Search results for: microtiter plate model

Authors: Christophe Spaas, Lies Pottel, Joke De Ceulaer, Johan Abeloos, Philippe Lamoral, Tom De Backer, Calix De Clercq

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We aimed to evaluate the accuracy of an in-house developed low-cost computer-assisted surgery (CAS) protocol for osseous free flap mandibular reconstruction. All patients who underwent primary or secondary mandibular reconstruction with a free (solely or composite) osseous flap, either a fibula free flap or iliac crest free flap, between January 2014 and December 2017 were evaluated. The low-cost protocol consisted out of a virtual surgical planning, a prebend custom reconstruction plate and an individualized free flap positioning guide. The accuracy of the protocol was evaluated through comparison of the postoperative outcome with the 3D virtual planning, based on measurement of the following parameters: intercondylar distance, mandibular angle (axial and sagittal), inner angular distance, anterior-posterior distance, length of the fibular/iliac crest segments and osteotomy angles. A statistical analysis of the obtained values was done. Virtual 3D surgical planning and cutting guide design were performed with Proplan CMF® software (Materialise, Leuven, Belgium) and IPS Gate (KLS Martin, Tuttlingen, Germany). Segmentation of the DICOM data as well as outcome analysis were done with BrainLab iPlan® Software (Brainlab AG, Feldkirchen, Germany). A cost analysis of the protocol was done. Twenty-two patients (11 fibula /11 iliac crest) were included and analyzed. Based on voxel-based registration on the cranial base, 3D virtual planning landmark parameters did not significantly differ from those measured on the actual treatment outcome (p-values >0.05). A cost evaluation of the in-house developed CAS protocol revealed a 1750 euro cost reduction in comparison with a standard CAS protocol with a patient-specific reconstruction plate. Our results indicate that an accurate transfer of the planning with our in-house developed low-cost CAS protocol is feasible at a significant lower cost.

Keywords: CAD/CAM, computer-assisted surgery, low-cost, mandibular reconstruction

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Authors: Rao Singh Priyanka, Jayangondaperumal R.

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The Himalayan active fault has the potential to generate great earthquakes in the future, posing a biggest existential threat to humans in the Himalayan and adjacent region. Quantitative evaluation of accumulated and released interseismic strain is crucial to assess the magnitude and spatio-temporal variability of future great earthquakes along the Himalayan arc. To mitigate the destruction and hazards associated with such earthquakes, it is important to understand their recurrence cycle. The eastern Himalayan and Indo-Burman plate boundary systems offers an oblique convergence across two orthogonal plate boundaries, resulting in a zone of distributed deformation both within and away from the plate boundary and clockwise rotation of fault-bounded blocks. This seismically active region has poorly documented historical archive of the past large earthquakes. Thus, paleoseismologicalstudies confirm the surface rupture evidences of the great continental earthquakes (Mw ≥ 8) along the Himalayan Frontal Thrust (HFT), which along with the Geodetic studies, collectively provide the crucial information to understand and assess the seismic potential. These investigations reveal the rupture of 3/4th of the HFT during great events since medieval time but with debatable opinions for the timing of events due to unclear evidences, ignorance of transverse segment boundaries, and lack of detail studies. Recent paleoseismological investigations in the eastern Himalaya and Mishmi ranges confirms the primary surface ruptures of the 1950 C.E. great earthquake (M>8). However, a seismic gap exists between the 1714 C.E. and 1950 C.E. Assam earthquakes that did not slip since 1697 C.E. event. Unlike the latest large blind 2015 Gorkha earthquake (Mw 7.8), the 1950 C.E. event is not triggered by a large event of 1947 C.E. that occurred near the western edge of the great upper Assam event. Moreover, the western segment of the eastern Himalayadid not witness any surface breaking earthquake along the HFT for over the past 300 yr. The frontal fault excavations reveal that during the 1950 earthquake, ~3.1-m-high scarp along the HFT was formed due to the co-seismic slip of 5.5 ± 0.7 m at Pasighat in the Eastern Himalaya and a 10-m-high-scarp at a Kamlang Nagar along the Mishmi Thrust in the Eastern Himalayan Syntaxis is an outcome of a dip-slip displacement of 24.6 ± 4.6 m along a 25 ± 5°E dipping fault. This event has ruptured along the two orthogonal fault systems in the form of oblique thrust fault mechanism. Approx. 130 km west of Pasighat site, the Himebasti village has witnessed two earthquakes, the historical 1697 Sadiya earthquake, and the 1950 event, with a cumulative dip-slip displacement of 15.32 ± 4.69 m. At Niglok site, Arunachal Pradesh, a cumulative slip of ~12.82 m during at least three events since pre 19585 B.P. has produced ~6.2-m high scarp while the youngest scarp of ~2.4-m height has been produced during 1697 C.E. The site preserves two deformational events along the eastern HFT, providing an idea of last serial ruptures at an interval of ~850 yearswhile the successive surface rupturing earthquakes lacks in the Mishmi Range to estimate the recurrence cycle.

Keywords: paleoseismology, surface rupture, recurrence interval, Eastern Himalaya

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Authors: Anderson Ngowa Chembe, John Olukuru

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

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

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Authors: Rahul Saraswat

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More recently, a focus has been given to replacing machined stainless steel metal flow fields with inexpensive wire mesh current collectors. The flow fields are based on simple woven wire mesh screens of various stainless steels, which are sandwiched between a thin metal plate of the same material to create a bipolar plate/flow field configuration for use in a stack. Major advantages of using stainless steel wire screens include the elimination of expensive raw materials as well as machining and/or other special fabrication costs. The objective of the project is to improve the performance of the passive direct methanol fuel cell without increasing the cost of the cell and to make it as compact and light as possible. From the literature survey, it was found that very little is done in this direction, and the following methodology was used. 1. The passive direct methanol fuel cell (DMFC) can be made more compact, lighter, and less costly by changing the material used in its construction. 2. Controlling the fuel diffusion rate through the cell improves the performance of the cell. A passive liquid feed direct methanol fuel cell (DMFC) was fabricated using a given MEA (Membrane Electrode Assembly) and tested for different current collector structures. Mesh current collectors of different mesh densities along with different support structures, were used, and the performance was found to be better. Methanol concentration was also varied. Optimisation of mesh size, support structure, and fuel concentration was achieved. Cost analysis was also performed hereby. From the performance analysis study of DMFC, we can conclude with the following points: Area specific resistance (ASR) of wire mesh current collectors is lower than the ASR of stainless steel current collectors. Also, the power produced by wire mesh current collectors is always more than that produced by stainless steel current collectors. 1. Low or moderate methanol concentrations should be used for better and stable DMFC performance. 2. Wiremesh is a good substitute for stainless steel for current collector plates of passive DMFC because of its lower cost (by about 27 %), flexibility, and light in weight characteristics of wire mesh.

Keywords: direct methanol fuel cell, membrane electrode assembly, mesh, mesh size, methanol concentration, support structure

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

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

Keywords: systemC, modelling, simulation, CSMA

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Authors: Vinayaka Gude Divya Sampath

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

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

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Authors: Tarek M. Alguhane, Ayman H. Khalil, M. N. Fayed, Ayman M. Ismail

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The retrofitting of existing buildings to resist the seismic loads is very important to avoid losing lives or financial disasters. The aim at retrofitting processes is increasing total structure strength by increasing stiffness or ductility ratio. In addition, the response modification factors (R) have to satisfy the code requirements for suggested retrofitting types. In this study, two types of jackets are used, i.e. full reinforced concrete jackets and surrounding steel plate jackets. The study is carried out on an existing building in Madinah by performing static pushover analysis before and after retrofitting the columns. The selected model building represents nearly all-typical structure lacks structure built before 30 years ago in Madina City, KSA. The comparison of the results indicates a good enhancement of the structure respect to the applied seismic forces. Also, the response modification factor of the RC building is evaluated for the studied cases before and after retrofitting. The design of all vertical elements (columns) is given. The results show that the design of retrofitted columns satisfied the code's design stress requirements. However, for some retrofitting types, the ductility requirements represented by response modification factor do not satisfy KSA design code (SBC- 301).

Keywords: concrete jackets, steel jackets, RC buildings, pushover analysis, non-Linear analysis

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Authors: Oscar Javier Herrera Ochoa, Ivan Dario Romero Fonseca

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This paper presents a design of a model for planning the distribution logistics operation. The significance of this work relies on the applicability of this fact to the analysis of small and medium enterprises (SMEs) of dry freight in Bogotá. Two stages constitute this implementation: the first one is the place where optimal planning is achieved through a hybrid model developed with mixed integer programming, which considers the transhipment operation based on a combined load allocation model as a classic transshipment model; the second one is the specific routing of that operation through the heuristics of Clark and Wright. As a result, an integral model is obtained to carry out the step by step planning of the distribution of dry freight for SMEs in Bogotá. In this manner, optimum assignments are established by utilizing transshipment centers with that purpose of determining the specific routing based on the shortest distance traveled.

Keywords: transshipment model, mixed integer programming, saving algorithm, dry freight transportation

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

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

Keywords: model, shale gas, concentration, organic compounds

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Authors: Supunmali Ahangama, Danny Chiang Choon Poo

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

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

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Authors: Noor Akhmazillah Fauzi, Mohammed Mehdi Farid, Filipa V. Silva

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The aim of this paper is to investigate if different concentration of Manuka honey (as a model food) has a major influence on the inactivation of Saccharomyces cerevisiae (as the testing microorganism) after subjecting it to HPP. Honey samples with different sugar concentrations (20, 30, 40, 50, 60 and 70 °Brix) were prepared aseptically using sterilized distilled water. No dilution of honey was made for the 80 °Brix sample. For the 0 °Brix sample (control), sterilized distilled water was used. Thermal treatment at 55 °C for 10 min (conventionally applied in honey pasteurisation in industry) was carried out for comparison purpose. S. cerevisiae cell numbers in honey samples were established before and after each HPP and thermal treatment. The number of surviving cells was determined after a proper dilution of the untreated and treated samples by the viable plate count method. S. cerevisiae cells, in different honey concentrations (0 to 80 °Brix), subjected to 600 MPa (at ambient temperature) showed an increasing resistance to inactivation with °Brix. A significant correlation (p < 0.05) between cell reduction and °Brix was found. Cell reduction in high pressure-treated samples varied linearly with °Brix (R2 > 0.9), confirming that the baroprotective effect of the food is due to sugar content. This study has practical implications in establishing efficient process design for commercial manufacturing of high sugar food products and on the potential use of HPP for such products.

Keywords: high pressure processing, honey, Saccharomyces cerevisiae, °Brix

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Authors: Bae Doobyong, Yoo Jaejun, Park Ilgyu, Choi Seowon, Oh Chang Kook

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Variation of slip coefficient in slip-critical connections of curved plates. This paper presents the results of analytical investigations of slip coefficients in slip-critical bolted connections of curved plates. It may depend on the contact stress distribution at interface and the flexibility of spliced plate. Non-linear FEM analyses have been made to simulate the behavior of bolted connections of curved plates with various radiuses of curvature and thicknesses.

Keywords: slip coefficient, curved plates, slip-critical bolted connection, radius of curvature

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Authors: Guoqing Wang, Yanhua Zhao, Lina Zhang, Jingbin Bai, Ruican Zhu

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Friction stir welding with bobbin tool is a simple technique compared to conventional FSW since the backing fixture is no longer needed and assembling labor is reduced. It gets adopted more and more in the aerospace industry as a result. However, a post-weld problem, the left keyhole, has to be fixed by forced repair welding. To close the keyhole, the conventional fusion repair could be an option if the joint properties are not deteriorated; friction push plug welding, a forced repair, could be another except that a rigid support unit is demanded at the back of the weldment. Therefore, neither of the above ways is satisfaction in welding a large enclosed structure, like rocket propellant tank. Although friction pulls plug welding does not need a backing plate, the wide applications are still held back because of the disadvantages in respects of unappropriated tensile stress, (i.e. excessive stress causing neck shrinkage of plug that will bring about back defects while insufficient stress causing lack of heat input that will bring about face defects), complicated welding parameters (including rotation speed, transverse speed, friction force, welding pressure and upset)，short welding time (approx. 0.5 sec.), narrow windows and poor stability of process. In this research, an updated technique called inertia friction pull plug welding, and its equipment was developed. The influencing rules of technological parameters on joint properties of inertia friction pull plug welding were observed. The microstructure characteristics were analyzed. Based on the elementary performance data acquired, the conclusion is made that the uniform energy provided by an inertia flywheel will be a guarantee to a stable welding process. Meanwhile, due to the abandon of backing plate, the inertia friction pull plug welding is considered as a promising technique in repairing keyhole of bobbin tool FSW and point type defects of aluminium base material.

Keywords: defect repairing, equipment, inertia friction pull plug welding, technological parameters

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Authors: Robert Setekera, Ramses van der Toorn

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

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

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Authors: Jiri Dufek

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

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

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Authors: Ksenija Dumičić, Anita Čeh Časni, Berislav Žmuk

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

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

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Authors: Mohsen Solimani Babarsad, Payam Taheri

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

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

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

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

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

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

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

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

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

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

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

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Authors: Suparman Suparman

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

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

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Authors: Mohammad Saber Rohi, Saghar Heidari

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

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

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

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

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

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Authors: A. Amar

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

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

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Authors: Jamil Ahmed

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

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

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Authors: Meltem Betül Sağlam, Halil İbrahim Güler, Aykut Sağlam

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In this work, phthalocyanine compounds containing α-naphtholbenzeinunits have been synthesized. Mutagenicity and DNA binding properties of the compounds were investigated by Salmonella/Microsome Assay and spectrophotometer. According to the results of the preliminary range finding tests, the compounds gave no toxic effect to all tester strain S. typhimurium TA98 and TA100 at doses of 500, 1100, 350, 500 and 750 µg/plate in the presence and absence of S9, respectively. This study showed that all compounds exhibited efficient DNA-binding activity. In conclusion, these non-toxic compounds may be used as effective DNA dyes for molecular biology studies.

Keywords: dye, mutagenicity, phthalocyanine, toxicity

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Authors: Panagiota Koliousi, Natasha Miaouli

Abstract:

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

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

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Authors: Benjamin Aina Peter, Amos Wale Ogunsola

Abstract:

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

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

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Authors: Amin Jamili

Abstract:

Nowadays, the majority of international trade in goods is carried by sea, and especially by ships deployed in the industrial and tramp segments. This paper addresses routing the tramp ships and determining the schedules including the arrival times to the ports, berthing times at the ports, and the departure times in an operational planning level. In the operational planning level, the weather can be almost exactly forecasted, however in some routes some uncertainties may remain. In this paper, the voyaging times between some of the ports are considered to be uncertain. To that end, a two-stage stochastic mathematical model is proposed. Moreover, a case study is tested with the presented model. The computational results show that this mathematical model is promising and can represent acceptable solutions.

Keywords: routing, scheduling, tram ships, two stage stochastic model, uncertainty

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Authors: A. Zanj, F. He

Abstract:

In the current paper, a domain independent conduction model compatible for multi-physical system dynamic investigations is suggested. By means of a port-based approach, a classical nonlinear conduction model containing physical states is first represented. A compatible discrete configuration of the thermal domain in line with the elastic domain is then generated through the enhancement of the configuration of the conventional thermal element. The presented simulation results of a sample structure indicate that the suggested conductive model can cover a wide range of dynamic behavior of the thermal domain.

Keywords: multi-physical domain, conduction model, port based modeling, dynamic interaction, physical modeling

Procedia PDF Downloads 270