Search results for: capillary effect model
27765 Combining a Continuum of Hidden Regimes and a Heteroskedastic Three-Factor Model in Option Pricing
Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan
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This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium
Procedia PDF Downloads 29727764 The Environmental Impact of Sustainability Dispersion of Chlorine Releases in Coastal Zone of Alexandra: Spatial-Ecological Modeling
Authors: Mohammed El Raey, Moustafa Osman Mohammed
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The spatial-ecological modeling is relating sustainable dispersions with social development. Sustainability with spatial-ecological model gives attention to urban environments in the design review management to comply with Earth’s System. Naturally exchange patterns of ecosystems have consistent and periodic cycles to preserve energy flows and materials in Earth’s System. The probabilistic risk assessment (PRA) technique is utilized to assess the safety of industrial complex. The other analytical approach is the Failure-Safe Mode and Effect Analysis (FMEA) for critical components. The plant safety parameters are identified for engineering topology as employed in assessment safety of industrial ecology. In particular, the most severe accidental release of hazardous gaseous is postulated, analyzed and assessment in industrial region. The IAEA- safety assessment procedure is used to account the duration and rate of discharge of liquid chlorine. The ecological model of plume dispersion width and concentration of chlorine gas in the downwind direction is determined using Gaussian Plume Model in urban and ruler areas and presented with SURFER®. The prediction of accident consequences is traced in risk contour concentration lines. The local greenhouse effect is predicted with relevant conclusions. The spatial-ecological model is also predicted the distribution schemes from the perspective of pollutants that considered multiple factors of multi-criteria analysis. The data extends input–output analysis to evaluate the spillover effect, and conducted Monte Carlo simulations and sensitivity analysis. Their unique structure is balanced within “equilibrium patterns”, such as the biosphere and collective a composite index of many distributed feedback flows. These dynamic structures are related to have their physical and chemical properties and enable a gradual and prolonged incremental pattern. While this spatial model structure argues from ecology, resource savings, static load design, financial and other pragmatic reasons, the outcomes are not decisive in artistic/ architectural perspective. The hypothesis is an attempt to unify analytic and analogical spatial structure for development urban environments using optimization software and applied as an example of integrated industrial structure where the process is based on engineering topology as optimization approach of systems ecology.Keywords: spatial-ecological modeling, spatial structure orientation impact, composite structure, industrial ecology
Procedia PDF Downloads 8027763 PitMod: The Lorax Pit Lake Hydrodynamic and Water Quality Model
Authors: Silvano Salvador, Maryam Zarrinderakht, Alan Martin
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Open pits, which are the result of mining, are filled by water over time until the water reaches the elevation of the local water table and generates mine pit lakes. There are several specific regulations about the water quality of pit lakes, and mining operations should keep the quality of groundwater above pre-defined standards. Therefore, an accurate, acceptable numerical model predicting pit lakes’ water balance and water quality is needed in advance of mine excavation. We carry on analyzing and developing the model introduced by Crusius, Dunbar, et al. (2002) for pit lakes. This model, called “PitMod”, simulates the physical and geochemical evolution of pit lakes over time scales ranging from a few months up to a century or more. Here, a lake is approximated as one-dimensional, horizontally averaged vertical layers. PitMod calculates the time-dependent vertical distribution of physical and geochemical pit lake properties, like temperature, salinity, conductivity, pH, trace metals, and dissolved oxygen, within each model layer. This model considers the effect of pit morphology, climate data, multiple surface and subsurface (groundwater) inflows/outflows, precipitation/evaporation, surface ice formation/melting, vertical mixing due to surface wind stress, convection, background turbulence and equilibrium geochemistry using PHREEQC and linking that to the geochemical reactions. PitMod, which is used and validated in over 50 mines projects since 2002, incorporates physical processes like those found in other lake models such as DYRESM (Imerito 2007). However, unlike DYRESM PitMod also includes geochemical processes, pit wall runoff, and other effects. In addition, PitMod is actively under development and can be customized as required for a particular site.Keywords: pit lakes, mining, modeling, hydrology
Procedia PDF Downloads 15827762 DNA Methylation Changes Caused by Lawsone
Authors: Zuzana Poborilova, Anna B. Ohlsson, Torkel Berglund, Anna Vildova, Petr Babula
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Lawsone is a pigment that occurs naturally in plants. It has been used as a skin and hair dye for a long time. Moreover, its different biological activities have been reported. The present study focused on the effect of lawsone on a plant cell model represented by tobacco BY-2 cell suspension culture, which is used as a model comparable with the HeLa cells. It has been shown that lawsone inhibits the cell growth in the concentration-dependent manner. In addition, changes in DNA methylation level have been determined. We observed decreasing level of DNA methylation in the presence of increasing concentrations of lawsone. These results were accompanied with overproduction of reactive oxygen species (ROS). Since epigenetic modifications can be caused by different stress factors, there could be a connection between the changes in the level of DNA methylation and ROS production caused by lawsone.Keywords: DNA methylation, lawsone, naphthoquinone, reactive oxygen species
Procedia PDF Downloads 42627761 Nanotechnology-Based Treatment of Liver Cancer
Authors: Lucian Mocan
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We present method of Nanoparticle enhanced laser thermal ablation of HepG2 cells (Human hepatocellular liver carcinomacell line), using gold nanoparticles combuned with a specific growth factor and demonstrate its selective therapeutic efficacy usig ex vivo specimens. Ex vivo-perfused liver specimens were obtained from hepatocellular carcinoma patients similarly to the surgical technique of transplantation. Ab bound to GNPs was inoculated intra-arterially onto the resulting specimen and determined the specific delivery of the nano-bioconjugate into the malignant tissue by means of the capillary bed. The extent of necrosis was considerable following laser therapy and at the same time surrounding parenchyma was not seriously affected. The selective photothermal ablation of the malignant liver tissue was obtained after the selective accumulation of Ab bound to GNPs into tumor cells following ex-vivo intravascular perfusion. These unique results may represent a major step in liver cancer treatment using nanolocalized thermal ablation by laser heating.Keywords: HepG2 cells, gold nanoparticles, nanoparticle functionalization, laser irradiation
Procedia PDF Downloads 36827760 The Effect of Circuit Training on Aerobic Fitness and Body Fat Percentage
Authors: Presto Tri Sambodo, Suharjana, Galih Yoga Santiko
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Having an ideal body shape healthy body are the desire of everyone, both young and old. The purpose of this study was to determine: (1) the effect of block circuit training on aerobic fitness and body fat percentage, (2) the effect of non-block circuit training on aerobic fitness and body fat percentage, and (3) differences in the effect of exercise on block and non-circuit training block against aerobic fitness and body fat percentage. This research is an experimental research with the prestest posttest design Two groups design. The population in this study were 57 members of fat loss at GOR UNY Fitness Center. The retrieval technique uses purposive random sampling with a sample of 20 people. The instruments with rockport test (1.6 KM) and body fat percentage with a scale of bioelectrical impedance analysis omron (BIA). So it can be concluded the circuit training between block and non-block has a significant effect on aerobic fitness and body fat percentage. And for differences in the effect of circuit training between blocks and non-blocks, it is more influential on aerobic fitness than the percentage of body fat.Keywords: circuit training, aerobic fitness, body fat percentage, healthy body
Procedia PDF Downloads 25227759 The DC Behavioural Electrothermal Model of Silicon Carbide Power MOSFETs under SPICE
Authors: Lakrim Abderrazak, Tahri Driss
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This paper presents a new behavioural electrothermal model of power Silicon Carbide (SiC) MOSFET under SPICE. This model is based on the MOS model level 1 of SPICE, in which phenomena such as Drain Leakage Current IDSS, On-State Resistance RDSon, gate Threshold voltage VGSth, the transconductance (gfs), I-V Characteristics Body diode, temperature-dependent and self-heating are included and represented using behavioural blocks ABM (Analog Behavioural Models) of Spice library. This ultimately makes this model flexible and easily can be integrated into the various Spice -based simulation softwares. The internal junction temperature of the component is calculated on the basis of the thermal model through the electric power dissipated inside and its thermal impedance in the form of the localized Foster canonical network. The model parameters are extracted from manufacturers' data (curves data sheets) using polynomial interpolation with the method of simulated annealing (S A) and weighted least squares (WLS). This model takes into account the various important phenomena within transistor. The effectiveness of the presented model has been verified by Spice simulation results and as well as by data measurement for SiC MOS transistor C2M0025120D CREE (1200V, 90A).Keywords: SiC power MOSFET, DC electro-thermal model, ABM Spice library, SPICE modelling, behavioural model, C2M0025120D CREE.
Procedia PDF Downloads 58127758 Virtual Assessment of Measurement Error in the Fractional Flow Reserve
Authors: Keltoum Chahour, Mickael Binois
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Due to a lack of standardization during the invasive fractional flow reserve (FFR) procedure, the index is subject to many sources of uncertainties. In this paper, we investigate -through simulation- the effect of the (FFR) device position and configuration on the obtained value of the (FFR) fraction. For this purpose, we use computational fluid dynamics (CFD) in a 3D domain corresponding to a diseased arterial portion. The (FFR) pressure captor is introduced inside it with a given length and coefficient of bending to capture the (FFR) value. To get over the computational limitations, basically, the time of the simulation is about 2h 15min for one (FFR) value; we generate a Gaussian Process (GP) model for (FFR) prediction. The (GP) model indicates good accuracy and demonstrates the effective error in the measurement created by the random configuration of the pressure captor.Keywords: fractional flow reserve, Gaussian processes, computational fluid dynamics, drift
Procedia PDF Downloads 13427757 Dealing the Disruptive Behaviour amongst Students with Autism through Circus
Authors: K. A. Razhiyah
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Disruptive behavior is a problem that is usually associated with those with autism. There is a need to overcome this behavioral problem because the negative impact of this problem does not only effect the social relation of the students but also can cause uneasiness to those around them. This condition will be worse if the techniques used failed to motivate students to change the behaviour. The purpose of this study was to determine the effect of the circus games technique on the disruptive behavior amongst students with autism. The positive results of the intervention that was carried out for three months show the reduction in disruptive behaviour, and also improvement in the turn-taking and focusing ability aspect. Positive changes shown by the students had an encouraging effect and in a way are helping them in the teaching and learning process.Keywords: autism, desruptive behaviour, circus, effect
Procedia PDF Downloads 24827756 Simulations of Cryogenic Cavitation of Low Temperature Fluids with Thermodynamics Effects
Authors: A. Alhelfi, B. Sunden
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Cavitation in cryogenic liquids is widely present in contemporary science. In the current study, we re-examine a previously validated acoustic cavitation model which was developed for a gas bubble in liquid water. Furthermore, simulations of cryogenic fluids including the thermal effect, the effect of acoustic pressure amplitude and the frequency of sound field on the bubble dynamics are presented. A gas bubble (Helium) in liquids Nitrogen, Oxygen and Hydrogen in an acoustic field at ambient pressure and low temperature is investigated numerically. The results reveal that the oscillation of the bubble in liquid Hydrogen fluctuates more than in liquids Oxygen and Nitrogen. The oscillation of the bubble in liquids Oxygen and Nitrogen is approximately similar.Keywords: cryogenic liquids, cavitation, rocket engineering, ultrasound
Procedia PDF Downloads 32227755 Study of a Developed Model Describing a Vacuum Membrane Distillation Unit Coupled to Solar Energy
Authors: Fatma Khaled, Khaoula Hidouri, Bechir Chaouachi
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Desalination using solar energy coupled with membrane techniques such as vacuum membrane distillation (VMD) is considered as an interesting alternative for the production of pure water. During this work, a developed model of a polytetrafluoroethylene (PTFE) hollow fiber membrane module of a VMD unit of seawater was carried out. This simulation leads to establishing a comparison between the effects of two different equations of the vaporization latent heat on the membrane surface temperature and on the unit productivity. Besides, in order to study the effect of putting membrane modules in series on the outlet fluid temperature and on the productivity of the process, a simulation was executed.Keywords: vacuum membrane distillation, membrane module, membrane temperature, productivity
Procedia PDF Downloads 19227754 On Hyperbolic Gompertz Growth Model (HGGM)
Authors: S. O. Oyamakin, A. U. Chukwu,
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We proposed a Hyperbolic Gompertz Growth Model (HGGM), which was developed by introducing a stabilizing parameter called θ using hyperbolic sine function into the classical gompertz growth equation. The resulting integral solution obtained deterministically was reprogrammed into a statistical model and used in modeling the height and diameter of Pines (Pinus caribaea). Its ability in model prediction was compared with the classical gompertz growth model, an approach which mimicked the natural variability of height/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using goodness of fit tests and model selection criteria. The Kolmogorov-Smirnov test and Shapiro-Wilk test was also used to test the compliance of the error term to normality assumptions while using testing the independence of the error term using the runs test. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic gompertz growth models better than the source model (classical gompertz growth model) while the results of R2, Adj. R2, MSE, and AIC confirmed the predictive power of the Hyperbolic Monomolecular growth models over its source model.Keywords: height, Dbh, forest, Pinus caribaea, hyperbolic, gompertz
Procedia PDF Downloads 44127753 Immersive Block Scheduling in Higher Education: A Case Study in Curriculum Reform and Increased Student Success
Authors: Thomas Roche, Erica Wilson, Elizabeth Goode
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Universities across the globe are considering how to effect meaningful change in their higher education (HE) delivery in the face of increasingly diverse student cohorts and shifting student learning preferences. This paper reports on a descriptive case study of whole-of-institution curriculum reform at one regional Australian university, where more traditional 13-week semesters were replaced with a 6-week immersive block model drawing on active learning pedagogy. Based on a synthesis of literature in best practice HE pedagogy and principles, the case study draws on student performance data and senior management staff interviews (N = 5) to outline the key changes necessary for successful HE transformation to deliver increased student pass rates and retention. The findings from this case study indicate that an institutional transformation to an immersive block model requires both a considered change in institutional policy and process as well as the appropriate resourcing of roles, governance committees, technical solutions, and, importantly, communities of practice. Implications for practice at higher education institutions considering reforming their curriculum model are also discussed.Keywords: student retention, immersive scheduling, block model, curriculum reform, active learning, higher education pedagogy, higher education policy
Procedia PDF Downloads 7627752 Cultural Studies: The Effect of Western Culture on Muslim Lifestyle
Authors: Farah Wahida Binti Mohamad Said
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Islamic culture is the way of life a Muslim is defined by the Qur’an and Sunnah. On the other hand, Western culture is fashioned by a host of people; Capitalists, atheists, people who believe in same-gender marriages and others of a similar nature. The main issue that faced by the Muslim in Malaysia is the effect of western culture on Muslim lifestyle. This is because of the influence from western culture that dominates mind of the Muslim and also impressed on their lifestyle. Practically, majority all things have connected with western culture. However, the main objective for this project is to develop the effect of western culture on Muslim lifestyle. This project also focuses on a few aspects that relate with cultural of Muslim and western culture nowadays. This paper will include a few method .The methods for this project are a video, interview etc. Another methodology we will put on next paper for more detail information. As a result, this research found that western cultural will be effect on Muslim lifestyle.Keywords: effect of western culture, Muslim lifestyle, western culture, western and Muslim culture
Procedia PDF Downloads 51827751 Evaluation of Nanoparticle Application to Control Formation Damage in Porous Media: Laboratory and Mathematical Modelling
Authors: Gabriel Malgaresi, Sara Borazjani, Hadi Madani, Pavel Bedrikovetsky
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Suspension-Colloidal flow in porous media occurs in numerous engineering fields, such as industrial water treatment, the disposal of industrial wastes into aquifers with the propagation of contaminants and low salinity water injection into petroleum reservoirs. The main effects are particle mobilization and captured by the porous rock, which can cause pore plugging and permeability reduction which is known as formation damage. Various factors such as fluid salinity, pH, temperature, and rock properties affect particle detachment. Formation damage is unfavorable specifically near injection and production wells. One way to control formation damage is pre-treatment of the rock with nanoparticles. Adsorption of nanoparticles on fines and rock surfaces alters zeta-potential of the surfaces and enhances the attachment force between the rock and fine particles. The main objective of this study is to develop a two-stage mathematical model for (1) flow and adsorption of nanoparticles on the rock in the pre-treatment stage and (2) fines migration and permeability reduction during the water production after the pre-treatment. The model accounts for adsorption and desorption of nanoparticles, fines migration, and kinetics of particle capture. The system of equations allows for the exact solution. The non-self-similar wave-interaction problem was solved by the Method of Characteristics. The analytical model is new in two ways: First, it accounts for the specific boundary and initial condition describing the injection of nanoparticle and production from the pre-treated porous media; second, it contains the effect of nanoparticle sorption hysteresis. The derived analytical model contains explicit formulae for the concentration fronts along with pressure drop. The solution is used to determine the optimal injection concentration of nanoparticle to avoid formation damage. The mathematical model was validated via an innovative laboratory program. The laboratory study includes two sets of core-flood experiments: (1) production of water without nanoparticle pre-treatment; (2) pre-treatment of a similar core with nanoparticles followed by water production. Positively-charged Alumina nanoparticles with the average particle size of 100 nm were used for the rock pre-treatment. The core was saturated with the nanoparticles and then flushed with low salinity water; pressure drop across the core and the outlet fine concentration was monitored and used for model validation. The results of the analytical modeling showed a significant reduction in the fine outlet concentration and formation damage. This observation was in great agreement with the results of core-flood data. The exact solution accurately describes fines particle breakthroughs and evaluates the positive effect of nanoparticles in formation damage. We show that the adsorbed concentration of nanoparticle highly affects the permeability of the porous media. For the laboratory case presented, the reduction of permeability after 1 PVI production in the pre-treated scenario is 50% lower than the reference case. The main outcome of this study is to provide a validated mathematical model to evaluate the effect of nanoparticles on formation damage.Keywords: nano-particles, formation damage, permeability, fines migration
Procedia PDF Downloads 62127750 Using the Structural Equation Model to Explain the Effect of Supervisory Practices on Regulatory Density
Authors: Jill Round
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In the economic system, the financial sector plays a crucial role as an intermediary between market participants, other financial institutions, and customers. Financial institutions such as banks have to make decisions to satisfy the demands of all the participants by keeping abreast of regulatory change. In recent years, progress has been made regarding frameworks, development of rules, standards, and processes to manage risks in the banking sector. The increasing focus of regulators and policymakers placed on risk management, corporate governance, and the organization’s culture is of special interest as it requires a well-resourced risk controlling function, compliance function, and internal audit function. In the past years, the relevance of these functions that make up the so-called Three Lines of Defense has moved from the backroom to the boardroom. The approach of the model can vary based on the various organizational characteristics. Due to the intense regulatory requirements, organizations operating in the financial sector have more mature models. In less regulated industries there is more cloudiness about what tasks are allocated where. All parties strive to achieve their objectives through the effective management of risks and serve the identical stakeholders. Today, the Three Lines of Defense model is used throughout the world. The research looks at trends and emerging issues in the professions of the Three Lines of Defense within the banking sector. The answers are believed to helping to explain the increasing regulatory requirements for the banking sector. While the number of supervisory practices increases the risk management requirements intensify and demand more regulatory compliance at the same time. The Structural Equation Modeling (SEM) is applied by making use of conducted surveys in the research field. It aims to describe (i) the theoretical model regarding the applicable linearity relationships, (ii) the causal relationship between multiple predictors (exogenous) and multiple dependent variables (endogenous), (iii) taking into consideration the unobservable variables and (iv) the measurement errors. The surveys conducted on the research field suggest that the observable variables are caused by various latent variables. The SEM consists of the 1) measurement model and the 2) structural model. There is a detectable correlation regarding the cause-effect relationship among the performed supervisory practices and the increasing scope of regulation. Supervisory practices reinforce the regulatory density. In the past, controls were placed after supervisory practices were conducted or incidents occurred. In further research, it is of interest to examine, whether risk management is proactive, reactive to incidents and supervisory practices or can be both at the same time.Keywords: risk management, structural equation model, supervisory practice, three lines of defense
Procedia PDF Downloads 22427749 Herschel-Bulkley Fluid Flow through Narrow Tubes
Authors: Santhosh Nallapu, G. Radhakrishnamacharya
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A two-fluid model of Herschel-Bulkley fluid flow through tubes of small diameters is studied. It is assumed that the core region consists of Herschel-Bulkley fluid and Newtonian fluid in the peripheral region. The analytical solutions for velocity, flow flux, effective viscosity, core hematocrit and mean hematocrit have been derived and the effects of various relevant parameters on these flow variables have been studied. It has been observed that the effective viscosity and mean hematocrit increase with yield stress, power-law index, hematocrit and tube radius. Further, the core hematocrit decreases with hematocrit and tube radius.Keywords: two-layered model, non-Newtonian fluid, hematocrit, Fahraeus-Lindqvist effect, plug flow
Procedia PDF Downloads 47027748 Temporal Migration and Community Development in Rural Indonesia
Authors: Gunawan Prayitno, Kakuya Matshusima, Kiyoshi Kobayashi
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Indonesia’s rural regions are characterized by wide-spread poverty, under-employment, and surplus of low-skilled labor. The aim of this paper is to empirically prove the effect of social ties (strong and weak tie) as social capital construct on households’ migration decision in the case of developing country (Indonesia). The methodology incorporated indicators of observe variables (four demographic attributes data: income, occupation, education, and family members) and indicators of latent variables (ties to neighbors, ties to community and sense of place) provided by responses to survey questions to aid in estimating the model. Using structural equation model that we employed in Mplus program, the result of our study shows that ties to community positively have a significant impact to the decision of respondents (migrate or not). Besides, education as observed variable directly influences the migration decisions. It seems that higher level of education have impact on migration decision. Our current model so far could explain the relation between social capital and migration decision choice.Keywords: migration, ties to community, ties to neighbors, education
Procedia PDF Downloads 32327747 An Automatic Model Transformation Methodology Based on Semantic and Syntactic Comparisons and the Granularity Issue Involved
Authors: Tiexin Wang, Sebastien Truptil, Frederick Benaben
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Model transformation, as a pivotal aspect of Model-driven engineering, attracts more and more attentions both from researchers and practitioners. Many domains (enterprise engineering, software engineering, knowledge engineering, etc.) use model transformation principles and practices to serve to their domain specific problems; furthermore, model transformation could also be used to fulfill the gap between different domains: by sharing and exchanging knowledge. Since model transformation has been widely used, there comes new requirement on it: effectively and efficiently define the transformation process and reduce manual effort that involved in. This paper presents an automatic model transformation methodology based on semantic and syntactic comparisons, and focuses particularly on granularity issue that existed in transformation process. Comparing to the traditional model transformation methodologies, this methodology serves to a general purpose: cross-domain methodology. Semantic and syntactic checking measurements are combined into a refined transformation process, which solves the granularity issue. Moreover, semantic and syntactic comparisons are supported by software tool; manual effort is replaced in this way.Keywords: automatic model transformation, granularity issue, model-driven engineering, semantic and syntactic comparisons
Procedia PDF Downloads 39527746 Partial Differential Equation-Based Modeling of Brain Response to Stimuli
Authors: Razieh Khalafi
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The brain is the information processing centre of the human body. Stimuli in the form of information are transferred to the brain and then brain makes the decision on how to respond to them. In this research, we propose a new partial differential equation which analyses the EEG signals and make a relationship between the incoming stimuli and the brain response to them. In order to test the proposed model, a set of external stimuli applied to the model and the model’s outputs were checked versus the real EEG data. The results show that this model can model the EEG signal well. The proposed model is useful not only for modelling of EEG signal in case external stimuli but it can be used for modelling of brain response in case of internal stimuli.Keywords: brain, stimuli, partial differential equation, response, EEG signal
Procedia PDF Downloads 55427745 MPC of Single Phase Inverter for PV System
Authors: Irtaza M. Syed, Kaamran Raahemifar
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This paper presents a model predictive control (MPC) of a utility interactive (UI) single phase inverter (SPI) for a photovoltaic (PV) system at residential/distribution level. The proposed model uses single-phase phase locked loop (PLL) to synchronize SPI with the grid and performs MPC control in a dq reference frame. SPI model consists of boost converter (BC), maximum power point tracking (MPPT) control, and a full bridge (FB) voltage source inverter (VSI). No PI regulators to tune and carrier and modulating waves are required to produce switching sequence. Instead, the operational model of VSI is used to synthesize sinusoidal current and track the reference. Model is validated using a three kW PV system at the input of UI-SPI in Matlab/Simulink. Implementation and results demonstrate simplicity and accuracy, as well as reliability of the model.Keywords: phase locked loop, voltage source inverter, single phase inverter, model predictive control, Matlab/Simulink
Procedia PDF Downloads 53227744 The Influence of Strengthening on the Fundamental Frequency and Stiffness of a Confined Masonry Wall with an Opening for а Window
Authors: Emin Z. Mahmud
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Shaking table tests are planned in order to deepen the understanding of the behavior of confined masonry structures with or without openings. The tests are realized in the laboratory of the Institute of Earthquake Engineering and Engineering Seismology (IZIIS) – Skopje. The specimens were examined separately on the shaking table, with uniaxial, in-plane excitation. After testing, samples were strengthened with GFRP (Glass Fiber Reinforced Plastic) and re-tested. This paper presents the observations from a series of shaking-table tests done on a 1:1 scaled confined masonry wall model, with opening for a window – specimens CMWuS (before strengthening) and CMWS (after strengthening). Frequency and stiffness changes before and after GFRP wall strengthening are analyzed. Definition of dynamic properties of the models was the first step of the experimental testing, which enabled acquiring important information about the achieved stiffness (natural frequencies) of the model. The natural frequency was defined in the Y direction of the model by applying resonant frequency search tests. It is important to mention that both specimens CMWuS and CMWS are subjected to the same effects. The initial frequency of the undamaged model CMWuS is 18.79 Hz, while at the end of the testing, the frequency decreased to 12.96 Hz. This emphasizes the reduction of the initial stiffness of the model due to damage, especially in the masonry and tie-beam to tie-column connection. After strengthening the damaged wall, the natural frequency increases to 14.67 Hz. This highlights the beneficial effect of strengthening. After completion of dynamic testing at CMWS, the natural frequency is reduced to 10.75 Hz.Keywords: behaviour of masonry structures, Eurocode, frequency, masonry, shaking table test, strengthening
Procedia PDF Downloads 11827743 Social Business Models: When Profits and Impacts Are Not at Odds
Authors: Elisa Pautasso, Matteo Castagno, Michele Osella
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In the last decade, the emergence of new social needs as an effect of the economic crisis has stimulated the flourishing of business endeavours characterised by explicit social goals. Social start-ups, social enterprises or Corporate Social Responsibility operations carried out by traditional companies are quintessential examples in this regard. This paper analyses these kinds of initiatives in order to discover the main characteristics of social business models and to provide insights to social entrepreneurs for developing or improving their strategies. The research is conducted through the integration of literature review and case study analysis and, thanks to the recognition of the importance of both profits and social impacts as the key success factors for a social business model, proposes a framework for identifying indicators suitable for measuring the social impacts generated.Keywords: business model, case study, impacts, social business
Procedia PDF Downloads 34927742 Coupling Time-Domain Analysis for Dynamic Positioning during S-Lay Installation
Authors: Sun Li-Ping, Zhu Jian-Xun, Liu Sheng-Nan
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In order to study the performance of dynamic positioning system during S-lay operations, dynamic positioning system is simulated with the hull-stinger-pipe coupling effect. The roller of stinger is simulated by the generalized elastic contact theory. The stinger is composed of Morrison members. Force on pipe is calculated by lumped mass method. Time domain of fully coupled barge model is analyzed combining with PID controller, Kalman filter and allocation of thrust using Sequential Quadratic Programming method. It is also analyzed that the effect of hull wave frequency motion on pipe-stinger coupling force and dynamic positioning system. Besides, it is studied that how S-lay operations affect the dynamic positioning accuracy. The simulation results are proved to be available by checking pipe stress with API criterion. The effect of heave and yaw motion cannot be ignored on hull-stinger-pipe coupling force and dynamic positioning system. It is important to decrease the barge’s pitch motion and lay pipe in head sea in order to improve safety of the S-lay installation and dynamic positioning.Keywords: S-lay operation, dynamic positioning, coupling motion, time domain, allocation of thrust
Procedia PDF Downloads 46527741 Countering the Bullwhip Effect by Absorbing It Downstream in the Supply Chain
Authors: Geng Cui, Naoto Imura, Katsuhiro Nishinari, Takahiro Ezaki
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The bullwhip effect, which refers to the amplification of demand variance as one moves up the supply chain, has been observed in various industries and extensively studied through analytic approaches. Existing methods to mitigate the bullwhip effect, such as decentralized demand information, vendor-managed inventory, and the Collaborative Planning, Forecasting, and Replenishment System, rely on the willingness and ability of supply chain participants to share their information. However, in practice, information sharing is often difficult to realize due to privacy concerns. The purpose of this study is to explore new ways to mitigate the bullwhip effect without the need for information sharing. This paper proposes a 'bullwhip absorption strategy' (BAS) to alleviate the bullwhip effect by absorbing it downstream in the supply chain. To achieve this, a two-stage supply chain system was employed, consisting of a single retailer and a single manufacturer. In each time period, the retailer receives an order generated according to an autoregressive process. Upon receiving the order, the retailer depletes the ordered amount, forecasts future demand based on past records, and places an order with the manufacturer using the order-up-to replenishment policy. The manufacturer follows a similar process. In essence, the mechanism of the model is similar to that of the beer game. The BAS is implemented at the retailer's level to counteract the bullwhip effect. This strategy requires the retailer to reduce the uncertainty in its orders, thereby absorbing the bullwhip effect downstream in the supply chain. The advantage of the BAS is that upstream participants can benefit from a reduced bullwhip effect. Although the retailer may incur additional costs, if the gain in the upstream segment can compensate for the retailer's loss, the entire supply chain will be better off. Two indicators, order variance and inventory variance, were used to quantify the bullwhip effect in relation to the strength of absorption. It was found that implementing the BAS at the retailer's level results in a reduction in both the retailer's and the manufacturer's order variances. However, when examining the impact on inventory variances, a trade-off relationship was observed. The manufacturer's inventory variance monotonically decreases with an increase in absorption strength, while the retailer's inventory variance does not always decrease as the absorption strength grows. This is especially true when the autoregression coefficient has a high value, causing the retailer's inventory variance to become a monotonically increasing function of the absorption strength. Finally, numerical simulations were conducted for verification, and the results were consistent with our theoretical analysis.Keywords: bullwhip effect, supply chain management, inventory management, demand forecasting, order-to-up policy
Procedia PDF Downloads 7427740 Effect of the Distance Between the Cold Surface and the Hot Surface on the Production of a Simple Solar Still
Authors: Hiba Akrout, Khaoula Hidouri, Béchir Chaouachi, Romdhane Ben Slama
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A simple solar distiller has been constructed in order to desalt water via the solar distillation process. An experimental study has been conducted in June. The aim of this work is to study the effect of the distance between the cold condensing surface and the hot steam generation surface in order to optimize the geometric characteristics of a simple solar still. To do this, we have developed a mathematical model based on thermal and mass equations system. Subsequently, the equations system resolution has been made through a program developed on MATLAB software, which allowed us to evaluate the production of this system as a function of the distance separating the two surfaces. In addition, this model allowed us to determine the evolution of the humid air temperature inside the solar still as well as the humidity ratio profile all over the day. Simulations results show that the solar distiller production, as well as the humid air temperature, are proportional to the global solar radiation. It was also found that the air humidity ratio inside the solar still has a similar evolution of that of solar radiation. Moreover, the solar distiller average height augmentation, for constant water depth, induces the diminution of the production. However, increasing the water depth for a fixed average height of solar distiller reduces the production.Keywords: distillation, solar energy, heat transfer, mass transfer, average height
Procedia PDF Downloads 14427739 The Effect of Values on Social Innovativeness in Nursing and Medical Faculty Students
Authors: Betül sönmez, Fatma Azizoğlu, S. Bilge Hapçıoğlu, Aytolan Yıldırım
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Background: Social innovativeness contains the procurement of a sustainable benefit for a number of problems from working conditions to education, social development, health, and from environmental control to climate change, as well as the development of new social productions and services. Objectives: This study was conducted to determine the correlation between the social innovation tendency of nursing and medical faculty students and value types. Methods and participants: The population of this correlational study consisted of third-year students studying at a medical faculty and a nursing faculty in a public university in Istanbul. Ethics committee approval and permission from the school administrations were obtained in order to conduct the study and voluntary participation of the students in the study was ensured. 524 questionnaires were obtained with a total return rate of 57.1% (65.0% in nurse student and 52.1% in physic students). The data of the study were collected by using the Portrait Values Questionnaire and a questionnaire containing the Social Innovativeness Scale. Results: The effect of the subscale scores of Portrait Values Questionnaire on the total score of Social Innovativeness Scale was 26.6%. In the model where a significance was determined (F=37.566; p<0.01), the highest effect was observed in the subscale of universalism. The effect of subscale scores obtained from the Portrait Values Questionnaire, as well as age, gender and number of siblings was 25% on the Social Innovativeness in nursing students and 30.8% in medical faculty students. In both models where a significance was determined (p<0.01), the nursing students had the values of power, universalism and kindness, whereas the medical faculty students had the values of self-direction, stimulation, hedonism and universalism showed the highest effect in both models. Conclusions: Universalism is the value with the highest effect upon the social innovativeness in both groups, which is an expected result by the nature of professions. The effect of the values of independent thinking and self-direction, as well as openness to change involving quest for innovation (stimulation), which are observed in medical faculty students, also supports the literature of innovative behavior. These results are thought to guide educators and administrators in terms of developing socially innovative behaviors.Keywords: social innovativeness, portrait values questionnaire, nursing students, medical faculty students
Procedia PDF Downloads 32127738 Mitigation Strategies in the Urban Context of Sydney, Australia
Authors: Hamed Reza Heshmat Mohajer, Lan Ding, Mattheos Santamouris
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One of the worst environmental dangers for people who live in cities is the Urban Heat Island (UHI) impact which is anticipated to become stronger in the coming years as a result of climate change. Accordingly, the key aim of this paper is to study the interaction between the urban configuration and mitigation strategies including increasing albedo of the urban environment (reflective material), implementation of Urban Green Infrastructure (UGI) and/or a combination thereof. To analyse the microclimate models of different urban categories in the metropolis of Sydney, this study will assess meteorological parameters using a 3D model simulation tool of computational fluid dynamics (CFD) named ENVI-met. In this study, four main parameters are taken into consideration while assessing the effectiveness of UHI mitigation strategies: ambient air temperature, wind speed/direction, and outdoor thermal comfort. Layouts with present condition simulation studies from the basic model (scenario one) are taken as the benchmark. A base model is used to calculate the relative percentage variations between each scenario. The findings showed that maximum cooling potential across different urban layouts can be decreased by 2.15 °C degrees by combining high-albedo material with flora; besides layouts with open arrangements(OT1) present a highly remarkable improvement in ambient air temperature and outdoor thermal comfort when mitigation technologies applied compare to compact counterparts. Besides all layouts present a higher intensity on the maximum ambient air temperature reduction rather than the minimum ambient air temperature. On the other hand, Scenarios associated with an increase in greeneries are anticipated to have a slight cooling effect, especially on high-rise layouts.Keywords: sustainable urban development, urban green infrastructure, high-albedo materials, heat island effect
Procedia PDF Downloads 9427737 Cobalt Ions Adsorption by Quartz and Illite and Calcite from Waste Water
Authors: Saad A. Aljlil
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Adsorption of cobalt ions on quartz and illite and calcite from waste water was investigated. The effect of pH on the adsorption of cobalt ions was studied. The maximum capacities of cobalt ions of the three adsorbents increase with increasing cobalt solution temperature. The maximum capacities were (4.66) mg/g for quartz, (3.94) mg/g for illite, and (3.44) mg/g for calcite. The enthalpy, Gibbs free energy, and entropy for adsorption of cobalt ions on the three adsorbents were calculated. It was found that the adsorption process of the cobalt ions of the adsorbent was an endothermic process. consequently increasing the temperature causes the increase of the cobalt ions adsorption of the adsorbents. Therefore, the adsorption process is preferred at high temperature levels. The equilibrium adsorption data were correlated using Langmuir model, Freundlich model. The experimental data of cobalt ions of the adsorbents correlated well with Freundlich model.Keywords: adsorption, Langmuir, Freundlich, quartz, illite, calcite, waste water
Procedia PDF Downloads 37227736 Effects of Destination Image, Perceived Value, Tourist Satisfaction and Service Quality on Destination Loyalty
Authors: Mahadzirah Mohamad, Nur Izzati Ab Ghani
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Worldwide, tourism sustained growth and remained to be one of the fast-growing sectors. Malaysia tourism industry experienced an unstable and declining pattern of international tourist arrival’s growth rate. The situation suggested that the industry was competitive and denoted the need to study factors that influence tourist loyalty. The primary purpose of this study was to develop a model that examined how destination image, perceived value, service quality and tourist satisfaction affect destination loyalty. The study was conducted at the Kuala Lumpur International Airport and Kota Kinabalu International Airport. The respondents were international tourists from United Kingdom and Australia and they were selected using simple random sampling method. A total of 337 respondents were subjected to data analysis using structural equation modelling. The study uncovered that perceived value and destination image was highly correlated and the model suggested that these constructs should be treated as one construct. The construct was labelled as overall destination image. Overall image had significant direct effect on service quality, satisfaction and loyalty. Service quality had a significant indirect effect on loyalty through satisfaction as a moderating variable. However, satisfaction had no mediating effect on the relationship between overall destination image and loyalty. The study suggested that more efforts should be focused on portraying the image of experiencing joy with many interesting natural scenic places to see whilst on a holiday to Malaysia. In addition, the destination management office should promote tourist visiting to Malaysia would enjoy quality service related to accommodation, information facilities, health, and shopping. Tourist satisfaction empirically proved to be an important construct that influenced destination loyalty. This study contributed to the extended knowledge that postulated overall image of a destination was measured by perceived value and destination image.Keywords: destination image, destination loyalty, structural equation modelling, tourist satisfaction
Procedia PDF Downloads 398