Search results for: Quantum Gravity Model

Authors: Semih Sözer

Abstract:

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

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

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Authors: Albert Gyamfi

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

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

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

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

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

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Authors: Sofia Lazareva, Artem Smolentsev

Abstract:

Fluorescent photochromic materials collect strong interest due to their possible application in organic photonics such as optical logic systems, optical memory, visualizing sensors, as well as characterization of polymers and biological systems. In photochromic fluorescence switching systems the emission of fluorophore is modulated between ‘on’ and ‘off’ via the photoisomerization of photochromic moieties resulting in effective resonance energy transfer (FRET). In current work, we have studied both photochromic and fluorescent properties of several diarylethenes. It was found that coloured forms of these compounds are not fluorescent because of the efficient intramolecular energy transfer. Spectral and photochromic parameters of investigated substances have been measured in five solvents having different polarity. Quantum yields of photochromic transformation A↔B ΦA→B and ΦB→A as well as B isomer extinction coefficients were determined by kinetic method. It was found that the photocyclization reaction quantum yield of all compounds decreases with the increase of solvent polarity. In addition, the solvent polarity is revealed to affect fluorescence significantly. Increasing of the solvent dielectric constant was found to result in a strong shift of emission band position from 450 nm (nhexane) to 550 nm (DMSO and ethanol) for all three compounds. Moreover, the emission intensive in polar solvents becomes weak and hardly detectable in n-hexane. The only one exception in the described dependence is abnormally low fluorescence quantum yield in ethanol presumably caused by the loss of electron-donating properties of nitrogen atom due to the protonation. An effect of the protonation was also confirmed by the addition of concentrated HCl in solution resulting in a complete disappearance of the fluorescent band. Excited state dynamics were investigated by ultrafast optical spectroscopy methods. Kinetic curves of excited states absorption and fluorescence decays were measured. Lifetimes of transient states were calculated from the data measured. The mechanism of ring opening reaction was found to be polarity dependent. Comparative analysis of kinetics measured in acetonitrile and hexane reveals differences in relaxation dynamics after the laser pulse. The most important fact is the presence of two decay processes in acetonitrile, whereas only one is present in hexane. This fact supports an assumption made on the basis of steady-state preliminary experiments that in polar solvents occur stabilization of TICT state. Thus, results achieved prove the hypothesis of two channel mechanism of energy relaxation of compounds studied.

Keywords: diarylethenes, fluorescence switching, FRET, photochromism, TICT state

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Authors: Anderson Ngowa Chembe, John Olukuru

Abstract:

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

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

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

Abstract:

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

Abstract:

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: Beatriz Muñiz Cano, J. Ripoll Sau, D. Pacile, P. M. Sheverdyaeva, P. Moras, J. Camarero, R. Miranda, M. Garnica, M. A. Valbuena

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Graphene, in its pristine state, is a semiconductor with a zero band gap and massless Dirac fermions carriers, which conducts electrons like a metal. Nevertheless, the absence of a bandgap makes it impossible to control the material’s electrons, something that is essential to perform on-off switching operations in transistors. Therefore, it is necessary to generate a finite gap in the energy dispersion at the Dirac point. Intense research has been developed to engineer band gaps while preserving the exceptional properties of graphene, and different strategies have been proposed, among them, quantum confinement of 1D nanoribbons or the introduction of super periodic potential in graphene. Besides, in the context of developing new 2D materials and Van der Waals heterostructures, with new exciting emerging properties, as 2D transition metal chalcogenides monolayers, it is fundamental to know any possible interaction between chalcogenide atoms and graphene-supporting substrates. In this work, we report on a combined Scanning Tunneling Microscopy (STM), Low Energy Electron Diffraction (LEED), and Angle-Resolved Photoemission Spectroscopy (ARPES) study on a new superstructure when Te is evaporated (and intercalated) onto graphene over Ir(111). This new superstructure leads to the electronic doping of the Dirac cone while the linear dispersion of massless Dirac fermions is preserved. Very interestingly, our ARPES measurements evidence a large band gap (~400 meV) at the Dirac point of graphene Dirac cones below but close to the Fermi level. We have also observed signatures of the Dirac point binding energy being tuned (upwards or downwards) as a function of Te coverage.

Keywords: angle resolved photoemission spectroscopy, ARPES, graphene, spintronics, spin-orbitronics, 2D materials, transition metal dichalcogenides, TMDCs, TMDs, LEED, STM, quantum materials

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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: 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: 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: Sh. Sousani, Z. Shadrokh, M. Hofbauerová, J. Kollár, M. Jergel, P. Nádaždy, M. Omastová, E. Majková

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Perovskite quantum dots (PQDs) have the potential to increase the performance of the perovskite solar cell (PSCs). The integration of PQDs into PSCs can extend the absorption range and enhance photon harvesting and device efficiency. In addition, PQDs can stabilize the device structure by passivating surface defects and traps in the perovskite layer and enhance its stability. The integration of PQDs into PSCs is strongly affected by the type of ligands on the surface of PQDs. The ligands affect the charge transport properties of PQDs, as well as the formation of well-defined interfaces and stability of PSCs. In this work, the CsPbBr₃ QDs were synthesized by the conventional hot-injection method using cesium oleate, PbBr₂ and two different ligands, namely oleic acid (OA) oleylamine (OAm) and didodecyldimethylammonium bromide (DDAB). The STEM confirmed regular shape and relatively monodisperse cubic structure with an average size of about 10-14 nm of the prepared CsPbBr₃ QDs. Further, the photoluminescent (PL) properties of the PQDs/perovskite bilayer with the ligand OA, OAm and DDAB were studied. For this purpose, ITO/PQDs as well as ITO/PQDs/MAPI perovskite structures were prepared by spin coating and the effect of the ligand and oxygen plasma treatment was analyzed. The plasma treatment of the PQDs layer could be beneficial for the deposition of the MAPI perovskite layer and the formation of a well-defined PQDs/MAPI interface. The absorption edge in UV-Vis absorption spectra for OA, OAm CsPbBr₃ QDs is placed around 513 nm (the band gap 2.38 eV); for DDAB CsPbBr₃ QDs, it is located at 490 nm (the band gap 2.33 eV). The photoluminescence (PL) spectra of CsPbBr₃ QDs show two peaks located around 514 nm (503 nm) and 718 nm (708 nm) for OA, OAm (DDAB). The peak around 500 nm corresponds to the PL of PQDs, and the peak close to 710 nm belongs to the surface states of PQDs for both types of ligands. These surface states are strongly affected by the O₃ plasma treatment. For PQDs with DDAB ligand, the O₃ exposure (5, 10, 15 s) results in the blue shift of the PQDs peak and a non-monotonous change of the amplitude of the surface states' peak. For OA, OAm ligand, the O₃ exposition did not cause any shift of the PQDs peak, and the intensity of the PL peak related to the surface states is lower by one order of magnitude in comparison with DDAB, being affected by O₃ plasma treatment. The PL results indicate the possibility of tuning the position of the PL maximum by the ligand of the PQDs. Similar behavior of the PQDs layer was observed for the ITO/QDs/MAPI samples, where an additional strong PL peak at 770 nm coming from the perovskite layer was observed; for the sample with PQDs with DDAB ligands, a small blue shift of the perovskite PL maximum was observed independently of the plasma treatment. These results suggest the possibility of affecting the PL maximum position and the surface states of the PQDs by the combination of a suitable ligand and the O₃ plasma treatment.

Keywords: perovskite quantum dots, photoluminescence, O₃ plasma., Perovskite Solar Cells

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Authors: Sh. Sousani, Z. Shadrokh, M. Hofbauerová, J. Kollár, M. Jergel, P. Nádaždy, M. Omastová, E. Majková

Abstract:

Perovskite quantum dots (PQDs) have the potential to increase the performance of the perovskite solar cells (PSCs). The integration of PQDs into PSCs can extend the absorption range and enhance photon harvesting and device efficiency. In addition, PQDs can stabilize the device structure by passivating surface defects and traps in the perovskite layer and enhance its stability. The integration of PQDs into PSCs is strongly affected by the type of ligands on the surface of PQDs. The ligands affect the charge transport properties of PQDs, as well as the formation of well-defined interfaces and stability of PSCs. In this work, the CsPbBr₃ QDs were synthesized by the conventional hot-injection method using cesium oleate, PbBr₂, and two different ligands, namely oleic acid (OA)@oleylamine (OAm) and didodecyldimethylammonium bromide (DDAB). The STEM confirmed regular shape and relatively monodisperse cubic structure with an average size of about 10-14 nm of the prepared CsPbBr₃ QDs. Further, the photoluminescent (PL) properties of the PQDs/perovskite bilayer with the ligand OA@OAm and DDAB were studied. For this purpose, ITO/PQDs, as well as ITO/PQDs/MAPI perovskite structures, were prepared by spin coating, and the effect of the ligand and oxygen plasma treatment was analysed. The plasma treatment of the PQDs layer could be beneficial for the deposition of the MAPI perovskite layer and the formation of a well-defined PQDs/MAPI interface. The absorption edge in UV-Vis absorption spectra for OA@OAm CsPbBr₃ QDs is placed around 513 nm (the band gap 2.38 eV); for DDAB CsPbBr₃ QDs, it is located at 490 nm (the band gap 2.33 eV). The photoluminescence (PL) spectra of CsPbBr₃ QDs show two peaks located around 514 nm (503 nm) and 718 nm (708 nm) for OA@OAm (DDAB). The peak around 500 nm corresponds to the PL of PQDs, and the peak close to 710 nm belongs to the surface states of PQDs for both types of ligands. These surface states are strongly affected by the O₃ plasma treatment. For PQDs with DDAB ligand, the O₃ exposure (5, 10, 15 s) results in the blue shift of the PQDs peak and a non-monotonous change of the amplitude of the surface states' peak. For OA@OAm ligand, the O₃ exposition did not cause any shift of the PQDs peak, and the intensity of the PL peak related to the surface states is lower by one order of magnitude in comparison with DDAB, being affected by O₃ plasma treatment. The PL results indicate the possibility of tuning the position of the PL maximum by the ligand of the PQDs. Similar behaviour of the PQDs layer was observed for the ITO/QDs/MAPI samples, where an additional strong PL peak at 770 nm coming from the perovskite layer was observed; for the sample with PQDs with DDAB ligands, a small blue shift of the perovskite PL maximum was observed independently of the plasma treatment. These results suggest the possibility of affecting the PL maximum position and the surface states of the PQDs by the combination of a suitable ligand and the O₃ plasma treatment.

Keywords: perovskite quantum dots, photoluminescence, O₃ plasma., perovskite solar cells

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

Abstract:

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

Abstract:

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

Abstract:

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

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

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Authors: Jamil Ahmed

Abstract:

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

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

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Authors: Panagiota Koliousi, Natasha Miaouli

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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

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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: David C. Ni

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Contemporary models for N-body systems are based on temporal, two-body, and mass point representation of Newtonian mechanics. Other mainstream models include 2D and 3D Ising models based on local neighborhood the lattice structures. In Quantum mechanics, the theories of collective modes are for superconductivity and for the long-range quantum entanglement. However, these models are still mainly for the specific phenomena with a set of designated parameters. We are therefore motivated to develop a new construction directly from the complex-variable N-body systems based on the extended Blaschke functions (EBF), which represent a non-temporal and nonlinear extension of Lorentz transformation on the complex plane – the normalized momentum spaces. A point on the complex plane represents a normalized state of particle momentums observed from a reference frame in the theory of special relativity. There are only two key parameters, normalized momentum and nonlinearity for modelling. An algorithm similar to Jenkins-Traub method is adopted for solving EBF iteratively. Through iteration, the solution sets show a form of σ + i [-t, t], where σ and t are the real numbers, and the [-t, t] shows various distributions, such as 1-peak, 2-peak, and 3-peak etc. distributions and some of them are analog to the canonical distributions. The results of the numerical analysis demonstrate continuum-to-discreteness transitions, evolutional invariance of distributions, phase transitions with conjugate symmetry, etc., which manifest the construction as a potential candidate for the unification of statistics. We hereby classify the observed distributions on the finite convergent domains. Continuous and discrete distributions both exist and are predictable for given partitions in different regions of parameter-pair. We further compare these distributions with canonical distributions and address the impacts on the existing applications.

Keywords: blaschke, lorentz transformation, complex variables, continuous, discrete, canonical, classification

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Authors: Amin Jamili

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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

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Authors: Aicha Aggoune, Abdelkrim Bouramoul, Mohamed Khiereddine Kholladi

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Recent research shows that user profile as important element can improve heterogeneous information retrieval with its content. In this context, we present our indexing model for heterogeneous multimedia documents. This model is based on the combination of user profile to the indexing process. The general idea of our proposal is to operate the common concepts between the representation of a document and the definition of a user through his profile. These two elements will be added as additional indexing entities to enrich the heterogeneous corpus documents indexes. We have developed IRONTO domain ontology allowing annotation of documents. We will present also the developed tool validating the proposed model.

Keywords: indexing model, user profile, multimedia document, heterogeneous of sources, ontology

Procedia PDF Downloads 338