Search results for: parametric studies

Authors: Sh. Arzani, H. Kazemi Esfeh, Y. Galeh Zadeh, V. Akbari

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Ethylene dichloride is a colorless liquid with a smell like chloroform. EDC is classified in the simple hydrocarbon group which is obtained from chlorinating ethylene gas. Its chemical formula is C2H2Cl2 which is used as the main mediator in VCM production. Therefore, the purification process of EDC is important in the petrochemical process. In this study, the purification unit of EDC was simulated, and then validation was performed. Finally, the impact of process parameter was studied for the degree of EDC purity. The results showed that by increasing the feed flow, the reflux impure combinations increase and result in an EDC purity decrease.

Keywords: ethylene dichloride, purification, edc, simulation

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Authors: Ozcan B., Koca B., Tuzcuoglu E., Cavusoglu S., Efe A., Bayraktar S.

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A washing machine is mainly used for removing any types of dirt and stains and also eliminating malodorous substances from textile surfaces. Stains originate from various sources from the human body to environmental contamination. Therefore, there are various methods for removing them. They are roughly classified into four different groups: oily (greasy) stains, particulate stains, enzymatic stains and bleachable (oxidizable) stains. Oily stains on clothes surfaces are a common result of being in contact with organic substances of the human body (e.g. perspiration, skin shedding and sebum) or by being exposed to an oily environmental pollutant (e.g. oily foods). Studies showed that human sebum is major component of oily soil found on the garments, and if it is aged under the several environmental conditions, it can generate obstacle yellow stains on the textile surface. In this study, a parametric study was carried out to investigate the key factors affecting the cleaning performance (specifically sebum removal performance) of a washing machine. These parameters are mechanical agitation percentage of tumble, consumed water and total washing period. A full factorial design of the experiment is used to capture all the possible parametric interactions using Minitab 2021 statistical program. Tests are carried out with commercial liquid detergent and 2 different types of sebum-soiled cotton and cotton + polyester fabrics. Parametric results revealed that for both test samples, increasing the washing time and the mechanical agitation could lead to a much better removal result of sebum. However, for each sample, the water amount had different outcomes. Increasing the water amount decreases the performance of cotton + polyester fabrics, while it is favorable for cotton fabric. Besides this, it was also discovered that the type of textile can greatly affect the sebum removal performance. Results showed that cotton + polyester fabrics are much easier to clean compared to cotton fabric

Keywords: laundry, washing machine, low-temperature washing, cold wash, washing efficiency index, sustainability, cleaning performance, stain removal, oily soil, sebum, yellowing

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Authors: Faustina Masocha

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This study sought to determine if the Covid-19 pandemic played a disruptive role in the signalling effect of dividend increases for the Top 40 companies listed on the Johannesburg Stock Exchange. With the use of Event Study Methodologies, it was found that dividend increases that were announced in the 2018 and 2019 financial years resulted in Cumulative Abnormal Returns (CARs) that were significantly different from zero, as confirmed by a p-value of 0,0300. This resulted in the conclusion that, under normal circumstances, dividend increases follow the precepts outlined in signalling theories which indicate that the announcement of dividend increases sent positive signals about the expected financial performance of a company. To prove the notion that Covid-19 plays a disruptive role on the signalling hypothesis, it was found from both parametric and non-parametric tests of significance that CARs related to dividend increases that were announced during the 2020 and 2021 financial years, when the Covid-19 pandemic was at its peak, were not significantly different from zero. Therefore, although the dividend increases still resulted in some CARs, such CARs were not statistically different from zero to confirm the signalling hypothesis. A p-value of 0.9830 from parametric t-tests and a p-value of 0.8971 from the Wilcoxon signed-rank test were used as a gauge that led to the conclusion that Covid-19 plays a disruptive effect on the signalling process of dividend increases.

Keywords: cumulative abnormal returns, dividend increases, event study methodology, signalling

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Authors: Komlan Sedzro

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We apply the non-parametric, unconditional, hyperbolic order-α quantile estimator to appraise the relative efficiency of Microfinance Institutions in Africa in terms of outreach. Our purpose is to verify if these institutions, which must constantly try to strike a compromise between their social role and financial sustainability are operationally efficient. Using data on African MFIs extracted from the Microfinance Information eXchange (MIX) database and covering the 2004 to 2006 periods, we find that more efficient MFIs are also the most profitable. This result is in line with the view that social performance is not in contradiction with the pursuit of excellent financial performance. Our results also show that large MFIs in terms of asset and those charging the highest fees are not necessarily the most efficient.

Keywords: data envelopment analysis, microfinance institutions, quantile estimation of efficiency, social and financial performance

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Authors: Dharni Vasudhevan Venkatesan, K. E. Shanjay, H. Sujith Kumar, N. A. Abhilash, D. Aswin Ram, V. R. Sanal Kumar

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Numerical studies on race car aerodynamics at wing in ground effect have been carried out using a steady 3d, double precision, pressure-based, and standard k-epsilon turbulence model. Through various parametric analytical studies we have observed that at a particular speed and ground clearance of the wings a favorable negative lift was found high at a particular angle of attack for all the physical models considered in this paper. The fact is that if the ground clearance height to chord length (h/c) is too small, the developing boundary layers from either side (the ground and the lower surface of the wing) can interact, leading to an altered variation of the aerodynamic characteristics at wing in ground effect. Therefore a suitable ground clearance must be predicted throughout the racing for a better performance of the race car, which obviously depends upon the coupled effects of the topography, wing orientation with respect to the ground, the incoming flow features and/or the race car speed. We have concluded that for the design of high performance and high speed race cars the adjustable wings capable to alter the ground clearance and the angles of attack is the best design option for any race car for racing safely with variable speeds.

Keywords: external aerodynamics, external flow choking, race car aerodynamics, wing in ground effect

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Authors: Daniele Losanno, Giorgio Serino

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This paper focuses on parametric analysis of reinforced concrete structures equipped with supplemental damping braces. Practitioners still luck sufficient data for current design of damper added structures and often reduce the real model to a pure damper braced structure even if this assumption is neither realistic nor conservative. In the present study, the damping brace is modelled as made by a linear supporting brace connected in series with the viscous/hysteretic damper. Deformation capacity of existing structures is usually not adequate to undergo the design earthquake. In spite of this, additional dampers could be introduced strongly limiting structural damage to acceptable values, or in some cases, reducing frame response to elastic behavior. This work is aimed at providing useful considerations for retrofit of existing buildings by means of supplemental damping braces. The study explicitly takes into consideration variability of (a) relative frame to supporting brace stiffness, (b) dampers’ coefficient (viscous coefficient or yielding force) and (c) non-linear frame behavior. Non-linear time history analysis has been run to account for both dampers’ behavior and non-linear plastic hinges modelled by Pivot hysteretic type. Parametric analysis based on previous studies on SDOF or MDOF linear frames provide reference values for nearly optimal damping systems design. With respect to bare frame configuration, seismic response of the damper-added frame is strongly improved, limiting deformations to acceptable values far below ultimate capacity. Results of the analysis also demonstrated the beneficial effect of stiffer supporting braces, thus highlighting inadequacy of simplified pure damper models. At the same time, the effect of variable damping coefficient and yielding force has to be treated as an optimization problem.

Keywords: brace stiffness, dissipative braces, non-linear analysis, plastic hinges, reinforced concrete frames

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Authors: Martin Georgiev, Milena Nanova, Damyan Damov

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Architects, engineers, and developers need to analyse and implement a wide spectrum of data in different formats, if they want to produce viable residential developments. Usually, this data comes from a number of different sources and is not well structured. The main objective of this research project is to provide parametric tools working with real geodesic data that can generate residential solutions. Various codes, regulations and design constraints are described by variables and prioritized. In this way, we establish a common workflow for architects, geodesists, and other professionals involved in the building and investment process. This collaborative medium ensures that the generated design variants conform to various requirements, contributing to a more streamlined and informed decision-making process. The quantification of distinctive characteristics inherent to typical residential structures allows a systematic evaluation of the generated variants, focusing on factors crucial to designers, such as daylight simulation, circulation analysis, space utilization, view orientation, etc. Integrating real geodesic data offers a holistic view of the built environment, enhancing the accuracy and relevance of the design solutions. The use of generative algorithms and parametric models offers high productivity and flexibility of the design variants. It can be implemented in more conventional CAD and BIM workflow. Experts from different specialties can join their efforts, sharing a common digital workspace. In conclusion, our research demonstrates that a generative parametric approach based on real geodesic data and collaborative decision-making could be introduced in the early phases of the design process. This gives the designers powerful tools to explore diverse design possibilities, significantly improving the qualities of the building investment during its entire lifecycle.

Keywords: architectural design, residential buildings, urban development, geodesic data, generative design, parametric models, workflow optimization

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Authors: Juan Francisco Reinoso Gordo, Francisco Javier Ariza-López, José Rodríguez Avi, Domingo Barrera Rosillo

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The evaluation of the quality of a data product is based on the comparison of the product with a reference of greater accuracy. In the case of MDE data products, quality assessment usually focuses on positional accuracy and few studies consider other terrain characteristics, such as slope and orientation. The proposal that is made consists of evaluating the similarity of two DEMs (a product and a reference), through the joint analysis of the distribution functions of the variables of interest, for example, elevations, slopes and orientations. This is a multivariable approach that focuses on distribution functions, not on single parameters such as mean values or dispersions (e.g. root mean squared error or variance). This is considered to be a more holistic approach. The use of the Kolmogorov-Smirnov test is proposed due to its non-parametric nature, since the distributions of the variables of interest cannot always be adequately modeled by parametric models (e.g. the Normal distribution model). In addition, its application to the multivariate case is carried out jointly by means of a single test on the convolution of the distribution functions of the variables considered, which avoids the use of corrections such as Bonferroni when several statistics hypothesis tests are carried out together. In this work, two DEM products have been considered, DEM02 with a resolution of 2x2 meters and DEM05 with a resolution of 5x5 meters, both generated by the National Geographic Institute of Spain. DEM02 is considered as the reference and DEM05 as the product to be evaluated. In addition, the slope and aspect derived models have been calculated by GIS operations on the two DEM datasets. Through sample simulation processes, the adequate behavior of the Kolmogorov-Smirnov statistical test has been verified when the null hypothesis is true, which allows calibrating the value of the statistic for the desired significance value (e.g. 5%). Once the process has been calibrated, the same process can be applied to compare the similarity of different DEM data sets (e.g. the DEM05 versus the DEM02). In summary, an innovative alternative for the comparison of DEM data sets based on a multinomial non-parametric perspective has been proposed by means of a single Kolmogorov-Smirnov test. This new approach could be extended to other DEM features of interest (e.g. curvature, etc.) and to more than three variables

Keywords: data quality, DEM, kolmogorov-smirnov test, multivariate DEM comparison

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Authors: Kisan Sarda, Bhavika Shingote

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This paper aims to evaluate regression modelling for prediction of Energy storage of solar photovoltaic (PV) system using Semi parametric regression techniques because there are some parameters which are known while there are some unknown parameters like humidity, dust etc. Here irradiation of solar energy is different for different places on the basis of Latitudes, so by finding out areas which give more storage we can implement PV systems at those places and our need of energy will be fulfilled. This regression modelling is done for daily, monthly and seasonal prediction of solar energy storage. In this, we have used R modules for designing the algorithm. This algorithm will give the best comparative results than other regression models for the solar PV cell energy storage.

Keywords: semi parametric regression, photovoltaic (PV) system, regression modelling, irradiation

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Authors: Olga V. Kharchenko

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Applicability of a KTA crystal-based laser system with optical parametric oscillators (OPO) generation to lidar sounding of the atmosphere in the spectral range 3–4 µm is studied in this work. A technique based on differential absorption lidar (DIAL) method and differential optical absorption spectroscopy (DOAS) is developed for lidar sounding of trace atmospheric gases (TAG). The DIAL-DOAS technique is tested to estimate its efficiency for lidar sounding of atmospheric trace gases.

Keywords: atmosphere, lidar sounding, DIAL, DOAS, trace gases, nonlinear crystal

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Authors: M. Shaban, A. Alibeigloo

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This paper studies free vibration behavior of single-walled carbon nanotubes (SWCNTs) embedded on elastic medium based on three-dimensional theory of elasticity. To accounting the size effect of carbon nanotubes, nonlocal theory is adopted to shell model. The nonlocal parameter is incorporated into all constitutive equations in three dimensions. The surrounding medium is modeled as two-parameter elastic foundation. By using Fourier series expansion in axial and circumferential direction, the set of coupled governing equations are reduced to the ordinary differential equations in thickness direction. Then, the state-space method as an efficient and accurate method is used to solve the resulting equations analytically. Comprehensive parametric studies are carried out to show the influences of the nonlocal parameter, radial and shear elastic stiffness, thickness-to-radius ratio and radius-to-length ratio.

Keywords: carbon nanotubes, embedded, nonlocal, free vibration

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Authors: Peli̇n Yilmaz, Gi̇zemnur Yildiz Uysal, Emi̇ne Bi̇rci̇, Berk Özcan, Burak Koca, Ehsan Tuzcuoğlu, Fati̇h Kasap

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Development of Energy Efficient Programs (EEP) is one of the most significant trends in the wet appliance industry of the recent years. Thanks to the EEP, the energy consumption of a washing machine as one of the most energy-consuming home appliances can shrink considerably, while its washing performance and the textile hygiene should remain almost unchanged. Here in, the goal of the present study is to achieve an optimum EEP algorithm providing excellent textile hygiene results as well as cleaning performance in a domestic washing machine. In this regard, steam-pretreated cold wash approach with a combination of innovative algorithm solution in a relatively short washing cycle duration was implemented. For the parametric study, steam exposure time, washing load, total water consumption, main-washing time, and spinning rpm as the significant parameters affecting the textile hygiene and cleaning performance were investigated within a Design of Experiment study using Minitab 2021 statistical program. For the textile hygiene studies, specific loads containing the contaminated cotton carriers with Escherichia coli, Staphylococcus aureus, and Pseudomonas aeruginosa bacteria were washed. Then, the microbial removal performance of the designed programs was expressed as log reduction calculated as a difference of microbial count per ml of the liquids in which the cotton carriers before and after washing. For the cleaning performance studies, tests were carried out with various types of detergents and EMPA Standard Stain Strip. According to the results, the optimum EEP program provided an excellent hygiene performance of more than 2 log reduction of microorganism and a perfect Washing Efficiency Index (Iw) of 1.035, which is greater than the value specified by EU ecodesign regulation 2019/2023.

Keywords: washing machine, energy efficient programs, hygiene, washing efficiency index, microorganism, escherichia coli, staphylococcus aureus, pseudomonas aeruginosa, laundry

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Authors: Pubudu K. Hitigala Kaluarachchilage, Champike Attanayake, Sasith Rajasooriya, Chris P. Tsokos

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Operating system (OS) security is a key component of computer security. Assessing and improving OSs strength to resist against vulnerabilities and attacks is a mandatory requirement given the rate of new vulnerabilities discovered and attacks occurring. Frequency and the number of different kinds of vulnerabilities found in an OS can be considered an index of its information security level. In the present study five mostly used OSs, Microsoft Windows (windows 7, windows 8 and windows 10), Apple’s Mac and Linux are assessed for their discovered vulnerabilities and the risk associated with each. Each discovered and reported vulnerability has an exploitability score assigned in CVSS score of the national vulnerability database. In this study the risk from vulnerabilities in each of the five Operating Systems is compared. Risk Indexes used are developed based on the Markov model to evaluate the risk of each vulnerability. Statistical methodology and underlying mathematical approach is described. Initially, parametric procedures are conducted and measured. There were, however, violations of some statistical assumptions observed. Therefore the need for non-parametric approaches was recognized. 6838 vulnerabilities recorded were considered in the analysis. According to the risk associated with all the vulnerabilities considered, it was found that there is a statistically significant difference among average risk levels for some operating systems, indicating that according to our method some operating systems have been more risk vulnerable than others given the assumptions and limitations. Relevant test results revealing a statistically significant difference in the Risk levels of different OSs are presented.

Keywords: cybersecurity, Markov chain, non-parametric analysis, vulnerability, operating system

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Authors: Sheetal Kumar Parwar, J. Deb Barma, A. Majumder

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Submerged arc welding is a very complex process. It is a very efficient and high performance welding process. In this present study an attempt have been done to reduce the welding distortion by increased amount of oxide flux through TiO2 in submerged arc welding process. Care has been taken to avoid the excessiveness of the adding agent for attainment of significant results. Data Envelopment Analysis (DEA) based BAT algorithm is used for the parametric optimization purpose in which DEA Data Envelopment Analysis is used to convert multi response parameters into a single response parameter. The present study also helps to know the effectiveness of the addition of TiO2 in active flux during submerged arc welding process.

Keywords: BAT algorithm, design of experiment, optimization, submerged arc welding

Procedia PDF Downloads 626

Authors: Chenhao Zhu

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Quantitative mapping is playing a growing role in guiding urban planning, such as using a heat map created by CFX, CFD2000, or Envi-met, to adjust the master plan. However, there is no effective quantitative link between the mappings and planning formation. So, in many cases, the decision-making is still based on the planner's subjective interpretation and understanding of these mappings, which limits the improvement of scientific and accuracy brought by the quantitative mapping. Therefore, in this paper, an effort has been made to give a methodology of building a parametric link between the mapping and planning formation. A parametric planning process based on radiant mapping has been proposed for creating an urban green system. In the first step, a script is written in Grasshopper to build a road network and form the block, while the Ladybug Plug-in is used to conduct a radiant analysis in the form of mapping. Then, the research creatively transforms the radiant mapping from a polygon into a data point matrix, because polygon is hard to engage in the design formation. Next, another script is created to select the main green spaces from the road network based on the criteria of radiant intensity and connect the green spaces' central points to generate a green corridor. After that, a control parameter is introduced to adjust the corridor's form based on the radiant intensity. Finally, a green system containing greenspace and green corridor is generated under the quantitative control of the data matrix. The designer only needs to modify the control parameter according to the relevant research results and actual conditions to realize the optimization of the green system. This method can also be applied to much other mapping-based analysis, such as wind environment analysis, thermal environment analysis, and even environmental sensitivity analysis. The parameterized link between the mapping and planning will bring about a more accurate, objective, and scientific planning.

Keywords: parametric link, mapping, urban green system, radiant intensity, planning strategy, grasshopper

Procedia PDF Downloads 131

Authors: M. Dinesh, V. Kenny Mark, Dharni Vasudhevan Venkatesan, B. Santhosh Kumar, R. Sree Radesh, V. R. Sanal Kumar

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Comprehensive numerical studies have been carried out to examine the best aerodynamic performance of subsonic aircraft at different winglet cant angles using a validated 3D k-ω SST model. In the parametric analytical studies, NACA series of airfoils are selected. Basic design of the winglet is selected from the literature and flow features of the entire wing including the winglet tip effects have been examined with different cant angles varying from 150 to 600 at different angles of attack up to 140. We have observed, among the cases considered in this study that a case with 150 cant angle the aerodynamics performance of the subsonic aircraft during takeoff was found better up to an angle of attack of 2.80 and further its performance got diminished at higher angles of attack. Analyses further revealed that increasing the winglet cant angle from 150 to 600 at higher angles of attack could negate the performance deterioration and additionally it could enhance the peak CL/CD on the order of 3.5%. The investigated concept of variable-cant-angle winglets appears to be a promising alternative for improving the aerodynamic efficiency of aircraft.

Keywords: aerodynamic efficiency, cant angle, drag reduction, flexible winglets

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Authors: Sasitharan Ambicapathy, J. Vignesh, P. Sivaraj, Godfrey Derek Sams, K. Sabarinath, V. R. Sanal Kumar

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The external flow simulation of a flying car at take off phase is a daunting task owing to the fact that the prediction of the transient unsteady flow features during its deployment phase is very complex. In this paper 3D numerical simulations of external flow of Ferrari F430 proposed flying car with different NACA 9618 rectangular wings have been carried. Additionally, the aerodynamics characteristics have been generated for optimizing its geometry for achieving the minimum take off velocity with better overall performance in both road and air. The three-dimensional standard k-omega turbulence model has been used for capturing the intrinsic flow physics during the take off phase. In the numerical study, a fully implicit finite volume scheme of the compressible, Reynolds-Averaged, Navier-Stokes equations is employed. Through the detailed parametric analytical studies we have conjectured that Ferrari F430 flying car facilitated with high wings having three different deployment histories during the take off phase is the best choice for accomplishing its better performance for the commercial applications.

Keywords: aerodynamics of flying car, air taxi, negative lift, roadable airplane

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Authors: A. El Kachani, E. Chakir, A. Ait Laachir, A. Niaaniaa, J. Zerouaoui

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This document presents an adaptive controller based on recursive parametric identification applied to a wind turbine based on the doubly-fed induction machine (DFIG), to compensate the faults and guarantee efficient of the DFIG. The proposed adaptive controller is based on the recursive least square algorithm which considers that the best estimator for the vector parameter is the vector x minimizing a quadratic criterion. Furthermore, this method can improve the rapidity and precision of the controller based on a model. The proposed controller is validated via simulation on a 5.5 kW DFIG-based wind turbine. The results obtained seem to be good. In addition, they show the advantages of an adaptive controller based on recursive least square algorithm.

Keywords: adaptive controller, recursive least squares algorithm, wind turbine, doubly fed induction generator

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Authors: Paulo Mendonca, Nzar Faiq Naqeshbandi

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The objective of this study is to propose an interactive design environment that outlines the underlying computational framework to reach self-supporting overhangs. The research demonstrates the digital printability of overhangs taking into consideration factors related to the geometry design, the material used, the applied support, and the printing set-up of slicing and the extruder inclination. Parametric design tools can contribute to the design phase, form-finding, and stability optimization of self-supporting structures while printing in order to hold the components in place until they are sufficiently advanced to support themselves. The challenge is to ensure the stability of the printed parts in the critical inclinations during the whole fabrication process. Facilitating the identification of parameterization will allow to predict and optimize the process. Later, in the light of the previous findings, some guidelines of simulations and physical tests are given to be conducted for estimating the structural and functional performance.

Keywords: additive manufacturing, overhangs, self-support overhangs, printability, parametric tools

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Authors: Mohd Tahseen Islam Talukder, Sheikh Adnan Enam, Latifa Akter Lithi, Soebur Rahman

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Composite structures have made significant advances in construction applications during the last few decades. Composite structures are composed of structural steel shapes and reinforced concrete combined with shear connectors, which benefit each material's unique properties. Significant research has been conducted on different types of connectors’ behavior and shear capacity. Moreover, the AISC 360-16 “Specification for Steel Structural Buildings” consists of a formula for channel shear connectors' shear capacity. This research compares the behavior of C type and L type shear connectors using Finite Element Analysis. Experimental results from published literature are used to validate the finite element models. The 3-D Finite Element Model (FEM) was built using ABAQUS 2017 to investigate non-linear capabilities and the ultimate load-carrying potential of the connectors using push-out tests. The changes in connector dimensions were analyzed using this non-linear model in parametric investigations. The parametric study shows that by increasing the length of the shear connector by 10 mm, its shear strength increases by 21%. Shear capacity increased by 13% as the height was increased by 10 mm. The thickness of the specimen was raised by 1 mm, resulting in a 2% increase in shear capacity. However, the shear capacity of channel connectors was reduced by 21% due to an increase of thickness by 2 mm.

Keywords: finite element method, channel shear connector, angle shear connector, ABAQUS, composite structure, shear connector, parametric study, ultimate shear capacity, push-out test

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Authors: Takwiir Tahriim Khan, Tausif Khalid, Mohammad Redwan Ahamed, Md Soebur Rahman

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The mutual connection in joints has a significant impact on the safe and cost-effective design of steel structures. Generally, the end plates are welded at the end of the beam and columns are bolted with the end plates. Thus, the moment will be transferred at the interface, which is a critical segment at the connection. 3-D Finite Element Models (FEM) has been developed using ABAQUS 2017 software to predict the yield capacity of the end plate connections. The parameters used in this study are the depth, width, and thickness of the end plate, dimensions of the bolt, sectional and material properties of beams and columns. The influence width, depth, and thicknesses of the end plate connection on yield capacity were investigated through parametric studies. The results showed that, for increasing plate thickness from 0.3 inch to 0.8 inch by an increment of 0.1 inch the yield capacity increased by 2.85% on average, for decreasing the end plate depth from 13 inch to 11 inch the yield capacity increased by 25.4 %, and for decreasing the end plate width from 6.5 inch to 5.75 inch the yield capacity increased by 35.4%. Variation in yield capacity was also found by changing the beam and column section. Besides, the numerical results showed a good agreement with published experimental literature with an average variation of less than 8.3 % in yield capacity. So the study allows for a more effective combination of beam, column, and end plate dimensions.

Keywords: steel beam-column joints, finite element analysis, yield moment capacity, parametric study, ABAQUS, bolted joints, flush end plates, moment vs rotation curves

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Authors: Zeytu G. Asfaw, Serkalem K. Abrha, Demisew G. Degefu

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Background: HIV/AIDS remains a major public health problem in Ethiopia and heavily affecting people of productive and reproductive age. We aimed to compare the performance of Parametric Survival Analysis and Bayesian Survival Analysis using simulations and in a real dataset application focused on determining predictors of HIV patient survival. Methods: A Parametric Survival Models - Exponential, Weibull, Log-normal, Log-logistic, Gompertz and Generalized gamma distributions were considered. Simulation study was carried out with two different algorithms that were informative and noninformative priors. A retrospective cohort study was implemented for HIV infected patients under Highly Active Antiretroviral Therapy in Alamata General Hospital, North Ethiopia. Results: A total of 320 HIV patients were included in the study where 52.19% females and 47.81% males. According to Kaplan-Meier survival estimates for the two sex groups, females has shown better survival time in comparison with their male counterparts. The median survival time of HIV patients was 79 months. During the follow-up period 89 (27.81%) deaths and 231 (72.19%) censored individuals registered. The average baseline cluster of differentiation 4 (CD4) cells count for HIV/AIDS patients were 126.01 but after a three-year antiretroviral therapy follow-up the average cluster of differentiation 4 (CD4) cells counts were 305.74, which was quite encouraging. Age, functional status, tuberculosis screen, past opportunistic infection, baseline cluster of differentiation 4 (CD4) cells, World Health Organization clinical stage, sex, marital status, employment status, occupation type, baseline weight were found statistically significant factors for longer survival of HIV patients. The standard error of all covariate in Bayesian log-normal survival model is less than the classical one. Hence, Bayesian survival analysis showed better performance than classical parametric survival analysis, when subjective data analysis was performed by considering expert opinions and historical knowledge about the parameters. Conclusions: Thus, HIV/AIDS patient mortality rate could be reduced through timely antiretroviral therapy with special care on the potential factors. Moreover, Bayesian log-normal survival model was preferable than the classical log-normal survival model for determining predictors of HIV patients survival.

Keywords: antiretroviral therapy (ART), Bayesian analysis, HIV, log-normal, parametric survival models

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Authors: M. N. Nwodo, Y. P. Cheng, N. H. Minh

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In the process of recovering oil in weak sandstone formations, the strength of sandstones around the wellbore is weakened due to the increase of effective stress/load from the completion activities around the cavity. The weakened and de-bonded sandstone may be eroded away by the produced fluid, which is termed sand production. It is one of the major trending subjects in the petroleum industry because of its significant negative impacts, as well as some observed positive impacts. For efficient sand management therefore, there has been need for a reliable study tool to understand the mechanism of sanding. One method of studying sand production is the use of the widely recognized Discrete Element Method (DEM), Particle Flow Code (PFC3D) which represents sands as granular individual elements bonded together at contact points. However, there is limited knowledge of the particle-scale behavior of the weak sandstone, and the parameters that affect sanding. This paper aims to investigate the reliability of using PFC3D and a simple Darcy flow in understanding the sand production behavior of a weak sandstone. An isotropic tri-axial test on a weak oil sandstone sample was first simulated at a confining stress of 1MPa to calibrate and validate the parallel bond models of PFC3D using a 10m height and 10m diameter solid cylindrical model. The effect of the confining stress on the number of bonds failure was studied using this cylindrical model. With the calibrated data and sample material properties obtained from the tri-axial test, simulations without and with fluid flow were carried out to check on the effect of Darcy flow on bonds failure using the same model geometry. The fluid flow network comprised of every four particles connected with tetrahedral flow pipes with a central pore or flow domain. Parametric studies included the effects of confining stress, and fluid pressure; as well as validating flow rate – permeability relationship to verify Darcy’s fluid flow law. The effect of model size scaling on sanding was also investigated using 4m height, 2m diameter model. The parallel bond model successfully calibrated the sample’s strength of 4.4MPa, showing a sharp peak strength before strain-softening, similar to the behavior of real cemented sandstones. There seems to be an exponential increasing relationship for the bigger model, but a curvilinear shape for the smaller model. The presence of the Darcy flow induced tensile forces and increased the number of broken bonds. For the parametric studies, flow rate has a linear relationship with permeability at constant pressure head. The higher the fluid flow pressure, the higher the number of broken bonds/sanding. The DEM PFC3D is a promising tool to studying the micromechanical behavior of cemented sandstones.

Keywords: discrete element method, fluid flow, parametric study, sand production/bonds failure

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Authors: Manoel Pereira, Alvaro Veiga, Camila Epprecht, Renato Costa

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This paper introduces an empirical version of the Esscher transform for risk-neutral option pricing. Traditional parametric methods require the formulation of an explicit risk-neutral model and are operational only for a few probability distributions for the returns of the underlying. In our proposal, we make only mild assumptions on the pricing kernel and there is no need for the formulation of the risk-neutral model for the returns. First, we simulate sample paths for the returns under the physical distribution. Then, based on the empirical Esscher transform, the sample is reweighted, giving rise to a risk-neutralized sample from which derivative prices can be obtained by a weighted sum of the options pay-offs in each path. We compare our proposal with some traditional parametric pricing methods in four experiments with artificial and real data.

Keywords: esscher transform, generalized autoregressive Conditional Heteroscedastic (GARCH), nonparametric option pricing

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Authors: Ali Ashtiani, Cesar Carrasco

Abstract:

Accurate determination of thermo-mechanical responses of jointed concrete pavement slabs is essential to implement an effective mechanistic design. Temperature-induced curling of concrete slabs can produce premature top-down cracking in rigid pavements. Curling of concrete slabs can result from daily temperature variation through the slab thickness. The slab curling can also result from temperature gradients due hot weather construction, drying shrinkage and creep that are permanently built into the slabs. The existence of permanent curling implies that concrete slabs are not flat at zero temperature gradient. In this case, slabs may not be in full contact with the underlying base layer when subjecting to traffic. Built-in curling can be a major factor producing loss of slab support. The magnitude of stresses induced in slabs is influenced by the stiffness of the underlying foundation layers and the contact condition along the slab-foundation interface. An approach for finite element modeling of the effect of loss of slab support due to built-in curling is presented in this paper. A series of parametric studies is carried out for a pavement system loaded with a combination of traffic and thermal loads, considering different built-in curling and different foundation rigidities. The results explain the effect of loss of support in the magnitude of stresses produced in concrete slabs. The results of parametric study can also be used to evaluate whether the governing equations that are used to idealize the behavior of jointed concrete pavements and the effect of loss of support have been accurately selected and implemented in the finite element model.

Keywords: built-in curling, finite element modeling, loss of slab support, rigid pavement

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Authors: S. H. Arnaud Kanga, O. Hili, S. Dabo-Niang

Abstract:

Spatial prediction is an issue appealing and attracting several fields such as agriculture, environmental sciences, ecology, econometrics, and many others. Although multiple non-parametric prediction methods exist for spatial data, those are based on the conditional expectation. This paper took a different approach by examining a non-parametric spatial predictor of the conditional quantile. The study especially observes the stationary multidimensional spatial process over a rectangular domain. Indeed, the proposed quantile is obtained by inverting the conditional distribution function. Furthermore, the proposed estimator of the conditional distribution function depends on three kernels, where one of them controls the distance between spatial locations, while the other two control the distance between observations. In addition, the almost complete convergence and the convergence in mean order q of the kernel predictor are obtained when the sample considered is alpha-mixing. Such approach of the prediction method gives the advantage of accuracy as it overcomes sensitivity to extreme and outliers values.

Keywords: conditional quantile, kernel, nonparametric, stationary

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Authors: John Knight, Fuchun Li, Yan Xu

Abstract:

Based on a new method of the nonparametric estimator of the drift function, we propose a consistent test for the parametric specification of the drift function in the short rate diffusion process using observations from a panel of yields. The test statistic is shown to follow an asymptotic normal distribution under the null hypothesis that the parametric drift function is correctly specified, and converges to infinity under the alternative. Taking the daily 7-day European rates as a proxy of the short rate, we use our test to examine whether the drift of the short rate diffusion process is linear or nonlinear, which is an unresolved important issue in the short rate modeling literature. The testing results indicate that none of the drift functions in this literature adequately captures the dynamics of the drift, but nonlinear specification performs better than the linear specification.

Keywords: diffusion process, nonparametric estimation, derivative security price, drift function and volatility function

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Authors: Ruoyang Tang, Jianguo Nie

Abstract:

Lateral-torsional bracing members are critical to the stability of girder systems during the construction phase of steel-concrete composite bridges, and the interaction effect of multiple girders plays an essential role in the determination of buckling load. In this paper, an investigation is conducted on the lateral-torsional buckling behavior of the steel girder system which is composed of three or four I-shaped girders and braced by solid web crossbeams. The buckling load for such girder system is comprehensively analyzed and an analytical solution is developed for uniform pressure loading conditions. Furthermore, post-buckling analysis including initial geometric imperfections is performed and parametric studies in terms of bracing density, stiffness ratio as well as the number and spacing of girders are presented in order to find the optimal bracing plans for an arbitrary girder layout. The theoretical solution of critical load on account of local buckling mode shows good agreement with the numerical results in eigenvalue analysis. In addition, parametric analysis results show that both bracing density and stiffness ratio have a significant impact on the initial stiffness, global stability and failure mode of such girder system. Taking into consideration the effect of initial geometric imperfections, an increase in bracing density between adjacent girders can effectively improve the bearing capacity of the structure, and higher beam-girder stiffness ratio can result in a more ductile failure mode.

Keywords: bracing member, construction stage, lateral-torsional buckling, steel girder system

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Authors: A. Flammini, R. Morbidelli, C. Saltalippi

Abstract:

The increase of air surface temperature at global scale is a fact, with values around 0.85 ºC since the late nineteen century, as well as a significant change in main features of rainfall regime. Nevertheless, the detected climatic changes are not equally distributed all over the world, but exhibit specific characteristics in different regions. Therefore, studying the evolution of climatic indices in different geographical areas with a prefixed standard approach becomes very useful in order to analyze the existence of climatic trend and compare results. In this work, a methodology to investigate the climatic change and its effects on a wide set of climatic indices is proposed and applied at regional scale in the case study of a Mediterranean area, Umbria region in Italy. From data of the available temperature stations, nine temperature indices have been obtained and the existence of trends has been checked by applying the non-parametric Mann-Kendall test, while the non-parametric Pettitt test and the parametric Standard Normal Homogeneity Test (SNHT) have been applied to detect the presence of break points. In addition, aimed to characterize the rainfall regime, data from 11 rainfall stations have been used and a trend analysis has been performed on cumulative annual rainfall depth, daily rainfall, rainy days, and dry periods length. The results show a general increase in any temperature indices, even if with a trend pattern dependent of indices and stations, and a general decrease of cumulative annual rainfall and average daily rainfall, with a time rainfall distribution over the year different from the past.

Keywords: climatic change, temperature, rainfall regime, trend analysis

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Authors: Elnaz Saeedi, Jamileh Abolaghasemi, Mohsen Nasiri Tousi, Saeedeh Khosravi

Abstract:

Goals and Objectives: A typical analysis of survival data involves the modeling of time-to-event data, such as the time till death. A frailty model is a random effect model for time-to-event data, where the random effect has a multiplicative influence on the baseline hazard function. This article aims to investigate the use of gamma frailty model with concomitant variable in order to individualize the prognostic factors that influence the liver cirrhosis patients’ survival times. Methods: During the one-year study period (May 2008-May 2009), data have been used from the recorded information of patients with liver cirrhosis who were scheduled for liver transplantation and were followed up for at least seven years in Imam Khomeini Hospital in Iran. In order to determine the effective factors for cirrhotic patients’ survival in the presence of latent variables, the gamma frailty distribution has been applied. In this article, it was considering the parametric model, such as Exponential and Weibull distributions for survival time. Data analysis is performed using R software, and the error level of 0.05 was considered for all tests. Results: 305 patients with liver cirrhosis including 180 (59%) men and 125 (41%) women were studied. The age average of patients was 39.8 years. At the end of the study, 82 (26%) patients died, among them 48 (58%) were men and 34 (42%) women. The main cause of liver cirrhosis was found hepatitis 'B' with 23%, followed by cryptogenic with 22.6% were identified as the second factor. Generally, 7-year’s survival was 28.44 months, for dead patients and for censoring was 19.33 and 31.79 months, respectively. Using multi-parametric survival models of progressive and regressive, Exponential and Weibull models with regard to the gamma frailty distribution were fitted to the cirrhosis data. In both models, factors including, age, bilirubin serum, albumin serum, and encephalopathy had a significant effect on survival time of cirrhotic patients. Conclusion: To investigate the effective factors for the time of patients’ death with liver cirrhosis in the presence of latent variables, gamma frailty model with parametric distributions seems desirable.

Keywords: frailty model, latent variables, liver cirrhosis, parametric distribution

Procedia PDF Downloads 254