Search results for: third order ordinary differential equations

Authors: Zubier Arfan, Paul Johnson

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The electronification of financial markets and the rise of algorithmic trading has sparked a lot of interest from the mathematical community, for the market making-problem in particular. The research presented in this short paper solves the classic stochastic control problem in order to derive the strategy for a market-maker. It also shows how to calibrate and simulate the strategy with real limit order book data for back-testing. The ambiguity of limit-order priority in back-testing is dealt with by considering optimistic and pessimistic priority scenarios. The model, although it does outperform a naive strategy, assumes constant volatility, therefore, is not best suited to the LOB data. The Heston model is introduced to describe the price and variance process of the asset. The Trader's constant absolute risk aversion utility function is optimised by numerically solving a 3-dimensional Hamilton-Jacobi-Bellman partial differential equation to find the optimal limit order quotes. The results show that the stochastic volatility market-making model is more suitable for a risk-averse trader and is also less sensitive to calibration error than the constant volatility model.

Keywords: market-making, market-microsctrucure, stochastic volatility, quantitative trading

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Authors: Alireza Lohrasbi, Alireza Lavaei, Mohammadali M. Shahlaei

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The liquid flow and the free surface shape during the initial stage of dam breaking are investigated. A numerical scheme is developed to predict the wave of an unsteady, incompressible viscous flow with free surface. The method involves a two dimensional finite element (2D), in a vertical plan. The Naiver-Stokes equations for conservation of momentum and mass for Newtonian fluids, continuity equation, and full nonlinear kinematic free-surface equation were used as the governing equations. The mapping developed to solve highly deformed free surface problems common in waves formed during wave propagation, transforms the run up model from the physical domain to a computational domain with Arbitrary Lagrangian Eulerian (ALE) finite element modeling technique.

Keywords: dam break, Naiver-Stokes equations, free-surface flows, Arbitrary Lagrangian-Eulerian

Procedia PDF Downloads 336

Authors: Jiashu Shen

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Objectives: Spirometry is a basic reference for health evaluation which is widely used in clinical. Previous reference of spirometry is not applicable because of drastic changes of social and natural circumstance in China. A new reference values for the spirometry of the Chinese population is extremely needed. Method: Spirometric reference value was established using the statistical modeling method Generalized Additive Models for Location, Scale and Shape for forced expiratory volume in 1 s (FEV1), forced vital capacity (FVC), FEV1/FVC, and maximal mid-expiratory flow (MMEF). Results: Data from 236,606 healthy non-smokers aged 4–90 years was collected from the MJ Health Check database. Spirometry equations for FEV1, FVC, MMEF, and FEV1/FVC were established, including the predicted values and lower limits of normal (LLNs) by sex. The predictive equations that were developed for the spirometric results elaborated the relationship between spirometry and age, and they eliminated the effects of height as a variable. Most previous predictive equations for Chinese spirometry were significantly overestimated (to be exact, with mean differences of 22.21% in FEV1 and 31.39% in FVC for males, along with differences of 26.93% in FEV1 and 35.76% in FVC for females) or underestimated (with mean differences of -5.81% in MMEF and -14.56% in FEV1/FVC for males, along with a difference of -14.54% in FEV1/FVC for females) the results of lung function measurements as found in this study. Through cross-validation, our equations were established as having good fit, and the means of the measured value and the estimated value were compared, with good results. Conclusions: Our study updates the spirometric reference equations for Chinese people of all ages and provides comprehensive values for both physical examination and clinical diagnosis.

Keywords: Chinese, GAMLSS model, reference values, spirometry

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Authors: Utkan Caliskan

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Two types of numerical codes based on finite volume method are developed in order to solve compressible Euler equations to simulate the flow through forward facing step channel. Both algorithms have AUSM+- up (Advection Upstream Splitting Method) scheme for flux splitting and two-stage Runge-Kutta scheme for time stepping. In this study, the flux calculations differentiate between the algorithm based on OpenFOAM mesh format which is called 'face-based' algorithm and the basic algorithm which is called 'element-based' algorithm. The face-based algorithm avoids redundant flux computations and also is more flexible with hybrid grids. Moreover, some of OpenFOAM’s preprocessing utilities can be used on the mesh. Parallelization of the face based algorithm for which atomic operations are needed due to the shared memory model, is also presented. For several mesh sizes, 2.13x speed up is obtained with face-based approach over the element-based approach.

Keywords: cell centered finite volume method, compressible Euler equations, OpenFOAM mesh format, OpenMP

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Authors: D. S. Gomes, A. T. Silva

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Analysis of the uncertainty quantification related to nuclear safety margins applied to the nuclear reactor is an important concept to prevent future radioactive accidents. The nuclear fuel performance code may involve the tolerance level determined by traditional deterministic models producing acceptable results at burn cycles under 62 GWd/MTU. The behavior of nuclear fuel can simulate applying a series of material properties under irradiation and physics models to calculate the safety limits. In this study, theoretical predictions of nuclear fuel failure under transient conditions investigate extended radiation cycles at 75 GWd/MTU, considering the behavior of fuel rods in light-water reactors under reactivity accident conditions. The fuel pellet can melt due to the quick increase of reactivity during a transient. Large power excursions in the reactor are the subject of interest bringing to a treatment that is known as the Fuchs-Hansen model. The point kinetic neutron equations show similar characteristics of non-linear differential equations. In this investigation, the multivariate logistic regression is employed to a probabilistic forecast of fuel failure. A comparison of computational simulation and experimental results was acceptable. The experiments carried out use the pre-irradiated fuels rods subjected to a rapid energy pulse which exhibits the same behavior during a nuclear accident. The propagation of uncertainty utilizes the Wilk's formulation. The variables chosen as essential to failure prediction were the fuel burnup, the applied peak power, the pulse width, the oxidation layer thickness, and the cladding type.

Keywords: logistic regression, reactivity-initiated accident, safety margins, uncertainty propagation

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Authors: Ojo Johnson Adelakun

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This study explores the long-term relationships between manufacturing output (MO) and several economic determinants, interest rate (IR), inflation rate (INF), exchange rate (EX), credit to the private sector (CPSM), gross claims on the government sector (GCGS), using monthly data from March 1966 to December 2023. Employing advanced econometric techniques including Fully Modified Ordinary Least Squares (FMOLS), Dynamic Ordinary Least Squares (DOLS), and Canonical Cointegrating Regression (CCR), the analysis provides several key insights. The findings reveal a positive association between interest rates and manufacturing output, which diverges from traditional economic theory that predicts a negative correlation due to increased borrowing costs. This outcome is attributed to the financial resilience of large enterprises, allowing them to sustain investment in production despite higher interest rates. In addition, inflation demonstrates a positive relationship with manufacturing output, suggesting that stable inflation within target ranges creates a favourable environment for investment in productivity-enhancing technologies. Conversely, the exchange rate shows a negative relationship with manufacturing output, reflecting the adverse effects of currency depreciation on the cost of imported raw materials. The negative impact of CPSM underscores the importance of directing credit efficiently towards productive sectors rather than speculative ventures. Moreover, increased government borrowing appears to crowd out private sector credit, negatively affecting manufacturing output. Overall, the study highlights the need for a coordinated policy approach integrating monetary, fiscal, and financial sector strategies. Policymakers should account for the differential impacts of interest rates, inflation, exchange rates, and credit allocation on various sectors. Ensuring stable inflation, efficient credit distribution, and mitigating exchange rate volatility are critical for supporting manufacturing output and promoting sustainable economic growth. This research provides valuable insights into the economic dynamics influencing manufacturing output and offers policy recommendations tailored to South Africa’s economic context.

Keywords: domestic credit, government claims, financial variables, manufacturing output, financial analysis

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Authors: Orkide Donma, Mustafa M. Donma

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Basal metabolic rate (BMR) is widely used and an accepted measure of energy expenditure. Its principal determinant is body mass. However, this parameter is also correlated with a variety of other factors. The objective of this study is to measure BMR and compare it with the values obtained from predictive equations in adults classified according to their body mass index (BMI) values. 276 adults were included into the scope of this study. Their age, height and weight values were recorded. Five groups were designed based on their BMI values. First group (n = 85) was composed of individuals with BMI values varying between 18.5 and 24.9 kg/m². Those with BMI values varying from 25.0 to 29.9 kg/m² constituted Group 2 (n = 90). Individuals with 30.0-34.9 kg/m², 35.0-39.9 kg/m², > 40.0 kg/m² were included in Group 3 (n = 53), 4 (n = 28) and 5 (n = 20), respectively. The most commonly used equations to be compared with the measured BMR values were selected. For this purpose, the values were calculated by the use of four equations to predict BMR values, by name, introduced by Food and Agriculture Organization (FAO)/World Health Organization (WHO)/United Nations University (UNU), Harris and Benedict, Owen and Mifflin. Descriptive statistics, ANOVA, post-Hoc Tukey and Pearson’s correlation tests were performed by a statistical program designed for Windows (SPSS, version 16.0). p values smaller than 0.05 were accepted as statistically significant. Mean ± SD of groups 1, 2, 3, 4 and 5 for measured BMR in kcal were 1440.3 ± 210.0, 1618.8 ± 268.6, 1741.1 ± 345.2, 1853.1 ± 351.2 and 2028.0 ± 412.1, respectively. Upon evaluation of the comparison of means among groups, differences were highly significant between Group 1 and each of the remaining four groups. The values were increasing from Group 2 to Group 5. However, differences between Group 2 and Group 3, Group 3 and Group 4, Group 4 and Group 5 were not statistically significant. These insignificances were lost in predictive equations proposed by Harris and Benedict, FAO/WHO/UNU and Owen. For Mifflin, the insignificance was limited only to Group 4 and Group 5. Upon evaluation of the correlations of measured BMR and the estimated values computed from prediction equations, the lowest correlations between measured BMR and estimated BMR values were observed among the individuals within normal BMI range. The highest correlations were detected in individuals with BMI values varying between 30.0 and 34.9 kg/m². Correlations between measured BMR values and BMR values calculated by FAO/WHO/UNU as well as Owen were the same and the highest. In all groups, the highest correlations were observed between BMR values calculated from Mifflin and Harris and Benedict equations using age as an additional parameter. In conclusion, the unique resemblance of the FAO/WHO/UNU and Owen equations were pointed out. However, mean values obtained from FAO/WHO/UNU were much closer to the measured BMR values. Besides, the highest correlations were found between BMR calculated from FAO/WHO/UNU and measured BMR. These findings suggested that FAO/WHO/UNU was the most reliable equation, which may be used in conditions when the measured BMR values are not available.

Keywords: adult, basal metabolic rate, fao/who/unu, obesity, prediction equations

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Authors: Hideki Yoshikawa, Masahiro Kaminaga, Arimitsu Shikoda, Toshinori Suzuki

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Round addition differential fault analysis (DFA) using operation bypassing for lightweight block ciphers with on-the-fly key schedule is presented. For 64-bit KLEIN and 64-bit LED, it is shown that only a pair of correct ciphertext and faulty ciphertext can derive the secret master key. For PRESENT, one correct ciphertext and two faulty ciphertexts are required to reconstruct the secret key.

Keywords: differential fault analysis (DFA), round addition, block cipher, on-the-fly key schedule

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Authors: Atousa Ataieyan, Salvador A. Gomez-Lopera, Gennaro Sepede

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Today, due to the growing urban population and consequently, the increasing water demand in cities, the amount of contaminants entering the water resources is increasing. This can impose harmful effects on the quality of the downstream water. Therefore, predicting the concentration of discharged pollutants at different times and distances of the interested area is of high importance in order to carry out preventative and controlling measures, as well as to avoid consuming the contaminated water. In this paper, the concentration distribution of an injected conservative pollutant in a square reservoir containing four symmetric blocks and three sources using Finite Volume Method (FVM) is simulated. For this purpose, after estimating the flow velocity, classical Advection-Diffusion Equation (ADE) has been discretized over the studying domain by Backward Time- Backward Space (BTBS) scheme. Then, the discretized equations for each node have been derived according to the initial condition, boundary conditions and point contaminant sources. Finally, taking into account the appropriate time step and space step, a computational code was set up in MATLAB. Contaminant concentration was then obtained at different times and distances. Simulation results show how using BTBS differentiating scheme and FVM as a numerical method for solving the partial differential equation of transport is an appropriate approach in the case of two-dimensional contaminant transfer in an advective-diffusive flow.

Keywords: BTBS differentiating scheme, contaminant concentration, finite volume, mass transfer, water pollution

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Authors: M. Naveed Akhter, Jawad Aslam, Omer Gillani

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To aid and rehabilitate increasing number of patients suffering from spinal cord injury (SCI) and stroke, a lightweight, wearable, and 3D printable exoskeletal glove has been developed. Unlike previously developed metal or fabric-based exoskeletons, this research presents the development of soft exoskeletal glove made of thermoplastic polyurethane (TPU). The drive mechanism consists of a single motor-driven antagonistic tendon to perform extension or flexion of middle and index finger. The tendon-based differential drive has been incorporated to allow for grasping of irregularly shaped objects. The design features easy 3D-printability with TPU without a need for supports. The overall weight of the glove and the actuation unit is approximately 500g. Performance of the glove was tested on a custom test-bench with integrated load cells, and the grip strength was tested to be around 30N per finger while grasping objects of irregular shape.

Keywords: 3D printable, differential drive, exoskeletal glove, rehabilitation, single motor driven

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Authors: Sachin Kumar

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Fuzzy fractional diffusion equation is widely useful to depict different physical processes arising in physics, biology, and hydrology. The motive of this article is to deal with the fuzzy fractional diffusion equation. We study a mathematical model of fuzzy space-time fractional diffusion equation in which unknown function, coefficients, and initial-boundary conditions are fuzzy numbers. First, we find out a fuzzy operational matrix of Legendre polynomial of Caputo type fuzzy fractional derivative having a non-singular Mittag-Leffler kernel. The main advantages of this method are that it reduces the fuzzy fractional partial differential equation (FFPDE) to a system of fuzzy algebraic equations from which we can find the solution of the problem. The feasibility of our approach is shown by some numerical examples. Hence, our method is suitable to deal with FFPDE and has good accuracy.

Keywords: fractional PDE, fuzzy valued function, diffusion equation, Legendre polynomial, spectral method

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Authors: Hamdi Belgacem, Fradi Aymen

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In this paper we present a low power, low cost differential logic unit (LU). The proposed LU receives dual-rail inputs and generates dual-rail outputs. The proposed circuit can be used in Arithmetic and Logic Units (ALU) of processor. It can be also dedicated for self-checking applications based on dual duplication code. Four logic functions as well as their inverses are implemented within a single Logic Unit. The hardware overhead for the implementation of the proposed LU is lower than the hardware overhead required for standard LU implemented with standard CMOS logic style. This new implementation is attractive as fewer transistors are required to implement important logic functions. The proposed differential logic unit can perform 8 Boolean logical operations by using only 16 transistors. Spice simulations using a 32 nm technology was utilized to evaluate the performance of the proposed circuit and to prove its acceptable electrical behaviour.

Keywords: differential logic unit, double pass transistor logic, low power CMOS design, low cost CMOS design

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Authors: Yuanhao Gao, Ping Lin, Kees Weijer

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An optimal control system model is proposed for the cell flow in the process of chick embryo gastrulation in this paper. The target is to determine the cellular interaction forces which are hard to measure. This paper will take an approach to investigate the forces with the idea of the inverse problem. By choosing the forces as the control variable and regarding the cell flow as Stokes fluid, an objective functional will be established to match the numerical result of cell velocity with the experimental data. So that the forces could be determined by minimizing the objective functional. The Lagrange multiplier method is utilized to derive the state and adjoint equations consisting the optimal control system, which specifies the first-order necessary conditions. Finite element method is used to discretize and approximate equations. A conjugate gradient algorithm is given for solving the minimum solution of the system and determine the forces.

Keywords: optimal control model, Stokes equation, conjugate gradient method, finite element method, chick embryo gastrulation

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Authors: Shih-Hao Chen, Chi-Wai Chow

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Visible light communication combined with spread spectrum modulation is demonstrated in this study. Differential signaling method also ensures the proposed system that can support high immunity to ambient light interference. Experiment result shows the proposed system has 6 dB gain comparing with the original On-Off Keying modulation scheme.

Keywords: Visible Light Communication (VLC), Spread Spectrum Modulation (SSM), On-Off Keying, visible light communication

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Authors: Seyed Abbas Tabatabaei, Fereydoon Moghadas Nejad, Mohammad Saed

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The bleeding prediction of the asphalt is one of the most complex subjects in the pavement engineering. In this paper, an Adaptive Neuro Fuzzy Inference System (ANFIS) is used for modeling the effect of important parameters on bleeding is trained and tested with the experimental results. bleeding index based on the asphalt film thickness differential as target parameter,asphalt content, temperature depth of two centemeter, heavy traffic, dust to effective binder, Marshall strength, passing 3/4 sieves, passing 3/8 sieves,passing 3/16 sieves, passing NO8, passing NO50, passing NO100, passing NO200 as input parameters. Then, we randomly divided empirical data into train and test sections in order to accomplish modeling. We instructed ANFIS network by 72 percent of empirical data. 28 percent of primary data which had been considered for testing the approprativity of the modeling were entered into ANFIS model. Results were compared by two statistical criterions (R2, RMSE) with empirical ones. Considering the results, it is obvious that our proposed modeling by ANFIS is efficient and valid and it can also be promoted to more general states.

Keywords: bleeding, asphalt film thickness differential, Anfis Modeling

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Authors: M. Fatmi, T. Chihi, M. A. Ghebouli, B. Ghebouli

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This work presents the experimental results of the differential scanning calorimetry (DSC), hardness measurements (Hv) and XRD analysis, for order to investigate the kinetics of precipitation phenomena in Al-7%wt. Mg alloy. In the XRD and DSC curves indicates the formation of the intermediate precipitation of β-(Al3Mg2) phase respectively. The activation energies associated with the processes have been determined according to the three models proposed by Kissinger, Ozawa, and Boswell. Consequently, the nucleation mechanism of the precipitates can be explained. These phases are confirmed by XRD analysis.

Keywords: discontinuous precipitation, hardening, Al–Mg alloys, mechanical and mechatronics engineering

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Authors: Sergio Celaschi, Henrique Canavarro de Alencar, Claaudecir Biazoli

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Effluent quality is of the highest priority for compliance with the permit limits of environmental protection agencies and ensures the protection of their local water system. Of the pollutants monitored, the biochemical oxygen demand (BOD) posed one of the greatest challenges. This work presents a solution for wastewater treatment plants - WWTP’s ability to react to different situations and meet treatment goals. Delayed BOD5 results from the lab take 7 to 8 analysis days, hindered the WWTP’s ability to react to different situations and meet treatment goals. Reducing BOD turnaround time from days to hours is our quest. Such a solution is based on a system of two BOD bioreactors associated with Digital Twin (DT) and Machine Learning (ML) methodologies via an Internet of Things (IoT) platform to monitor and control a WWTP to support decision making. DT is a virtual and dynamic replica of a production process. DT requires the ability to collect and store real-time sensor data related to the operating environment. Furthermore, it integrates and organizes the data on a digital platform and applies analytical models allowing a deeper understanding of the real process to catch sooner anomalies. In our system of continuous time monitoring of the BOD suppressed by the effluent treatment process, the DT algorithm for analyzing the data uses ML on a chemical kinetic parameterized model. The continuous BOD monitoring system, capable of providing results in a fraction of the time required by BOD5 analysis, is composed of two thermally isolated batch bioreactors. Each bioreactor contains input/output access to wastewater sample (influent and effluent), hydraulic conduction tubes, pumps, and valves for batch sample and dilution water, air supply for dissolved oxygen (DO) saturation, cooler/heater for sample thermal stability, optical ODO sensor based on fluorescence quenching, pH, ORP, temperature, and atmospheric pressure sensors, local PLC/CPU for TCP/IP data transmission interface. The dynamic BOD system monitoring range covers 2 mg/L < BOD < 2,000 mg/L. In addition to the BOD monitoring system, there are many other operational WWTP sensors. The CPU data is transmitted/received to/from the digital platform, which in turn performs analyses at periodic intervals, aiming to feed the learning process. BOD bulletins and their credibility intervals are made available in 12-hour intervals to web users. The chemical kinetics ML algorithm is composed of a coupled system of four first-order ordinary differential equations for the molar masses of DO, organic material present in the sample, biomass, and products (CO₂ and H₂O) of the reaction. This system is solved numerically linked to its initial conditions: DO (saturated) and initial products of the kinetic oxidation process; CO₂ = H₂0 = 0. The initial values for organic matter and biomass are estimated by the method of minimization of the mean square deviations. A real case of continuous monitoring of BOD wastewater effluent quality is being conducted by deploying an IoT application on a large wastewater purification system located in S. Paulo, Brazil.

Keywords: effluent treatment, biochemical oxygen demand, continuous monitoring, IoT, machine learning

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Authors: Sharmila Pradhan, Ralf Lach, George Michler, Jean Mark Saiter, Rameshwar Adhikari

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Ethylene/1-octene copolymer was modified incorporating three types of nanofillers differed in their dimensionality in order to investigate the effect of filler dimensionality on mechanical properties, for instance, tensile strength, microhardness etc. The samples were prepared by melt mixing followed by compression moldings. The microstructure of the novel material was characterized by Fourier transform infrared spectroscopy (FTIR), X-ray diffraction (XRD) method and Transmission electron microscopy (TEM). Other important properties such as melting, crystallizing and thermal stability were also investigated via differential scanning calorimetry (DSC) and Thermogravimetry analysis (TGA). The FTIR and XRD results showed that the composites were formed by physical mixing. The TEM result supported the homogeneous dispersion of nanofillers in the matrix. The mechanical characterization performed by tensile testing showed that the composites with 1D nanofiller effectively reinforced the polymer. TGA results revealed that the thermal stability of pure EOC is marginally improved by the addition of nanofillers. Likewise, melting and crystallizing properties of the composites are not much different from that of pure.

Keywords: copolymer, differential scanning calorimetry, nanofiller, tensile strength

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Authors: Daniel S. Brox

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Starting from earthquake fault dynamic equations, a correspondence between earthquake occurrence statistics in a seismic region before a major earthquake and eigenvalue statistics of a differential operator whose bound state eigenfunctions characterize the distribution of stress in the seismic region is derived. Modeling these eigenvalue statistics with a 2D Coulomb gas statistical physics model, previously reported deviation of seismic activation earthquake occurrence statistics from Gutenberg-Richter statistics in time intervals preceding the major earthquake is derived. It also explains how statistical physics modeling predicts a finite-dimensional nonlinear dynamic system that describes real-time velocity model evolution in the region undergoing seismic activation and how this prediction can be tested experimentally.

Keywords: seismic activation, statistical physics, geodynamics, signal processing

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Authors: V. Tabrizi, A. Vali, R. GHasemi, V. Behnamgol

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In this article, a nonlinear model of an under actuated six degrees of freedom (6 DOF) quadrotor UAV is derived on the basis of the Newton-Euler formula. The derivation comprises determining equations of the motion of the quadrotor in three dimensions and approximating the actuation forces through the modeling of aerodynamic coefficients and electric motor dynamics. The robust nonlinear control strategy includes a smooth second order non-singular terminal sliding mode control which is applied to stabilizing this model. The control method is on the basis of super twisting algorithm for removing the chattering and producing smooth control signal. Also, nonsingular terminal sliding mode idea is used for introducing a nonlinear sliding variable that guarantees the finite time convergence in sliding phase. Simulation results show that the proposed algorithm is robust against uncertainty or disturbance and guarantees a fast and precise control signal.

Keywords: quadrotor UAV, nonsingular terminal sliding mode, second order sliding mode t, electronics, control, signal processing

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Authors: Mahmoud A. Mahmoud, Ashraf Osman

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In this study, the different approaches currently followed by design codes to assess the stability of buildings utilizing concrete moment resisting frames structural system are evaluated. For such purpose, a parametric study was performed. It involved analyzing group of concrete moment resisting frames having different slenderness ratios (height/width ratios), designed for different lateral loads to vertical loads ratios and constructed using ordinary reinforced concrete and high strength concrete for stability check and overall buckling using code approaches and computer buckling analysis. The objectives were to examine the influence of such parameters that directly linked to frames’ lateral stiffness on the buildings’ stability and evaluates the code approach in view of buckling analysis results. Based on this study, it was concluded that, the most susceptible buildings to instability and magnification of second order effects are buildings having high aspect ratios (height/width ratio), having low lateral to vertical loads ratio and utilizing construction materials of high strength. In addition, the study showed that the instability limits imposed by codes are mainly mathematical to ensure reliable analysis not a physical ones and that they are in general conservative. Also, it has been shown that the upper limit set by one of the codes that second order moment for structural elements should be limited to 1.4 the first order moment is not justified, instead, the overall story check is more reliable.

Keywords: buckling, lateral stability, p-delta, second order

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Authors: Bolatbek Rysbaiuly, Aliya S. Azhibekova

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Problems concerning the interpretation of the well testing results belong to the class of inverse problems of subsurface hydromechanics. The distinctive feature of such problems is that additional information is depending on the capabilities of oilfield experiments. Another factor that should not be overlooked is the existence of errors in the test data. To determine reservoir properties, some inverse problems for parabolic equations were investigated. An approach to solving the inverse problems based on the method of regularization is proposed.

Keywords: iterative approach, inverse problem, parabolic equation, reservoir properties

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Authors: Mesut BALIBEY, Serpil TÜRKYILMAZ

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A popular topic in the econometrics and time series area is the cointegrating relationships among the components of a nonstationary time series. Engle and Granger’s least squares method and Johansen’s conditional maximum likelihood method are the most widely-used methods to determine the relationships among variables. Furthermore, a method proposed to test a unit root based on the periodogram ordinates has certain advantages over conventional tests. Periodograms can be calculated without any model specification and the exact distribution under the assumption of a unit root is obtained. For higher order processes the distribution remains the same asymptotically. In this study, in order to indicate advantages over conventional test of periodograms, we are going to examine a possible relationship between tourism and economic growth during the period 1999:01-2010:12 for Turkey by using periodogram method, Johansen’s conditional maximum likelihood method, Engle and Granger’s ordinary least square method.

Keywords: cointegration, economic growth, periodogram ordinate, tourism

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Authors: Nasser Mohamed Ramli, Mohamad Syafiq Mohamad

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Many types of controllers were applied on the continuous stirred tank reactor (CSTR) unit to control the temperature. In this research paper, Proportional-Integral-Derivative (PID) controller are compared with Fuzzy Logic controller for temperature control of CSTR. The control system for temperature non-isothermal of a CSTR will produce a stable response curve to its set point temperature. A mathematical model of a CSTR using the most general operating condition was developed through a set of differential equations into S-function using MATLAB. The reactor model and S-function are developed using m.file. After developing the S-function of CSTR model, User-Defined functions are used to link to SIMULINK file. Results that are obtained from simulation and temperature control were better when using Fuzzy logic control compared to PID control.

Keywords: CSTR, temperature, PID, fuzzy logic

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Authors: Rui Sun, Tamer M. Ismail, Xiaohan Ren, M. Abd El-Salam

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Incineration of municipal solid waste (MSW) is one of the key scopes in the global clean energy strategy. A computational fluid dynamics (CFD) model was established. In order to reveal these features of the combustion process in a fixed porous bed of MSW. Transporting equations and process rate equations of the waste bed were modeled and set up to describe the incineration process, according to the local thermal conditions and waste property characters. Gas phase turbulence was modeled using k-ε turbulent model and the particle phase was modeled using the kinetic theory of granular flow. The heterogeneous reaction rates were determined using Arrhenius eddy dissipation and the Arrhenius-diffusion reaction rates. The effects of primary air flow rate and temperature in the burning process of simulated MSW are investigated experimentally and numerically. The simulation results in bed are accordant with experimental data well. The model provides detailed information on burning processes in the fixed bed, which is otherwise very difficult to obtain by conventional experimental techniques.

Keywords: computational fluid dynamics (CFD) model, waste incineration, municipal solid waste (MSW), fixed bed, primary air

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Authors: Phuoc Si Nguyen

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Frequency transformation with Pascal matrix equations is a method for transforming an electronic filter (analogue or digital) into another filter. The technique is based on frequency transformation in the s-domain, bilinear z-transform with pre-warping frequency, inverse bilinear transformation and a very useful application of the Pascal’s triangle that simplifies computing and enables calculation by hand when transforming from one filter to another. This paper will introduce two methods to transform a filter into a digital filter: frequency transformation from the s-domain into the z-domain; and frequency transformation in the z-domain. Further, two Pascal matrix equations are derived: an analogue to digital filter Pascal matrix equation and a digital to digital filter Pascal matrix equation. These are used to design a desired digital filter from a given filter.

Keywords: frequency transformation, bilinear z-transformation, pre-warping frequency, digital filters, analog filters, pascal’s triangle

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Authors: S. R. Dehghani, Y. S. Muzychka, G. F. Naterer

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The ice accretion of salt water on cold substrates creates brine-spongy ice. This type of ice is a mixture of pure ice and liquid brine. A real case of creation of this type of ice is superstructure icing which occurs on marine vessels and offshore structures in cold and harsh conditions. Transient heat transfer through this medium causes phase changes between brine pockets and pure ice. Salt rejection during the process of transient heat conduction increases the salinity of brine pockets to reach a local equilibrium state. In this process the only effect of passing heat through the medium is not changing the sensible heat of the ice and brine pockets; latent heat plays an important role and affects the mechanism of heat transfer. In this study, a new analytical model for evaluating heat transfer through brine-spongy ice is suggested. This model considers heat transfer and partial solidification and melting together. Properties of brine-spongy ice are obtained using properties of liquid brine and pure ice. A numerical solution using Method of Lines discretizes the medium to reach a set of ordinary differential equations. Boundary conditions are chosen using one of the applicable cases of this type of ice; one side is considered as a thermally isolated surface, and the other side is assumed to be suddenly affected by a constant temperature boundary. All cases are evaluated in temperatures between -20 C and the freezing point of brine-spongy ice. Solutions are conducted using different salinities from 5 to 60 ppt. Time steps and space intervals are chosen properly to maintain the most stable and fast solution. Variation of temperature, volume fraction of brine and brine salinity versus time are the most important outputs of this study. Results show that transient heat conduction through brine-spongy ice can create a various range of salinity of brine pockets from the initial salinity to that of 180 ppt. The rate of variation of temperature is found to be slower for high salinity cases. The maximum rate of heat transfer occurs at the start of the simulation. This rate decreases as time passes. Brine pockets are smaller at portions closer to the colder side than that of the warmer side. A the start of the solution, the numerical solution tends to increase instabilities. This is because of sharp variation of temperature at the start of the process. Changing the intervals improves the unstable situation. The analytical model using a numerical scheme is capable of predicting thermal behavior of brine spongy ice. This model and numerical solutions are important for modeling the process of freezing of salt water and ice accretion on cold structures.

Keywords: method of lines, brine-spongy ice, heat conduction, salt water

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Authors: Amey Kulkarni, Paavan Shetty, Amol Patil, B. Rajiv

Abstract:

Fuel Efficiency plays a very important role in overall performance of an automobile. In this paper study of fuel efficiency of heavy construction, compaction machine is done. The fuel Consumption trials are performed in order to obtain the consumption of fuel in performing certain set of actions by the compactor. Usually, Heavy Construction machines are put to work in locations where refilling the fuel tank is not an easy task and also the fuel is consumed at a greater rate than a passenger automobile. So it becomes important to have a fuel efficient machine for long working hours. The fuel efficiency is the most important point in determining the future scope of the product. A heavy construction compaction machine operates in five major roles. These five roles are traveling, Static working, High-frequency Low amplitude compaction, Low-frequency High amplitude compaction, low idle. Fuel consumption readings for 1950 rpm, 2000 rpm & 2350 rpm of the engine are taken by using differential fuel flow meter and are analyzed. And the optimum RPM setting which fulfills the fuel efficiency, as well as engine performance criteria, is considered. Also, other factors such as rear end gears, Intake and exhaust restriction for an engine, vehicle operating techniques, air drag, Tribological aspects, Tires are considered for increasing the fuel efficiency of the compactor. The fuel efficiency of compactor can be precisely calculated by using Differential Fuel Flow Meter. By testing the compactor at different combinations of Engine RPM and also considering other factors such as rear end gears, Intake and exhaust restriction of an engine, vehicle operating techniques, air drag, Tribological aspects, The optimum solution was obtained which lead to significant improvement in fuel efficiency of the compactor.

Keywords: differential fuel flow meter, engine RPM, fuel efficiency, heavy construction compaction machine

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Authors: Rabih Ghostine, Craig Kapfer, Viswanathan Kannan, Ibrahim Hoteit

Abstract:

Urban flooding resulting from a sudden release of water due to dam-break or excessive rainfall is a serious threatening environment hazard, which causes loss of human life and large economic losses. Anticipating floods before they occur could minimize human and economic losses through the implementation of appropriate protection, provision, and rescue plans. This work reports on the numerical modelling of flash flood propagation in urban areas after an excessive rainfall event or dam-break. A two-dimensional (2D) depth-averaged shallow water model is used with a refined unstructured grid of triangles for representing the urban area topography. The 2D shallow water equations are solved using a second-order well-balanced discontinuous Galerkin scheme. Theoretical test case and three flood events are described to demonstrate the potential benefits of the scheme: (i) wetting and drying in a parabolic basin (ii) flash flood over a physical model of the urbanized Toce River valley in Italy; (iii) wave propagation on the Reyran river valley in consequence of the Malpasset dam-break in 1959 (France); and (iv) dam-break flood in October 1982 at the town of Sumacarcel (Spain). The capability of the scheme is also verified against alternative models. Computational results compare well with recorded data and show that the scheme is at least as efficient as comparable second-order finite volume schemes, with notable efficiency speedup due to parallelization.

Keywords: dam-break, discontinuous Galerkin scheme, flood modeling, shallow water equations

Procedia PDF Downloads 175

Authors: Asghar Ali, Narjis Khatoon

Abstract:

This study focuses on the presence of wage differentials in Pakistan and also on the determinants that originate it. Since there are a smaller number of studies that are conducted on this topic in Pakistan, the current study aims to contribute in bridging the existing gap in this particular research genre. Hence, this study not only generates the desired results specific focus but it also contributes to the overall empirical work on the Pakistan economy. The preceding works which have been done to research wage determinants and wage differentials have used numerous different theories and approaches to reach their goals. The current study, in order to analyze the determinants of wage differentials in the developing economy, deals with the study of a number of such theories and approaches that are supposed as being beneficial for the purpose. This study undertakes the explanation of wage differentials in Pakistan by focusing on wage differentials in public and private sectors, formal and informal sectors, and major occupational groups. The study uses 'Wage Theory' to examine wage differentials among male and female employees in public and private sectors on varied levels of working conditions. This study also uses 'Segmented Labor Market Theory' to determine the wage differential in both public and private sectors, formal and informal, and major occupational groups in Pakistan. So the author has used various econometric techniques in order to explain and test these theories and to find out the required results. This study has employed seven different cross-sectional Labour Force Surveys for the time period between 2006-07 to 2012-13. Gender equality is not only a policy reform agenda for developing countries but also an important goal of Millennium Development Goals. This study investigates the nexus between wage inequality and economic growth and detects co-integration between gender wage differential and economic growth using ARDL bound test. It is confirmed from the empirical results that there exists long-run relationship between economic growth and wage differential. Our study indicated that half of the total female employees from fourteen major cities of Pakistan were employed in the public sector. Out of total female employees in private sector, 66 percent are employed in the formal sector, and 33 percent are working in the informal sector. Results also indicated that both men and women were paid more in the public sector compared to the private sector counterparts. Among the total female employees, only 9 percent had received any formal training, 52% were married and average years of schooling were 11 years. Further, our findings regarding wage differential between genders indicate that wage gap is lower in public sector as compared to private sector. In proportion, gender wage ratio was found to be 0.96, 0.62 and 0.66 in public, formal private and informal private sectors respectively. This suggests that in this case, private sector female employees with the same pay structure are compensated at a lower endowments rate as then public sector workers as compared to their counter parts.

Keywords: wage differentials, formal, informal, economic growth

Procedia PDF Downloads 197