Search results for: computational finance
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2487

Search results for: computational finance

1857 The Rational Design of Original Anticancer Agents Using Computational Approach

Authors: Majid Farsadrooh, Mehran Feizi-Dehnayebi

Abstract:

Serum albumin is the most abundant protein that is present in the circulatory system of a wide variety of organisms. Although it is a significant macromolecule, it can contribute to osmotic blood pressure and also, plays a superior role in drug disposition and efficiency. Molecular docking simulation can improve in silico drug design and discovery procedures to propound a lead compound and develop it from the discovery step to the clinic. In this study, the molecular docking simulation was applied to select a lead molecule through an investigation of the interaction of the two anticancer drugs (Alitretinoin and Abemaciclib) with Human Serum Albumin (HSA). Then, a series of new compounds (a-e) were suggested using lead molecule modification. Density functional theory (DFT) including MEP map and HOMO-LUMO analysis were used for the newly proposed compounds to predict the reactivity zones on the molecules, stability, and chemical reactivity. DFT calculation illustrated that these new compounds were stable. The estimated binding free energy (ΔG) values for a-e compounds were obtained as -5.78, -5.81, -5.95, -5,98, and -6.11 kcal/mol, respectively. Finally, the pharmaceutical properties and toxicity of these new compounds were estimated through OSIRIS DataWarrior software. The results indicated no risk of tumorigenic, irritant, or reproductive effects and mutagenicity for compounds d and e. As a result, compounds d and e, could be selected for further study as potential therapeutic candidates. Moreover, employing molecular docking simulation with the prediction of pharmaceutical properties helps to discover new potential drug compounds.

Keywords: drug design, anticancer, computational studies, DFT analysis

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1856 Characterization of Femur Development in Mice: A Computational Approach

Authors: Moncayo Donoso Miguelangel, Guevara Morales Johana, Kalenia Flores Kalenia, Barrera Avellaneda Luis Alejandro, Garzon Alvarado Diego Alexander

Abstract:

In mammals, long bones are formed by ossification of a cartilage mold during early embryonic development, forming structures called secondary ossification centers (SOCs), a primary ossification center (POC) and growth plates. This last structure is responsible for long bone growth. During the femur growth, the morphology of the growth plate and the SOCs may vary during different developmental stages. So far there are no detailed morphological studies of the development process from embryonic to adult stages. In this work, we carried out a morphological characterization of femur development from embryonic period to adulthood in mice. 15, 17 and 19 days old embryos and 1, 7, 14, 35, 46 and 52 days old mice were used. Samples were analyzed by a computational approach, using 3D images obtained by micro-CT imaging. Results obtained in this study showed that femur, its growth plates and SOCs undergo morphological changes during different stages of development, including changes in shape, position and thickness. These variations may be related with a response to mechanical loads imposed for muscle development surrounding the femur and a high activity during early stages necessary to support the high growth rates during first weeks and years of development. This study is important to improve our knowledge about the ossification patterns on every stage of bone development and characterize the morphological changes of important structures in bone growth like SOCs and growth plates.

Keywords: development, femur, growth plate, mice

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1855 Utilizing Computational Fluid Dynamics in the Analysis of Natural Ventilation in Buildings

Authors: A. W. J. Wong, I. H. Ibrahim

Abstract:

Increasing urbanisation has driven building designers to incorporate natural ventilation in the designs of sustainable buildings. This project utilises Computational Fluid Dynamics (CFD) to investigate the natural ventilation of an academic building, SIT@SP, using an assessment criterion based on daily mean temperature and mean velocity. The areas of interest are the pedestrian level of first and fourth levels of the building. A reference case recommended by the Architectural Institute of Japan was used to validate the simulation model. The validated simulation model was then used for coupled simulations on SIT@SP and neighbouring geometries, under two wind speeds. Both steady and transient simulations were used to identify differences in results. Steady and transient results are agreeable with the transient simulation identifying peak velocities during flow development. Under a lower wind speed, the first level was sufficiently ventilated while the fourth level was not. The first level has excessive wind velocities in the higher wind speed and the fourth level was adequately ventilated. Fourth level flow velocity was consistently lower than those of the first level. This is attributed to either simulation model error or poor building design. SIT@SP is concluded to have a sufficiently ventilated first level and insufficiently ventilated fourth level. Future works for this project extend to modifying the urban geometry, simulation model improvements, evaluation using other assessment metrics and extending the area of interest to the entire building.

Keywords: buildings, CFD Simulations, natural ventilation, urban airflow

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1854 Energy Consumption Statistic of Gas-Solid Fluidized Beds through Computational Fluid Dynamics-Discrete Element Method Simulations

Authors: Lei Bi, Yunpeng Jiao, Chunjiang Liu, Jianhua Chen, Wei Ge

Abstract:

Two energy paths are proposed from thermodynamic viewpoints. Energy consumption means total power input to the specific system, and it can be decomposed into energy retention and energy dissipation. Energy retention is the variation of accumulated mechanical energy in the system, and energy dissipation is the energy converted to heat by irreversible processes. Based on the Computational Fluid Dynamics-Discrete Element Method (CFD-DEM) framework, different energy terms are quantified from the specific flow elements of fluid cells and particles as well as their interactions with the wall. Direct energy consumption statistics are carried out for both cold and hot flow in gas-solid fluidization systems. To clarify the statistic method, it is necessary to identify which system is studied: the particle-fluid system or the particle sub-system. For the cold flow, the total energy consumption of the particle sub-system can predict the onset of bubbling and turbulent fluidization, while the trends of local energy consumption can reflect the dynamic evolution of mesoscale structures. For the hot flow, different heat transfer mechanisms are analyzed, and the original solver is modified to reproduce the experimental results. The influence of the heat transfer mechanisms and heat source on energy consumption is also investigated. The proposed statistic method has proven to be energy-conservative and easy to conduct, and it is hopeful to be applied to other multiphase flow systems.

Keywords: energy consumption statistic, gas-solid fluidization, CFD-DEM, regime transition, heat transfer mechanism

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1853 Characterisation of Wind-Driven Ventilation in Complex Terrain Conditions

Authors: Daniel Micallef, Damien Bounaudet, Robert N. Farrugia, Simon P. Borg, Vincent Buhagiar, Tonio Sant

Abstract:

The physical effects of upstream flow obstructions such as vegetation on cross-ventilation phenomena of a building are important for issues such as indoor thermal comfort. Modelling such effects in Computational Fluid Dynamics simulations may also be challenging. The aim of this work is to establish the cross-ventilation jet behaviour in such complex terrain conditions as well as to provide guidelines on the implementation of CFD numerical simulations in order to model complex terrain features such as vegetation in an efficient manner. The methodology consists of onsite measurements on a test cell coupled with numerical simulations. It was found that the cross-ventilation flow is highly turbulent despite the very low velocities encountered internally within the test cells. While no direct measurement of the jet direction was made, the measurements indicate that flow tends to be reversed from the leeward to the windward side. Modelling such a phenomenon proves challenging and is strongly influenced by how vegetation is modelled. A solid vegetation tends to predict better the direction and magnitude of the flow than a porous vegetation approach. A simplified terrain model was also shown to provide good comparisons with observation. The findings have important implications on the study of cross-ventilation in complex terrain conditions since the flow direction does not remain trivial, as with the traditional isolated building case.

Keywords: complex terrain, cross-ventilation, wind driven ventilation, wind resource, computational fluid dynamics, CFD

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1852 Helicopter Exhaust Gases Cooler in Terms of Computational Fluid Dynamics (CFD) Analysis

Authors: Mateusz Paszko, Ksenia Siadkowska

Abstract:

Due to the low-altitude and relatively low-speed flight, helicopters are easy targets for actual combat assets e.g. infrared-guided missiles. Current techniques aim to increase the combat effectiveness of the military helicopters. Protection of the helicopter in flight from early detection, tracking and finally destruction can be realized in many ways. One of them is cooling hot exhaust gasses, emitting from the engines to the atmosphere in special heat exchangers. Nowadays, this process is realized in ejective coolers, where strong heat and momentum exchange between hot exhaust gases and cold air ejected from atmosphere takes place. Flow effects of air, exhaust gases; mixture of those two and the heat transfer between cold air and hot exhaust gases are given by differential equations of: Mass transportation–flow continuity, ejection of cold air through expanding exhaust gasses, conservation of momentum, energy and physical relationship equations. Calculation of those processes in ejective cooler by means of classic mathematical analysis is extremely hard or even impossible. Because of this, it is necessary to apply the numeric approach with modern, numeric computer programs. The paper discussed the general usability of the Computational Fluid Dynamics (CFD) in a process of projecting the ejective exhaust gases cooler cooperating with helicopter turbine engine. In this work, the CFD calculations have been performed for ejective-based cooler cooperating with the PA W3 helicopter’s engines.

Keywords: aviation, CFD analysis, ejective-cooler, helicopter techniques

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1851 Fast Approximate Bayesian Contextual Cold Start Learning (FAB-COST)

Authors: Jack R. McKenzie, Peter A. Appleby, Thomas House, Neil Walton

Abstract:

Cold-start is a notoriously difficult problem which can occur in recommendation systems, and arises when there is insufficient information to draw inferences for users or items. To address this challenge, a contextual bandit algorithm – the Fast Approximate Bayesian Contextual Cold Start Learning algorithm (FAB-COST) – is proposed, which is designed to provide improved accuracy compared to the traditionally used Laplace approximation in the logistic contextual bandit, while controlling both algorithmic complexity and computational cost. To this end, FAB-COST uses a combination of two moment projection variational methods: Expectation Propagation (EP), which performs well at the cold start, but becomes slow as the amount of data increases; and Assumed Density Filtering (ADF), which has slower growth of computational cost with data size but requires more data to obtain an acceptable level of accuracy. By switching from EP to ADF when the dataset becomes large, it is able to exploit their complementary strengths. The empirical justification for FAB-COST is presented, and systematically compared to other approaches on simulated data. In a benchmark against the Laplace approximation on real data consisting of over 670, 000 impressions from autotrader.co.uk, FAB-COST demonstrates at one point increase of over 16% in user clicks. On the basis of these results, it is argued that FAB-COST is likely to be an attractive approach to cold-start recommendation systems in a variety of contexts.

Keywords: cold-start learning, expectation propagation, multi-armed bandits, Thompson Sampling, variational inference

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1850 Perception, Awareness and Attitude of Muslim Academicians on Islamic Banking Products in Kano State of Nigeria

Authors: Muhammad Abdullahi Mago

Abstract:

Islamic Banking began in Nigeria last three years and the sector has shown the sign of bright future for the sector and the Nigerian economy, within this very short time it is important to know the perception of the customers particularly learned or educated individuals for immediate evaluation and adjustment. This study investigates into the perception, awareness and attitudes of the academicians in the most populous state/place in Nigeria with more than 90% muslims, and the results has shown a relatively low levels results in all the variables of the study.The study recommends aggressive marketing strategy for the Banks operating within the sector.

Keywords: Islamic Banking Products, Islamic Financial Products, academicians, Islamic finance industry, perception, awareness and attitude

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1849 Graph-Based Semantical Extractive Text Analysis

Authors: Mina Samizadeh

Abstract:

In the past few decades, there has been an explosion in the amount of available data produced from various sources with different topics. The availability of this enormous data necessitates us to adopt effective computational tools to explore the data. This leads to an intense growing interest in the research community to develop computational methods focused on processing this text data. A line of study focused on condensing the text so that we are able to get a higher level of understanding in a shorter time. The two important tasks to do this are keyword extraction and text summarization. In keyword extraction, we are interested in finding the key important words from a text. This makes us familiar with the general topic of a text. In text summarization, we are interested in producing a short-length text which includes important information about the document. The TextRank algorithm, an unsupervised learning method that is an extension of the PageRank (algorithm which is the base algorithm of Google search engine for searching pages and ranking them), has shown its efficacy in large-scale text mining, especially for text summarization and keyword extraction. This algorithm can automatically extract the important parts of a text (keywords or sentences) and declare them as a result. However, this algorithm neglects the semantic similarity between the different parts. In this work, we improved the results of the TextRank algorithm by incorporating the semantic similarity between parts of the text. Aside from keyword extraction and text summarization, we develop a topic clustering algorithm based on our framework, which can be used individually or as a part of generating the summary to overcome coverage problems.

Keywords: keyword extraction, n-gram extraction, text summarization, topic clustering, semantic analysis

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1848 Optimizing Cell Culture Performance in an Ambr15 Microbioreactor Using Dynamic Flux Balance and Computational Fluid Dynamic Modelling

Authors: William Kelly, Sorelle Veigne, Xianhua Li, Zuyi Huang, Shyamsundar Subramanian, Eugene Schaefer

Abstract:

The ambr15™ bioreactor is a single-use microbioreactor for cell line development and process optimization. The ambr system offers fully automatic liquid handling with the possibility of fed-batch operation and automatic control of pH and oxygen delivery. With operating conditions for large scale biopharmaceutical production properly scaled down, micro bioreactors such as the ambr15™ can potentially be used to predict the effect of process changes such as modified media or different cell lines. In this study, gassing rates and dilution rates were varied for a semi-continuous cell culture system in the ambr15™ bioreactor. The corresponding changes to metabolite production and consumption, as well as cell growth rate and therapeutic protein production were measured. Conditions were identified in the ambr15™ bioreactor that produced metabolic shifts and specific metabolic and protein production rates also seen in the corresponding larger (5 liter) scale perfusion process. A Dynamic Flux Balance model was employed to understand and predict the metabolic changes observed. The DFB model-predicted trends observed experimentally, including lower specific glucose consumption when CO₂ was maintained at higher levels (i.e. 100 mm Hg) in the broth. A Computational Fluid Dynamic (CFD) model of the ambr15™ was also developed, to understand transfer of O₂ and CO₂ to the liquid. This CFD model predicted gas-liquid flow in the bioreactor using the ANSYS software. The two-phase flow equations were solved via an Eulerian method, with population balance equations tracking the size of the gas bubbles resulting from breakage and coalescence. Reasonable results were obtained in that the Carbon Dioxide mass transfer coefficient (kLa) and the air hold up increased with higher gas flow rate. Volume-averaged kLa values at 500 RPM increased as the gas flow rate was doubled and matched experimentally determined values. These results form a solid basis for optimizing the ambr15™, using both CFD and FBA modelling approaches together, for use in microscale simulations of larger scale cell culture processes.

Keywords: cell culture, computational fluid dynamics, dynamic flux balance analysis, microbioreactor

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1847 Modelling and Numerical Analysis of Thermal Non-Destructive Testing on Complex Structure

Authors: Y. L. Hor, H. S. Chu, V. P. Bui

Abstract:

Composite material is widely used to replace conventional material, especially in the aerospace industry to reduce the weight of the devices. It is formed by combining reinforced materials together via adhesive bonding to produce a bulk material with alternated macroscopic properties. In bulk composites, degradation may occur in microscopic scale, which is in each individual reinforced fiber layer or especially in its matrix layer such as delamination, inclusion, disbond, void, cracks, and porosity. In this paper, we focus on the detection of defect in matrix layer which the adhesion between the composite plies is in contact but coupled through a weak bond. In fact, the adhesive defects are tested through various nondestructive methods. Among them, pulsed phase thermography (PPT) has shown some advantages providing improved sensitivity, large-area coverage, and high-speed testing. The aim of this work is to develop an efficient numerical model to study the application of PPT to the nondestructive inspection of weak bonding in composite material. The resulting thermal evolution field is comprised of internal reflections between the interfaces of defects and the specimen, and the important key-features of the defects presented in the material can be obtained from the investigation of the thermal evolution of the field distribution. Computational simulation of such inspections has allowed the improvement of the techniques to apply in various inspections, such as materials with high thermal conductivity and more complex structures.

Keywords: pulsed phase thermography, weak bond, composite, CFRP, computational modelling, optimization

Procedia PDF Downloads 150
1846 Computational Fluid Dynamics Analysis of Sit-Ski Aerodynamics in Crosswind Conditions

Authors: Lev Chernyshev, Ekaterina Lieshout, Natalia Kabaliuk

Abstract:

Sit-skis enable individuals with limited lower limb or core movement to ski unassisted confidently. The rise in popularity of the Winter Paralympics has seen an influx of engineering innovation, especially for the Downhill and Super-Giant Slalom events, where the athletes achieve speeds as high as 160km/h. The growth in the sport has inspired recent research into sit-ski aerodynamics. Crosswinds are expected in mountain climates and, therefore, can greatly impact a skier's maneuverability and aerodynamics. This research investigates the impact of crosswinds on the drag force of a Paralympic sit-ski using Computational Fluid Dynamics (CFD). A Paralympic sit-ski with a model of a skier, a leg cover, a bucket seat, and a simplified suspension system was used for CFD analysis in ANSYS Fluent. The hybrid initialisation tool and the SST k–ω turbulence model were used with two tetrahedral mesh bodies of influence. The crosswinds (10, 30, and 50 km/h) acting perpendicular to the sit-ski's direction of travel were simulated, corresponding to the straight-line skiing speeds of 60, 80, and 100km/h. Following the initialisation, 150 iterations for both first and second order steady-state solvers were used, before switching to a transient solver with a computational time of 1.5s and a time step of 0.02s, to allow the solution to converge. CFD results were validated against wind tunnel data. The results suggested that for all crosswind and sit-ski speeds, on average, 64% of the total drag on the ski was due to the athlete's torso. The suspension was associated with the second largest overall sit-ski drag force contribution, averaging at 27%, followed by the leg cover at 10%. While the seat contributed a negligible 0.5% of the total drag force, averaging at 1.2N across the conditions studied. The effect of the crosswind increased the total drag force across all skiing speed studies, with the drag on the athlete's torso and suspension being the most sensitive to the changes in the crosswind magnitude. The effect of the crosswind on the ski drag reduced as the simulated skiing speed increased: for skiing at 60km/h, the drag force on the torso increased by 154% with the increase of the crosswind from 10km/h to 50km/h; whereas, at 100km/h the corresponding drag force increase was halved (75%). The analysis of the flow and pressure field characteristics for a sit-ski in crosswind conditions indicated the flow separation localisation and wake size correlated with the magnitude and directionality of the crosswind relative to straight-line skiing. The findings can inform aerodynamic improvements in sit-ski design and increase skiers' medalling chances.

Keywords: sit-ski, aerodynamics, CFD, crosswind effects

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1845 Computational Analysis of Cavity Effect over Aircraft Wing

Authors: P. Booma Devi, Dilip A. Shah

Abstract:

This paper seeks the potentials of studying aerodynamic characteristics of inward cavities called dimples, as an alternative to the classical vortex generators. Increasing stalling angle is a greater challenge in wing design. But our examination is primarily focused on increasing lift. In this paper, enhancement of lift is mainly done by introduction of dimple or cavity in a wing. In general, aircraft performance can be enhanced by increasing aerodynamic efficiency that is lift to drag ratio of an aircraft wing. Efficiency improvement can be achieved by improving the maximum lift co-efficient or by reducing the drag co-efficient. At the time of landing aircraft, high angle of attack may lead to stalling of aircraft. To avoid this kind of situation, increase in the stalling angle is warranted. Hence, improved stalling characteristic is the best way to ease landing complexity. Computational analysis is done for the wing segment made of NACA 0012. Simulation is carried out for 30 m/s free stream velocity over plain airfoil and different types of cavities. The wing is modeled in CATIA V5R20 and analyses are carried out using ANSYS CFX. Triangle and square shapes are used as cavities for analysis. Simulations revealed that cavity placed on wing segment shows an increase of maximum lift co-efficient when compared to normal wing configuration. Flow separation is delayed at downstream of the wing by the presence of cavities up to a particular angle of attack.

Keywords: lift, drag reduce, square dimple, triangle dimple, enhancement of stall angle

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1844 CFD Simulation of Spacer Effect on Turbulent Mixing Phenomena in Sub Channels of Boiling Nuclear Assemblies

Authors: Shashi Kant Verma, S. L. Sinha, D. K. Chandraker

Abstract:

Numerical simulations of selected subchannel tracer (Potassium Nitrate) based experiments have been performed to study the capabilities of state-of-the-art of Computational Fluid Dynamics (CFD) codes. The Computational Fluid Dynamics (CFD) methodology can be useful for investigating the spacer effect on turbulent mixing to predict turbulent flow behavior such as Dimensionless mixing scalar distributions, radial velocity and vortices in the nuclear fuel assembly. A Gibson and Launder (GL) Reynolds stress model (RSM) has been selected as the primary turbulence model to be applied for the simulation case as it has been previously found reasonably accurate to predict flows inside rod bundles. As a comparison, the case is also simulated using a standard k-ε turbulence model that is widely used in industry. Despite being an isotropic turbulence model, it has also been used in the modeling of flow in rod bundles and to produce lateral velocities after thorough mixing of coolant fairly. Both these models have been solved numerically to find out fully developed isothermal turbulent flow in a 30º segment of a 54-rod bundle. Numerical simulation has been carried out for the study of natural mixing of a Tracer (Passive scalar) to characterize the growth of turbulent diffusion in an injected sub-channel and, afterwards on, cross-mixing between adjacent sub-channels. The mixing with water has been numerically studied by means of steady state CFD simulations with the commercial code STAR-CCM+. Flow enters into the computational domain through the mass inflow at the three subchannel faces. Turbulence intensity and hydraulic diameter of 1% and 5.9 mm respectively were used for the inlet. A passive scalar (Potassium nitrate) is injected through the mass fraction of 5.536 PPM at subchannel 2 (Upstream of the mixing section). Flow exited the domain through the pressure outlet boundary (0 Pa), and the reference pressure was 1 atm. Simulation results have been extracted at different locations of the mixing zone and downstream zone. The local mass fraction shows uniform mixing. The effect of the applied turbulence model is nearly negligible just before the outlet plane because the distributions look like almost identical and the flow is fully developed. On the other hand, quantitatively the dimensionless mixing scalar distributions change noticeably, which is visible in the different scale of the colour bars.

Keywords: single-phase flow, turbulent mixing, tracer, sub channel analysis

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1843 An Automated Approach to the Nozzle Configuration of Polycrystalline Diamond Compact Drill Bits for Effective Cuttings Removal

Authors: R. Suresh, Pavan Kumar Nimmagadda, Ming Zo Tan, Shane Hart, Sharp Ugwuocha

Abstract:

Polycrystalline diamond compact (PDC) drill bits are extensively used in the oil and gas industry as well as the mining industry. Industry engineers continually improve upon PDC drill bit designs and hydraulic conditions. Optimized injection nozzles play a key role in improving the drilling performance and efficiency of these ever changing PDC drill bits. In the first part of this study, computational fluid dynamics (CFD) modelling is performed to investigate the hydrodynamic characteristics of drilling fluid flow around the PDC drill bit. An Open-source CFD software – OpenFOAM simulates the flow around the drill bit, based on the field input data. A specifically developed console application integrates the entire CFD process including, domain extraction, meshing, and solving governing equations and post-processing. The results from the OpenFOAM solver are then compared with that of the ANSYS Fluent software. The data from both software programs agree. The second part of the paper describes the parametric study of the PDC drill bit nozzle to determine the effect of parameters such as number of nozzles, nozzle velocity, nozzle radial position and orientations on the flow field characteristics and bit washing patterns. After analyzing a series of nozzle configurations, the best configuration is identified and recommendations are made for modifying the PDC bit design.

Keywords: ANSYS Fluent, computational fluid dynamics, nozzle configuration, OpenFOAM, PDC dill bit

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1842 Crowdfunding and Financial Inclusion

Authors: Lawrence Ngalim

Abstract:

The paucity of entrepreneurial finance in Sub-Saharan Africa (SSA) can plausibly be tied to her comparatively less-developed capital markets, which potentially hurts entrepreneurial activities. The high rate of informality in SSA worsens information asymmetry, which restricts the supply of funds in a heavily bank-led environment. In this paper, we ask whether the adoption of recent technological improvements in delivering financial services, such as crowdfunding, assists the financially excluded within Africa. Secondly, we investigate the individual determinants of crowdfunding, such as income, level of education, demographics, culture/trust, and the effects of crowdfunding on households’ usage of formal financial services. The paper discusses the long-term policy implications of this particular type of fintech in achieving financial inclusion within the regional bloc and its advantage for Africa-Agenda-2063.

Keywords: fintech, banks, entrepreneurship, regional integration

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1841 ISMARA: Completely Automated Inference of Gene Regulatory Networks from High-Throughput Data

Authors: Piotr J. Balwierz, Mikhail Pachkov, Phil Arnold, Andreas J. Gruber, Mihaela Zavolan, Erik van Nimwegen

Abstract:

Understanding the key players and interactions in the regulatory networks that control gene expression and chromatin state across different cell types and tissues in metazoans remains one of the central challenges in systems biology. Our laboratory has pioneered a number of methods for automatically inferring core gene regulatory networks directly from high-throughput data by modeling gene expression (RNA-seq) and chromatin state (ChIP-seq) measurements in terms of genome-wide computational predictions of regulatory sites for hundreds of transcription factors and micro-RNAs. These methods have now been completely automated in an integrated webserver called ISMARA that allows researchers to analyze their own data by simply uploading RNA-seq or ChIP-seq data sets and provides results in an integrated web interface as well as in downloadable flat form. For any data set, ISMARA infers the key regulators in the system, their activities across the input samples, the genes and pathways they target, and the core interactions between the regulators. We believe that by empowering experimental researchers to apply cutting-edge computational systems biology tools to their data in a completely automated manner, ISMARA can play an important role in developing our understanding of regulatory networks across metazoans.

Keywords: gene expression analysis, high-throughput sequencing analysis, transcription factor activity, transcription regulation

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1840 Financial Market Turmoil and Performance of Islamic Equity Indices

Authors: Abul Shamsuddin

Abstract:

The Islamic stock market indices are constructed by screening out stocks that are incompatible with Islam’s prohibition of interest and certain lines of business. This study examines the effects of Islamic screening on the risk-return characteristics of Islamic vis-a-vis mainstream equity portfolios. We use data on Dow Jones Islamic market indices and FTSE Global Islamic indices over 1993-2013. We observe that Islamic equity indices outperform their mainstream counterparts in both raw and risk-adjusted returns. In addition, Islamic equity indices are more resilient to turbulence in international markets than that of their mainstream counterparts. The findings are robust across a variety of portfolio performance measures.

Keywords: Dow Jones Islamic market index, FTSE global Islamic index, ethical investment, finance

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1839 Frequency Decomposition Approach for Sub-Band Common Spatial Pattern Methods for Motor Imagery Based Brain-Computer Interface

Authors: Vitor M. Vilas Boas, Cleison D. Silva, Gustavo S. Mafra, Alexandre Trofino Neto

Abstract:

Motor imagery (MI) based brain-computer interfaces (BCI) uses event-related (de)synchronization (ERS/ ERD), typically recorded using electroencephalography (EEG), to translate brain electrical activity into control commands. To mitigate undesirable artifacts and noise measurements on EEG signals, methods based on band-pass filters defined by a specific frequency band (i.e., 8 – 30Hz), such as the Infinity Impulse Response (IIR) filters, are typically used. Spatial techniques, such as Common Spatial Patterns (CSP), are also used to estimate the variations of the filtered signal and extract features that define the imagined motion. The CSP effectiveness depends on the subject's discriminative frequency, and approaches based on the decomposition of the band of interest into sub-bands with smaller frequency ranges (SBCSP) have been suggested to EEG signals classification. However, despite providing good results, the SBCSP approach generally increases the computational cost of the filtering step in IM-based BCI systems. This paper proposes the use of the Fast Fourier Transform (FFT) algorithm in the IM-based BCI filtering stage that implements SBCSP. The goal is to apply the FFT algorithm to reduce the computational cost of the processing step of these systems and to make them more efficient without compromising classification accuracy. The proposal is based on the representation of EEG signals in a matrix of coefficients resulting from the frequency decomposition performed by the FFT, which is then submitted to the SBCSP process. The structure of the SBCSP contemplates dividing the band of interest, initially defined between 0 and 40Hz, into a set of 33 sub-bands spanning specific frequency bands which are processed in parallel each by a CSP filter and an LDA classifier. A Bayesian meta-classifier is then used to represent the LDA outputs of each sub-band as scores and organize them into a single vector, and then used as a training vector of an SVM global classifier. Initially, the public EEG data set IIa of the BCI Competition IV is used to validate the approach. The first contribution of the proposed method is that, in addition to being more compact, because it has a 68% smaller dimension than the original signal, the resulting FFT matrix maintains the signal information relevant to class discrimination. In addition, the results showed an average reduction of 31.6% in the computational cost in relation to the application of filtering methods based on IIR filters, suggesting FFT efficiency when applied in the filtering step. Finally, the frequency decomposition approach improves the overall system classification rate significantly compared to the commonly used filtering, going from 73.7% using IIR to 84.2% using FFT. The accuracy improvement above 10% and the computational cost reduction denote the potential of FFT in EEG signal filtering applied to the context of IM-based BCI implementing SBCSP. Tests with other data sets are currently being performed to reinforce such conclusions.

Keywords: brain-computer interfaces, fast Fourier transform algorithm, motor imagery, sub-band common spatial patterns

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1838 Two-Phase Flow Study of Airborne Transmission Control in Dental Practices

Authors: Mojtaba Zabihi, Stephen Munro, Jonathan Little, Ri Li, Joshua Brinkerhoff, Sina Kheirkhah

Abstract:

Occupational Safety and Health Administration (OSHA) identified dental workers at the highest risk of contracting COVID-19. This is because aerosol-generating procedures (AGP) during dental practices generate aerosols ( < 5µm) and droplets. These particles travel at varying speeds, in varying directions, and for varying durations. If these particles bear infectious viruses, their spreading causes airborne transmission of the virus in the dental room, exposing dentists, hygienists, dental assistants, and even other dental clinic clients to the infection risk. Computational fluid dynamics (CFD) simulation of two-phase flows based on a discrete phase model (DPM) is carried out to study the spreading of aerosol and droplets in a dental room. The simulation includes momentum, heat, and mass transfers between the particles and the airflow. Two simulations are conducted and compared. One simulation focuses on the effects of room ventilation in winter and summer on the particles' travel. The other simulation focuses on the control of aerosol and droplets' spreading. A suction collector is added near the source of aerosol and droplets, creating a flow sink in order to remove the particles. The effects of the suction flow on the aerosol and droplet travel are studied. The suction flow can remove aerosols and also reduce the spreading of droplets.

Keywords: aerosols, computational fluid dynamics, COVID-19, dental, discrete phase model, droplets, two-phase flow

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1837 A Hybrid Classical-Quantum Algorithm for Boundary Integral Equations of Scattering Theory

Authors: Damir Latypov

Abstract:

A hybrid classical-quantum algorithm to solve boundary integral equations (BIE) arising in problems of electromagnetic and acoustic scattering is proposed. The quantum speed-up is due to a Quantum Linear System Algorithm (QLSA). The original QLSA of Harrow et al. provides an exponential speed-up over the best-known classical algorithms but only in the case of sparse systems. Due to the non-local nature of integral operators, matrices arising from discretization of BIEs, are, however, dense. A QLSA for dense matrices was introduced in 2017. Its runtime as function of the system's size N is bounded by O(√Npolylog(N)). The run time of the best-known classical algorithm for an arbitrary dense matrix scales as O(N².³⁷³). Instead of exponential as in case of sparse matrices, here we have only a polynomial speed-up. Nevertheless, sufficiently high power of this polynomial, ~4.7, should make QLSA an appealing alternative. Unfortunately for the QLSA, the asymptotic separability of the Green's function leads to high compressibility of the BIEs matrices. Classical fast algorithms such as Multilevel Fast Multipole Method (MLFMM) take advantage of this fact and reduce the runtime to O(Nlog(N)), i.e., the QLSA is only quadratically faster than the MLFMM. To be truly impactful for computational electromagnetics and acoustics engineers, QLSA must provide more substantial advantage than that. We propose a computational scheme which combines elements of the classical fast algorithms with the QLSA to achieve the required performance.

Keywords: quantum linear system algorithm, boundary integral equations, dense matrices, electromagnetic scattering theory

Procedia PDF Downloads 133
1836 Two-Dimensional CFD Simulation of the Behaviors of Ferromagnetic Nanoparticles in Channel

Authors: Farhad Aalizadeh, Ali Moosavi

Abstract:

This paper presents a two-dimensional Computational Fluid Dynamics (CFDs) simulation for the steady, particle tracking. The purpose of this paper is applied magnetic field effect on Magnetic Nanoparticles velocities distribution. It is shown that the permeability of the particles determines the effect of the magnetic field on the deposition of the particles and the deposition of the particles is inversely proportional to the Reynolds number. Using MHD and its property it is possible to control the flow velocity, remove the fouling on the walls and return the system to its original form. we consider a channel 2D geometry and solve for the resulting spatial distribution of particles. According to obtained results when only magnetic fields are applied perpendicular to the flow, local particles velocity is decreased due to the direct effect of the magnetic field return the system to its original fom. In the method first, in order to avoid mixing with blood, the ferromagnetic particles are covered with a gel-like chemical composition and are injected into the blood vessels. Then, a magnetic field source with a specified distance from the vessel is used and the particles are guided to the affected area. This paper presents a two-dimensional Computational Fluid Dynamics (CFDs) simulation for the steady, laminar flow of an incompressible magnetorheological (MR) fluid between two fixed parallel plates in the presence of a uniform magnetic field. The purpose of this study is to develop a numerical tool that is able to simulate MR fluids flow in valve mode and determineB0, applied magnetic field effect on flow velocities and pressure distributions.

Keywords: MHD, channel clots, magnetic nanoparticles, simulations

Procedia PDF Downloads 351
1835 Factors of Adoption of the International Financial Reporting Standard for Small and Medium Sized Entities

Authors: Uyanga Jadamba

Abstract:

Globalisation of the world economy has necessitated the development and implementation of a comparable and understandable reporting language suitable for use by all reporting entities. The International Accounting Standard Board (IASB) provides an international reporting language that lets all users understand the financial information of their business and potentially allows them to have access to finance at an international level. The study is based on logistic regression analysis to investigate the factors for the adoption of theInternational Financial Reporting Standard for Small and Medium sized Entities (IFRS for SMEs). The study started with a list of 217 countries from World Bank data. Due to the lack of availability of data, the final sample consisted of 136 countries, including 60 countries that have adopted the IFRS for SMEs and 76 countries that have not adopted it yet. As a result, the study included a period from 2010 to 2020 and obtained 1360 observations. The findings confirm that the adoption of the IFRS for SMEs is significantly related to the existence of national reporting standards, law enforcement quality, common law (legal system), and extent of disclosure. It means that the likelihood of adoption of the IFRS for SMEs decreases if the country already has a national reporting standard for SMEs, which suggests that implementation and transitional costs are relatively high in order to change the reporting standards. The result further suggests that the new standard adoption is easier in countries with constructive law enforcement and effective application of laws. The finding also shows that the adoption increases if countries have a common law system which suggests that efficient reportingregulations are more widespread in these countries. Countries with a high extent of disclosing their financial information are more likely to adopt the standard than others. The findings lastly show that the audit qualityand primary education levelhave no significant impact on the adoption.One possible explanation for this could be that accounting professionalsfrom in developing countries lacked complete knowledge of the international reporting standards even though there was a requirement to comply with them. The study contributes to the literature by providing factors that impact the adoption of the IFRS for SMEs. It helps policymakers to better understand and apply the standard to improve the transparency of financial statements. The benefit of adopting the IFRS for SMEs is significant due to the relaxed and tailored reporting requirements for SMEs, reduced burden on professionals to comply with the standard, and provided transparent financial information to gain access to finance.The results of the study are useful toemerging economies where SMEs are dominant in the economy in informing its evaluation of the adoption of the IFRS for SMEs.

Keywords: IFRS for SMEs, international financial reporting standard, adoption, institutional factors

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1834 Liesegang Phenomena: Experimental and Simulation Studies

Authors: Vemula Amalakrishna, S. Pushpavanam

Abstract:

Change and motion characterize and persistently reshape the world around us, on scales from molecular to global. The subtle interplay between change (Reaction) and motion (Diffusion) gives rise to an astonishing intricate spatial or temporal pattern. These pattern formation in nature has been intellectually appealing for many scientists since antiquity. Periodic precipitation patterns, also known as Liesegang patterns (LP), are one of the stimulating examples of such self-assembling reaction-diffusion (RD) systems. LP formation has a great potential in micro and nanotechnology. So far, the research on LPs has been concentrated mostly on how these patterns are forming, retrieving information to build a universal mathematical model for them. Researchers have developed various theoretical models to comprehensively construct the geometrical diversity of LPs. To the best of our knowledge, simulation studies of LPs assume an arbitrary value of RD parameters to explain experimental observation qualitatively. In this work, existing models were studied to understand the mechanism behind this phenomenon and challenges pertaining to models were understood and explained. These models are not computationally effective due to the presence of discontinuous precipitation rate in RD equations. To overcome the computational challenges, smoothened Heaviside functions have been introduced, which downsizes the computational time as well. Experiments were performed using a conventional LP system (AgNO₃-K₂Cr₂O₇) to understand the effects of different gels and temperatures on formed LPs. The model is extended for real parameter values to compare the simulated results with experimental data for both 1-D (Cartesian test tubes) and 2-D(cylindrical and Petri dish).

Keywords: reaction-diffusion, spatio-temporal patterns, nucleation and growth, supersaturation

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1833 Financial Inclusion for Inclusive Growth in an Emerging Economy

Authors: Godwin Chigozie Okpara, William Chimee Nwaoha

Abstract:

The paper set out to stress on how financial inclusion index could be calculated and also investigated the impact of inclusive finance on inclusive growth in an emerging economy. In the light of these objectives, chi-wins method was used to calculate indexes of financial inclusion while co-integration and error correction model were used for evaluation of the impact of financial inclusion on inclusive growth. The result of the analysis revealed that financial inclusion while having a long-run relationship with GDP growth is an insignificant function of the growth of the economy. The speed of adjustment is correctly signed and significant. On the basis of these results, the researchers called for tireless efforts of government and banking sector in promoting financial inclusion in developing countries.

Keywords: chi-wins index, co-integration, error correction model, financial inclusion

Procedia PDF Downloads 632
1832 Computational Fluid Dynamics (CFD) Simulation Approach for Developing New Powder Dispensing Device

Authors: Revanth Rallapalli

Abstract:

Manually dispensing solids and powders can be difficult as it requires gradually pour and check the amount on the scale to be dispensed. Current systems are manual and non-continuous in nature and are user-dependent and difficult to control powder dispensation. Recurrent dosing of powdered medicines in precise amounts quickly and accurately has been an all-time challenge. Various new powder dispensing mechanisms are being designed to overcome these challenges. A battery-operated screw conveyor mechanism is being innovated to overcome the above problems faced. These inventions are numerically evaluated at the concept development level by employing Computational Fluid Dynamics (CFD) of gas-solids multiphase flow systems. CFD has been very helpful in development of such devices saving time and money by reducing the number of prototypes and testing. Furthermore, this paper describes a simulation of powder dispensation from the trocar’s end by considering the powder as secondary flow in air, is simulated by using the technique called Dense Discrete Phase Model incorporated with Kinetic Theory of Granular Flow (DDPM-KTGF). By considering the volume fraction of powder as 50%, the transportation of powder from the inlet side to trocar’s end side is done by rotation of the screw conveyor. Thus, the performance is calculated for a 1-sec time frame in an unsteady computation manner. This methodology will help designers in developing design concepts to improve the dispensation and also at the effective area within a quick turnaround time frame.

Keywords: DDPM-KTGF, gas-solids multiphase flow, screw conveyor, Unsteady

Procedia PDF Downloads 165
1831 Three Dimensional Large Eddy Simulation of Blood Flow and Deformation in an Elastic Constricted Artery

Authors: Xi Gu, Guan Heng Yeoh, Victoria Timchenko

Abstract:

In the current work, a three-dimensional geometry of a 75% stenosed blood vessel is analysed. Large eddy simulation (LES) with the help of a dynamic subgrid scale Smagorinsky model is applied to model the turbulent pulsatile flow. The geometry, the transmural pressure and the properties of the blood and the elastic boundary were based on clinical measurement data. For the flexible wall model, a thin solid region is constructed around the 75% stenosed blood vessel. The deformation of this solid region was modelled as a deforming boundary to reduce the computational cost of the solid model. Fluid-structure interaction is realised via a two-way coupling between the blood flow modelled via LES and the deforming vessel. The information of the flow pressure and the wall motion was exchanged continually during the cycle by an arbitrary lagrangian-eulerian method. The boundary condition of current time step depended on previous solutions. The fluctuation of the velocity in the post-stenotic region was analysed in the study. The axial velocity at normalised position Z=0.5 shows a negative value near the vessel wall. The displacement of the elastic boundary was concerned in this study. In particular, the wall displacement at the systole and the diastole were compared. The negative displacement at the stenosis indicates a collapse at the maximum velocity and the deceleration phase.

Keywords: Large Eddy Simulation, Fluid Structural Interaction, constricted artery, Computational Fluid Dynamics

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1830 A Prediction Model for Dynamic Responses of Building from Earthquake Based on Evolutionary Learning

Authors: Kyu Jin Kim, Byung Kwan Oh, Hyo Seon Park

Abstract:

The seismic responses-based structural health monitoring system has been performed to prevent seismic damage. Structural seismic damage of building is caused by the instantaneous stress concentration which is related with dynamic characteristic of earthquake. Meanwhile, seismic response analysis to estimate the dynamic responses of building demands significantly high computational cost. To prevent the failure of structural members from the characteristic of the earthquake and the significantly high computational cost for seismic response analysis, this paper presents an artificial neural network (ANN) based prediction model for dynamic responses of building considering specific time length. Through the measured dynamic responses, input and output node of the ANN are formed by the length of specific time, and adopted for the training. In the model, evolutionary radial basis function neural network (ERBFNN), that radial basis function network (RBFN) is integrated with evolutionary optimization algorithm to find variables in RBF, is implemented. The effectiveness of the proposed model is verified through an analytical study applying responses from dynamic analysis for multi-degree of freedom system to training data in ERBFNN.

Keywords: structural health monitoring, dynamic response, artificial neural network, radial basis function network, genetic algorithm

Procedia PDF Downloads 283
1829 Computational Fluid Dynamics Modeling of Flow Properties Fluctuations in Slug-Churn Flow through Pipe Elbow

Authors: Nkemjika Chinenye-Kanu, Mamdud Hossain, Ghazi Droubi

Abstract:

Prediction of multiphase flow induced forces, void fraction and pressure is crucial at both design and operating stages of practical energy and process pipe systems. In this study, transient numerical simulations of upward slug-churn flow through a vertical 90-degree elbow have been conducted. The volume of fluid (VOF) method was used to model the two-phase flows while the K-epsilon Reynolds-Averaged Navier-Stokes (RANS) equations were used to model turbulence in the flows. The simulation results were validated using experimental results. Void fraction signal, peak frequency and maximum magnitude of void fraction fluctuation of the slug-churn flow validation case studies compared well with experimental results. The x and y direction force fluctuation signals at the elbow control volume were obtained by carrying out force balance calculations using the directly extracted time domain signals of flow properties through the control volume in the numerical simulation. The computed force signal compared well with experiment for the slug and churn flow validation case studies. Hence, the present numerical simulation technique was able to predict the behaviours of the one-way flow induced forces and void fraction fluctuations.

Keywords: computational fluid dynamics, flow induced vibration, slug-churn flow, void fraction and force fluctuation

Procedia PDF Downloads 139
1828 Private Coded Computation of Matrix Multiplication

Authors: Malihe Aliasgari, Yousef Nejatbakhsh

Abstract:

The era of Big Data and the immensity of real-life datasets compels computation tasks to be performed in a distributed fashion, where the data is dispersed among many servers that operate in parallel. However, massive parallelization leads to computational bottlenecks due to faulty servers and stragglers. Stragglers refer to a few slow or delay-prone processors that can bottleneck the entire computation because one has to wait for all the parallel nodes to finish. The problem of straggling processors, has been well studied in the context of distributed computing. Recently, it has been pointed out that, for the important case of linear functions, it is possible to improve over repetition strategies in terms of the tradeoff between performance and latency by carrying out linear precoding of the data prior to processing. The key idea is that, by employing suitable linear codes operating over fractions of the original data, a function may be completed as soon as enough number of processors, depending on the minimum distance of the code, have completed their operations. The problem of matrix-matrix multiplication in the presence of practically big sized of data sets faced with computational and memory related difficulties, which makes such operations are carried out using distributed computing platforms. In this work, we study the problem of distributed matrix-matrix multiplication W = XY under storage constraints, i.e., when each server is allowed to store a fixed fraction of each of the matrices X and Y, which is a fundamental building of many science and engineering fields such as machine learning, image and signal processing, wireless communication, optimization. Non-secure and secure matrix multiplication are studied. We want to study the setup, in which the identity of the matrix of interest should be kept private from the workers and then obtain the recovery threshold of the colluding model, that is, the number of workers that need to complete their task before the master server can recover the product W. The problem of secure and private distributed matrix multiplication W = XY which the matrix X is confidential, while matrix Y is selected in a private manner from a library of public matrices. We present the best currently known trade-off between communication load and recovery threshold. On the other words, we design an achievable PSGPD scheme for any arbitrary privacy level by trivially concatenating a robust PIR scheme for arbitrary colluding workers and private databases and the proposed SGPD code that provides a smaller computational complexity at the workers.

Keywords: coded distributed computation, private information retrieval, secret sharing, stragglers

Procedia PDF Downloads 101