Search results for: generalized Clark’s model

Authors: Kuan-Chou Chen

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This paper will demonstrate a simulation model of an information security system by using the systems dynamic approach. The relationships in the system model are designed to be simple and functional and do not necessarily represent any particular information security environments. The purpose of the paper aims to develop a generic system dynamic information security system model with implications on information security research. The interrelated and interdependent relationships of five primary sectors in the system dynamic model will be presented in this paper. The integrated information security systems model will include (1) information security characteristics, (2) users, (3) technology, (4) business functions, and (5) policy and management. Environments, attacks, government and social culture will be defined as the external sector. The interactions within each of these sectors will be depicted by system loop map as well. The proposed system dynamic model will not only provide a conceptual framework for information security analysts and designers but also allow information security managers to remove the incongruity between the management of risk incidents and the management of knowledge and further support information security managers and decision makers the foundation for managerial actions and policy decisions.

Keywords: system thinking, information security systems, security management, simulation

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Authors: Semih Sözer

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One of the most common issues in economic systems is understanding characteristics of economic activities in cities and regions. Although there are critics to economic base models in conceptual and empirical aspects, these models are useful tools to examining the economic structure of a nation, regions or cities. This paper uses one of the methodologies of economic base models namely the location quotients model. Data for this model includes employment numbers of provinces and NUTS II regions in Turkey. Time series of data covers the years of 1990, 2000, 2003, and 2009. Aim of this study is finding which sectors are export-base and which sectors are import-base in provinces and regions. Model results show that big provinces or powerful regions (population, size etc.) mostly have basic sectors in their economic system. However, interesting facts came from different sectors in different provinces and regions in the model results.

Keywords: economic base, location quotients model, regional economics, regional development

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Authors: Albert Gyamfi

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Cocoa plays critical role in the socio-economic development of Ghana. Meanwhile, smallholder farmers most of whom are illiterate dominate the industry. According to the cocoa-based agricultural knowledge and information system (AKIS) model knowledge is created and transferred to the industry between three key actors: cocoa researchers, extension experts, and cocoa farmers. Dwelling on the SECI model, the media richness theory (MRT), and the AKIS model, a conceptual model of web 2.0-based AKIS model (AKIS 2.0) is developed and used to assess the possible effects of social media usage for knowledge creation in the Ghanaian cocoa industry. A mixed method approach with a survey questionnaire was employed, and a second-order multi-group structural equation model (SEM) was used to analyze the data. The study concludes that the use of web 2.0 applications for knowledge creation would lead to sustainable interactions among the key knowledge actors for effective knowledge creation in the cocoa industry in Ghana.

Keywords: agriculture, cocoa, knowledge, media, web 2.0

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Authors: Subhadip Biswas, Shivendra Maurya, Satish Chandra, Indrajit Ghosh

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Developing speed model is a challenging task particularly under mixed traffic condition where the traffic composition plays a significant role in determining vehicular speed. The present research has been conducted to model individual vehicular speed in the context of mixed traffic on an urban arterial. Traffic speed and volume data have been collected from three midblock arterial road sections in New Delhi. Using the field data, a volume based speed prediction model has been developed adopting the methodology of Artificial Neural Network (ANN). The model developed in this work is capable of estimating speed for individual vehicle category. Validation results show a great deal of agreement between the observed speeds and the predicted values by the model developed. Also, it has been observed that the ANN based model performs better compared to other existing models in terms of accuracy. Finally, the sensitivity analysis has been performed utilizing the model in order to examine the effects of traffic volume and its composition on individual speeds.

Keywords: speed model, artificial neural network, arterial, mixed traffic

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Authors: Shima Taheri, Simon Clark

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Concrete is an essential building material used in the majority of structures. Degradation of concrete over time increases the life-cycle cost of an asset with an estimated annual cost of billions of dollars to national economies. Most of the concrete failure occurs due to cracks, which propagate through a structure and cause weakening leading to failure. Stopping crack propagation is thus the key to protecting concrete structures from failure and is the best way to prevent inconveniences and catastrophes. Furthermore, the majority of cracks occur deep within the concrete in inaccessible areas and are invisible to normal inspection. Few materials intrinsically possess self-healing ability, but one that does is concrete. However, self-healing in concrete is limited to small dormant cracks in a moist environment and is difficult to control. In this project, we developed a method for self-healing of nascent fractures in concrete components through the automatic release of self-curing healing agents encapsulated in breakable nano- and micro-structures. The Poly(methyl methacrylate) (PMMA) based two-part adhesive is encapsulated in core-shell structures with brittle/weak inert shell, synthesized via miniemulsion/solvent evaporation polymerization. Stress fields associated with propagating cracks can break these capsules releasing the healing agents at the point where they are needed. The shell thickness is playing an important role in preserving the content until the final setting of concrete. The capsules can also be surface functionalized with carboxyl groups to overcome the homogenous mixing issues. Currently, this formulated self-healing system can replace up to 1% of cement in a concrete formulation. Increasing this amount to 5-7% in the concrete formulation without compromising compression strength and shrinkage properties, is still under investigation. This self-healing system will not only increase the durability of structures by stopping crack propagation but also allow the use of less cement in concrete construction, thereby adding to the global effort for CO2 emission reduction.

Keywords: self-healing concrete, concrete crack, concrete deterioration, durability

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Authors: Meenu Kaushik, Ayon K. Bandhoyadhayay, Lalit M. Joshi

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Inductive output tubes (IOTs) are widely used as microwave power amplifiers for broadcast and scientific applications. It is capable of amplifying radio frequency (RF) power with very good efficiency. Its compactness, reliability, high efficiency, high linearity and low operating cost make this device suitable for various applications. The device consists of an integrated structure of electron gun and RF cavity, collector and focusing structure. The working principle of IOT is a combination of triode and klystron. The cathode lies in the electron gun produces a stream of electrons. A control grid is placed in close proximity to the cathode. Basically, the input part of IOT is the integrated structure of gridded electron gun which acts as an input cavity thereby providing the interaction gap where the input RF signal is applied to make it interact with the produced electron beam for supporting the amplification phenomena. The paper presents the design, fabrication and testing of a radial re-entrant cavity for implementing in the input structure of IOT at 350 MHz operating frequency. The model’s suitability has been discussed and a generalized mathematical relation has been introduced for getting the proper transverse magnetic (TM) resonating mode in the radial narrow gap RF cavities. The structural modeling has been carried out in CST and SUPERFISH codes. The cavity is fabricated with the Aluminum material and the RF characterization is done using vector network analyzer (VNA) and the results are presented for the resonant frequency peaks obtained in VNA.

Keywords: inductive output tubes, IOT, radial cavity, coaxial cavity, particle accelerators

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Authors: Anderson Ngowa Chembe, John Olukuru

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Greenhouse emissions by human activities are known to irreversibly increase global temperatures through the greenhouse effect. This study seeks to propose a mortality model with sensitivity to heat-change effects as one of the underlying parameters in the model. As such, the study sought to establish the relationship between greenhouse emissions and mortality indices in five OECD countries (USA, UK, Japan, Canada & Germany). Upon the establishment of the relationship using correlation analysis, an additional parameter that accounts for the sensitivity of heat-changes to mortality rates was incorporated in the Lee-Carter model. Based on the proposed model, new parameter estimates were calculated using iterative algorithms for optimization. Finally, the goodness of fit for the original Lee-Carter model and the proposed model were compared using deviance comparison. The proposed model provides a better fit to mortality rates especially in USA, UK and Germany where the mortality indices have a strong positive correlation with the level of greenhouse emissions. The results of this study are of particular importance to actuaries, demographers and climate-risk experts who seek to use better mortality-modeling techniques in the wake of heat effects caused by increased greenhouse emissions.

Keywords: climate risk, greenhouse emissions, Lee-Carter model, OECD

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Authors: Ibrahim A. Aref, Tarek El-Mihoub, Khadiga Ben Musa

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This paper presents Carrier Sense Multiple Access (CSMA) communication model based on SoC design methodology. Such model can be used to support the modelling of the complex wireless communication systems, therefore use of such communication model is an important technique in the construction of high performance communication. SystemC has been chosen because it provides a homogeneous design flow for complex designs (i.e. SoC and IP based design). We use a swarm system to validate CSMA designed model and to show how advantages of incorporating communication early in the design process. The wireless communication created through the modeling of CSMA protocol that can be used to achieve communication between all the agents and to coordinate access to the shared medium (channel).

Keywords: systemC, modelling, simulation, CSMA

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Authors: Vinayaka Gude Divya Sampath

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The research introduces an integrated prediction model to assess the susceptibility of roads in a future flooding event. The model consists of deep learning algorithm for forecasting gauge height data and Flood Inundation Mapper (FIM) for spatial flooding. An optimal architecture for Long short-term memory network (LSTM) was identified for the gauge located on Tangipahoa River at Robert, LA. Dropout was applied to the model to evaluate the uncertainty associated with the predictions. The estimates are then used along with FIM to identify the spatial flooding. Further geoprocessing in ArcGIS provides the susceptibility values for different roads. The model was validated based on the devastating flood of August 2016. The paper discusses the challenges for generalization the methodology for other locations and also for various types of flooding. The developed model can be used by the transportation department and other emergency response organizations for effective disaster management.

Keywords: deep learning, disaster management, flood prediction, urban flooding

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Authors: Andreas Rudisch, Ralf Lampert, Andreas Kolbitsch

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It is a well-known fact among the engineering community that earthquakes with comparatively low magnitudes can cause serious damage to nonstructural components (NSCs) of buildings, even when the supporting structure performs relatively well. Past research works focused mainly on NSCs of nuclear power plants and industrial plants. Particular attention should also be given to architectural façade elements of old masonry buildings (e.g. ornamental figures, balustrades, vases), which are very vulnerable under seismic excitation. Large numbers of these historical nonstructural components (HiNSCs) can be found in highly frequented historical city centers and in the event of failure, they pose a significant danger to persons. In order to estimate the vulnerability of acceleration sensitive HiNSCs, the peak horizontal floor acceleration (PHFA) is used. The PHFA depends on the dynamic characteristics of the building, the ground excitation, and induced nonlinearities. Consequently, the PHFA can not be generalized as a simple function of height. In the present research work, an extensive case study was conducted to investigate the influence of induced nonlinearity on the PHFA for old masonry buildings. Probabilistic nonlinear FE time-history analyses considering three different hazard levels were performed. A set of eighteen synthetically generated ground motions was used as input to the structure models. An elastoplastic macro-model (multiPlas) for nonlinear homogenized continuum FE-calculation was calibrated to multiple scales and applied, taking specific failure mechanisms of masonry into account. The macro-model was calibrated according to the results of specific laboratory and cyclic in situ shear tests. The nonlinear macro-model is based on the concept of multi-surface rate-independent plasticity. Material damage or crack formation are detected by reducing the initial strength after failure due to shear or tensile stress. As a result, shear forces can only be transmitted to a limited extent by friction when the cracking begins. The tensile strength is reduced to zero. The first goal of the calibration was the consistency of the load-displacement curves between experiment and simulation. The calibrated macro-model matches well with regard to the initial stiffness and the maximum horizontal load. Another goal was the correct reproduction of the observed crack image and the plastic strain activities. Again the macro-model proved to work well in this case and shows very good correlation. The results of the case study show that there is significant scatter in the absolute distribution of the PHFA between the applied ground excitations. An absolute distribution along the normalized building height was determined in the framework of probability theory. It can be observed that the extent of nonlinear behavior varies for the three hazard levels. Due to the detailed scope of the present research work, a robust comparison with code-recommendations and simplified PHFA distributions are possible. The chosen methodology offers a chance to determine the distribution of PHFA along the building height of old masonry structures. This permits a proper hazard assessment of HiNSCs under seismic loads.

Keywords: nonlinear macro-model, nonstructural components, time-history analysis, unreinforced masonry

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Authors: Ma Lanting, S. Eguilior, A. Hurtado, Juan F. Llamas Borrajo

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Horizontal hydraulic fracturing is a technology to increase natural gas flow and improve productivity in the low permeability formation. During this drilling operation tons of flowback and produced water which contains many organic compounds return to the surface with a potential risk of influencing the surrounding environment and human health. A mathematical model is urgently needed to represent organic compounds in water transportation process behavior and the concentration change with time throughout the hydraulic fracturing operation life cycle. A comprehensive model combined Organic Matter Transport Dynamic Model with Two-Compartment First-order Model Constant (TFRC) Model has been established to quantify the organic compounds concentration. This algorithm model is composed of two transportation parts based on time factor. For the fast part, the curve fitting technique is applied using flowback water data from the Marcellus shale gas site fracturing and the coefficients of determination (R2) from all analyzed compounds demonstrate a high experimental feasibility of this numerical model. Furthermore, along a decade of drilling the concentration ratio curves have been estimated by the slow part of this model. The result shows that the larger value of Koc in chemicals, the later maximum concentration in water will reach, as well as all the maximum concentrations percentage would reach up to 90% of initial concentration from shale formation within a long sufficient period.

Keywords: model, shale gas, concentration, organic compounds

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Authors: Supunmali Ahangama, Danny Chiang Choon Poo

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Health analytics (HA) is used in healthcare systems for effective decision-making, management, and planning of healthcare and related activities. However, user resistance, the unique position of medical data content, and structure (including heterogeneous and unstructured data) and impromptu HA projects have held up the progress in HA applications. Notably, the accuracy of outcomes depends on the skills and the domain knowledge of the data analyst working on the healthcare data. The success of HA depends on having a sound process model, effective project management and availability of supporting tools. Thus, to overcome these challenges through an effective process model, we propose an HA process model with features from the rational unified process (RUP) model and agile methodology.

Keywords: agile methodology, health analytics, unified process model, UML

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Authors: Robert Setekera, Ramses van der Toorn

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We present an extensive analysis of the temperature dependence of the local avalanche model used in most of the modern compact models for bipolar transistors. This local avalanche model uses the Chynoweth's empirical law for ionization coefficient to define the generation of the avalanche current in terms of the local electric field. We carry out the model analysis using DC-measurements taken on both Si and advanced SiGe bipolar transistors. For the advanced industrial SiGe-HBTs, we consider both high-speed and high-power devices (both NPN and PNP transistors). The limitations of the local avalanche model in modeling the temperature dependence of the avalanche current mostly in the weak avalanche region are demonstrated. In addition, the model avalanche parameters are analyzed to see if they are in agreement with semiconductor device physics.

Keywords: avalanche multiplication, avalanche current, bipolar transistors, compact modeling, electric field, impact ionization, local avalanche

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Authors: Jiri Dufek

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The national model of the Czech Republic has been modified in a detailed way to get detailed travel demand in the municipality level (cities, villages over 300 inhabitants). As a technique for this detailed modelling, three-dimensional procedure for calibrating gravity models, was used. Besides of zone production and attraction, which is usual in gravity models, the next additional parameter for trip distribution was introduced. Usually it is called by “third dimension”. In the model, this parameter is a demand between regions. The distribution procedure involved calculation of appropriate skim matrices and its multiplication by three coefficients obtained by iterative balancing of production, attraction and third dimension. This type of trip distribution was processed in R-project and the results were used in the Czech Republic transport model, created in PTV Vision. This process generated more precise results in local level od the model (towns, villages)

Keywords: trip distribution, three dimension, transport model, municipalities

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Authors: Ksenija Dumičić, Anita Čeh Časni, Berislav Žmuk

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The aim of this paper is to select the most accurate forecasting method for predicting the future values of the unemployment rate in selected European countries. In order to do so, several forecasting techniques adequate for forecasting time series with trend component, were selected, namely: double exponential smoothing (also known as Holt`s method) and Holt-Winters` method which accounts for trend and seasonality. The results of the empirical analysis showed that the optimal model for forecasting unemployment rate in Greece was Holt-Winters` additive method. In the case of Spain, according to MAPE, the optimal model was double exponential smoothing model. Furthermore, for Croatia and Italy the best forecasting model for unemployment rate was Holt-Winters` multiplicative model, whereas in the case of Portugal the best model to forecast unemployment rate was Double exponential smoothing model. Our findings are in line with European Commission unemployment rate estimates.

Keywords: European Union countries, exponential smoothing methods, forecast accuracy unemployment rate

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Authors: Mohsen Solimani Babarsad, Payam Taheri

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Numerical results of vertical slot fishways with and without cylinders study are presented. The simulated results and the measured data in the fishways are compared to validate the application of the model. This investigation is made using FLUENT V.6.3, a Computational Fluid Dynamics solver. Advantages of using these types of numerical tools are the possibility of avoiding the St.-Venant equations’ limitations, and turbulence can be modeled by means of different models such as the k-ε model. In general, the present study has demonstrated that the CFD model could be useful for analysis and design of vertical slot fishways with cylinders.

Keywords: slot Fish-way, CFD, k-ε model, St.-Venant equations’

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Authors: Nataliya V. Dolgushina, Elena A. Gorodnova, Olga S. Beznoshenco, Andrey Yu Romanov, Irina V. Menzhinskaya, Lyubov V. Krechetova, Gennady T. Suchich

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In patients with COVID-19, generalized hypercoagulability can lead to the development of severe coagulopathy. This event is accompanied by the development of a pronounced inflammatory reaction. The observational prospective study included 39 patients with mild COVID-19 and 102 patients with moderate and severe COVID-19. Patients were then stratified into groups depending on the risk of venous thromboembolism. vWF to ADAMTS-13 concentrations and activity ratios were significantly higher in patients with a high venous thromboembolism risks in patients with moderate and severe forms COVID-19.

Keywords: ADAMTS-13, COVID-19, hypercoagulation, thrombosis, von Willebrand factor

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Authors: M. Aghili, S. Tabarestani, C. Freytes, M. Shojaie, M. Cabrerizo, A. Barreto, N. Rishe, R. E. Curiel, D. Loewenstein, R. Duara, M. Adjouadi

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A major challenge in medical studies, especially those that are longitudinal, is the problem of missing measurements which hinders the effective application of many machine learning algorithms. Furthermore, recent Alzheimer's Disease studies have focused on the delineation of Early Mild Cognitive Impairment (EMCI) and Late Mild Cognitive Impairment (LMCI) from cognitively normal controls (CN) which is essential for developing effective and early treatment methods. To address the aforementioned challenges, this paper explores the potential of using the eXtreme Gradient Boosting (XGBoost) algorithm in handling missing values in multiclass classification. We seek a generalized classification scheme where all prodromal stages of the disease are considered simultaneously in the classification and decision-making processes. Given the large number of subjects (1631) included in this study and in the presence of almost 28% missing values, we investigated the performance of XGBoost on the classification of the four classes of AD, NC, EMCI, and LMCI. Using 10-fold cross validation technique, XGBoost is shown to outperform other state-of-the-art classification algorithms by 3% in terms of accuracy and F-score. Our model achieved an accuracy of 80.52%, a precision of 80.62% and recall of 80.51%, supporting the more natural and promising multiclass classification.

Keywords: eXtreme gradient boosting, missing data, Alzheimer disease, early mild cognitive impairment, late mild cognitive impair, multiclass classification, ADNI, support vector machine, random forest

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Authors: Arpita Mondal, Aurobinda Routray, Sreeraj Puravankara, Rajashree Biswas

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The most difficult part of designing a battery management system (BMS) is battery modeling. A good battery model can capture the dynamics which helps in energy management, by accurate model-based state estimation algorithms. So far the most suitable and fruitful model is the equivalent circuit model (ECM). However, in real-time applications, the model parameters are time-varying, changes with current, temperature, state of charge (SOC), and aging of the battery and this make a great impact on the performance of the model. Therefore, to increase the equivalent circuit model performance, the parameter estimation has been carried out in the frequency domain. The battery is a very complex system, which is associated with various chemical reactions and heat generation. Therefore, it’s very difficult to select the optimal model structure. As we know, if the model order is increased, the model accuracy will be improved automatically. However, the higher order model will face the tendency of over-parameterization and unfavorable prediction capability, while the model complexity will increase enormously. In the time domain, it becomes difficult to solve higher order differential equations as the model order increases. This problem can be resolved by frequency domain analysis, where the overall computational problems due to ill-conditioning reduce. In the frequency domain, several dominating frequencies can be found in the input as well as output data. The selective frequency domain estimation has been carried out, first by estimating the frequencies of the input and output by subspace decomposition, then by choosing the specific bands from the most dominating to the least, while carrying out the least-square, recursive least square and Kalman Filter based parameter estimation. In this paper, a second order battery model consisting of three resistors, two capacitors, and one SOC controlled voltage source has been chosen. For model identification and validation hybrid pulse power characterization (HPPC) tests have been carried out on a 2.6 Ah LiFePO₄ battery.

Keywords: equivalent circuit model, frequency estimation, parameter estimation, subspace decomposition

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Authors: Birinderjit Singh Kalyan, Inderpreet Kaur, Balwinder Singh Sohi

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In this paper, an equivalent model for floating gate transistor has been proposed. Using the floating gate voltage value, capacitive coupling coefficients has been found at different bias conditions. The amount of charge present on the gate has been then calculated using the transient models of hot electron programming and Fowler-Nordheim Tunnelling. The proposed model can be extended to the transient conditions as well. The SPICE equivalent model is designed and current-voltage characteristics and Transfer characteristics are comparatively analysed. The dc current-voltage characteristics, as well as dc transfer characteristics, have been plotted for an FGMOS with W/L=0.25μm/0.375μm, the inter-poly capacitance of 0.8fF for both programmed and erased states. The Comparative analysis has been made between the present model and capacitive coefficient coupling methods which were already available.

Keywords: FGMOS, floating gate transistor, capacitive coupling coefficient, SPICE model

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Authors: Kanchan Singh, Sheo Kumar Singh

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The fundamental problem of subspace coding is to explore the maximum possible cardinality Aq(n, d, k) of a set of k-dimensional subspaces of an n-dimensional vector space over Fq such that the subspace distance satisfies ds(W1, W2) ≥ d for any two distinct subspaces W1, W2 in this set. In this paper, we construct a new class of constant dimension codes (CDCs) by generalizing the coset construction and combining it with CDCs derived from parallel linkage construction and coset construction with an aim to improve the new lower bounds of Aq(n, d, k). We found a remarkable improvement in some of the lower bounds of Aq(n, d, k).

Keywords: constant dimension codes, rank metric codes, coset construction, parallel linkage construction

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Authors: Yi-Hsiang Pan, Chen-Hui Huang, Wei-Ting Hsu

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The purposes of the study were to understand these topics as follows: 1. To explore the effect of merging teaching personal and social responsibility (TPSR) with sports education model on students' game performance and responsibility. 2. To explore the effect of sports education model on students' game performance and responsibility. 3. To compare the difference between "merging TPSR with sports education model" and "sports education model" on students' game performance and responsibility. The participants include three high school physical education teachers and six physical education classes. Every teacher teaches an experimental group and a control group. The participants had 121 students, including 65 students in the experimental group and 56 students in the control group. The research methods had game performance assessment, questionnaire investigation, interview, focus group meeting. The research instruments include personal and social responsibility questionnaire and game performance assessment instrument. Paired t-test test and MANCOVA were used to test the difference between "merging TPSR with sports education model" and "sports education model" on students' learning performance. 1) "Merging TPSR with sports education model" showed significant improvements in students' game performance, and responsibilities with self-direction, helping others, cooperation. 2) "Sports education model" also had significant improvements in students' game performance, and responsibilities with effort, self-direction, helping others. 3.) There was no significant difference in game performance and responsibilities between "merging TPSR with sports education model" and "sports education model". 4)."Merging TPSR with sports education model" significantly improve learning atmosphere and peer relationships, it may be developed in the physical education curriculum. The conclusions were as follows: Both "Merging TPSR with sports education model" and "sports education model" can help improve students' responsibility and game performance. However, "Merging TPSR with sports education model" can reduce the competitive atmosphere in highly intensive games between students. The curricular projects of hybrid TPSR-Sport Education model is a good approach for moral character education.

Keywords: curriculum and teaching model, sports self-efficacy, sport enthusiastic, character education

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Authors: Suparman Suparman

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A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.

Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)

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Authors: Mohammad Saber Rohi, Saghar Heidari

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In this paper, we studied the pricing problem of American options under a regime-switching model with the possibility of a non-optimal exercise policy (early or late exercise time) which is called an irrational strategy. For this, we consider a Markovmodulated model for the dynamic of the underlying asset as an alternative model to the classical Balck-Scholes-Merton model (BSM) and an intensity-based model for the irrational strategy, to provide more realistic results for American option prices under the irrational behavior in real financial markets. Applying a partial differential equation (PDE) approach, the pricing problem of American options under regime-switching models can be formulated as coupled PDEs. To solve the resulting systems of PDEs in this model, we apply a finite element method as the numerical solving procedure to the resulting variational inequality. Under some appropriate assumptions, we establish the stability of the method and compare its accuracy to some recent works to illustrate the suitability of the proposed model and the accuracy of the applied numerical method for the pricing problem of American options under the regime-switching model with irrational behaviors.

Keywords: irrational exercise strategy, rationality parameter, regime-switching model, American option, finite element method, variational inequality

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Authors: K. G. R. M. Jayathilake, S. Rudra

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Wood degradation in hot compressed water is modeled with a Computational Fluid Dynamics (CFD) code using cellulose, xylan, and lignin as model compounds. Model compounds are reacted under catalyst-free conditions in a temperature range from 250 to 370 °C. Using a simplified reaction scheme where water soluble products, methanol soluble products, char like compounds and gas are generated through intermediates with each model compound. A modified multistage shrinking core model is developed to simulate particle degradation. In the modified shrinking core model, each model compound is hydrolyzed in separate stages. Cellulose is decomposed to glucose/oligomers before producing degradation products. Xylan is decomposed through xylose and then to degradation products where lignin is decomposed into soluble products before producing the total guaiacol, organic carbon (TOC) and then char and gas. Hydrolysis of each model compound is used as the main reaction of the process. Diffusion of water monomers to the particle surface to initiate hydrolysis and dissolution of the products in water is given importance during the modeling process. In the developed model the temperature variation depends on the Arrhenius relationship. Kinetic parameters from the literature are used for the mathematical model. Meanwhile, limited initial fast reaction kinetic data limit the development of more accurate CFD models. Liquefaction results of the CFD model are analyzed and validated using the experimental data available in the literature where it shows reasonable agreement.

Keywords: computational fluid dynamics, liquefaction, shrinking-core, wood

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Authors: Bernice Jeanne Lottering, Yi-Wen Lin

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Introduction: Chronic pain has a definitive lack of objective parameters in the measurement and treatment efficacy of diseases such as Fibromyalgia (FM). Persistent widespread pain and generalized tenderness are the characteristic symptoms affecting a large majority of the global population, particularly females. This disease has indicated a refractory tendency to conventional treatment ventures, largely resultant from a lack of etiological and pathogenic understanding of the disease development. Emerging evidence indicates that the central nervous system (CNS) plays a critical role in the amplification of pain signals and the neurotransmitters associated therewith. Various stimuli have been found to activate the channels existent on nociceptor terminals, thereby actuating nociceptive impulses along the pain pathways. The transient receptor potential vanalloid 1 (TRPV1) channel functions as a molecular integrator for numerous sensory inputs, such as nociception, and was explored in the current study. Current intervention approaches face a multitude challenges, ranging from effective therapeutic interventions to the limitation of pathognomonic criteria resultant from incomplete understanding and partial evidence on the mechanisms of action of FM. It remains unclear whether electroacupuncture (EA) plays an integral role in the functioning of the TRPV1 pathway, and whether or not it can reduce the chronic pain induced by FM. Aims: The aim of this study was to explore the mechanisms underlying the activation and modulation of the TRPV1 channel pathway in a cold stress model of FM applied to a murine model. Furthermore, the effect of EA in the treatment of mechanical and thermal pain, as expressed in FM was also to be investigated. Methods: 18 C57BL/6 wild type and 6 TRPV1 knockout (KO) mice, aged 8-12 weeks, were exposed to an intermittent cold stress-induced fibromyalgia-like pain model, with or without EA treatment at ZusanLi ST36 (2Hz/20min) on day 3 to 5. Von Frey and Hargreaves behaviour tests were implemented in order to analyze the mechanical and thermal pain thresholds on day 0, 3 and 5 in control group (C), FM group (FM), FM mice with EA treated group (FM + EA) and FM in KO group. Results: An increase in mechanical and thermal hyperalgesia was observed in the FM, EA and KO groups when compared to the control group. This initial increase was reduced in the EA group, which directs focus at the treatment efficacy of EA in nociceptive sensitization, and the analgesic effect EA has attenuating FM associated pain. Discussion: An increase in the nociceptive sensitization was observed through higher withdrawal thresholds in the von Frey mechanical test and the Hargreaves thermal test. TRPV1 function in mice has been scientifically associated with these nociceptive conduits, and the increased behaviour test results suggest that TRPV1 upregulation is central to the FM induced hyperalgesia. This data was supported by the decrease in sensitivity observed in results of the TRPV1 KO group. Moreover, the treatment of EA showed a decrease in this FM induced nociceptive sensitization, suggesting TRPV1 upregulation and overexpression can be attenuated by EA at bilateral ST36. This evidence compellingly implies that the analgesic effect of EA is associated with TRPV1 downregulation.

Keywords: fibromyalgia, electroacupuncture, TRPV1, nociception

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Authors: A. Amar

Abstract:

A new model, namely the crystal model, has been modified to calculate the radius and density distribution of light nuclei up to ⁸Be. The crystal model has been modified according to solid-state physics, which uses the analogy between nucleon distribution and atoms distribution in the crystal. The model has analytical analysis to calculate the radius where the density distribution of light nuclei has obtained from analogy of crystal lattice. The distribution of nucleons over crystal has been discussed in a general form. The equation that has been used to calculate binding energy was taken from the solid-state model of repulsive and attractive force. The numbers of the protons were taken to control repulsive force, where the atomic number was responsible for the attractive force. The parameter has been calculated from the crystal model was found to be proportional to the radius of the nucleus. The density distribution of light nuclei was taken as a summation of two clusters distribution as in ⁶Li=alpha+deuteron configuration. A test has been done on the data obtained for radius and density distribution using double folding for d+⁶,⁷Li with M3Y nucleon-nucleon interaction. Good agreement has been obtained for both the radius and density distribution of light nuclei. The model failed to calculate the radius of ⁹Be, so modifications should be done to overcome discrepancy.

Keywords: nuclear physics, nuclear lattice, study nucleus as crystal, light nuclei till to ⁸Be

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Authors: Jamil Ahmed

Abstract:

Access control models aim to decide whether a user should be denied or granted access to the user‟s requested activity. Various access control models have been established and proposed. The most prominent of these models include role-based, attribute-based, policy based access control models as well as role-centric attribute based access control model. In this paper, a novel access control model is presented called “Role centric Attribute based Policy Driven Access Control (RAPDAC) model”. RAPDAC incorporates the concept of “policy” in the “role centric attribute based access control model”. It leverages the concept of "policy‟ by precisely combining the evaluation of conditions, attributes, permissions and roles in order to allow authorization access. This approach allows capturing the "access control policy‟ of a real time application in a well defined manner. RAPDAC model allows making access decision at much finer granularity as illustrated by the case study of a real time library information system.

Keywords: authorization, access control model, role based access control, attribute based access control

Procedia PDF Downloads 159

Authors: Panagiota Koliousi, Natasha Miaouli

Abstract:

We compare product and labour market liberalization under the two trade union bargaining models: the Right-to-Manage (RTM) model and the Efficient Bargaining (EB) model. The vehicle is a dynamic general equilibrium (DGE) model that incorporates two types of agents (capitalists and workers), imperfectly competitive product and labour markets. The model is solved numerically employing common parameter values and data from the euro area. A key message is that product market deregulation is favourable under any labour market structure while opting for labour market deregulation one should provide special attention to the structure of the labour market such as the bargaining system of unions. If the prevailing way of bargaining is the RTM model then restructuring both markets is beneficial for all agents.

Keywords: market structure, structural reforms, trade unions, unemployment

Procedia PDF Downloads 196

Authors: Benjamin Aina Peter, Amos Wale Ogunsola

Abstract:

In this paper, a mathematical model of malaria transmission was presented with the effect of seasonal shift, due to global fluctuation in temperature, on the increase of conveyor of the infectious disease, which probably alters the region transmission potential of malaria. A deterministic compartmental model was proposed and analyzed qualitatively. Both qualitative and quantitative approaches of the model were considered. The next-generation matrix is employed to determine the basic reproduction number of the model. Equilibrium points of the model were determined and analyzed. The numerical simulation is carried out using Excel Micro Software to validate and support the qualitative results. From the analysis of the result, the optimal temperature for the transmission of malaria is between and . The result also shows that an increase in temperature due to seasonal shift gives rise to the development of parasites which consequently leads to an increase in the widespread of malaria transmission in Kampala. It is also seen from the results that an increase in temperature leads to an increase in the number of infectious human hosts and mosquitoes.

Keywords: seasonal variation, indoor residual spray, efficacy of spray, temperature-dependent model

Procedia PDF Downloads 169