Search results for: modified linear exponential (MLINEX) loss function

Authors: Jihene Jebeniani

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We proposed an approach combining both the techniques of experimental economy and the flexibility of discrete choice models in order to test the loss aversion. Our main objective was to test the loss aversion of the Cumulative Prospect Theory (CPT). We developed an experimental laboratory in the context of the financial investments that aimed to analyze the attitude towards the risk of the investors. The study uses the lotteries and is basing on econometric modeling. The estimated model was the ordered probit.

Keywords: risk aversion, behavioral finance, experimental economic, lotteries, cumulative prospect theory

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Authors: J. R. Lee, E. V. Lau

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Ionic wind is developed when high voltage is supplied to an anode and a grounded cathode in a gaseous medium. This paper studies the ionic wind profile with different anode configurations, the relationship between electrode gap against the voltage supplied and finally a comparison of the heat transfer coefficient of ionic wind over a horizontal flat plate against a conventional fan experimentally. It is observed that increase in the distance between electrodes decreases at a rate of 1-e-0.0206x as the voltage supply is increased until a distance of 3.1536cm. It is also observed that the wind speed produced by ionic wind is stronger, 2.7ms-1 at 2W compared to conventional fan, 2.5ms-1 at 2W but the wind produced decays at a fast exponential rate and is more localized as compared to conventional fan wind that decays at a slower exponential rate and is less localized. Next, it is found out that the ionic wind profile is the same regardless of the position of the anode relative to the cathode. Lastly, it is discovered that ionic wind produced a heat transfer coefficient that is almost 1.6 times higher compared to a conventional fan with Nusselt number reaching 164 compared to 102 for conventional fan.

Keywords: conventional fan, heat transfer, ionic wind, wind profile

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Authors: Pejman Daryabor, Kamal Mohammadi

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In the present work, the study of vibration characteristics of a functionally graded thick hollow cylinder is investigated. The cylinder natural frequencies are obtained using Galerkin finite element method. The functionally graded cylinder is assumed to be made from many subcylinders. Each subcylinder is considered as an isotropic layer. Material’s properties in each layer are constant and functionally graded properties result by exponential function of layer radius in multilayer cylinder. To validate the FE results code, plane strain model of functionally graded cylinder are also modeled in ABAQUS. Analytical results are validated for both models. Also, a good agreement is found between the present results and those reported in the literature.

Keywords: natural frequency, functionally graded material, finite element method, thick cylinder

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Authors: Hooman Mehdizadeh Rad, Jai Singh

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Organic solar cells (OSCs) have been actively investigated in the last two decades due to their several merits such as simple fabrication process, low-cost manufacturing, and lightweight. In this paper, using the optical transfer matrix method (OTMM) and solving the drift-diffusion equations processes of recombination are studied in inverted and conventional bulk heterojunction (BHJ) OSCs. Two types of recombination processes are investigated: 1) recombination of free charge carriers using the Langevin theory and 2) of trapped charge carriers in the tail states with exponential energy distribution. These recombination processes are incorporated in simulating the current- voltage characteristics of both conventional and inverted BHJ OSCs. The results of this simulation produces a higher power conversion efficiency in the inverted structure in comparison with conventional structure, which agrees well with the experimental results.

Keywords: conventional organic solar cells, exponential tail state recombination, inverted organic solar cells, Langevin recombination

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Authors: Yaping Zhao

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In the present study, the exact solutions for the steady response of quasi-linear systems under non-white wide-band random excitation are considered by means of the stochastic averaging method. The non linearity of the systems contains the power-law damping and the cross-product term of the power-law damping and displacement. The drift and diffusion coefficients of the Fokker-Planck-Kolmogorov (FPK) equation after averaging are obtained by a succinct approach. After solving the averaged FPK equation, the joint probability density function and the marginal probability density function in steady state are attained. In the process of resolving, the eigenvalue problem of ordinary differential equation is handled by integral equation method. Some new results are acquired and the novel method to deal with the problems in nonlinear random vibration is proposed.

Keywords: random vibration, stochastic averaging method, FPK equation, transition probability density

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Authors: Obaid Algahtani

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An interval may be defined as a convex combination as follows: I=[a,b]={x_α=(1-α)a+αb: α∈[0,1]}. Consequently, we may adopt interval operations by applying the scalar operation point-wise to the corresponding interval points: I ∙J={x_α∙y_α ∶ αϵ[0,1],x_α ϵI ,y_α ϵJ}, With the usual restriction 0∉J if ∙ = ÷. These operations are associative: I+( J+K)=(I+J)+ K, I*( J*K)=( I*J )* K. These two properties, which are missing in the usual interval operations, will enable the extension of the usual linear system concepts to the interval setting in a seamless manner. The arithmetic introduced here avoids such vague terms as ”interval extension”, ”inclusion function”, determinants which we encounter in the engineering literature that deal with interval linear systems. On the other hand, these definitions were motivated by our attempt to arrive at a definition of interval random variables and investigate the corresponding statistical properties. We feel that they are the natural ones to handle interval systems. We will enable the extension of many results from usual state space models to interval state space models. The interval state space model we will consider here is one of the form X_((t+1) )=AX_t+ W_t, Y_t=HX_t+ V_t, t≥0, where A∈ 〖IR〗^(k×k), H ∈ 〖IR〗^(p×k) are interval matrices and 〖W 〗_t ∈ 〖IR〗^k,V_t ∈〖IR〗^p are zero – mean Gaussian white-noise interval processes. This feeling is reassured by the numerical results we obtained in a simulation examples.

Keywords: interval analysis, interval matrices, state space model, Kalman Filter

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Authors: Jin Ho Kim, Yujeong Shin, Seong-Jin Cho, Dong-Jin Kim, U-Syn Ha

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Due to the development of the information industry and technologies, cellular phones have must not only function to communicate, but also have functions such as the Internet, e-banking, entertainment, etc. These phones are called smartphones. The performance of smartphones has improved, because of the various functions of smartphones, and the capacity of the battery has been increased gradually. Recently, linear generators have been embedded in smartphones in order to recharge the smartphone's battery. In this study, optimization is performed and an array change of permanent magnets is examined in order to increase efficiency. We propose an optimal design using design of experiments (DOE) to maximize the generated induced voltage. The thickness of the poleshoe and permanent magnet (PM), the height of the poleshoe and PM, and the thickness of the coil are determined to be design variables. We made 25 sampling points using an orthogonal array according to four design variables. We performed electromagnetic finite element analysis to predict the generated induced voltage using the commercial electromagnetic analysis software ANSYS Maxwell. Then, we made an approximate model using the Kriging algorithm, and derived optimal values of the design variables using an evolutionary algorithm. The commercial optimization software PIAnO (Process Integration, Automation, and Optimization) was used with these algorithms. The result of the optimization shows that the generated induced voltage is improved.

Keywords: smartphone, linear generator, design of experiment, approximate model, optimal design

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Authors: Rakhshan Hakimelahi

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In recent years, zinc oxid nano tubes have attracted much attention. The direct use of zinc oxid nano tubes modified by SiO2 as recoverable catalysts for organic reactions is very rare. The catalysts were characterized by XRD. The average particle size of ZnO catalysts is 57 nm and there are high density defects on nano tubes surfaces. A simple and efficient method for the quinazolin derivatives synthesis from the condensation isatoic anhydride and an aromatic aldehyde with ammonium acetate in the presence of a catalytic amount zinc oxid nano tubes modified by SiO2 is described. The reason proposed for higher catalytic activity of zinc oxid nano tubes modified by SiO2 is a combination effect of the small particle size and high-density surface defects. The practical and simple method led to excellent yields of the 2,3-Di hydro quinazolin-4(1H)-one derivatives under mild conditions and within short times.

Keywords: 2, 3-Dihydroquinazolin-4(1H)-one derivatives, reusable catalyst, SiO2, zinc oxid nanotubes

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Authors: Sarika Bahadure

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Sustainability starts with conserving resources for future generations. Since human’s existence on this earth, he has been consuming natural resources. The resource consumption pace in the past was very slow, but industrialization in 18^th century brought a change in the human lifestyle. New inventions and discoveries upgraded the human workforce to machines. The mass manufacture of goods provided easy access to products. In the last few decades, the globalization and change in technologies brought consumer oriented market. The consumption of resources has increased at a very high scale. This overconsumption pattern brought economic boom and provided multiple opportunities, but it also put stress on the natural resources. This paper tries to put forth the facts and figures of the population growth and consumption of resources with examples. This is explained with the help of the mathematical expression of doubling known as exponential growth. It compares the carrying capacity of the earth and resource consumption of humans’ i.e. ecological footprint and bio-capacity. Further, it presents the need to conserve natural resources and re-examine sustainable resource use approach for sustainability.

Keywords: consumption, exponential growth, population, resources, sustainability

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Authors: Qiuxiao Chen, Yan Hou, Ning Wu

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As there are deficiencies of the classic Douglas-Peucker Algorithm (DPA), such as high risks of deleting key nodes by mistake, high complexity, time consumption and relatively slow execution speed, a new Deletion-Cost Based Compression Algorithm (DCA) for linear vector data was proposed. For each curve — the basic element of linear vector data, all the deletion costs of its middle nodes were calculated, and the minimum deletion cost was compared with the pre-defined threshold. If the former was greater than or equal to the latter, all remaining nodes were reserved and the curve’s compression process was finished. Otherwise, the node with the minimal deletion cost was deleted, its two neighbors' deletion costs were updated, and the same loop on the compressed curve was repeated till the termination. By several comparative experiments using different types of linear vector data, the comparison between DPA and DCA was performed from the aspects of compression quality and computing efficiency. Experiment results showed that DCA outperformed DPA in compression accuracy and execution efficiency as well.

Keywords: Douglas-Peucker algorithm, linear vector data, compression, deletion cost

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Authors: Ramazan Kadiev, Arkadi Ponossov

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Semidiscrete systems contain both continuous and discrete components. This means that the dynamics is mostly continuous, but at certain instants, it is exposed to abrupt influences. Such systems naturally appear in applications, for example, in biological and ecological models as well as in the control theory. Therefore, the study of semidiscrete systems has recently attracted the attention of many specialists. Stochastic effects are an important part of any realistic approach to modeling. For example, stochasticity arises in the population dynamics, demographic and ecological due to a change in time of factors external to the system affecting the survival of the population. In control theory, random coefficients can simulate inaccuracies in measurements. It will be shown in the presentation how to incorporate such effects into semidiscrete systems. Stability analysis is an essential part of modeling real-world problems. In the presentation, it will be explained how sufficient conditions for the moment stability of solutions in terms of the coefficients for linear semidiscrete stochastic equations can be derived using non-Lyapunov technique.

Keywords: abrupt changes, exponential stability, regularization, stochastic noises

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Authors: Y. Bhatt, N. Ghosh, N. Tiwari

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Acreage response function are modeled taking account of expected harvest prices, weather related variables and other non-price variables allowing for partial adjustment possibility. At the outset, based on the literature on price expectation formation, we explored suitable formulations for estimating the farmer’s expected prices. Assuming that farmers form expectations rationally, the prices of food and biofuel crops are modeled using time-series methods for possible ARCH/GARCH effects to account for volatility. The prices projected on the basis of the models are then inserted to proxy for the expected prices in the acreage response functions. Food crop acreages in different growing states are found sensitive to their prices relative to those of one or more of the biofuel crops considered. The required percentage improvement in food crop yields is worked to offset the acreage loss.

Keywords: acreage response function, biofuel, food security, sustainable development

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Authors: Alok Raghav, Jamal Ahmad

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Background: Serum albumin glycation and advanced glycation end products (AGE) formation correlates in diabetes and its associated complications. Extensive modified human serum albumin is used to study the biochemical, electrochemical and functional properties in hyperglycemic environment with relevance to diabetes. We evaluate Spectroscopic, side chain modifications, amino acid analysis, biochemical and functional group properties in four glucose modified samples. Methods: A series four human serum albumin samples modified with glucose was characterized in terms of amino acid analysis, spectroscopic properties and side chain modifications. The diagnostic technique employed incorporates UV Spectroscopy, Fluorescence Spectroscopy, biochemical assays for side chain modifications, amino acid estimations. Conclusion: Glucose modified human serum albumin confers AGE formation causes biochemical and functional property that depend on the reactivity of glucose and its concentration used for in-vitro glycation. A biochemical and functional characterization of modified albumin in-vitro produced AGE product that will be useful to interpret the complications and pathophysiological significance in diabetes.

Keywords: glycation, diabetes, human serum albumin, biochemical and electrochemical characterization

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Authors: Hasliza A. Rahim, Fareq Malek, Nur A. M. Affendi, Azuwa Ali, Norshafinash Saudin, Latifah Mohamed

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This paper presents the experimental investigation of on-body channel fading at 2.45 GHz considering two effects of the user body movement; stationary and mobile. A pair of body-worn antennas was utilized in this measurement campaign. A statistical analysis was performed by comparing the measured on-body path loss to five well-known distributions; lognormal, normal, Nakagami, Weibull and Rayleigh. The results showed that the average path loss of moving arm varied higher than the path loss in sitting position for upper-arm-to-left-chest link, up to 3.5 dB. The analysis also concluded that the Nakagami distribution provided the best fit for most of on-body static link path loss in standing still and sitting position, while the arm movement can be best described by log-normal distribution.

Keywords: on-body channel communications, fading characteristics, statistical model, body movement

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Authors: Karen E. Supan

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

Keywords: biomass, switchgrass, thermal degradation, thermogravimetric analysis

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Authors: Bikshalu Kalagadda, Srikanth Rangu

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The important object of images segmentation is to extract objects with respect to some input features. One of the important methods for image segmentation is Level set method. Generally medical images and synthetic images with low contrast of pixel profile, for such images difficult to locate interested features in images. In conventional level set function, develops irregularity during its process of evaluation of contour of objects, this destroy the stability of evolution process. For this problem a remedy is proposed, a new hybrid algorithm is Clustering Level Set Evolution. Kernel fuzzy particles swarm optimization clustering with the Distance Regularized Level Set (DRLS) and Selective Binary, and Gaussian Filtering Regularized Level Set (SBGFRLS) methods are used. The ability of identifying different regions becomes easy with improved speed. Efficiency of the modified method can be evaluated by comparing with the previous method for similar specifications. Comparison can be carried out by considering medical and synthetic images.

Keywords: segmentation, clustering, level set function, re-initialization, Kernel fuzzy, swarm optimization

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Authors: Pavle Dakić, Dimitrije Kotur, Zoran Stojanović

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This paper presents the results of the study in which the excitation system fault of synchronous generator is simulated. In a case of excitation system fault (loss of field), distance relay is used to prevent further damage. Loss-of-field relay calculates complex impedance using measured voltage and current at the generator terminals. In order to obtain phasors from sampled measured values, discrete Fourier transform is used. All simulations are conducted using Matlab and Simulink software package. The analysis is conducted on the two machine system which supplies equivalent load. While simulating loss of excitation on one generator in different conditions (at idle operation, weakly loaded, and fully loaded), diagrams of active power, reactive power, and measured impedance are analyzed and monitored. Moreover, in the simulations, the effect of generator load on relay tripping time is investigated. In conclusion, the performed tests confirm that the fault in the excitation system can be detected by measuring the impedance.

Keywords: loss-of-excitation, synchronous generator, distance protection, Fourier transformation

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Authors: Seong-Jin Cho, Jin Ho Kim

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Energy harvesting is the technology which gathers and converts external energies such as light, vibration and heat which are disposed into reusable electrical energy and uses such electrical energy. The vibration energy harvesting is very interesting technology because it produces very high density of energy and unaffected by the climate. Vibration energy can be harvested by the electrostatic, electromagnetic and piezoelectric systems. The electrostatic system has low energy conversion efficiency, and the piezoelectric system is expensive and needs the frequent maintenance because it is made of piezoelectric ceramic. On the other hand, the electromagnetic system has a long life time and high harvesting efficiency, and it is relatively cheap. The electromagnetic harvesting system includes the linear generator and the rotary-type generator. The rotary-type generators require the additional mechanical conversion device if it uses linear motion of vibration. But, the linear generator uses directly linear motion of vibration without a mechanical conversion device, and it has uncomplicated structure and light weight compared with the rotary-type generator. Therefore, the linear electromagnetic generator can be useful in using vibration energy harvesting. The pole transformer systems need electricity sensor system for sending voltage and power information to administrator. Therefore, the battery is essential, and its regular maintenance of replacement is required. In case of the transformer of high location in mountainous areas, the person can’t easily access it resulting in high maintenance cost. To overcome these problems, we designed and developed the linear electromagnetic generator which can replace battery in electricity sensor system for sending voltage and power information of the pole transformer. And, it uses vibration energy of frequency more than 50 Hz by the pole transformer. In order to analyze the electromagnetic characteristics of small linear electric generator, a commercial electromagnetic finite element analysis program "MAXWELL" was used. Then, through the actual production and experiment of linear generator, we confirmed output power of linear generator.

Keywords: energy harvesting, frequency, linear generator, experiment

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Authors: P. D. Ibikunle, D. O. Bala, A. P. Olawolu, A. A. Adebayo

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Chromium has been discovered as a significant contributor to water pollution that causes cancer. Modified carbon nanotubes' (CNTs) potential as an adsorbent hasn't been thoroughly investigated. The study aimed at investigating the potentials of various functionalized carbon nanomaterials for Cr (VI) removal from contaminated synthetic groundwater. Functionalized carbon nanomaterials with layered and tube-like structures were designed based on thermal (KOH-activated micrographite sheets) and impregnation methods by anchoring K and Zn on carbon nanotubes (CNTs), respectively for the removal of Cr (VI) from contaminated synthetic groundwater. Zinc acetate modified carbon nanotubes (Zn-CNTs) and potassium hydroxide modified carbon nanotubes (K-CNTs) exhibited greater adsorption capacity for the Cr (VI) adsorbate compared to KOH-activated graphite (AC-1 and AC-0). Maximum removal efficiency for both adsorbents occurred at pH 2. Omu Aran Hand dug wells can therefore be treated with K–CNTs, since the experimental outcomes showed that CNTs adsorbent could operate well in a range of the experimental scenarios.

Keywords: carbon nanotubes, Chromium (VI), adsorption, water treatment, graphitic carbon, kinetics

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Authors: Olaitan Akanji, Cleophas Loto, Patricia Popoola, Andrei Kolesnikov

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Studies involving performance of corrosion inhibitors had been identified as one of the critical research needs for improving the durability of mild steel used in various industrial applications. This paper investigates the inhibiting effect of calcium gluconate against the corrosion of mild steel in 2.5M magnesium chloride using weight loss method and linear polarization technique, calculated corrosion rates from the obtained weight loss data, potentiodynamic polarization measurements are in good agreement. Results revealed calcium gluconate has strong inhibitory effects with inhibitor efficiency increasing with increase in inhibitor concentration at ambient temperature, the efficiency of the inhibitor increased in the following order of concentrations 2%g/vol,1.5%g/vol,1%g/vol,0.5%g/vol. Further results obtained from potentiodynamics experiments had good correlation with those of the gravimetric methods, the adsorption of the inhibitor on the mild steel surface from the chloride has been found to obey Langmuir, Frumkin and Freudlich adsorption isotherm. Scanning electron microscopy (SEM) observation confirmed the existence of an absorbed protective film on the metal surface.

Keywords: calcium gluconate, corrosion, magnesium chloride, mild steel

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Authors: Geeta Partap, Nitika Chugh

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The present paper deals with the flexural vibrations of homogeneous, isotropic, generalized micropolar microstretch thermoelastic thin Euler-Bernoulli beam resonators, due to Exponential time varying load. Both the axial ends of the beam are assumed to be at simply supported conditions. The governing equations have been solved analytically by using Laplace transforms technique twice with respect to time and space variables respectively. The inversion of Laplace transform in time domain has been performed by using the calculus of residues to obtain deflection.The analytical results have been numerically analyzed with the help of MATLAB software for magnesium like material. The graphical representations and interpretations have been discussed for Deflection of beam under Simply Supported boundary condition and for distinct considered values of time and space as well. The obtained results are easy to implement for engineering analysis and designs of resonators (sensors), modulators, actuators.

Keywords: microstretch, deflection, exponential load, Laplace transforms, residue theorem, simply supported

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Authors: L. Foudia, K. Haddadi, M. Reffas

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First principles study of structural, elastic, electronic and optical properties of the monoclinic perovskite type ScRhO₃ has been reported using the pseudo-potential plane wave method within the local density approximation. The calculated lattice parameters, including the lattice constants and angle β, are in excellent agreement with the available experimental data, which proving the reliability of the chosen theoretical approach. Pressure dependence up to 20 GPa of the single crystal and polycrystalline elastic constants has been investigated in details using the strain-stress approach. The mechanical stability, ductility, average elastic wave velocity, Debye temperature and elastic anisotropy were also assessed. Electronic band structure and density of states (DOS) demonstrated its semiconducting nature showing a direct band gap of 1.38 eV. Furthermore, several optical properties, such as absorption coefficient, reflectivity, refractive index, dielectric function, optical conductivity and electron energy loss function, have been calculated for radiation up to 40 eV.

Keywords: ab-initio, perovskite, DFT, band gap

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Authors: Shabnam Najafi, Metin Turkay

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

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

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Authors: Ceren Vardar Acar, Mine Caglar

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In finance, the price of a volatile asset can be modeled using fractional Brownian motion (fBm) with Hurst parameter H>1/2. The Black-Scholes model for the values of returns of an asset using fBm is given as, 〖Y_t=Y_0 e^((r+μ)t+σB)〗_t^H, 0≤t≤T where Y_0 is the initial value, r is constant interest rate, μ is constant drift and σ is constant diffusion coefficient of fBm, which is denoted by B_t^H where t≥0. Black-Scholes model can be constructed with some Markov processes such as Brownian motion. The advantage of modeling with fBm to Markov processes is its capability of exposing the dependence between returns. The real life data for a volatile asset display long-range dependence property. For this reason, using fBm is a more realistic model compared to Markov processes. Investors would be interested in any kind of information on the risk in order to manage it or hedge it. The maximum possible loss is one way to measure highest possible risk. Therefore, it is an important variable for investors. In our study, we give some theoretical bounds on the distribution of maximum possible loss of fBm. We provide both asymptotical and strong estimates for the tail probability of maximum loss of standard fBm and fBm with drift and diffusion coefficients. In the investment point of view, these results explain, how large values of possible loss behave and its bounds.

Keywords: maximum drawdown, maximum loss, fractional brownian motion, large deviation, Gaussian process

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Authors: Graziano Chesi

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The topological entropy plays a key role in linear dynamical systems, allowing one to establish the existence of stabilizing feedback controllers for linear systems in the presence of communications constraints. This paper addresses the determination of a robust value of the topological entropy in nonlinear dynamical systems, specifically the largest value of the topological entropy over all linearized models in a region of interest of the state space. It is shown that a sufficient condition for establishing upper bounds of the sought robust value of the topological entropy can be given in terms of a semidefinite program (SDP), which belongs to the class of convex optimization problems.

Keywords: non-linear system, communication constraint, topological entropy

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Authors: Pavlo Selyshchev, Samuel Akintunde

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A theoretical approach to consider formation of chemical compound layer at the interface between initial substances A and B due to the interfacial interaction and diffusion is developed. It is considered situation when speed of interfacial interaction is large enough and diffusion of A-atoms through AB-layer is much more then diffusion of B-atoms. Atoms from A-layer diffuse toward B-atoms and form AB-atoms on the surface of B-layer. B-atoms are assumed to be immobile. The growth kinetics of the AB-layer is described by two differential equations with non-linear coupling, producing a good fit to the experimental data. It is shown that growth of the thickness of the AB-layer determines by dependence of chemical reaction rate on reactants concentration. In special case the thickness of the AB-layer can grow linearly or parabolically depending on that which of processes (interaction or the diffusion) controls the growth. The thickness of AB-layer as function of time is obtained. The moment of time (transition point) at which the linear growth are changed by parabolic is found.

Keywords: phase formation, binary systems, interfacial reaction, diffusion, compound layers, growth kinetics

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Authors: Yang Zhong, Heng Liu

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The decoupling method and the modified Naiver method are combined for accurate bending analysis of rectangular thick plates with all edges clamped supported. The basic governing equations for Mindlin plates are first decoupled into independent partial differential equations which can be solved separately. Using modified Navier method, the analytic solution of rectangular thick plate with all edges clamped supported is then derived. The solution method used in this paper leave out the complicated derivation for calculating coefficients and obtain the solution to problems directly. Numerical comparisons show the correctness and accuracy of the results at last.

Keywords: Mindlin plates, decoupling method, modified Navier method, bending rectangular plates

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Authors: I. A Tijani, Y. F Wu, C.W. Lim

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Concrete Damaged Plasticity Model (CDPM) is capable of modeling the stress-strain behavior of confined concrete. Nevertheless, the accuracy of the model largely depends on its parameters. To date, most research works mainly focus on the identification and modification of the parameters for fiber reinforced polymer (FRP) confined concrete prior to damage. And, it has been established that the FRP-strengthened concrete behaves differently to FRP-repaired concrete. This paper presents a modified plastic damage model within the context of the CDPM in ABAQUS for modelling of a uniformly FRP-confined repaired concrete under monotonic loading. The proposed model includes infliction damage, elastic stiffness, yield criterion and strain hardening rule. The distinct feature of damaged concrete is elastic stiffness reduction; this is included in the model. Meanwhile, the test results were obtained from a physical testing of repaired concrete. The dilation model is expressed as a function of the lateral stiffness of the FRP-jacket. The finite element predictions are shown to be in close agreement with the obtained test results of the repaired concrete. It was observed from the study that with necessary modifications, finite element method is capable of modeling FRP-repaired concrete structures.

Keywords: Concrete, FRP, Damage, Repairing, Plasticity, and Finite element method

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Authors: Yuan Zheng

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3D model-based vehicle matching provides a new way for vehicle recognition, localization and tracking. Its key is to construct an evaluation function, also called fitness function, to measure the degree of vehicle matching. The existing fitness functions often poorly perform when the clutter and occlusion exist in traffic scenarios. In this paper, we present a practical and efficient fitness function. Unlike the existing evaluation functions, the proposed fitness function is to study the vehicle matching problem from both local and global perspectives, which exploits the pixel gradient information as well as the silhouette information. In view of the discrepancy between 3D vehicle model and real vehicle, a weighting strategy is introduced to differently treat the fitting of the model’s wireframes. Additionally, a normalization operation for the model’s projection is performed to improve the accuracy of the matching. Experimental results on real traffic videos reveal that the proposed fitness function is efficient and robust to the cluttered background and partial occlusion.

Keywords: 3D-2D matching, fitness function, 3D vehicle model, local image gradient, silhouette information

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Authors: Keshab Shrestha, Hung-Suck Park

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Emergy accounting of the systems networks is guided by a definite rule called ‘emergy algebra’. The systems networks consist of two types of branching. These are the co-product branching and split branching. The emergy accounting procedure for both the branching types is different. According to the emergy algebra, each branch in the co-product branching has different transformity values whereas the split branching has the same transformity value. After the transformity value of each branch is determined, the emergy is calculated by multiplying this with the energy. The aim of this research is to solve the problems in determining the transformity values in the co-product branching through the introduction of a new methodology, the modified physical quantity method. Initially, the existing methodologies for emergy accounting in the co-product branching is discussed and later, the modified physical quantity method is introduced with a case study of the Eucalyptus pulp production. The existing emergy accounting methodologies in the co-product branching has wrong interpretations with incorrect emergy calculations. The modified physical quantity method solves those problems of emergy accounting in the co-product branching systems. The transformity value calculated for each branch is different and also applicable in the emergy calculations. The methodology also strictly follows the emergy algebra rules. This new modified physical quantity methodology is a valid approach in emergy accounting particularly in the multi-production systems networks.

Keywords: co-product branching, emergy accounting, emergy algebra, modified physical quantity method, transformity value

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