Search results for: Black-Scholes partial differential equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3984

Search results for: Black-Scholes partial differential equations

3234 Full-Potential Investigation of the Electronic and Magnetic Properties of CdCoTe and CdMnTe Diluted Magnetic Semiconductors

Authors: A.Zitouni, S.Bentata, B.Bouadjemi, T.Lantri, W. Benstaali, Z.Aziz, S.Cherid

Abstract:

We investigate the structural, electronic and magnetic properties of the diluted magnetic semiconductors (DMSs) CdCoTe and CdMnTe in the zinc blende phase with 25% of Co and Mn. The calculations are performed by the recent ab initio full potential augmented plane waves (FP_L/APW) method within the spin polarized density-functional theory (DFT) and the generalized gradient approximation GGA. Structural properties are determined from the total energy calculations and we found that these compounds are stable in the ferromagnetic phase. We discuss the electronic structures, total and partial densities of states and total magnetic moments. The calculated densities of states presented in this study identify the half-metallic of CdCoTe and CdMnTe.

Keywords: electronic structure, half-metallic, magnetic moment, total and partial densities of states

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3233 Nonlinear Free Vibrations of Functionally Graded Cylindrical Shells

Authors: Alexandra Andrade Brandão Soares, Paulo Batista Gonçalves

Abstract:

Using a modal expansion that satisfies the boundary and continuity conditions and expresses the modal couplings characteristic of cylindrical shells in the nonlinear regime, the equations of motion are discretized using the Galerkin method. The resulting algebraic equations are solved by the Newton-Raphson method, thus obtaining the nonlinear frequency-amplitude relation. Finally, a parametric analysis is conducted to study the influence of the geometry of the shell, the gradient of the functional material and vibration modes on the degree and type of nonlinearity of the cylindrical shell, which is the main contribution of this research work.

Keywords: cylindrical shells, dynamics, functionally graded material, nonlinear vibrations

Procedia PDF Downloads 65
3232 Fruiting Body Specific Sc4 Hydrophobin Gene Plays a Role in Schizophyllum Commune Hyphal Attachment to Structured Glass Surfaces

Authors: Evans Iyamu

Abstract:

Genes encoding hydrophobins play distinct roles at different stages of the life cycle of fungi, and they foster hyphal attachment to surfaces. The hydrophobin Sc4 is known to provide a hydrophobic membrane lining of the gas channels within Schizophyllum commune fruiting bodies. Here, we cultivated non-fruiting, monokaryotic S. commune 12-43 on glass surfaces that could be verified by micrography. Differential gene expression profiling of nine hydrophobin genes and the hydrophobin-like sc15 gene by quantitative PCR showed significant up-regulation of sc4 when S. commune was attached to glass surfaces, also confirmed with RNA-Seq data analysis. Another silicate, namely quartz sand, was investigated, and induction of sc4 was seen as well. The up-regulation of the hydrophobin gene sc4 may indicate involvement in S. commune hyphal attachment to glass as well as quartz surfaces. We propose that the covering of hyphae by Sc4 allows for direct interaction with the hydrophobic surfaces of silicates and that differential functions of specific hydrophobin genes depend on the surface interface involved. This study could help with the clarification of the biological functions of hydrophobins in natural surroundings, including hydrophobic surface attachment. Therefore, the analysis of growth on glass serves as a basis for understanding S. commune interaction with glass surfaces while providing the possibility to visualize the interaction microscopically.

Keywords: hydrophobin, structured glass surfaces, differential gene expression, quartz sand

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3231 Total Controllability of the Second Order Nonlinear Differential Equation with Delay and Non-Instantaneous Impulses

Authors: Muslim Malik, Avadhesh Kumar

Abstract:

A stronger concept of exact controllability which is called Total Controllability is introduced in this manuscript. Sufficient conditions have been established for the total controllability of a control problem, governed by second order nonlinear differential equation with delay and non-instantaneous impulses in a Banach space X. The results are obtained using the strongly continuous cosine family and Banach fixed point theorem. Also, the total controllability of an integrodifferential problem is investigated. At the end, some numerical examples are provided to illustrate the analytical findings.

Keywords: Banach fixed point theorem, non-instantaneous impulses, strongly continuous cosine family, total controllability

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3230 Lamb Waves in Plates Subjected to Uniaxial Stresses

Authors: Munawwar Mohabuth, Andrei Kotousov, Ching-Tai Ng

Abstract:

On the basis of the finite deformation theory, the effect of homogeneous stress on the propagation of Lamb waves in an initially isotropic hyperelastic plate is analysed. The equations governing the propagation of small amplitude waves in the prestressed plate are derived using the theory of small deformations superimposed on large deformations. By enforcing traction free boundary conditions at the upper and lower surfaces of the plate, acoustoelastic dispersion equations for Lamb wave propagation are obtained, which are solved numerically. Results are given for an aluminum plate subjected to a range of applied stresses.

Keywords: acoustoelasticity, dispersion, finite deformation, lamb waves

Procedia PDF Downloads 468
3229 Effects of Water Content on Dielectric Properties of Mineral Transformer Oil

Authors: Suwarno, M. Helmi Prakoso

Abstract:

Mineral oil is commonly used for high voltage transformer insulation. The insulation quality of mineral oil is affecting the operation process of high voltage transformer. There are many contaminations which could decrease the insulation quality of mineral oil. One of them is water. This research talks about the effect of water content on dielectric properties, physic properties, and partial discharge pattern on mineral oil. Samples were varied with 10 varieties of water content value. And then all samples were tested to measure the dielectric properties, physic properties, and partial discharge pattern. The result of this research showed that an increment of water content value would decrease the insulation quality of mineral oil.

Keywords: dielectric properties, high voltage transformer, mineral oil, water content

Procedia PDF Downloads 399
3228 An Iterative Family for Solution of System of Nonlinear Equations

Authors: Sonia Sonia

Abstract:

This paper presents a family of iterative scheme for solving nonlinear systems of equations which have wide application in sciences and engineering. The proposed iterative family is based upon some parameters which generates many different iterative schemes. This family is completely derivative free and uses first of divided difference operator. Moreover some numerical experiments are performed and compared with existing methods. Analysis of convergence shows that the presented family has fourth-order of convergence. The dynamical behaviour of proposed family and local convergence have also been discussed. The numerical performance and convergence region comparison demonstrates that proposed family is efficient.

Keywords: convergence, divided difference operator, nonlinear system, Newton's method

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3227 Maryland Restoration of Anterior Tooth Loss as a Minimal Invasive Dentistry: An Alternative Treatment

Authors: B. Oral, C. Bal, M. S. Kar, A. Akgürbüz

Abstract:

Loss of maxillary central incisors occurs in many patients, and the treatment of young adults with this problem is a challenge for both prosthodontists and orthodontists. Common treatment alternatives are distalization of adjacent teeth and fabrication of a conventional 3-unit fixed partial denture, a single implant supported crown restoration or a resin-bonded fixed partial denture. This case report describes the indication of a resin-bonded fixed partial denture, preparation of the abutment teeth and the prosthetic procedures. The technique described here represents a conservative, esthetically pleasing and rapid solution for the missing maxillary central incisor when implant placement and/or guided bone regeneration techniques are not feasible because of financial, social or time restrictions. In this case a 16 year-old female patient who lost her maxillary left central incisor six years ago in a bicycle accident applied to our clinic with a major complaint of her unaesthetic appearance associated with the loss of her maxillary left central incisor. Although there was an indication for orthodontic treatment because of the limited space at the traumatized area, the patient did not accept to receive any orthodontic procedure. That is why an implant supported restoration could not be an option for the narrow area. Therefore maryland bridge as a minimal invasive dental therapy was preferred as a retention appliance so the patient's aesthetic appearance was restored.

Keywords: Maryland bridge, single tooth restoration, aesthetics, maxillary central incisors

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3226 Regional Adjustment to the Analytical Attenuation Coefficient in the GMPM BSSA 14 for the Region of Spain

Authors: Gonzalez Carlos, Martinez Fransisco

Abstract:

There are various types of analysis that allow us to involve seismic phenomena that cause strong requirements for structures that are designed by society; one of them is a probabilistic analysis which works from prediction equations that have been created based on metadata seismic compiled in different regions. These equations form models that are used to describe the 5% damped pseudo spectra response for the various zones considering some easily known input parameters. The biggest problem for the creation of these models requires data with great robust statistics that support the results, and there are several places where this type of information is not available, for which the use of alternative methodologies helps to achieve adjustments to different models of seismic prediction.

Keywords: GMPM, 5% damped pseudo-response spectra, models of seismic prediction, PSHA

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3225 Mathematical Modelling and Numerical Simulation of Maisotsenko Cycle

Authors: Rasikh Tariq, Fatima Z. Benarab

Abstract:

Evaporative coolers has a minimum potential to reach the wet-bulb temperature of intake air which is not enough to handle a large cooling load; therefore, it is not a feasible option to overcome cooling requirement of a building. The invention of Maisotsenko (M) cycle has led evaporative cooling technology to reach the sub-wet-bulb temperature of the intake air; therefore, it brings an innovation in evaporative cooling techniques. In this work, we developed a mathematical model of the Maisotsenko based air cooler by applying energy and mass balance laws on different air channels. The governing ordinary differential equations are discretized and simulated on MATLAB. The temperature and the humidity plots are shown in the simulation results. A parametric study is conducted by varying working air inlet conditions (temperature and humidity), inlet air velocity, geometric parameters and water temperature. The influence of these aforementioned parameters on the cooling effectiveness of the HMX is reported.  Results have shown that the effectiveness of the M-Cycle is increased by increasing the ambient temperature and decreasing absolute humidity. An air velocity of 0.5 m/sec and a channel height of 6-8mm is recommended.

Keywords: HMX, maisotsenko cycle, mathematical modeling, numerical simulation, parametric study

Procedia PDF Downloads 147
3224 Experimental Studies on the Effect of Premixing Methods in Anaerobic Digestor with Corn Stover

Authors: M. Sagarika, M. Chandra Sekhar

Abstract:

Agricultural residues are producing in large quantities in India and account for abundant but underutilized source of renewable biomass in agriculture. In India, the amount of crop residues available is estimated to be approximately 686 million tons. Anaerobic digestion is a promising option to utilize the surplus agricultural residues and can produce biogas and digestate. Biogas is mainly methane (CH4), which can be utilized as an energy source in replacement for fossil fuels such as natural gas, oil, in other hand, digestate contains high amounts of nutrients, can be employed as fertilizer. Solid state anaerobic digestion (total solids ≥ 15%) is suitable for agricultural residues, as it reduces the problems like stratification and floating issues that occur in liquid anaerobic digestion (total solids < 15%). The major concern in solid-state anaerobic digestion is the low mass transfer of feedstock and inoculum that resulting in low performance. To resolve this low mass transfer issue, effective mixing of feedstock and inoculum is required. Mechanical mixing using stirrer at the time of digestion process can be done, but it is difficult to operate the stirring of feedstock with high solids percentage and high viscosity. Complete premixing of feedstock and inoculum is an alternative method, which is usual in lab scale studies but may not be affordable due to high energy demand in large-scale digesters. Developing partial premixing methods may reduce this problem. Current study is to improve the performance of solid-state anaerobic digestion of corn stover at feedstock to inoculum ratios 3 and 5, by applying partial premixing methods and to compare the complete premixing method with two partial premixing methods which are two alternative layers of feedstock and inoculum and three alternative layers of feedstock and inoculum where higher inoculum ratios in the top layers. From experimental studies it is observed that, partial premixing method with three alternative layers of feedstock and inoculum yielded good methane.

Keywords: anaerobic digestion, premixing methods, methane yield, corn stover, volatile solids

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3223 Development of an Index for Asset Class in Ex-Ante Portfolio Management

Authors: Miang Hong Ngerng, Noor Diyana Jasme, May Jin Theong

Abstract:

Volatile market environment is inevitable. Fund managers are struggling to choose the right strategy to survive and overcome uncertainties and adverse market movement. Therefore, finding certainty in the mist of uncertainty future is one of the key performance objectives for fund managers. Current available theoretical results are not practical due to strong reliance on the investment assumption made. This paper is to identify the component that can be forecasted in Ex-ante setting which is the realistic situation facing a fund manager in the actual execution of asset allocation in portfolio management. Partial lease square method was used to generate an index with 10 years accounting data from 191 companies listed in KLSE. The result shows that the index reflects the inner nature of the business and up to 30% of the stock return can be explained by the index.

Keywords: active portfolio management, asset allocation ex-ante investment, asset class, partial lease square

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3222 Polynomial Chaos Expansion Combined with Exponential Spline for Singularly Perturbed Boundary Value Problems with Random Parameter

Authors: W. K. Zahra, M. A. El-Beltagy, R. R. Elkhadrawy

Abstract:

So many practical problems in science and technology developed over the past decays. For instance, the mathematical boundary layer theory or the approximation of solution for different problems described by differential equations. When such problems consider large or small parameters, they become increasingly complex and therefore require the use of asymptotic methods. In this work, we consider the singularly perturbed boundary value problems which contain very small parameters. Moreover, we will consider these perturbation parameters as random variables. We propose a numerical method to solve this kind of problems. The proposed method is based on an exponential spline, Shishkin mesh discretization, and polynomial chaos expansion. The polynomial chaos expansion is used to handle the randomness exist in the perturbation parameter. Furthermore, the Monte Carlo Simulations (MCS) are used to validate the solution and the accuracy of the proposed method. Numerical results are provided to show the applicability and efficiency of the proposed method, which maintains a very remarkable high accuracy and it is ε-uniform convergence of almost second order.

Keywords: singular perturbation problem, polynomial chaos expansion, Shishkin mesh, two small parameters, exponential spline

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3221 Robust Numerical Method for Singularly Perturbed Semilinear Boundary Value Problem with Nonlocal Boundary Condition

Authors: Habtamu Garoma Debela, Gemechis File Duressa

Abstract:

In this work, our primary interest is to provide ε-uniformly convergent numerical techniques for solving singularly perturbed semilinear boundary value problems with non-local boundary condition. These singular perturbation problems are described by differential equations in which the highest-order derivative is multiplied by an arbitrarily small parameter ε (say) known as singular perturbation parameter. This leads to the existence of boundary layers, which are basically narrow regions in the neighborhood of the boundary of the domain, where the gradient of the solution becomes steep as the perturbation parameter tends to zero. Due to the appearance of the layer phenomena, it is a challenging task to provide ε-uniform numerical methods. The term 'ε-uniform' refers to identify those numerical methods in which the approximate solution converges to the corresponding exact solution (measured to the supremum norm) independently with respect to the perturbation parameter ε. Thus, the purpose of this work is to develop, analyze, and improve the ε-uniform numerical methods for solving singularly perturbed problems. These methods are based on nonstandard fitted finite difference method. The basic idea behind the fitted operator, finite difference method, is to replace the denominator functions of the classical derivatives with positive functions derived in such a way that they capture some notable properties of the governing differential equation. A uniformly convergent numerical method is constructed via nonstandard fitted operator numerical method and numerical integration methods to solve the problem. The non-local boundary condition is treated using numerical integration techniques. Additionally, Richardson extrapolation technique, which improves the first-order accuracy of the standard scheme to second-order convergence, is applied for singularly perturbed convection-diffusion problems using the proposed numerical method. Maximum absolute errors and rates of convergence for different values of perturbation parameter and mesh sizes are tabulated for the numerical example considered. The method is shown to be ε-uniformly convergent. Finally, extensive numerical experiments are conducted which support all of our theoretical findings. A concise conclusion is provided at the end of this work.

Keywords: nonlocal boundary condition, nonstandard fitted operator, semilinear problem, singular perturbation, uniformly convergent

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3220 Modeling of Landslide-Generated Tsunamis in Georgia Strait, Southern British Columbia

Authors: Fatemeh Nemati, Lucinda Leonard, Gwyn Lintern, Richard Thomson

Abstract:

In this study, we will use modern numerical modeling approaches to estimate tsunami risks to the southern coast of British Columbia from landslides. Wave generation is to be simulated using the NHWAVE model, which solves the Navier-Stokes equations due to the more complex behavior of flow near the landslide source; far-field wave propagation will be simulated using the simpler model FUNWAVE_TVD with high-order Boussinesq-type wave equations, with a focus on the accurate simulation of wave propagation and regional- or coastal-scale inundation predictions.

Keywords: FUNWAVE-TVD, landslide-generated tsunami, NHWAVE, tsunami risk

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3219 Diffusion Adaptation Strategies for Distributed Estimation Based on the Family of Affine Projection Algorithms

Authors: Mohammad Shams Esfand Abadi, Mohammad Ranjbar, Reza Ebrahimpour

Abstract:

This work presents the distributed processing solution problem in a diffusion network based on the adapt then combine (ATC) and combine then adapt (CTA)selective partial update normalized least mean squares (SPU-NLMS) algorithms. Also, we extend this approach to dynamic selection affine projection algorithm (DS-APA) and ATC-DS-APA and CTA-DS-APA are established. The purpose of ATC-SPU-NLMS and CTA-SPU-NLMS algorithm is to reduce the computational complexity by updating the selected blocks of weight coefficients at every iteration. In CTA-DS-APA and ATC-DS-APA, the number of the input vectors is selected dynamically. Diffusion cooperation strategies have been shown to provide good performance based on these algorithms. The good performance of introduced algorithm is illustrated with various experimental results.

Keywords: selective partial update, affine projection, dynamic selection, diffusion, adaptive distributed networks

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3218 Numerical Pricing of Financial Options under Irrational Exercise Times and Regime-Switching Models

Authors: Mohammad Saber Rohi, Saghar Heidari

Abstract:

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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3217 Effect of Corrugating Bottom Surface on Natural Convection in a Square Porous Enclosure

Authors: Khedidja Bouhadef, Imene Said Kouadri, Omar Rahli

Abstract:

In this paper numerical investigation is performed to analyze natural convection heat transfer characteristics within a wavy-wall enclosure filled with fluid-saturated porous medium. The bottom wall which has the wavy geometry is maintained at a constant high temperature, while the top wall is straight and is maintained at a constant lower temperature. The left and right walls of the enclosure are both straight and insulated. The governing differential equations are solved by Finite-volume approach and grid generation is used to transform the physical complex domain to a computational regular space. The aim is to examine flow field, temperature distribution and heat transfer evolutions inside the cavity when Darcy number, Rayleigh number and undulations number values are varied. The results mainly indicate that the heat transfer is rather affected by the permeability and Rayleigh number values since increasing these values enhance the Nusselt number; although the exchanges are not highly affected by the undulations number.

Keywords: grid generation, natural convection, porous medium, wavy wall enclosure

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3216 On Unification of the Electromagnetic, Strong and Weak Interactions

Authors: Hassan Youssef Mohamed

Abstract:

In this paper, we show new wave equations, and by using the equations, we concluded that the strong force and the weak force are not fundamental, but they are quantum effects for electromagnetism. This result is different from the current scientific understanding about strong and weak interactions at all. So, we introduce three evidences for our theory. First, we prove the asymptotic freedom phenomenon in the strong force by using our model. Second, we derive the nuclear shell model as an approximation of our model. Third, we prove that the leptons do not participate in the strong interactions, and we prove the short ranges of weak and strong interactions. So, our model is consistent with the current understanding of physics. Finally, we introduce the electron-positron model as the basic ingredients for protons, neutrons, and all matters, so we can study all particles interactions and nuclear interaction as many-body problems of electrons and positrons. Also, we prove the violation of parity conservation in weak interaction as evidence of our theory in the weak interaction. Also, we calculate the average of the binding energy per nucleon.

Keywords: new wave equations, the strong force, the grand unification theory, hydrogen atom, weak force, the nuclear shell model, the asymptotic freedom, electron-positron model, the violation of parity conservation, the binding energy

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3215 Vibration of Nonhomogeneous Timoshenko Nanobeam Resting on Winkler-Pasternak Foundation

Authors: Somnath Karmakar, S. Chakraverty

Abstract:

This work investigates the vibration of nonhomogeneous Timoshenko nanobeam resting on the Winkler-Pasternak foundation. Eringen’s nonlocal theory has been used to investigate small-scale effects. The Differential Quadrature method is used to obtain the frequency parameters with various classical boundary conditions. The nonhomogeneous beam model has been considered, where Young’s modulus and density of the beam material vary linearly and quadratically. Convergence of frequency parameters is also discussed. The influence of mechanical properties and scaling parameters on vibration frequencies are investigated for different boundary conditions.

Keywords: Timoshenko beam, Eringen's nonlocal theory, differential quadrature method, nonhomogeneous nanobeam

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3214 The Artificial Intelligence Technologies Used in PhotoMath Application

Authors: Tala Toonsi, Marah Alagha, Lina Alnowaiser, Hala Rajab

Abstract:

This report is about the Photomath app, which is an AI application that uses image recognition technology, specifically optical character recognition (OCR) algorithms. The (OCR) algorithm translates the images into a mathematical equation, and the app automatically provides a step-by-step solution. The application supports decimals, basic arithmetic, fractions, linear equations, and multiple functions such as logarithms. Testing was conducted to examine the usage of this app, and results were collected by surveying ten participants. Later, the results were analyzed. This paper seeks to answer the question: To what level the artificial intelligence features are accurate and the speed of process in this app. It is hoped this study will inform about the efficiency of AI in Photomath to the users.

Keywords: photomath, image recognition, app, OCR, artificial intelligence, mathematical equations.

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3213 Assessment of Mechanical Properties of Induction Furnace Slag as Partial Replacement of Fine Aggregate in Concrete

Authors: Muhammad Javed Bhatti, Tariq Ali, Muazz Ali

Abstract:

Due to growing environmental awareness in Pakistan, the researchers are increasingly turning to assess and analyze properties of industrial waste and finding solutions on using industrial waste as secondary material. Due to industrialization, enormous by-products are produced and to utilize these by-products is the main challenge faced in Pakistan. Induction furnace slag is one of the industrial by-products from the iron and steel making industries. This paper highlights the true utilization of induction furnace slag as partial replacement of fine aggregate. For the experimental investigation, mixes were prepared with fine aggregate replacement using 0 percent, 5 percent, 10 percent, 15 percent, 20 percent, 25 percent, 30 percent, 35 percent and 40 percent induction furnace slag to evaluate the workability, compaction factor, compressive strength, flexural strength, modulus of elasticity.

Keywords: compressive strength, deflection, induction furnace slag, workability

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3212 Assessing the Role of Human Mobility on Malaria Transmission in South Sudan

Authors: A. Y. Mukhtar, J. B. Munyakazi, R. Ouifki

Abstract:

Over the past few decades, the unprecedented increase in mobility has raised considerable concern about the relationship between mobility and vector-borne diseases and malaria in particular. Thus, one can claim that human mobility is one of the contributing factors to the resurgence of malaria. To assess human mobility on malaria burden among hosts, we formulate a movement-based model on a network of patches. We then extend human multi-group SEIAR deterministic epidemic models into a system of stochastic differential equations (SDEs). Our quantitative stochastic model which is expressed in terms of average rates of movement between compartments is fitted to time-series data (weekly malaria data of 2011 for each patch) using the maximum likelihood approach. Using the metapopulation (multi-group) model, we compute and analyze the basic reproduction number. The result shows that human movement is sufficient to preserve malaria disease firmness in the patches with the low transmission. With these results, we concluded that the sensitivity of malaria to the human mobility is turning to be greatly important over the implications of future malaria control in South Sudan.

Keywords: basic reproduction number, malaria, maximum likelihood, movement, stochastic model

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3211 Improvement of Process Competitiveness Using Intelligent Reference Models

Authors: Julio Macedo

Abstract:

Several methodologies are now available to conceive the improvements of a process so that it becomes competitive as for example total quality, process reengineering, six sigma, define measure analysis improvement control method. These improvements are of different nature and can be external to the process represented by an optimization model or a discrete simulation model. In addition, the process stakeholders are several and have different desired performances for the process. Hence, the methodologies above do not have a tool to aid in the conception of the required improvements. In order to fill this void we suggest the use of intelligent reference models. A reference model is a set of qualitative differential equations and an objective function that minimizes the gap between the current and the desired performance indexes of the process. The reference models are intelligent so when they receive the current state of the problematic process and the desired performance indexes they generate the required improvements for the problematic process. The reference models are fuzzy cognitive maps added with an objective function and trained using the improvements implemented by the high performance firms. Experiments done in a set of students show the reference models allow them to conceive more improvements than students that do not use these models.

Keywords: continuous improvement, fuzzy cognitive maps, process competitiveness, qualitative simulation, system dynamics

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3210 Interface Analysis of Annealed Al/Cu Cladded Sheet

Authors: Joon Ho Kim, Tae Kwon Ha

Abstract:

Effect of aging treatment on microstructural aspects of interfacial layers of the Cu/Al clad sheet produced by Differential Speed Rolling (DSR) process were studied by Electron Back Scattered Diffraction (EBSD). Clad sheet of Al/Cu has been fabricated by using DSR, which caused severe shear deformation between Al and Cu plate to easily bond to each other. Rolling was carried out at 100°C with speed ratio of 2, in which the total thickness reduction was 45%. Interface layers of clad sheet were analyzed by EBSD after subsequent annealing at 400°C for 30 to 120 min. With increasing annealing time, thickness of interface layer and fraction of high angle grain boundary were increased and average grain size was decreased.

Keywords: aluminium/copper clad sheet, differential speed rolling, interface layer, microstructure, annealing, electron back scattered diffraction

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3209 Synthesis of KCaVO4:Sm³⁺/PMMA Luminescent Nanocomposites and Their Optical Property Measurements

Authors: Sumara Khursheed, Jitendra Sharma

Abstract:

The present work reports synthesis of nanocomposites (NCs) of phosphor (KCaVO4:Sm3+) embedded poly(methylmethacrylate) (PMMA) using solution casting method and their optical properties measurements for their possible application in making flexible luminescent films. X-ray diffraction analyses were employed to obtain the structural parameters as crystallinity, shape and size of the obtained NCs. The emission and excitation spectra were obtained using Photoluminescence spectroscopy to quantify the spectral properties of these fluorescent polymer/phosphor films. Optical energy gap has been estimated using UV-VIS spectroscopy while differential scanning calorimetry (DSC) was exploited to measure the thermal properties of the NC films in terms of their thermal stability, glass transition temperature and degree of crystallinity etc.

Keywords: nanocomposites, luminescence, XRD, differential scanning calorimetry, PMMA

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3208 A Theorem Related to Sample Moments and Two Types of Moment-Based Density Estimates

Authors: Serge B. Provost

Abstract:

Numerous statistical inference and modeling methodologies are based on sample moments rather than the actual observations. A result justifying the validity of this approach is introduced. More specifically, it will be established that given the first n moments of a sample of size n, one can recover the original n sample points. This implies that a sample of size n and its first associated n moments contain precisely the same amount of information. However, it is efficient to make use of a limited number of initial moments as most of the relevant distributional information is included in them. Two types of density estimation techniques that rely on such moments will be discussed. The first one expresses a density estimate as the product of a suitable base density and a polynomial adjustment whose coefficients are determined by equating the moments of the density estimate to the sample moments. The second one assumes that the derivative of the logarithm of a density function can be represented as a rational function. This gives rise to a system of linear equations involving sample moments, the density estimate is then obtained by solving a differential equation. Unlike kernel density estimation, these methodologies are ideally suited to model ‘big data’ as they only require a limited number of moments, irrespective of the sample size. What is more, they produce simple closed form expressions that are amenable to algebraic manipulations. They also turn out to be more accurate as will be shown in several illustrative examples.

Keywords: density estimation, log-density, polynomial adjustments, sample moments

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3207 Rényi Entropy Correction to Expanding Universe

Authors: Hamidreza Fazlollahi

Abstract:

The Re ́nyi entropy comprises a group of data estimates that sums up the well-known Shannon entropy, acquiring a considerable lot of its properties. It appears as unqualified and restrictive entropy, relative entropy, or common data, and has found numerous applications in information theory. In the Re ́nyi’s argument, the area law of the black hole entropy plays a significant role. However, the total entropy can be modified by some quantum effects, motivated by the randomness of a system. In this note, by employing this modified entropy relation, we have derived corrections to Friedmann equations. Taking this entropy associated with the apparent horizon of the Friedmann-Robertson-Walker Universe and assuming the first law of thermodynamics, dE=T_A (dS)_A+WdV, satisfies the apparent horizon, we have reconsidered expanding Universe. Also, the second thermodynamics law has been examined.

Keywords: Friedmann equations, dark energy, first law of thermodynamics, Reyni entropy

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3206 Controlling Differential Settlement of Large Reservoir through Soil Structure Interaction Approach

Authors: Madhav Khadilkar

Abstract:

Construction of a large standby reservoir was required to provide secure water supply. The new reservoir was required to be constructed at the same location of an abandoned old open pond due to space constraints. Some investigations were carried out earlier to improvise and re-commission the existing pond. But due to a lack of quantified risk of settlement from voids in the underlying limestone, the shallow foundations were not found feasible. Since the reservoir was resting on hard strata for about three-quarter of plan area and one quarter was resting on soil underlying with limestone and considerably low subgrade modulus. Further investigations were carried out to ascertain the locations and extent of voids within the limestone. It was concluded that the risk due to lime dissolution was acceptably low, and the site was found geotechnically feasible. The hazard posed by limestone dissolution was addressed through the integrated structural and geotechnical analysis and design approach. Finite Element Analysis was carried out to quantify the stresses and differential settlement due to various probable loads and soil-structure interaction. Walls behaving as cantilever under operational loads were found undergoing in-plane bending and tensile forces due to soil-structure interaction. Sensitivity analysis for varying soil subgrade modulus was carried out to check the variation in the response of the structure and magnitude of stresses developed. The base slab was additionally checked for the loss of soil contact due to lime pocket formations at random locations. The expansion and contraction joints were planned to receive minimal additional forces due to differential settlement. The reservoir was designed to sustain the actions corresponding to allowable deformation limits per code, and geotechnical measures were proposed to achieve the soil parameters set in structural analysis.

Keywords: differential settlement, limestone dissolution, reservoir, soil structure interaction

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3205 New Coordinate System for Countries with Big Territories

Authors: Mohammed Sabri Ali Akresh

Abstract:

The modern technologies and developments in computer and Global Positioning System (GPS) as well as Geographic Information System (GIS) and total station TS. This paper presents a new proposal for coordinates system by a harmonic equations “United projections”, which have five projections (Mercator, Lambert, Russell, Lagrange, and compound of projection) in one zone coordinate system width 14 degrees, also it has one degree for overlap between zones, as well as two standards parallels for zone from 10 S to 45 S. Also this paper presents two cases; first case is to compare distances between a new coordinate system and UTM, second case creating local coordinate system for the city of Sydney to measure the distances directly from rectangular coordinates using projection of Mercator, Lambert and UTM.

Keywords: harmonic equations, coordinate system, projections, algorithms, parallels

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