Search results for: fractional Black-Scholes equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2003

Search results for: fractional Black-Scholes equations

1283 Chern-Simons Equation in Financial Theory and Time-Series Analysis

Authors: Ognjen Vukovic

Abstract:

Chern-Simons equation represents the cornerstone of quantum physics. The question that is often asked is if the aforementioned equation can be successfully applied to the interaction in international financial markets. By analysing the time series in financial theory, it is proved that Chern-Simons equation can be successfully applied to financial time-series. The aforementioned statement is based on one important premise and that is that the financial time series follow the fractional Brownian motion. All variants of Chern-Simons equation and theory are applied and analysed. Financial theory time series movement is, firstly, topologically analysed. The main idea is that exchange rate represents two-dimensional projections of three-dimensional Brownian motion movement. Main principles of knot theory and topology are applied to financial time series and setting is created so the Chern-Simons equation can be applied. As Chern-Simons equation is based on small particles, it is multiplied by the magnifying factor to mimic the real world movement. Afterwards, the following equation is optimised using Solver. The equation is applied to n financial time series in order to see if it can capture the interaction between financial time series and consequently explain it. The aforementioned equation represents a novel approach to financial time series analysis and hopefully it will direct further research.

Keywords: Brownian motion, Chern-Simons theory, financial time series, econophysics

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1282 Environmental Pollution Impact on Lung Functions and Cognitive Functions Among School Adolescence

Authors: Sultan Ayoub Meo

Abstract:

Environmental pollution is a highly challenging global concern of the 21st century and is a major cause of various communicable and non-communicable diseases. We investigate the impact of air pollution on "lung function, fractional exhaled nitric oxide, and cognitive function"in a group of one hundred young students studying in a traffic-polluted school. The students wereselected based on their age, gender, height, weight, and ethnicity. After the clinical history, one hundred students were recruited from the schoolnear and away from the polluted areas. The lung and cognitive functions were recorded. The results revealed that lung and cognitive function parameters were reduced in groups of students studying in a school located in a traffic-polluted area compared to thosestudying in a schoolsituated away from the traffic-polluted area. Environmental pollution impairs students' lung and cognitive functions studying in schools located within traffic-polluted areas. The health officials and policymakers establish strategies to minimize environmental pollution and its allied health hazards. Prof. Sultan Ayoub Meo, MD, Ph.D Professor, Department of Physiology, College of Medicine, King Saud University, Saudi Arabia Email. [email protected] / [email protected]

Keywords: environmental pOllution, lung physiology, cognitive functions, air pollution

Procedia PDF Downloads 115
1281 Study on The Pile Height Loss of Tunisian Handmade Carpets Under Dynamic Loading

Authors: Fatma Abidi, Taoufik Harizi, Slah Msahli, Faouzi Sakli

Abstract:

Nine different Tunisian handmade carpets were used for the investigation. The raw material of the carpet pile yarns was wool. The influence of the different structure parameters (linear density and pile height) on the carpet compression was investigated. Carpets were tested under dynamic loading in order to evaluate and observe the thickness loss and carpet behavior under dynamic loads. To determine the loss of pile height under dynamic loading, the pile height carpets were measured. The test method was treated according to the Tunisian standard NT 12.165 (corresponds to the standard ISO 2094). The pile height measurements are taken and recorded at intervals up to 1000 impacts (measures of this study were made after 50, 100, 200, 500, and 1000 impacts). The loss of pile height is calculated using the variation between the initial height and those measured after the number of reported impacts. The experimental results were statistically evaluated using Design Expert Analysis of Variance (ANOVA) software. As regards the deformation, results showed that both of the structure parameters of the pile yarn and the pile height have an influence. The carpet with the higher pile and the less linear density of pile yarn showed the worst performance. Results of a polynomial regression analysis are highlighted. There is a good correlation between the loss of pile height and the impacts number of dynamic loads. These equations are in good agreement with measured data. Because the prediction is reasonably accurate for all samples, these equations can also be taken into account when calculating the theoretical loss of pile height for the considered carpet samples. Statistical evaluations of the experimen¬tal data showed that the pile material and number of impacts have a significant effect on mean thickness and thickness loss variations.

Keywords: Tunisian handmade carpet, loss of pile height, dynamic loads, performance

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1280 Experimental and Graphical Investigation on Oil Recovery by Buckley-Leveret Theory

Authors: Khwaja Naweed Seddiqi, Zabihullah Mahdi, Shigeo Honma

Abstract:

Recently increasing oil production from petroleum reservoirs is one of the most important issues in the global energy sector. So, in this paper, the recovery of oil by the waterflooding technique from petroleum reservoir are considered. To investigate the aforementioned phenomena, the relative permeability of two immiscible fluids in sand is measured in the laboratory based on the steady-state method. Two sorts of oils, kerosene and heavy oil, and water are pumped simultaneously into a vertical sand column with different pumping ratio. From the change in fractional discharge measured at the outlet, a method for determining the relative permeability is developed focusing on the displacement mechanism in sand. Then, displacement mechanism of two immiscible fluids in the sand is investigated under the Buckley-Leveret frontal displacement theory and laboratory experiment. Two sorts of experiments, one is the displacement of pore water by oil, the other is the displacement of pore oil by water, are carried out. It is revealed that the relative permeability curves display tolerably different shape owing to the properties of oils, and produce different amount of residual oils and irreducible water saturation.

Keywords: petroleum reservoir engineering, relative permeability, two-phase flow, immiscible displacement in porous media, steady-state method, waterflooding

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1279 Study of Coconut and Babassu Oils with High Acid Content and the Fatty Acids (C6 to C16) Obtained from These Oils

Authors: Flávio A. F. da Ponte, Jackson Q. Malveira, José A. S. Ramos Filho, Monica C. G. Albuquerque

Abstract:

The vegetable oils have many applications in industrial processes and due to this potential have constantly increased the demand for the use of low-quality oils, mainly in the production of biofuel. This work aims to the physicochemical evaluation of babassu oil (Orbinya speciosa) and coconut (Cocos nucifera) of low quality, as well the obtaining the free fatty acids 6 to 16 carbon atoms, with intention to be used as raw material for the biofuels production. The babassu oil and coconut low quality, as well the fatty acids obtained from these oils were characterized as their physicochemical properties and fatty acid composition (using gas chromatography coupled to mass). The NMR technique was used to assess the efficiency of fractional distillation under reduced pressure to obtain the intermediate carbonic chain fatty acids. The results showed that the bad quality in terms of physicochemical evaluation of babassu oils and coconut oils interfere directly in industrial application. However the fatty acids of intermediate carbonic chain (C6 to C16) may be used in cosmetic, pharmaceutical and particularly as the biokerosene fuel. The chromatographic analysis showed that the babassu oil and coconut oil have as major fatty acids are lauric acid (57.5 and 38.6%, respectively), whereas the top phase from distillation of coconut oil showed caprylic acid (39.1%) and major fatty acid.

Keywords: babassu oil (Orbinya speciosa), coconut oil (Cocos nucifera), fatty acids, biomass

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1278 Analysis of Thermal Effect on Functionally Graded Micro-Beam via Mixed Finite Element Method

Authors: Cagri Mollamahmutoglu, Ali Mercan, Aykut Levent

Abstract:

Studies concerning the microstructures are becoming more important as the utilization of various micro-electro mechanical systems (MEMS) are increasing. Thus in recent years, thermal buckling and vibration analysis of microstructures have been subject to many investigations that are utilizing different numerical methods. In this study, thermal effects on mechanical response of a functionally graded (FG) Timoshenko micro-beam are presented in the framework of a mixed finite element formulation. Size effects are taken into consideration via modified couple stress theory. The mixed formulation is based on a function which in turn is derived via Gateaux Differential scientifically. After the resolution of all field equations of the beam, a potential operator is carefully constructed. Then this operator is used for the manufacturing of the functional. Usual procedures of finite element approximation are utilized for the derivation of the mixed finite element equations once the potential is obtained. Resulting finite element formulation allows usage of C₀ type simple linear shape functions and avoids shear-locking phenomena, which is a common shortcoming of the displacement-based formulations of moderately thick beams. The developed numerical scheme is used to obtain the effects of thermal loads on the static bending, free vibration and buckling of FG Timoshenko micro-beams for different power-law parameters, aspect ratios and boundary conditions. The versatility of the mixed formulation is presented over other numerical methods such as generalized differential quadrature method (GDQM). Another attractive property of the formulation is that it allows direct calculation of the contribution of micro effects on the overall mechanical response.

Keywords: micro-beam, functionally graded materials, thermal effect, mixed finite element method

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1277 Lie Symmetry of a Nonlinear System Characterizing Endemic Malaria

Authors: Maba Boniface Matadi

Abstract:

This paper analyses the model of Malaria endemic from the point of view of the group theoretic approach. The study identified new independent variables that lead to the transformation of the nonlinear model. Furthermore, corresponding determining equations were constructed, and new symmetries were found. As a result, the findings of the study demonstrate of the integrability of the model to present an invariant solution for the Malaria model.

Keywords: group theory, lie symmetry, invariant solutions, malaria

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1276 Investigating the Energy Harvesting Potential of a Pitch-Plunge Airfoil Subjected to Fluctuating Wind

Authors: Magu Raam Prasaad R., Venkatramani Jagadish

Abstract:

Recent studies in the literature have shown that randomly fluctuating wind flows can give rise to a distinct regime of pre-flutter oscillations called intermittency. Intermittency is characterized by the presence of sporadic bursts of high amplitude oscillations interspersed amidst low-amplitude aperiodic fluctuations. The focus of this study is on investigating the energy harvesting potential of these intermittent oscillations. Available literature has by and large devoted its attention on extracting energy from flutter oscillations. The possibility of harvesting energy from pre-flutter regimes have remained largely unexplored. However, extracting energy from violent flutter oscillations can be severely detrimental to the structural integrity of airfoil structures. Consequently, investigating the relatively stable pre-flutter responses for energy extraction applications is of practical importance. The present study is devoted towards addressing these concerns. A pitch-plunge airfoil with cubic hardening nonlinearity in the plunge and pitch degree of freedom is considered. The input flow fluctuations are modelled using a sinusoidal term with randomly perturbed frequencies. An electromagnetic coupling is provided to the pitch-plunge equations, such that, energy from the wind induced vibrations of the structural response are extracted. With the mean flow speed as the bifurcation parameter, a fourth order Runge-Kutta based time marching algorithm is used to solve the governing aeroelastic equations with electro-magnetic coupling. The harnessed energy from the intermittency regime is presented and the results are discussed in comparison to that obtained from the flutter regime. The insights from this study could be useful in health monitoring of aeroelastic structures.

Keywords: aeroelasticity, energy harvesting, intermittency, randomly fluctuating flows

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1275 Exergy Analysis of a Vapor Absorption Refrigeration System Using Carbon Dioxide as Refrigerant

Authors: Samsher Gautam, Apoorva Roy, Bhuvan Aggarwal

Abstract:

Vapor absorption refrigeration systems can replace vapor compression systems in many applications as they can operate on a low-grade heat source and are environment-friendly. Widely used refrigerants such as CFCs and HFCs cause significant global warming. Natural refrigerants can be an alternative to them, among which carbon dioxide is promising for use in automotive air conditioning systems. Its inherent safety, ability to withstand high pressure and high heat transfer coefficient coupled with easy availability make it a likely choice for refrigerant. Various properties of the ionic liquid [bmim][PF₆], such as non-toxicity, stability over a wide temperature range and ability to dissolve gases like carbon dioxide, make it a suitable absorbent for a vapor absorption refrigeration system. In this paper, an absorption chiller consisting of a generator, condenser, evaporator and absorber was studied at an operating temperature of 70⁰C. A thermodynamic model was set up using the Peng-Robinson equations of state to predict the behavior of the refrigerant and absorbent pair at different points in the system. A MATLAB code was used to obtain the values of enthalpy and entropy at selected points in the system. The exergy destruction in each component and exergetic coefficient of performance (ECOP) of the system were calculated by performing an exergy analysis based on the second law of thermodynamics. Graphs were plotted between varying operating conditions and the ECOP obtained in each case. The effect of every component on the ECOP was examined. The exergetic coefficient of performance was found to be lesser than the coefficient of performance based on the first law of thermodynamics.

Keywords: [bmim][PF₆] as absorbent, carbon dioxide as refrigerant, exergy analysis, Peng-Robinson equations of state, vapor absorption refrigeration

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1274 Determination of Temperature Dependent Characteristic Material Properties of Commercial Thermoelectric Modules

Authors: Ahmet Koyuncu, Abdullah Berkan Erdogmus, Orkun Dogu, Sinan Uygur

Abstract:

Thermoelectric modules are integrated to electronic components to keep their temperature in specific values in electronic cooling applications. They can be used in different ambient temperatures. The cold side temperatures of thermoelectric modules depend on their hot side temperatures, operation currents, and heat loads. Performance curves of thermoelectric modules are given at most two different hot surface temperatures in product catalogs. Characteristic properties are required to select appropriate thermoelectric modules in thermal design phase of projects. Generally, manufacturers do not provide characteristic material property values of thermoelectric modules to customers for confidentiality. Common commercial software applied like ANSYS ICEPAK, FloEFD, etc., include thermoelectric modules in their libraries. Therefore, they can be easily used to predict the effect of thermoelectric usage in thermal design. Some software requires only the performance values in different temperatures. However, others like ICEPAK require three temperature-dependent equations for material properties (Seebeck coefficient (α), electrical resistivity (β), and thermal conductivity (γ)). Since the number and the variety of thermoelectric modules are limited in this software, definitions of characteristic material properties of thermoelectric modules could be required. In this manuscript, the method of derivation of characteristic material properties from the datasheet of thermoelectric modules is presented. Material characteristics were estimated from two different performance curves by experimentally and numerically in this study. Numerical calculations are accomplished in ICEPAK by using a thermoelectric module exists in the ICEPAK library. A new experimental setup was established to perform experimental study. Because of similar results of numerical and experimental studies, it can be said that proposed equations are approved. This approximation can be suggested for the analysis includes different type or brand of TEC modules.

Keywords: electrical resistivity, material characteristics, thermal conductivity, thermoelectric coolers, seebeck coefficient

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1273 The Influence of Thermal Radiation and Chemical Reaction on MHD Micropolar Fluid in The Presence of Heat Generation/Absorption

Authors: Binyam Teferi

Abstract:

Numerical and theoretical analysis of mixed convection flow of magneto- hydrodynamics micropolar fluid with stretching capillary in the presence of thermal radiation, chemical reaction, viscous dissipation, and heat generation/ absorption have been studied. The non-linear partial differential equations of momentum, angular velocity, energy, and concentration are converted into ordinary differential equations using similarity transformations which can be solved numerically. The dimensionless governing equations are solved by using Runge Kutta fourth and fifth order along with the shooting method. The effect of physical parameters viz., micropolar parameter, unsteadiness parameter, thermal buoyancy parameter, concentration buoyancy parameter, Hartmann number, spin gradient viscosity parameter, microinertial density parameter, thermal radiation parameter, Prandtl number, Eckert number, heat generation or absorption parameter, Schmidt number and chemical reaction parameter on flow variables viz., the velocity of the micropolar fluid, microrotation, temperature, and concentration has been analyzed and discussed graphically. MATLAB code is used to analyze numerical and theoretical facts. From the simulation study, it can be concluded that an increment of micropolar parameter, Hartmann number, unsteadiness parameter, thermal and concentration buoyancy parameter results in decrement of velocity flow of micropolar fluid; microrotation of micropolar fluid decreases with an increment of micropolar parameter, unsteadiness parameter, microinertial density parameter, and spin gradient viscosity parameter; temperature profile of micropolar fluid decreases with an increment of thermal radiation parameter, Prandtl number, micropolar parameter, unsteadiness parameter, heat absorption, and viscous dissipation parameter; concentration of micropolar fluid decreases as unsteadiness parameter, Schmidt number and chemical reaction parameter increases. Furthermore, computational values of local skin friction coefficient, local wall coupled coefficient, local Nusselt number, and local Sherwood number for different values of parameters have been investigated. In this paper, the following important results are obtained; An increment of micropolar parameter and Hartmann number results in a decrement of velocity flow of micropolar fluid. Microrotation decreases with an increment of the microinertial density parameter. Temperature decreases with an increasing value of the thermal radiation parameter and viscous dissipation parameter. Concentration decreases as the values of Schmidt number and chemical reaction parameter increases. The coefficient of local skin friction is enhanced with an increase in values of both the unsteadiness parameter and micropolar parameter. Increasing values of unsteadiness parameter and micropolar parameter results in an increment of the local couple stress. An increment of values of unsteadiness parameter and thermal radiation parameter results in an increment of the rate of heat transfer. As the values of Schmidt number and unsteadiness parameter increases, Sherwood number decreases.

Keywords: thermal radiation, chemical reaction, viscous dissipation, heat absorption/ generation, similarity transformation

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1272 Adequacy of Second-Generation Laryngeal Mask Airway during Prolonged Abdominal Surgery

Authors: Sukhee Park, Gaab Soo Kim

Abstract:

Purpose: We aimed to evaluate the adequacy of second-generation laryngeal mask airway use during prolonged abdominal surgery in respect of ventilation, oxygenation, postoperative pulmonary complications (PPC), and postoperative non-pulmonary complications on living donor kidney transplant (LDKT) surgery. Methods: In total, 257 recipients who underwent LDKT using either laryngeal mask airway-ProSeal (LMA-P) or endotracheal tube (ETT) were retrospectively analyzed. Arterial partial pressure of carbon dioxide (PaCO2 and ratio of arterial partial pressure of oxygen to fractional inspired oxygen (PFR) during surgery were compared between two groups. In addition, PPC including pulmonary aspiration and postoperative non-pulmonary complications including nausea, vomiting, hoarseness, vocal cord palsy, delirium, and atrial fibrillation were also compared. Results: PaCO2 and PFR during surgery were not significantly different between the two groups. PPC was also not significantly different between the two groups. Interestingly, the incidence of delirium was significantly lower in the LMA-P group than the ETT group (3.0% vs. 10.3%, P = 0.029). Conclusions: During prolonged abdominal surgery such as LDKT, second-generation laryngeal mask airway offers adequate ventilation and oxygenation and can be considered a suitable alternative to ETT.

Keywords: laryngeal mask airway, prolonged abdominal surgery, kidney transplantation, postoperative pulmonary complication

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1271 Spectral Properties of Fiber Bragg Gratings

Authors: Y. Hamaizi, H. Triki, A. El-Akrmi

Abstract:

In this paper, the reflection spectra, group delay and dispersion of a uniform fiber Bragg grating (FBG) are obtained. FBGs with two types of apodized variations of the refractive index were modeled to show how the side-lobes can be suppressed. Apodization techniques are used to get optimized reflection spectra. The simulation is based on solving coupled mode equations together with the transfer matrix method.

Keywords: fiber bragg gratings, coupled-mode theory, reflectivity, apodization

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1270 Gas Flow, Time, Distance Dynamic Modelling

Authors: A. Abdul-Ameer

Abstract:

The equations governing the distance, pressure- volume flow relationships for the pipeline transportation of gaseous mixtures, are considered. A derivation based on differential calculus, for an element of this system model, is addressed. Solutions, yielding the input- output response following pressure changes, are reviewed. The technical problems associated with these analytical results are identified. Procedures resolving these difficulties providing thereby an attractive, simple, analysis route are outlined. Computed responses, validating thereby calculated predictions, are presented.

Keywords: pressure, distance, flow, dissipation, models

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1269 Sidelobe Free Inverse Synthetic Aperture Radar Imaging of Non Cooperative Moving Targets Using WiFi

Authors: Jiamin Huang, Shuliang Gui, Zengshan Tian, Fei Yan, Xiaodong Wu

Abstract:

In recent years, with the rapid development of radio frequency technology, the differences between radar sensing and wireless communication in terms of receiving and sending channels, signal processing, data management and control are gradually shrinking. There has been a trend of integrated communication radar sensing. However, most of the existing radar imaging technologies based on communication signals are combined with synthetic aperture radar (SAR) imaging, which does not conform to the practical application case of the integration of communication and radar. Therefore, in this paper proposes a high-precision imaging method using communication signals based on the imaging mechanism of inverse synthetic aperture radar (ISAR) imaging. This method makes full use of the structural characteristics of the orthogonal frequency division multiplexing (OFDM) signal, so the sidelobe effect in distance compression is removed and combines radon transform and Fractional Fourier Transform (FrFT) parameter estimation methods to achieve ISAR imaging of non-cooperative targets. The simulation experiment and measured results verify the feasibility and effectiveness of the method, and prove its broad application prospects in the field of intelligent transportation.

Keywords: integration of communication and radar, OFDM, radon, FrFT, ISAR

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1268 Two Dimensional Steady State Modeling of Temperature Profile and Heat Transfer of Electrohydrodynamically Enhanced Micro Heat Pipe

Authors: H. Shokouhmand, M. Tajerian

Abstract:

A numerical investigation of laminar forced convection flows through a square cross section micro heat pipe by applying electrohydrodynamic (EHD) field has been studied. In the present study, pentane is selected as working fluid. Temperature and velocity profiles and heat transfer enhancement in the micro heat pipe by using EHD field at the two-dimensional and single phase fluid flow in steady state regime have been numerically calculated. At this model, only Coulomb force is considered. The study has been carried out for the Reynolds number 10 to 100 and EHD force field up to 8 KV. Coupled, non-linear equations governed on the model (continuity, momentum, and energy equations) have been solved simultaneously by CFD numerical methods. Steady state behavior of affecting parameters, e.g. friction factor, average temperature, Nusselt number and heat transfer enhancement criteria, have been evaluated. It has been observed that by increasing Reynolds number, the effect of EHD force became more significant and for smaller Reynolds numbers the rate of heat transfer enhancement criteria is increased. By obtaining and plotting the mentioned parameters, it has been shown that the EHD field enhances the heat transfer process. The numerical results show that by increasing EHD force field the absolute value of Nusselt number and friction factor increases and average temperature of fluid flow decreases. But the increasing rate of Nusselt number is greater than increasing value of friction factor, which makes applying EHD force field for heat transfer enhancement in micro heat pipes acceptable and applicable. The numerical results of model are in good agreement with the experimental results available in the literature.

Keywords: micro heat pipe, electrohydrodynamic force, Nusselt number, average temperature, friction factor

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1267 Changing Left Ventricular Hypertrophy After Kidney Transplantation

Authors: Zohreh Rostami, Arezoo Khosravi, Mohammad Nikpoor Aghdam, Mahmood Salesi

Abstract:

Background: Cardiovascular mortality in chronic kidney disease (CKD) and end stage renal disease (ESRD) patients have a strong relationship with baseline or progressive left ventricular hypertrophy (LVH) meanwhile in hemodialysis patients 10% decrement in left ventricular mass was associated with 28% reduction in cardiovascular mortality risk. In consonance with these arguments, we designed a study to measure morphological and functional echocardiographic variations early after transplantation. Method: The patients with normal renal function underwent two advanced echocardiographic studies to examine the structural and functional changes in left ventricular mass before and 3-month after transplantation. Results: From a total of 23 participants 21(91.3%) presented with left ventricular hypertrophy, 60.9% in eccentric and 30.4% in concentric group. Diastolic dysfunction improved in concentric group after transplantation. Both in pre and post transplantation global longitudinal strain (GLS)- average in eccentric group was more than concentric (-17.45 ± 2.75 vs -14.3 ± 3.38 p=0.03) and (-18.08 ± 2.6 vs -16.1 ± 2.7 p= 0.04) respectively. Conclusion: Improvement and recovery of left ventricular function in concentric group was better and sooner than eccentric after kidney transplantation. Although fractional shortening and diastolic function and GLS-4C in pre-transplantation in concentric group was worse than eccentric, but therapeutic response to kidney transplantation in concentric was more and earlier than eccentric group.

Keywords: chronic kidney disease, end stage renal disease, left ventricular hypertrophy, global longitudinal strain

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1266 Normalized P-Laplacian: From Stochastic Game to Image Processing

Authors: Abderrahim Elmoataz

Abstract:

More and more contemporary applications involve data in the form of functions defined on irregular and topologically complicated domains (images, meshs, points clouds, networks, etc). Such data are not organized as familiar digital signals and images sampled on regular lattices. However, they can be conveniently represented as graphs where each vertex represents measured data and each edge represents a relationship (connectivity or certain affinities or interaction) between two vertices. Processing and analyzing these types of data is a major challenge for both image and machine learning communities. Hence, it is very important to transfer to graphs and networks many of the mathematical tools which were initially developed on usual Euclidean spaces and proven to be efficient for many inverse problems and applications dealing with usual image and signal domains. Historically, the main tools for the study of graphs or networks come from combinatorial and graph theory. In recent years there has been an increasing interest in the investigation of one of the major mathematical tools for signal and image analysis, which are Partial Differential Equations (PDEs) variational methods on graphs. The normalized p-laplacian operator has been recently introduced to model a stochastic game called tug-of-war-game with noise. Part interest of this class of operators arises from the fact that it includes, as particular case, the infinity Laplacian, the mean curvature operator and the traditionnal Laplacian operators which was extensiveley used to models and to solve problems in image processing. The purpose of this paper is to introduce and to study a new class of normalized p-Laplacian on graphs. The introduction is based on the extension of p-harmonious function introduced in as discrete approximation for both infinity Laplacian and p-Laplacian equations. Finally, we propose to use these operators as a framework for solving many inverse problems in image processing.

Keywords: normalized p-laplacian, image processing, stochastic game, inverse problems

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1265 Optimal Design of Submersible Permanent Magnet Linear Synchronous Motor Based Design of Experiment and Genetic Algorithm

Authors: Xiao Zhang, Wensheng Xiao, Junguo Cui, Hongmin Wang

Abstract:

Submersible permanent magnet linear synchronous motors (SPMLSMs) are electromagnetic devices, which can directly drive plunger pump to obtain the crude oil. Those motors have been gradually applied in oil fields due to high thrust force density and high efficiency. Since the force performance closely depends on the concrete structural parameters, the seven different structural parameters are investigated in detail. This paper presents an optimum design of an SPMLSM to minimize the detent force and maximize the thrust by using design of experiment (DOE) and genetic algorithm (GA). The three significant structural parameters (air-gap length, slot width, pole-arc coefficient) are separately screened using 27 1/16 fractional factorial design (FFD) to investigate the significant effect of seven parameters used in this research on the force performance. Response surface methodology (RSM) is well adapted to make analytical model of thrust and detent force with constraints of corresponding significant parameters and enable objective function to be easily created, respectively. GA is performed as a searching tool to search for the Pareto-optimal solutions. By finite element analysis, the proposed PMLSM shows merits in improving thrust and reducing the detent force dramatically.

Keywords: optimization, force performance, design of experiment (DOE), genetic algorithm (GA)

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1264 Orbit Determination from Two Position Vectors Using Finite Difference Method

Authors: Akhilesh Kumar, Sathyanarayan G., Nirmala S.

Abstract:

An unusual approach is developed to determine the orbit of satellites/space objects. The determination of orbits is considered a boundary value problem and has been solved using the finite difference method (FDM). Only positions of the satellites/space objects are known at two end times taken as boundary conditions. The technique of finite difference has been used to calculate the orbit between end times. In this approach, the governing equation is defined as the satellite's equation of motion with a perturbed acceleration. Using the finite difference method, the governing equations and boundary conditions are discretized. The resulting system of algebraic equations is solved using Tri Diagonal Matrix Algorithm (TDMA) until convergence is achieved. This methodology test and evaluation has been done using all GPS satellite orbits from National Geospatial-Intelligence Agency (NGA) precise product for Doy 125, 2023. Towards this, two hours of twelve sets have been taken into consideration. Only positions at the end times of each twelve sets are considered boundary conditions. This algorithm is applied to all GPS satellites. Results achieved using FDM compared with the results of NGA precise orbits. The maximum RSS error for the position is 0.48 [m] and the velocity is 0.43 [mm/sec]. Also, the present algorithm is applied on the IRNSS satellites for Doy 220, 2023. The maximum RSS error for the position is 0.49 [m], and for velocity is 0.28 [mm/sec]. Next, a simulation has been done for a Highly Elliptical orbit for DOY 63, 2023, for the duration of 6 hours. The RSS of difference in position is 0.92 [m] and velocity is 1.58 [mm/sec] for the orbital speed of more than 5km/sec. Whereas the RSS of difference in position is 0.13 [m] and velocity is 0.12 [mm/sec] for the orbital speed less than 5km/sec. Results show that the newly created method is reliable and accurate. Further applications of the developed methodology include missile and spacecraft targeting, orbit design (mission planning), space rendezvous and interception, space debris correlation, and navigation solutions.

Keywords: finite difference method, grid generation, NavIC system, orbit perturbation

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1263 A Qualitative Description of the Dynamics in the Interactions between Three Populations: Pollinators, Plants, and Herbivores

Authors: Miriam Sosa-Díaz, Faustino Sánchez-Garduño

Abstract:

In population dynamics the study of both, the abundance and the spatial distribution of the populations in a given habitat, is a fundamental issue a From ecological point of view, the determination of the factors influencing such changes involves important problems. In this paper a mathematical model to describe the temporal dynamic and the spatiotemporal dynamic of the interaction of three populations (pollinators, plants and herbivores) is presented. The study we present is carried out by stages: 1. The temporal dynamics and 2. The spatio-temporal dynamics. In turn, each of these stages is developed by considering three cases which correspond to the dynamics of each type of interaction. For instance, for stage 1, we consider three ODE nonlinear systems describing the pollinator-plant, plant-herbivore and plant-pollinator-herbivore, interactions, respectively. In each of these systems different types of dynamical behaviors are reported. Namely, transcritical and pitchfork bifurcations, existence of a limit cycle, existence of a heteroclinic orbit, etc. For the spatiotemporal dynamics of the two mathematical models a novel factor are introduced. This consists in considering that both, the pollinators and the herbivores, move towards those places of the habitat where the plant population density is high. In mathematical terms, this means that the diffusive part of the pollinators and herbivores equations depend on the plant population density. The analysis of this part is presented by considering pairs of populations, i. e., the pollinator-plant and plant-herbivore interactions and at the end the two mathematical model is presented, these models consist of two coupled nonlinear partial differential equations of reaction-diffusion type. These are defined on a rectangular domain with the homogeneous Neumann boundary conditions. We focused in the role played by the density dependent diffusion term into the coexistence of the populations. For both, the temporal and spatio-temporal dynamics, a several of numerical simulations are included.

Keywords: bifurcation, heteroclinic orbits, steady state, traveling wave

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1262 Notched Bands in Ultra-Wideband UWB Filter Design for Advanced Wireless Applications

Authors: Abdul Basit, Amil Daraz, Guoqiang Zhang

Abstract:

With the increasing demand for wireless communication systems for unlicensed indoor applications, the FCC, in February 2002, allocated unlicensed bands ranging from 3.1 GHZ to 10.6 GHz with fractional bandwidth of about 109 %, because it plays a key role in the radiofrequency (RF) front ends devices and has been widely applied in many other microwave circuits. Targeting the proposed band defined by the FCC for the UWB system, this article presents a UWB bandpass filter with three stop bands for the mitigation of wireless bands that may interfere with the UWB range. For this purpose, two resonators are utilized for the implementation of triple-notched bands. The C-shaped resonator is used for the first notch band creation at 3.4 GHz to suppress the WiMAX signal, while the H-shaped resonator is employed in the initial UWB design to introduce the dual notched characteristic at 4.5 GHz and 8.1 GHz to reject the WLAN and Satellite Communication signals. The overall circuit area covered by the proposed design is 30.6 mm × 20 mm, or in terms of guided wavelength at the first stopband, its size is 0.06 λg × 0.02 λg. The presented structure shows a good return loss under -10 dB over most of the passband and greater than -15 dB for the notched frequency bands. Finally, the filter is simulated and analyzed in HFSS 15.0. All the bands for the rejection of wireless signals are independently controlled, which makes this work superior to the rest of the UWB filters presented in the literature.

Keywords: a bandpass filter (BPF), ultra-wideband (UWB), wireless communication, C-shaped resonator, triple notch

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1261 Determination of the Axial-Vector from an Extended Linear Sigma Model

Authors: Tarek Sayed Taha Ali

Abstract:

The dependence of the axial-vector coupling constant gA on the quark masses has been investigated in the frame work of the extended linear sigma model. The field equations have been solved in the mean-field approximation. Our study shows a better fitting to the experimental data compared with the existing models.

Keywords: extended linear sigma model, nucleon properties, axial coupling constant, physic

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1260 A Research on the Effect of Soil-Structure Interaction on the Dynamic Response of Symmetrical Reinforced Concrete Buildings

Authors: Adinew Gebremeskel Tizazu

Abstract:

The effect of soil-structure interaction on the dynamic response of reinforced concrete buildings of regular and symmetrical geometry are considered in this study. The structures are presumed to be generally embedded in a homogenous soil formation underlain by very stiff material or bedrock. The structure-foundation–soil system is excited at the base by an earthquake ground motion. The superstructure is idealized as a system with lumped masses concentrated at the floor levels, and coupled with the substructure. The substructure system, which comprises of the foundation and soil, is represented, and replaced by springs and dashpots. Frequency-dependent impedances of the foundation system are incorporated in the discrete model in terms of the springs and dashpots coefficients. The excitation applied to the model is field ground motions of actual earthquake records. Modal superposition principle is employed to transform the equations of motion in geometrical coordinates to modal coordinates. However, the modal equations remain coupled with respect to damping terms due to the difference in damping mechanisms of the superstructure and the soil. Hence, proportional damping for the coupled structural system may not be assumed. An iterative approach is adopted and programmed to solve the system of coupled equations of motion in modal coordinates to obtain the displacement responses of the system. Parametric studies for responses of building structures with regular and symmetric plans of different structural properties and heights are made for fixed and flexible base conditions, for different soil conditions encountered in Addis Ababa. The displacement, base shear and base overturning moments are used in the comparison of different types of structures for various foundation embedment depths, site conditions and height of structures. These values are compared against those of fixed base structure. The study shows that the flexible base structures, generally exhibit different responses from those structures with fixed base. Basically, the natural circular frequencies, the base shears and the inter-story displacements for the flexible base are less than those of the fixed base structures. This trend is particularly evident when the flexible soil has large thickness. In contrast, the trend becomes less predictable, when the thickness of the flexible soil decreases. Moreover, in the latter case, the iteration undulates significantly making the prediction difficult. This is attributed to the highly jagged nature of the impedance functions of frequencies for such formations. In this case, it is difficult to conclude whether the conventional fixed-base approach yields conservative design forces, as is the case for soil formations of large thickness.

Keywords: effect of soil structure, dynamic response corroborated, the modal superposition principle, parametric studies

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1259 A Neural Network for the Prediction of Contraction after Burn Injuries

Authors: Ginger Egberts, Marianne Schaaphok, Fred Vermolen, Paul van Zuijlen

Abstract:

A few years ago, a promising morphoelastic model was developed for the simulation of contraction formation after burn injuries. Contraction can lead to a serious reduction in physical mobility, like a reduction in the range-of-motion of joints. If this is the case in a healing burn wound, then this is referred to as a contracture that needs medical intervention. The morphoelastic model consists of a set of partial differential equations describing both a chemical part and a mechanical part in dermal wound healing. These equations are solved with the numerical finite element method (FEM). In this method, many calculations are required on each of the chosen elements. In general, the more elements, the more accurate the solution. However, the number of elements increases rapidly if simulations are performed in 2D and 3D. In that case, it not only takes longer before a prediction is available, the computation also becomes more expensive. It is therefore important to investigate alternative possibilities to generate the same results, based on the input parameters only. In this study, a surrogate neural network has been designed to mimic the results of the one-dimensional morphoelastic model. The neural network generates predictions quickly, is easy to implement, and there is freedom in the choice of input and output. Because a neural network requires extensive training and a data set, it is ideal that the one-dimensional FEM code generates output quickly. These feed-forward-type neural network results are very promising. Not only can the network give faster predictions, but it also has a performance of over 99%. It reports on the relative surface area of the wound/scar, the total strain energy density, and the evolutions of the densities of the chemicals and mechanics. It is, therefore, interesting to investigate the applicability of a neural network for the two- and three-dimensional morphoelastic model for contraction after burn injuries.

Keywords: biomechanics, burns, feasibility, feed-forward NN, morphoelasticity, neural network, relative surface area wound

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1258 Landscape Factors Eliciting the Sense of Relaxation in Urban Green Space

Authors: Kaowen Grace Chang

Abstract:

Urban green spaces play an important role in promoting wellbeing through the sense of relaxation for urban residents. Among many designing factors, what the principal ones that could effectively influence people’s sense of relaxation? And, what are the relationship between the sense of relaxation and those factors? Regarding those questions, there is still little evidence for sufficient support. Therefore, the purpose of this study, based on individual responses to environmental information, is to investigate the landscape factors that relate to well-being through the sense of relaxation in mixed-use urban environments. We conducted the experimental design and model construction utilizing choice-based conjoint analysis to test the factors of plant arrangement pattern, plant trimming condition, the distance to visible automobile, the number of landmark objects, and the depth of view. Through the operation of balanced fractional orthogonal design, the goal is to know the relationship between the sense of relaxation and different designs. In a result, the three factors of plant trimming condition, the distance to visible automobile, and the depth of view shed are significantly effective to the sense of relaxation. The stronger magnitude of maintenance and trimming, the further distance to visible automobiles, and deeper view shed that allow the users to see further scenes could significantly promote green space users’ sense of relaxation in urban green spaces.

Keywords: urban green space, landscape planning and design, sense of relaxation, choice model

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1257 Fano-Resonance-Based Wideband Acoustic Metamaterials with Highly Efficient Ventilation

Authors: Xi-Wen Xiao, Tzy-Rong Lin, Chien-Hao Liu

Abstract:

Ventilated acoustic metamaterials have attracted considerable research attention due to their low-frequency absorptions and efficient fluid ventilations. In this research, a wideband acoustic metamaterial with auditory filtering ability and efficient ventilation capacity were proposed. In contrast to a conventional Fano-like resonator, a Fano-like resonator composed of a resonant unit and two nonresonant units with a large opening area of 68% for fluid passages was developed. In addition, the coupling mechanism to improve the narrow bandwidths of conventional Fano-resonance-based meta-materials was included. With a suitable design, the output sound waves of the resonant and nonresonant states were out of phase to achieve sound absorptions in the far fields. Therefore, three-element and five-element coupled Fano-like metamaterials were designed and simulated with the help of the finite element software to obtain the filtering fractional bandwidths of 42.5% and 61.8%, respectively. The proposed approach can be extended to multiple coupled resonators for obtaining ultra-wide bandwidths and can be implemented with 3D printing for practical applications. The research results are expected to be beneficial for sound filtering or noise reductions in duct applications and limited-volume spaces.

Keywords: fano resonance, noise reduction, resonant coupling, sound filtering, ventilated acoustic metamaterial

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1256 Effect of Baffles on the Cooling of Electronic Components

Authors: O. Bendermel, C. Seladji, M. Khaouani

Abstract:

In this work, we made a numerical study of the thermal and dynamic behaviour of air in a horizontal channel with electronic components. The influence to use baffles on the profiles of velocity and temperature is discussed. The finite volume method and the algorithm Simple are used for solving the equations of conservation of mass, momentum and energy. The results found show that baffles improve heat transfer between the cooling air and electronic components. The velocity will increase from 3 times per rapport of the initial velocity.

Keywords: electronic components, baffles, cooling, fluids engineering

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1255 Finite Volume Method in Loop Network in Hydraulic Transient

Authors: Hossain Samani, Mohammad Ehteram

Abstract:

In this paper, we consider finite volume method (FVM) in water hammer. We will simulate these techniques on a looped network with complex boundary conditions. After comparing methods, we see the FVM method as the best method. We compare the results of FVM with experimental data. Finite volume using staggered grid is applied for solving water hammer equations.

Keywords: hydraulic transient, water hammer, interpolation, non-liner interpolation

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1254 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization

Authors: B. Marasović, S. Pivac, S. V. Vukasović

Abstract:

Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.

Keywords: Croatian capital market, Markowitz model, fractional quadratic programming, portfolio optimization, transaction costs

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