity of competences and decision-making authority is a phenomenon that overrides the assumptions of classical agency-theory and varies greatly in context of certain forms of business negotiations. Further, the basic model is bound to dyadic relationships preceded by the delegation of decision-making authority and builds on a contractual created (vertical) hierarchy. As a result, horizontal dynamics within the negotiation team playing an important role for negotiation success are therefore not considered in the investigation of agency-problems. Also, the trade-off between short-term relationships within the negotiation sphere and the long-term relationships of the corporate sphere calls for a multi-period perspective taking into account the sphere-specific governance-mechanisms already established (i.e., reward and monitoring systems). Within the analysis, the implementation of bounded rationality is closely related to findings from BRD to assess the impact of negotiation behavior on underlying principal-agent-relationships. As empirical findings show, the disclosure and reservation of information to the agent affect his negotiation behavior as well as final negotiation outcomes. Last, in context of business negotiations, asymmetric information is often intended by decision-makers acting as superior-agents or principals which calls for a bilateral risk-approach to agency-relations.

Keywords: business negotiations, agency-theory, negotiation analysis, interteam negotiations

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1177 Quantification of Pollution Loads for the Rehabilitation of Pusu River

Authors: Abdullah Al-Mamun, Md. Nuruzzaman, Md. Noor Salleh, Muhammad Abu Eusuf, Ahmad Jalal Khan Chowdhury, Mohd. Zaki M. Amin, Norlida Mohd. Dom

Abstract:

Identification of pollution sources and determination of pollution loads from all areas are very important for sustainable rehabilitation of any contaminated river. Pusu is a small river which, flows through the main campus of International Islamic University Malaysia (IIUM) at Gombak. Poor aesthetics of the river, which is flowing through the entrance of the campus, gives negative impression to the local and international visitors. As such, this study is being conducted to find ways to rehabilitate the river in a sustainable manner. The point and non-point pollution sources of the river basin are identified. Upper part of the 12.6 km2 river basin is covered with secondary forest. However, it is the lower-middle reaches of the river basin which is being cleared for residential development and source of high sediment load. Flow and concentrations of the common pollutants, important for a healthy river, such as Biochemical Oxygen Demand (BOD), Chemical Oxygen Demand (COD), Suspended Solids (SS), Turbidity, pH, Ammoniacal Nitrogen (AN), Total Nitrogen (TN) and Total Phosphorus (TP) are determined. Annual pollution loading to the river was calculated based on the primary and secondary data. Concentrations of SS were high during the rainy day due to contribution from the non-point sources. There are 7 ponds along the river system within the campus, which are severely affected by high sediment load from the land clearing activities. On the other hand, concentrations of other pollutants were high during the non-rainy days. The main sources of point pollution are the hostels, cafeterias, sewage treatment plants located in the campus. Therefore, both pollution sources need to be controlled in order to rehabilitate the river in a sustainable manner.

Keywords: river pollution, rehabilitation, point pollution source, non-point pollution sources, pollution loading

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1176 Microstructural Mechanical Properties of Human Trabecular Bone Based on Nanoindentation Test

Authors: K. Jankowski, M. Pawlikowski, A. Makuch, K. Skalski

Abstract:

Depth-sensing indentation (DSI) or nanoindentation is becoming a more and more popular method of measuring mechanical properties of various materials and tissues at a micro-scale. This technique allows measurements without complicated sample preparation procedures which makes this method very useful. As a result of measurement force and displacement of the intender are obtained. It is also possible to determine three measures of hardness i.e. Martens hardness (HM), nanohardness (HIT), Vickers hardness (HV) and Young modulus EIT. In this work trabecular bone mechanical properties were investigated. The bone samples were harvested from human femoral heads during hip replacement surgery. Patients were of different age, sexes and stages of tissue degeneration caused by osteoarthritis. The specimens were divided into three groups. Each group contained samples harvested from patients of different range of age. All samples were investigated with the same measurement conditions. The maximum load was Pmax=500 mN and the loading rate was 500 mN/min. The tests were held without hold at the peak force. The tests were conducted with indenter Vickers tip and spherical tip of the diameter 0.2 mm. Each trabecular bone sample was tested 7 times in a close area of the same trabecula. The measured loading P as a function of indentation depth allowed to obtain hysteresis loop and HM, HIT, HV, EIT. Results for arbitrarily chosen sample are HM=289.95 ± 42.31 MPa, HIT=430.75 ± 45.37 MPa, HV=40.66 ± 4.28 Vickers, EIT=7.37 ± 1.84 GPa for Vickers tip and HM=115.19 ± 15.03 MPa, HIT=165.80 ± 19.30 MPa, HV=16.90 ± 1.97 Vickers, EIT=5.30 ± 1.31 GPa for spherical tip. Results of nanoindentation tests show that this method is very useful and is perfect for obtaining mechanical properties of trabecular bone. Estimated values of elastic modulus are similar. The differences between hardness are significant but it is a result of using two different types of tips. However, it has to be emphasised that the differences in the values of elastic modulus and hardness result from different testing protocols, anisotropy and asymmetry of the micro-samples and the hydration of bone.

Keywords: human bone, mechanical properties, nano hardness nanoindentation, trabecular bone

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1175 Mechanical Properties and Antibiotic Release Characteristics of Poly(methyl methacrylate)-based Bone Cement Formulated with Mesoporous Silica Nanoparticles

Authors: Kumaran Letchmanan, Shou-Cang Shen, Wai Kiong Ng

Abstract:

Postoperative implant-associated infections in soft tissues and bones remain a serious complication in orthopaedic surgery, which leads to impaired healing, re-implantation, prolong hospital stay and increase cost. Drug-loaded implants with sustained release of antibiotics at the local site are current research interest to reduce the risk of post-operative infections and osteomyelitis, thus, minimize the need for follow-up care and increase patient comfort. However, the improved drug release of the drug-loaded bone cements is usually accompanied by a loss in mechanical strength, which is critical for weight-bearing bone cement. Recently, more attempts have been undertaken to develop techniques to enhance the antibiotic elution as well as preserve the mechanical properties of the bone cements. The present study investigates the potential influence of addition of mesoporous silica nanoparticles (MSN) on the in vitro drug release kinetics of gentamicin (GTMC), along with the mechanical properties of bone cements. Simplex P was formulated with MSN and loaded with GTMC by direct impregnation. Meanwhile, Simplex P with water soluble poragen (xylitol) and high loading of GTMC as well as commercial bone cement CMW Smartset GHV were used as controls. MSN-formulated bone cements are able to increase the drug release of GTMC by 3-fold with a cumulative release of more than 46% as compared with other control groups. Furthermore, a sustained release could be achieved for two months. The loaded nano-sized MSN with uniform pore channels significantly build up an effective nano-network path in the bone cement facilitates the diffusion and extended release of GTMC. Compared with formulations using xylitol and high GTMC loading, incorporation of MSN shows no detrimental effect on biomechanical properties of the bone cements as no significant changes in the mechanical properties as compared with original bone cement. After drug release for two months, the bending modulus of MSN-formulated bone cements is 4.49 ± 0.75 GPa and the compression strength is 92.7 ± 2.1 MPa (similar to the compression strength of Simplex-P: 93.0 ± 1.2 MPa). The unaffected mechanical properties of MSN-formulated bone cements was due to the unchanged microstructures of bone cement, whereby more than 98% of MSN remains in the matrix and supports the bone cement structures. In contrast, the large portions of extra voids can be observed for the formulations using xylitol and high drug loading after the drug release study, thus caused compressive strength below the ASTM F541 and ISO 5833 minimum of 70 MPa. These results demonstrate the potential applicability of MSN-functionalized poly(methyl methacrylate)-based bone cement as a highly efficient, sustained and local drug delivery system with good mechanical properties.

Keywords: antibiotics, biomechanical properties, bone cement, sustained release

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1174 A Comparative Study of a Defective Superconductor/ Semiconductor-Dielectric Photonic Crystal

Authors: S. Sadegzadeh, A. Mousavi

Abstract:

Temperature-dependent tunable photonic crystals have attracted widespread interest in recent years. In this research, transmission characteristics of a one-dimensional photonic crystal structure with a single defect have been studied. Here, we assume two different defect layers: InSb as a semiconducting layer and HgBa2Ca2Cu3O10 as a high-temperature superconducting layer. Both the defect layers have temperature-dependent refractive indexes. Two different types of dielectric materials (Si as a high-refractive index dielectric and MgF2 as a low-refractive index dielectric) are used to construct the asymmetric structures (Si/MgF2)NInSb(Si/MgF2)N named S.I, and (Si/MgF2)NHgBa2Ca2Cu3O10(Si/MgF2)N named S.II. It is found that in response to the temperature changes, transmission peaks within the photonic band gap of the S.II structure, in contrast to S.I, show a small wavelength shift. Furthermore, the results show that under the same conditions, S.I structure generates an extra defect mode in the transmission spectra. Besides high efficiency transmission property of S.II structure, it can be concluded that the semiconductor-dielectric photonic crystals are more sensitive to temperature variation than superconductor types.

Keywords: defect modes, photonic crystals, semiconductor, superconductor, transmission

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1173 Modeling of Bipolar Charge Transport through Nanocomposite Films for Energy Storage

Authors: Meng H. Lean, Wei-Ping L. Chu

Abstract:

The effects of ferroelectric nanofiller size, shape, loading, and polarization, on bipolar charge injection, transport, and recombination through amorphous and semicrystalline polymers are studied. A 3D particle-in-cell model extends the classical electrical double layer representation to treat ferroelectric nanoparticles. Metal-polymer charge injection assumes Schottky emission and Fowler-Nordheim tunneling, migration through field-dependent Poole-Frenkel mobility, and recombination with Monte Carlo selection based on collision probability. A boundary integral equation method is used for solution of the Poisson equation coupled with a second-order predictor-corrector scheme for robust time integration of the equations of motion. The stability criterion of the explicit algorithm conforms to the Courant-Friedrichs-Levy limit. Trajectories for charge that make it through the film are curvilinear paths that meander through the interspaces. Results indicate that charge transport behavior depends on nanoparticle polarization with anti-parallel orientation showing the highest leakage conduction and lowest level of charge trapping in the interaction zone. Simulation prediction of a size range of 80 to 100 nm to minimize attachment and maximize conduction is validated by theory. Attached charge fractions go from 2.2% to 97% as nanofiller size is decreased from 150 nm to 60 nm. Computed conductivity of 0.4 x 1014 S/cm is in agreement with published data for plastics. Charge attachment is increased with spheroids due to the increase in surface area, and especially so for oblate spheroids showing the influence of larger cross-sections. Charge attachment to nanofillers and nanocrystallites increase with vol.% loading or degree of crystallinity, and saturate at about 40 vol.%.

Keywords: nanocomposites, nanofillers, electrical double layer, bipolar charge transport

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1172 The Effect of Traffic Load on the Maximum Response of a Cable-Stayed Bridge under Blast Loads

Authors: S. K. Hashemi, M. A. Bradford, H. R. Valipour

Abstract:

The Recent collapse of bridges has raised the awareness about safety and robustness of bridges subjected to extreme loading scenarios such as intentional/unintentional blast loads. The air blast generated by the explosion of bombs or fuel tankers leads to high-magnitude short-duration loading scenarios that can cause severe structural damage and loss of critical structural members. Hence, more attentions need to put towards bridge structures to develop guidelines to increase the resistance of such structures against the probable blast. Recent advancements in numerical methods have brought about the viable and cost effective facilities to simulate complicated blast scenarios and subsequently provide useful reference for safeguarding design of critical infrastructures. In the previous studies common bridge responses to blast load, the traffic load is sometimes not included in the analysis. Including traffic load will increase the axial compression in bridge piers especially when the axial load is relatively small. Traffic load also can reduce the uplift of girders and deck when the bridge experiences under deck explosion. For more complicated structures like cable-stayed or suspension bridges, however, the effect of traffic loads can be completely different. The tension in the cables increase and progressive collapse is likely to happen while traffic loads exist. Accordingly, this study is an attempt to simulate the effect of traffic load cases on the maximum local and global response of an entire cable-stayed bridge subjected to blast loadings using LS-DYNA explicit finite element code. The blast loads ranged from small to large explosion placed at different positions above the deck. Furthermore, the variation of the traffic load factor in the load combination and its effect on the dynamic response of the bridge under blast load is investigated.

Keywords: blast, cable-stayed bridge, LS-DYNA, numerical, traffic load

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1171 Reinforcing Effects of Natural Micro-Particles on the Dynamic Impact Behaviour of Hybrid Bio-Composites Made of Short Kevlar Fibers Reinforced Thermoplastic Composite Armor

Authors: Edison E. Haro, Akindele G. Odeshi, Jerzy A. Szpunar

Abstract:

Hybrid bio-composites are developed for use in protective armor through positive hybridization offered by reinforcement of high-density polyethylene (HDPE) with Kevlar short fibers and palm wood micro-fillers. The manufacturing process involved a combination of extrusion and compression molding techniques. The mechanical behavior of Kevlar fiber reinforced HDPE with and without palm wood filler additions are compared. The effect of the weight fraction of the added palm wood micro-fillers is also determined. The Young modulus was found to increase as the weight fraction of organic micro-particles increased. However, the flexural strength decreased with increasing weight fraction of added micro-fillers. The interfacial interactions between the components were investigated using scanning electron microscopy. The influence of the size, random alignment and distribution of the natural micro-particles was evaluated. Ballistic impact and dynamic shock loading tests were performed to determine the optimum proportion of Kevlar short fibers and organic micro-fillers needed to improve impact strength of the HDPE. These results indicate a positive hybridization by deposition of organic micro-fillers on the surface of short Kevlar fibers used in reinforcing the thermoplastic matrix leading to enhancement of the mechanical strength and dynamic impact behavior of these materials. Therefore, these hybrid bio-composites can be promising materials for different applications against high velocity impacts.

Keywords: hybrid bio-composites, organic nano-fillers, dynamic shocking loading, ballistic impacts, energy absorption

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1170 Thermal Analysis of a Channel Partially Filled with Porous Media Using Asymmetric Boundary Conditions and LTNE Model

Authors: Mohsen Torabi, Kaili Zhang

Abstract:

This work considers forced convection in a channel partially filled with porous media from local thermal non-equilibrium (LTNE) point of view. The channel is heated with constant heat flux from the lower side and is isolated on the top side. The wall heat flux is considered to be divided between the solid and fluid phases based on their temperature gradients and effective thermal conductivities. The general forms of the velocity and temperature fields are analytically obtained. To obtain the constant parameters for temperature equations, a numerical solution is considered. Using different thermophysical parameters, both velocity and temperature fields are comprehensively illustrated. Discussions regarding bifurcation phenomenon are provided. Since this geometry has not been considered yet, the present analysis is a useful addition to the literature on thermal performance of porous systems from LTNE perspective.

Keywords: local thermal non-equilibrium, forced convection, thermal bifurcation, porous-fluid interface, combined analytical-numerical solution

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1169 Hydraulic Resources Management under Imperfect Competition with Thermal Plants in the Wholesale Electricity Market

Authors: Abdessalem Abbassi, Ahlem Dakhlaoui, Lota D. Tamini

Abstract:

In this paper, we analyze infinite discrete-time games between hydraulic and thermal power operators in the wholesale electricity market under Cournot competition. We consider a deregulated electrical industry where certain demand is satisfied by hydraulic and thermal technologies. The hydraulic operator decides the production in each season of each period that maximizes the sum of expected profits from power generation with respect to the stochastic dynamic constraint on the water stored in the dam, the environmental constraint and the non-negative output constraint. In contrast, the thermal plant is operated with quadratic cost function, with respect to the capacity production constraint and the non-negativity output constraint. We show that under imperfect competition, the hydraulic operator has a strategic storage of water in the peak season. Then, we quantify the strategic inter-annual and intra-annual water transfer and compare the numerical results. Finally, we show that the thermal operator can restrict the hydraulic output without compensation.

Keywords: asymmetric risk aversion, electricity wholesale market, hydropower dams, imperfect competition

Procedia PDF Downloads 354
1168 Synthesis of a Hybrid of PEG-b-PCL and G1-PEA Dendrimer Based Six-Armed Star Polymer for Nano Delivery of Vancomycin

Authors: Calvin A. Omolo, Rahul S. Kalhapure, Mahantesh Jadhav, Sanjeev Rambharose, Chunderika Mocktar, Thirumala Govender

Abstract:

Treatment of infections is compromised by limitations of conventional dosage forms and drug resistance. Nanocarrier system is a strategy to overcome these challenges and improve therapy. Thus, the development of novel materials for drug delivery via nanocarriers is essential. The aim of the study was to synthesize a multi-arm polymer (6-mPEPEA) for enhanced activity of vancomycin (VM) against susceptible and resistant Staphylococcus aureus (MRSA). The synthesis steps of the star polymer followed reported procedures. The synthesized 6-mPEPEA was characterized by FTIR, ¹H and ¹³CNMR and MTT assays. VM loaded micelles were prepared from 6-mPEPEA and characterized for size, polydispersity index (PI) and surface charge (ZP) (Dynamic Light Scattering), morphology by TEM, drug loading (UV Spectrophotometry), drug release (dialysis bag), in vitro and in vivo efficacy against sensitive and resistant S. aureus. 6-mPEPEA was synthesized, and its structure was confirmed. MTT assays confirmed its nontoxic nature with a high cell viability (77%-85%). Unimolecular spherical micelles were prepared. Size, PI, and ZP was 52.48 ± 2.6 nm, 0.103 ± 0.047, -7.3 ± 1.3 mV, respectively and drug loading was 62.24 ± 3.8%. There was a 91% drug release from VCM-6-mPEPEA after 72 hours. In vitro antibacterial test revealed that VM-6-mPEPEA had 8 and 16-fold greater activity against S. aureus and MRSA when compared to bare VM. Further investigations using flow cytometry showed that VM-6-mPEPEA had 99.5% killing rate of MRSA at the MIC concentration. In vivo antibacterial activity revealed that treatment with VM-6-mPEPEA had a 190 and a 15-fold reduction in the MRSA load in untreated and VM treated respectively. These findings confirmed the potential of 6-mPEPEA as a promising bio-degradable nanocarrier for antibiotic delivery to improve treatment of bacterial infections.

Keywords: biosafe, MRSA, nanocarrier, resistance, unimolecular-micelles

Procedia PDF Downloads 181
1167 Modelling Operational Risk Using Extreme Value Theory and Skew t-Copulas via Bayesian Inference

Authors: Betty Johanna Garzon Rozo, Jonathan Crook, Fernando Moreira

Abstract:

Operational risk losses are heavy tailed and are likely to be asymmetric and extremely dependent among business lines/event types. We propose a new methodology to assess, in a multivariate way, the asymmetry and extreme dependence between severity distributions, and to calculate the capital for Operational Risk. This methodology simultaneously uses (i) several parametric distributions and an alternative mix distribution (the Lognormal for the body of losses and the Generalized Pareto Distribution for the tail) via extreme value theory using SAS®, (ii) the multivariate skew t-copula applied for the first time for operational losses and (iii) Bayesian theory to estimate new n-dimensional skew t-copula models via Markov chain Monte Carlo (MCMC) simulation. This paper analyses a newly operational loss data set, SAS Global Operational Risk Data [SAS OpRisk], to model operational risk at international financial institutions. All the severity models are constructed in SAS® 9.2. We implement the procedure PROC SEVERITY and PROC NLMIXED. This paper focuses in describing this implementation.

Keywords: operational risk, loss distribution approach, extreme value theory, copulas

Procedia PDF Downloads 592