Search results for: cumulative absolute velocity
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2458

Search results for: cumulative absolute velocity

1588 Forecasting Exchange Rate between Thai Baht and the US Dollar Using Time Series Analysis

Authors: Kunya Bowornchockchai

Abstract:

The objective of this research is to forecast the monthly exchange rate between Thai baht and the US dollar and to compare two forecasting methods. The methods are Box-Jenkins’ method and Holt’s method. Results show that the Box-Jenkins’ method is the most suitable method for the monthly Exchange Rate between Thai Baht and the US Dollar. The suitable forecasting model is ARIMA (1,1,0)  without constant and the forecasting equation is Yt = Yt-1 + 0.3691 (Yt-1 - Yt-2) When Yt  is the time series data at time t, respectively.

Keywords: Box–Jenkins method, Holt’s method, mean absolute percentage error (MAPE), exchange rate

Procedia PDF Downloads 238
1587 High Cycle Fatigue Analysis of a Lower Hopper Knuckle Connection of a Large Bulk Carrier under Dynamic Loading

Authors: Vaso K. Kapnopoulou, Piero Caridis

Abstract:

The fatigue of ship structural details is of major concern in the maritime industry as it can generate fracture issues that may compromise structural integrity. In the present study, a fatigue analysis of the lower hopper knuckle connection of a bulk carrier was conducted using the Finite Element Method by means of ABAQUS/CAE software. The fatigue life was calculated using Miner’s Rule and the long-term distribution of stress range by the use of the two-parameter Weibull distribution. The cumulative damage ratio was estimated using the fatigue damage resulting from the stress range occurring at each load condition. For this purpose, a cargo hold model was first generated, which extends over the length of two holds (the mid-hold and half of each of the adjacent holds) and transversely over the full breadth of the hull girder. Following that, a submodel of the area of interest was extracted in order to calculate the hot spot stress of the connection and to estimate the fatigue life of the structural detail. Two hot spot locations were identified; one at the top layer of the inner bottom plate and one at the top layer of the hopper plate. The IACS Common Structural Rules (CSR) require that specific dynamic load cases for each loading condition are assessed. Following this, the dynamic load case that causes the highest stress range at each loading condition should be used in the fatigue analysis for the calculation of the cumulative fatigue damage ratio. Each load case has a different effect on ship hull response. Of main concern, when assessing the fatigue strength of the lower hopper knuckle connection, was the determination of the maximum, i.e. the critical value of the stress range, which acts in a direction normal to the weld toe line. This acts in the transverse direction, that is, perpendicularly to the ship's centerline axis. The load cases were explored both theoretically and numerically in order to establish the one that causes the highest damage to the location examined. The most severe one was identified to be the load case induced by beam sea condition where the encountered wave comes from the starboard. At the level of the cargo hold model, the model was assumed to be simply supported at its ends. A coarse mesh was generated in order to represent the overall stiffness of the structure. The elements employed were quadrilateral shell elements, each having four integration points. A linear elastic analysis was performed because linear elastic material behavior can be presumed, since only localized yielding is allowed by most design codes. At the submodel level, the displacements of the analysis of the cargo hold model to the outer region nodes of the submodel acted as boundary conditions and applied loading for the submodel. In order to calculate the hot spot stress at the hot spot locations, a very fine mesh zone was generated and used. The fatigue life of the detail was found to be 16.4 years which is lower than the design fatigue life of the structure (25 years), making this location vulnerable to fatigue fracture issues. Moreover, the loading conditions that induce the most damage to the location were found to be the various ballasting conditions.

Keywords: dynamic load cases, finite element method, high cycle fatigue, lower hopper knuckle

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1586 An Efficient Motion Recognition System Based on LMA Technique and a Discrete Hidden Markov Model

Authors: Insaf Ajili, Malik Mallem, Jean-Yves Didier

Abstract:

Human motion recognition has been extensively increased in recent years due to its importance in a wide range of applications, such as human-computer interaction, intelligent surveillance, augmented reality, content-based video compression and retrieval, etc. However, it is still regarded as a challenging task especially in realistic scenarios. It can be seen as a general machine learning problem which requires an effective human motion representation and an efficient learning method. In this work, we introduce a descriptor based on Laban Movement Analysis technique, a formal and universal language for human movement, to capture both quantitative and qualitative aspects of movement. We use Discrete Hidden Markov Model (DHMM) for training and classification motions. We improve the classification algorithm by proposing two DHMMs for each motion class to process the motion sequence in two different directions, forward and backward. Such modification allows avoiding the misclassification that can happen when recognizing similar motions. Two experiments are conducted. In the first one, we evaluate our method on a public dataset, the Microsoft Research Cambridge-12 Kinect gesture data set (MSRC-12) which is a widely used dataset for evaluating action/gesture recognition methods. In the second experiment, we build a dataset composed of 10 gestures(Introduce yourself, waving, Dance, move, turn left, turn right, stop, sit down, increase velocity, decrease velocity) performed by 20 persons. The evaluation of the system includes testing the efficiency of our descriptor vector based on LMA with basic DHMM method and comparing the recognition results of the modified DHMM with the original one. Experiment results demonstrate that our method outperforms most of existing methods that used the MSRC-12 dataset, and a near perfect classification rate in our dataset.

Keywords: human motion recognition, motion representation, Laban Movement Analysis, Discrete Hidden Markov Model

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1585 Investigation of Distortion and Impact Strength of 304L Butt Joint Using Different Weld Groove

Authors: A. Sharma, S. S. Sandhu, A. Shahi, A. Kumar

Abstract:

The aim of present investigation was to carry out Finite element modeling of distortion in the case of butt weld. 12mm thick AISI 304L plates were butt welded using three different combinations of groove design namely Double U, Double V and Composite. A full simulation of shielded metal arc welding (SMAW) of nonlinear heat transfer is carried out. Aspects like, temperature-dependent thermal properties of AISI stainless steel above liquid phase, the effect of thermal boundary conditions, were included in the model. Since welding heat dissipation characteristics changed due to variable groove design significant changes in the microhardness tensile strength and impact toughness of the joints were observed. The cumulative distortion was found to be least in double V joint followed by the Composite and Double U-joints. All the joints have joint efficiency more than 100%. CVN value of the Double V-groove weld metal was highest. The experimental results and the FEM results were compared and reveal a very good correlation for distortion and weld groove design for a multipass joint with a standard analogy of 83%.

Keywords: AISI 304 L, Butt joint, distortion, FEM, groove design, SMAW

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1584 Artificial Neural Networks Based Calibration Approach for Six-Port Receiver

Authors: Nadia Chagtmi, Nejla Rejab, Noureddine Boulejfen

Abstract:

This paper presents a calibration approach based on artificial neural networks (ANN) to determine the envelop signal (I+jQ) of a six-port based receiver (SPR). The memory effects called also dynamic behavior and the nonlinearity brought by diode based power detector have been taken into consideration by the ANN. Experimental set-up has been performed to validate the efficiency of this method. The efficiency of this approach has been confirmed by the obtained results in terms of waveforms. Moreover, the obtained error vector magnitude (EVM) and the mean absolute error (MAE) have been calculated in order to confirm and to test the ANN’s performance to achieve I/Q recovery using the output voltage detected by the power based detector. The baseband signal has been recovered using ANN with EVMs no higher than 1 % and an MAE no higher than 17, 26 for the SPR excited different type of signals such QAM (quadrature amplitude modulation) and LTE (Long Term Evolution).

Keywords: six-port based receiver; calibration, nonlinearity, memory effect, artificial neural network

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1583 Modelling and Simulation of Aero-Elastic Vibrations Using System Dynamic Approach

Authors: Cosmas Pandit Pagwiwoko, Ammar Khaled Abdelaziz Abdelsamia

Abstract:

Flutter as a phenomenon of flow-induced and self-excited vibration has to be recognized considering its harmful effect on the structure especially in a stage of aircraft design. This phenomenon is also important for a wind energy harvester based on the fluttering surface due to its effective operational velocity range. This multi-physics occurrence can be presented by two governing equations in both fluid and structure simultaneously in respecting certain boundary conditions on the surface of the body. In this work, the equations are resolved separately by two distinct solvers, one-time step of each domain. The modelling and simulation of this flow-structure interaction in ANSYS show the effectiveness of this loosely coupled method in representing flutter phenomenon however the process is time-consuming for design purposes. Therefore, another technique using the same weak coupled aero-structure is proposed by using system dynamics approach. In this technique, the aerodynamic forces were calculated using singularity function for a range of frequencies and certain natural mode shapes are transformed into time domain by employing an approximation model of fraction rational function in Laplace variable. The representation of structure in a multi-degree-of-freedom coupled with a transfer function of aerodynamic forces can then be simulated in time domain on a block-diagram platform such as Simulink MATLAB. The dynamic response of flutter at certain velocity can be evaluated with another established flutter calculation in frequency domain k-method. In this method, a parameter of artificial structural damping is inserted in the equation of motion to assure the energy balance of flow and vibrating structure. The simulation in time domain is particularly interested as it enables to apply the structural non-linear factors accurately. Experimental tests on a fluttering airfoil in the wind tunnel are also conducted to validate the method.

Keywords: flutter, flow-induced vibration, flow-structure interaction, non-linear structure

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1582 Characterization of Ethanol-Air Combustion in a Constant Volume Combustion Bomb Under Cellularity Conditions

Authors: M. Reyes, R. Sastre, P. Gabana, F. V. Tinaut

Abstract:

In this work, an optical characterization of the ethanol-air laminar combustion is presented in order to investigate the origin of the instabilities developed during the combustion, the onset of the cellular structure and the laminar burning velocity. Experimental tests of ethanol-air have been developed in an optical cylindrical constant volume combustion bomb equipped with a Schlieren technique to record the flame development and the flame front surface wrinkling. With this procedure, it is possible to obtain the flame radius and characterize the time when the instabilities are visible through the cell's apparition and the cellular structure development. Ethanol is an aliphatic alcohol with interesting characteristics to be used as a fuel in Internal Combustion Engines and can be biologically synthesized from biomass. Laminar burning velocity is an important parameter used in simulations to obtain the turbulent flame speed, whereas the flame front structure and the instabilities developed during the combustion are important to understand the transition to turbulent combustion and characterize the increment in the flame propagation speed in premixed flames. The cellular structure is spontaneously generated by volume forces, diffusional-thermal and hydrodynamic instabilities. Many authors have studied the combustion of ethanol air and mixtures of ethanol with other fuels. However, there is a lack of works that investigate the instabilities and the development of a cellular structure in ethanol flames, a few works as characterized the ethanol-air combustion instabilities in spherical flames. In the present work, a parametrical study is made by varying the fuel/air equivalence ratio (0.8-1.4), initial pressure (0.15-0.3 MPa) and initial temperature (343-373K), using a design of experiments type I-optimal. In reach mixtures, it is possible to distinguish the cellular structure formed by the hydrodynamic effect and by from the thermo-diffusive. Results show that ethanol-air flames tend to stabilize as the equivalence ratio decreases in lean mixtures and develop a cellular structure with the increment of initial pressure and temperature.

Keywords: ethanol, instabilities, premixed combustion, schlieren technique, cellularity

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1581 Longan Tree Flowering and Bearing Induction Based on Chemicals and Growing Degree-Days Models

Authors: Hong Li, Tingxian Li, Xudong Wang, Fengliang Zhao

Abstract:

Unreliable flowering of chilling-required longan (Dimocarpus longan) due to increased air-temperatures have been the common concerns in the tropical areas. Our objectives were to assess the efficiency of chemicals in longan tree flowering and bearing using Growing Degree Days (GDD). The 2-year study was contacted in the tropical Haihan Island during 2012-2013. At pruning (August) the GDD values were started to count. The KClO3 treatments were applied to the root zones under the canopies at GDD 1300ºC while KH2PO4 rates were applied to the leaves at fruit setting at GDD 3000ºC and GDD 4000ºC. The results showed that total cumulative GDD was 6050ºC for longan. The GDD-guided KClO3 applications induced significant tree budding and flowering. The GDD-guided KH2PO4 applications stimulated higher leaf photosynthesis, carbonxylation efficiency, marketable fruit yield and quality (K+ and sugar) (P<0.05). It was concluded that the GDD-based model could efficiently support longan reliable flowering and bearing.

Keywords: canopy nutrition, flowering induction, growing degree days, longan, oxidant KClO3, tree physiology

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1580 Study of Formation and Evolution of Disturbance Waves in Annular Flow Using Brightness-Based Laser-Induced Fluorescence (BBLIF) Technique

Authors: Andrey Cherdantsev, Mikhail Cherdantsev, Sergey Isaenkov, Dmitriy Markovich

Abstract:

In annular gas-liquid flow, liquid flows as a film along pipe walls sheared by high-velocity gas stream. Film surface is covered by large-scale disturbance waves which affect pressure drop and heat transfer in the system and are necessary for entrainment of liquid droplets from film surface into the core of gas stream. Disturbance waves are a highly complex and their properties are affected by numerous parameters. One of such aspects is flow development, i.e., change of flow properties with the distance from the inlet. In the present work, this question is studied using brightness-based laser-induced fluorescence (BBLIF) technique. This method enables one to perform simultaneous measurements of local film thickness in large number of points with high sampling frequency. In the present experiments first 50 cm of upward and downward annular flow in a vertical pipe of 11.7 mm i.d. is studied with temporal resolution of 10 kHz and spatial resolution of 0.5 mm. Thus, spatiotemporal evolution of film surface can be investigated, including scenarios of formation, acceleration and coalescence of disturbance waves. The behaviour of disturbance waves' velocity depending on phases flow rates and downstream distance was investigated. Besides measuring the waves properties, the goal of the work was to investigate the interrelation between disturbance waves properties and integral characteristics of the flow such as interfacial shear stress and flow rate of dispersed phase. In particular, it was shown that the initial acceleration of disturbance waves, defined by the value of shear stress, linearly decays with downstream distance. This lack of acceleration which may even lead to deceleration is related to liquid entrainment. Flow rate of disperse phase linearly grows with downstream distance. During entrainment events, liquid is extracted directly from disturbance waves, reducing their mass, area of interaction to the gas shear and, hence, velocity. Passing frequency of disturbance waves at each downstream position was measured automatically with a new algorithm of identification of characteristic lines of individual disturbance waves. Scenarios of coalescence of individual disturbance waves were identified. Transition from initial high-frequency Kelvin-Helmholtz waves appearing at the inlet to highly nonlinear disturbance waves with lower frequency was studied near the inlet using 3D realisation of BBLIF method in the same cylindrical channel and in a rectangular duct with cross-section of 5 mm by 50 mm. It was shown that the initial waves are generally two-dimensional but are promptly broken into localised three-dimensional wavelets. Coalescence of these wavelets leads to formation of quasi two-dimensional disturbance waves. Using cross-correlation analysis, loss and restoration of two-dimensionality of film surface with downstream distance were studied quantitatively. It was shown that all the processes occur closer to the inlet at higher gas velocities.

Keywords: annular flow, disturbance waves, entrainment, flow development

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1579 Graphene Transistors Based Microwave Amplifiers

Authors: Pejman Hosseinioun, Ali Safari, Hamed Sarbazi

Abstract:

Graphene is a one-atom-thick sheet of carbon with numerous impressive properties. It is a promising material for future high-speed nanoelectronics due to its intrinsic superior carrier mobility and very high saturation velocity. These exceptional carrier transport properties suggest that graphene field effect transistors (G-FETs) can potentially outperform other FET technologies. In this paper, detailed discussions are introduced for Graphene Transistors Based Microwave Amplifiers.

Keywords: graphene, microwave FETs, microwave amplifiers, transistors

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1578 Handling Missing Data by Using Expectation-Maximization and Expectation-Maximization with Bootstrapping for Linear Functional Relationship Model

Authors: Adilah Abdul Ghapor, Yong Zulina Zubairi, A. H. M. R. Imon

Abstract:

Missing value problem is common in statistics and has been of interest for years. This article considers two modern techniques in handling missing data for linear functional relationship model (LFRM) namely the Expectation-Maximization (EM) algorithm and Expectation-Maximization with Bootstrapping (EMB) algorithm using three performance indicators; namely the mean absolute error (MAE), root mean square error (RMSE) and estimated biased (EB). In this study, we applied the methods of imputing missing values in two types of LFRM namely the full model of LFRM and in LFRM when the slope is estimated using a nonparametric method. Results of the simulation study suggest that EMB algorithm performs much better than EM algorithm in both models. We also illustrate the applicability of the approach in a real data set.

Keywords: expectation-maximization, expectation-maximization with bootstrapping, linear functional relationship model, performance indicators

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1577 2D-Numerical Modelling of Local Scour around a Circular Pier in Steady Current

Authors: Mohamed Rajab Peer Mohamed, Thiruvenkatasamy Kannabiran

Abstract:

In the present investigation, the scour around a circular pier subjected to a steady current were studied numerically using two-dimensional MIKE21 Flow Model (FM) and Sand Transport (ST)Modulewhich is developed by Danish Hydraulic Institute (DHI), Denmark. The unstructured flexible mesh generated with rectangular flume dimension of 10 m wide, 1 m deep, and 30 m long. The grain size of the sand was d50 = 0.16 mm, sediment size, sediment gradation=1.16, pier diameter D= 30 mm and depth-averaged current velocity, U = 0.449 m/s are considered in the model. The estimated scour depth obtained from this model is validated and it is observed that the results of the model have good agreement with flume experimental results.In order to estimate the scour depth, several simulations were made for three cases viz., Case I:change in sediment transport model description in the numerical model viz, i) Engelund-Hansen model, ii) Engelund-Fredsøe model, and iii) Van Rijn model, Case II: change in current velocity for keeping constant pile diameter D=0.03 m and Case III:change in pier diameter for constant depth averaged current speed U=0.449 m/s.In case I simulations, the results indicate that the scour depth S/D is the order of 1.73 for Engelund-Hansen model, 0.64 for Engelund-Fredsøe model and 0.46 for VanRijn model. The scour depth estimates using Engelund-Hansen method compares well the experimental results.In case II, simulations show that the scour depth increases with increasing current component of the flow.In case III simulations, the results indicate that the scour depth increases with increase in pier diameter and it stabilize attains steady value when the Froude number> 2.71.All the results of the numerical simulations are clearly matches with reported values of the experimental results. Hence, this MIKE21 FM –Sand Transport model can be used as a suitable tool to estimate the scour depth for field applications. Moreover, to provide suitable scour protection methods, the maximum scour depth is to be predicted, Engelund-Hansen method can be adopted to estimate the scour depth in the steady current region.

Keywords: circular pier, MIKE21, numerical model, scour, sediment transport

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1576 Study on the Heat Transfer Performance of the Annular Fin under Condensing Conditions

Authors: Abdenour Bourabaa, Malika Fekih, Mohamed Saighi

Abstract:

A numerical investigation of the fin efficiency and temperature distribution of an annular fin under dehumidification has been presented in this paper. The non-homogeneous second order differential equation that describes the temperature distribution from the fin base to the fin tip has been solved using the central finite difference method. The effects of variations in parameters including relative humidity, air temperature, air face velocity on temperature distribution and fin efficiency are investigated and compared with those under fully dry fin conditions. Also, the effect of fin pitch on the dimensionless temperature has been studied.

Keywords: annular fin, dehumidification, fin efficiency, heat and mass transfer, wet fin

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1575 Smart Airport: Application of Internet of Things for Confronting Airport Challenges

Authors: Ali Safaeianpour, Nima Shamandi

Abstract:

As air traffic expands, many airports have evolved into transit centers for people, information, and commerce, and technology implementation is an absolute part of airport development. Several challenges are in the way of implementing technology in an airport. Airport 4.0 proposes the "Smart Airport" concept, which focuses on using modern technologies such as Big Data, the Internet of Things (IoT), advanced biometric systems, blockchain, and cloud computing to alter and enhance passengers' journeys. Several common IoT concrete topics as partial keys to smart airports are discussed and introduced, ranging from automated check-in systems to exterior tracking processes, with the goal of enlightening more and more insightful ideas and proposals about smart airport solutions. IoT will dramatically alter people's lives by infusing intelligence, boosting the quality of life, and assembling it smarter. This paper reviews the approaches to transforming an airport into a smart airport and describes several enabling components of IoT and challenges that can hinder the implementation of a smart airport's function, which require to be addressed.

Keywords: airport 4.0, digital airport, smart airport, IoT

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1574 Integrated Modeling Approach for Energy Planning and Climate Change Mitigation Assessment in the State of Florida

Authors: K. Thakkar, C. Ghenai

Abstract:

An integrated modeling approach was used in this study to (1) track energy consumption, production, and resource extraction, (2) track greenhouse gases emissions and (3) analyze emissions for local and regional air pollutions. The model was used in this study for short and long term energy and GHG emissions reduction analysis for the state of Florida. The integrated modeling methodology will help to evaluate the alternative energy scenarios and examine emissions-reduction strategies. The mitigation scenarios have been designed to describe the future energy strategies. They consist of various demand and supply side scenarios. One of the GHG mitigation scenarios is crafted by taking into account the available renewable resources potential for power generation in the state of Florida to compare and analyze the GHG reduction measure against ‘Business As Usual’ and ‘Florida State Policy’ scenario. Two more ‘integrated’ scenarios, (‘Electrification’ and ‘Efficiency and Lifestyle’) are crafted through combination of various mitigation scenarios to assess the cumulative impact of the reduction measures such as technological changes and energy efficiency and conservation.

Keywords: energy planning, climate change mitigation assessment, integrated modeling approach, energy alternatives, and GHG emission reductions

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1573 Investigation of Distortion and Impact Strength of 304 L Butt Joint Using Different Weld Groove

Authors: A. Sharma, S. S. Sandhu, A.Shahi, A. Kumar

Abstract:

In this study, the effects of geometric configurations of butt joints i.e. double V groove, double U groove and UV groove of AISI 304L of thickness 12 mm by using Gas Tungsten Arc Welding (GTAW) are investigated. The magnitude of transverse shrinkage stress and distortion generated during welding under the unrestrained conditions of butt joints is the main objective of the study. The effect of groove design on impact strength and metallurgical properties are also studied. The Finite element analysis for the groove design is done and compared the actual experimentation. The experimental results and the FEM results were compared and reveal a very good correlation for distortion and weld groove design for multipass joint with a standard analogy of 80%. In the case of VV groove design it was found that the transverse stress and cumulative deflection have the lowest value. It was found that the UV groove design had the maximum ultimate and yield tensile strength, VV groove had the highest impact strength. Vicker’s hardness value of all the groove design was measured. Micro structural studies were carried out using conventional microscopic tools which revealed a lot of useful information for correlating the microstructure with mechanical properties.

Keywords: weld groove design, distortion, AISI 304 L, butt joint, FEM, GTAW

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1572 Investigation of the Technological Demonstrator 14x B in Different Angle of Attack in Hypersonic Velocity

Authors: Victor Alves Barros Galvão, Israel Da Silveira Rego, Antonio Carlos Oliveira, Paulo Gilberto De Paula Toro

Abstract:

The Brazilian hypersonic aerospace vehicle 14-X B, VHA 14-X B, is a vehicle integrated with the hypersonic airbreathing propulsion system based on supersonic combustion (scramjet), developing in Aerothermodynamics and hypersonic Prof. Henry T. Nagamatsu Laboratory, to conduct demonstration in atmospheric flight at the speed corresponding to Mach number 7 at an altitude of 30km. In the experimental procedure the hypersonic shock tunnel T3 was used, installed in that laboratory. This device simulates the flow over a model is fixed in the test section and can also simulate different atmospheric conditions. The scramjet technology offers substantial advantages to improve aerospace vehicle performance which flies at a hypersonic speed through the Earth's atmosphere by reducing fuel consumption on board. Basically, the scramjet is an aspirated aircraft engine fully integrated that uses oblique/conic shock waves generated during hypersonic flight, to promote the deceleration and compression of atmospheric air in scramjet inlet. During the hypersonic flight, the vehicle VHA 14-X will suffer atmospheric influences, promoting changes in the vehicle's angles of attack (angle that the mean line of vehicle makes with respect to the direction of the flow). Based on this information, a study is conducted to analyze the influences of changes in the vehicle's angle of attack during the atmospheric flight. Analytical theoretical analysis, simulation computational fluid dynamics and experimental investigation are the methodologies used to design a technological demonstrator prior to the flight in the atmosphere. This paper considers analysis of the thermodynamic properties (pressure, temperature, density, sound velocity) in lower surface of the VHA 14-X B. Also, it considers air as an ideal gas and chemical equilibrium, with and without boundary layer, considering changes in the vehicle's angle of attack (positive and negative in relation to the flow) and bi-dimensional expansion wave theory at the expansion section (Theory of Prandtl-Meyer).

Keywords: angle of attack, experimental hypersonic, hypersonic airbreathing propulsion, Scramjet

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1571 Portfolio Optimization under a Hybrid Stochastic Volatility and Constant Elasticity of Variance Model

Authors: Jai Heui Kim, Sotheara Veng

Abstract:

This paper studies the portfolio optimization problem for a pension fund under a hybrid model of stochastic volatility and constant elasticity of variance (CEV) using asymptotic analysis method. When the volatility component is fast mean-reverting, it is able to derive asymptotic approximations for the value function and the optimal strategy for general utility functions. Explicit solutions are given for the exponential and hyperbolic absolute risk aversion (HARA) utility functions. The study also shows that using the leading order optimal strategy results in the value function, not only up to the leading order, but also up to first order correction term. A practical strategy that does not depend on the unobservable volatility level is suggested. The result is an extension of the Merton's solution when stochastic volatility and elasticity of variance are considered simultaneously.

Keywords: asymptotic analysis, constant elasticity of variance, portfolio optimization, stochastic optimal control, stochastic volatility

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1570 Indirect Intergranular Slip Transfer Modeling Through Continuum Dislocation Dynamics

Authors: A. Kalaei, A. H. W. Ngan

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In this study, a mesoscopic continuum dislocation dynamics (CDD) approach is applied to simulate the intergranular slip transfer. The CDD scheme applies an efficient kinematics equation to model the evolution of the “all-dislocation density,” which is the line-length of dislocations of each character per unit volume. As the consideration of every dislocation line can be a limiter for the simulation of slip transfer in large scales with a large quantity of participating dislocations, a coarse-grained, extensive description of dislocations in terms of their density is utilized to resolve the effect of collective motion of dislocation lines. For dynamics closure, namely, to obtain the dislocation velocity from a velocity law involving the effective glide stress, mutual elastic interaction of dislocations is calculated using Mura’s equation after singularity removal at the core of dislocation lines. The developed scheme for slip transfer can therefore resolve the effects of the elastic interaction and pile-up of dislocations, which are important physics omitted in coarser models like crystal plasticity finite element methods (CPFEMs). Also, the length and timescales of the simulationareconsiderably larger than those in molecular dynamics (MD) and discrete dislocation dynamics (DDD) models. The present work successfully simulates that, as dislocation density piles up in front of a grain boundary, the elastic stress on the other side increases, leading to dislocation nucleation and stress relaxation when the local glide stress exceeds the operation stress of dislocation sources seeded on the other side of the grain boundary. More importantly, the simulation verifiesa phenomenological misorientation factor often used by experimentalists, namely, the ease of slip transfer increases with the product of the cosines of misorientation angles of slip-plane normals and slip directions on either side of the grain boundary. Furthermore, to investigate the effects of the critical stress-intensity factor of the grain boundary, dislocation density sources are seeded at different distances from the grain boundary, and the critical applied stress to make slip transfer happen is studied.

Keywords: grain boundary, dislocation dynamics, slip transfer, elastic stress

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1569 Non-Invasive Characterization of the Mechanical Properties of Arterial Walls

Authors: Bruno RamaëL, GwenaëL Page, Catherine Knopf-Lenoir, Olivier Baledent, Anne-Virginie Salsac

Abstract:

No routine technique currently exists for clinicians to measure the mechanical properties of vascular walls non-invasively. Most of the data available in the literature come from traction or dilatation tests conducted ex vivo on native blood vessels. The objective of the study is to develop a non-invasive characterization technique based on Magnetic Resonance Imaging (MRI) measurements of the deformation of vascular walls under pulsating blood flow conditions. The goal is to determine the mechanical properties of the vessels by inverse analysis, coupling imaging measurements and numerical simulations of the fluid-structure interactions. The hyperelastic properties are identified using Solidworks and Ansys workbench (ANSYS Inc.) solving an optimization technique. The vessel of interest targeted in the study is the common carotid artery. In vivo MRI measurements of the vessel anatomy and inlet velocity profiles was acquired along the facial vascular network on a cohort of 30 healthy volunteers: - The time-evolution of the blood vessel contours and, thus, of the cross-section surface area was measured by 3D imaging angiography sequences of phase-contrast MRI. - The blood flow velocity was measured using a 2D CINE MRI phase contrast (PC-MRI) method. Reference arterial pressure waveforms were simultaneously measured in the brachial artery using a sphygmomanometer. The three-dimensional (3D) geometry of the arterial network was reconstructed by first creating an STL file from the raw MRI data using the open source imaging software ITK-SNAP. The resulting geometry was then transformed with Solidworks into volumes that are compatible with Ansys softwares. Tetrahedral meshes of the wall and fluid domains were built using the ANSYS Meshing software, with a near-wall mesh refinement method in the case of the fluid domain to improve the accuracy of the fluid flow calculations. Ansys Structural was used for the numerical simulation of the vessel deformation and Ansys CFX for the simulation of the blood flow. The fluid structure interaction simulations showed that the systolic and diastolic blood pressures of the common carotid artery could be taken as reference pressures to identify the mechanical properties of the different arteries of the network. The coefficients of the hyperelastic law were identified using Ansys Design model for the common carotid. Under large deformations, a stiffness of 800 kPa is measured, which is of the same order of magnitude as the Young modulus of collagen fibers. Areas of maximum deformations were highlighted near bifurcations. This study is a first step towards patient-specific characterization of the mechanical properties of the facial vessels. The method is currently applied on patients suffering from facial vascular malformations and on patients scheduled for facial reconstruction. Information on the blood flow velocity as well as on the vessel anatomy and deformability will be key to improve surgical planning in the case of such vascular pathologies.

Keywords: identification, mechanical properties, arterial walls, MRI measurements, numerical simulations

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1568 The Association between Acupuncture Treatment and a Decreased Risk of Irritable Bowel Syndrome in Patients with Depression

Authors: Greg Zimmerman

Abstract:

Background: Major depression is a common illness that affects millions of people globally. It is the leading cause of disability and is projected to become the number one cause of the global burden of disease by 2030. Many of those who suffer from depression also suffer from Irritable Bowel Syndrome (IBS). Acupuncture has been shown to help depression. The aim of this study was to investigate the effectiveness of acupuncture in reducing the risk of IBS in patients with depression. Methods: We enrolled patients diagnosed with depression through the Taiwanese National Health Insurance Research Database (NHIRD). Propensity score matching was used to match equal numbers (n=32971) of the acupuncture cohort and no-acupuncture cohort based on characteristics including sex, age, baseline comorbidity, and medication. The Cox regression model was used to compare the hazard ratios (HRs) of IBS in the two cohorts. Results: The basic characteristics of the two groups were similar. The cumulative incidence of IBS was significantly lower in the acupuncture cohort than in the no-acupuncture cohort (Log-rank test, p<0.001). Conclusion: The results provided real-world evidence that acupuncture may have a beneficial effect on IBS risk reduction in patients with depression.

Keywords: acupuncture, depression, irritable bowel syndrome, national health insurance research database, real-world evidence

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1567 Maternal Deprivation as Predictor of Academic Performance and Psychosocial Adjustment of Primary School Pupils in Abeokuta Metropolis

Authors: Abayomi Olatoke Adejobi

Abstract:

The study investigated maternal deprivation as predictor of academic performance and psychosocial adjustment of primary school pupils in Abeokuta metropolis. Three null hypotheses were formulated to guide the study. Two hundred public primary school pupils were randomly selected as subjects for the study. The instruments used for data collection were Index of Family Relations (IFR) by Hudson, modified version of Psychosocial Adjustment Scale (PAS) by O’ bailey and Academic records of the pupils from Cumulative Records Folder (CRF). The data collected were statistically treated and the three hypotheses were tested using t-test and Pearson Product Moment Correlation Confident statistical methods at 0.05 alpha level. The results of the analysis showed that there is a significant difference in the academic performance of children who suffered maternal deprivation and those who did not (t – 5.61; df = 198; P < 0.05). Also, there was a significant relationship between psychosocial adjustment of children and maternal deprivation (r = 0.37, df = 10; P < 0.05), while there was no significant difference in academic performance of boys and girls who suffered maternal deprivation (t = 0.32; df = 109; P > 0.05). Based on the results some recommendations were made.

Keywords: maternal deprivation, psychosocial adjustment, academic performance, primary school pupils

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1566 Deep Learning Framework for Predicting Bus Travel Times with Multiple Bus Routes: A Single-Step Multi-Station Forecasting Approach

Authors: Muhammad Ahnaf Zahin, Yaw Adu-Gyamfi

Abstract:

Bus transit is a crucial component of transportation networks, especially in urban areas. Any intelligent transportation system must have accurate real-time information on bus travel times since it minimizes waiting times for passengers at different stations along a route, improves service reliability, and significantly optimizes travel patterns. Bus agencies must enhance the quality of their information service to serve their passengers better and draw in more travelers since people waiting at bus stops are frequently anxious about when the bus will arrive at their starting point and when it will reach their destination. For solving this issue, different models have been developed for predicting bus travel times recently, but most of them are focused on smaller road networks due to their relatively subpar performance in high-density urban areas on a vast network. This paper develops a deep learning-based architecture using a single-step multi-station forecasting approach to predict average bus travel times for numerous routes, stops, and trips on a large-scale network using heterogeneous bus transit data collected from the GTFS database. Over one week, data was gathered from multiple bus routes in Saint Louis, Missouri. In this study, Gated Recurrent Unit (GRU) neural network was followed to predict the mean vehicle travel times for different hours of the day for multiple stations along multiple routes. Historical time steps and prediction horizon were set up to 5 and 1, respectively, which means that five hours of historical average travel time data were used to predict average travel time for the following hour. The spatial and temporal information and the historical average travel times were captured from the dataset for model input parameters. As adjacency matrices for the spatial input parameters, the station distances and sequence numbers were used, and the time of day (hour) was considered for the temporal inputs. Other inputs, including volatility information such as standard deviation and variance of journey durations, were also included in the model to make it more robust. The model's performance was evaluated based on a metric called mean absolute percentage error (MAPE). The observed prediction errors for various routes, trips, and stations remained consistent throughout the day. The results showed that the developed model could predict travel times more accurately during peak traffic hours, having a MAPE of around 14%, and performed less accurately during the latter part of the day. In the context of a complicated transportation network in high-density urban areas, the model showed its applicability for real-time travel time prediction of public transportation and ensured the high quality of the predictions generated by the model.

Keywords: gated recurrent unit, mean absolute percentage error, single-step forecasting, travel time prediction.

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1565 The Effect of Particle Temperature on the Thickness of Thermally Sprayed Coatings

Authors: M. Jalali Azizpour, H.Mohammadi Majd

Abstract:

In this paper, the effect of WC-12Co particle Temperature in HVOF thermal spraying process on the coating thickness has been studied. The statistical results show that the spray distance and oxygen-to-fuel ratio are more effective factors on particle characterization and thickness of HVOF thermal spraying coatings. Spray Watch diagnostic system, scanning electron microscopy (SEM), X-ray diffraction and thickness measuring system were used for this purpose.

Keywords: HVOF, temperature, thickness, velocity, WC-12Co

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1564 Porosities Comparison between Production and Simulation in Motorcycle Fuel Caps of Aluminum High Pressure Die Casting

Authors: P. Meethum, C. Suvanjumrat

Abstract:

Many aluminum motorcycle parts produced by a high pressure die casting. Some parts such as fuel caps were a thin and complex shape. This part risked for porosities and blisters on surface if it only depended on an experience of mold makers for mold design. This research attempted to use CAST-DESIGNER software simulated the high pressure die casting process with the same process parameters of a motorcycle fuel cap production. The simulated results were compared with fuel cap products and expressed the same porosity and blister locations on cap surface. An average of absolute difference of simulated results was obtained 0.094 mm when compared the simulated porosity and blister defect sizes on the fuel cap surfaces with the experimental micro photography. This comparison confirmed an accuracy of software and will use the setting parameters to improve fuel cap molds in the further work.

Keywords: aluminum, die casting, fuel cap, motorcycle

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1563 Physics-Based Earthquake Source Models for Seismic Engineering: Analysis and Validation for Dip-Slip Faults

Authors: Percy Galvez, Anatoly Petukhin, Paul Somerville, Ken Miyakoshi, Kojiro Irikura, Daniel Peter

Abstract:

Physics-based dynamic rupture modelling is necessary for estimating parameters such as rupture velocity and slip rate function that are important for ground motion simulation, but poorly resolved by observations, e.g. by seismic source inversion. In order to generate a large number of physically self-consistent rupture models, whose rupture process is consistent with the spatio-temporal heterogeneity of past earthquakes, we use multicycle simulations under the heterogeneous rate-and-state (RS) friction law for a 45deg dip-slip fault. We performed a parametrization study by fully dynamic rupture modeling, and then, a set of spontaneous source models was generated in a large magnitude range (Mw > 7.0). In order to validate rupture models, we compare the source scaling relations vs. seismic moment Mo for the modeled rupture area S, as well as average slip Dave and the slip asperity area Sa, with similar scaling relations from the source inversions. Ground motions were also computed from our models. Their peak ground velocities (PGV) agree well with the GMPE values. We obtained good agreement of the permanent surface offset values with empirical relations. From the heterogeneous rupture models, we analyzed parameters, which are critical for ground motion simulations, i.e. distributions of slip, slip rate, rupture initiation points, rupture velocities, and source time functions. We studied cross-correlations between them and with the friction weakening distance Dc value, the only initial heterogeneity parameter in our modeling. The main findings are: (1) high slip-rate areas coincide with or are located on an outer edge of the large slip areas, (2) ruptures have a tendency to initiate in small Dc areas, and (3) high slip-rate areas correlate with areas of small Dc, large rupture velocity and short rise-time.

Keywords: earthquake dynamics, strong ground motion prediction, seismic engineering, source characterization

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1562 Epidemiological Profile of Healthcare Associated Infections in Intensive Care Unit

Authors: Abdessamad Dali-Ali, Houaria Beldjillali, Fouzia Agag, Asmaa Oukebdane, Ramzi Tidjani, Arslane Bettayeb, Khadidja Meddeber, Radia Dali-Yahia, Nori Midoun

Abstract:

Healthcare-associated infections are a real public health problem, especially in intensive care units. The aim of our study was to describe the epidemiological profile and to estimate the incidence of these infections at the intensive care unit of our teaching hospital. A prospective study was conducted, from June 2012 to December 2013. During this period, 305 patients having a duration of hospitalization equal or more than 48 hours were included in the study. In terms of the incidence of healthcare associated infections, nosocomial pneumonia occupied the first position with a cumulative incidence rate of 20.0%, followed by bacteremia (5.6%), central venous catheter infections (4%), and urinary tract infections (3%). In the case of isolated microorganisms, Gram-negative bacilli not enterobacteriaceae occupied the first place with 48.5%, followed by enterobacteria (32.1%). Acinetobacter baumannii was the most common germ (27.6%). Our study showed that the rate of health-care-associated infections was relatively high in the intensive care unit. A control program to reduce all infections is a priority for the Infection Control Associated Committee.

Keywords: epidemiological profile, healthcare associated infections, intensive care units, teaching hospital of Oran, Algeria

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1561 Efficacy of Crystalline Admixtures in Self-Healing Capacity of Fibre Reinforced Concrete

Authors: Evangelia Tsampali, Evangelos Yfantidis, Andreas Ioakim, Maria Stefanidou

Abstract:

The purpose of this paper is the characterization of the effects of crystalline admixtures on concrete. Crystallites, aided by the presence of humidity, form idiomorphic crystals that block cracks and pores resulting in reduced porosity. In this project, two types of crystallines have been employed. The hydrophilic nature of crystalline admixtures helps the components to react with water and cement particles in the concrete to form calcium silicate hydrates and pore-blocking precipitates in the existing micro-cracks and capillaries. The underlying mechanism relies on the formation of calcium silicate hydrates and the resulting deposits of these crystals become integrally bound with the hydrated cement paste. The crystalline admixtures continue to activate throughout the life of the composite material when in the presence of moisture entering the concrete through hairline cracks, sealing additional gaps. The resulting concrete exhibits significantly increased resistance to water penetration under stress. Admixtures of calcium aluminates can also contribute to this healing mechanism in the same manner. However, this contribution is negligible compared to the calcium silicate hydrates due to the abundance of the latter. These crystalline deposits occur throughout the concrete volume and are a permanent part of the concrete mass. High-performance fibre reinforced cementitious composite (HPFRCC) were produced in the laboratory. The specimens were exposed in three healing conditions: water immersion until testing at 15 °C, sea water immersion until testing at 15 °C, and wet/dry cycles (immersion in tap water for 3 days and drying for 4 days). Specimens were pre-cracked at 28 days, and the achieved cracks width were in the range of 0.10–0.50 mm. Furthermore, microstructure observations and Ultrasonic Pulse Velocity tests have been conducted. Based on the outcomes, self-healing related indicators have also been defined. The results show almost perfect healing capability for specimens healed under seawater, better than for specimens healed in water while inadequate for the wet/dry exposure in both of the crystalline types.

Keywords: autogenous self-healing, concrete, crystalline admixtures, ultrasonic pulse velocity test

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1560 Presenting the Mathematical Model to Determine Retention in the Watersheds

Authors: S. Shamohammadi, L. Razavi

Abstract:

This paper based on the principle concepts of SCS-CN model, a new mathematical model for computation of retention potential (S) presented. In the mathematical model, not only precipitation-runoff concepts in SCS-CN model are precisely represented in a mathematical form, but also new concepts, called “maximum retention” and “total retention” is introduced, and concepts of potential retention capacity, maximum retention, and total retention have been separated from each other. In the proposed model, actual retention (F), maximum actual retention (Fmax), total retention (S), maximum retention (Smax), and potential retention (Sp), for the first time clearly defined, so that Sp is not variable, but a function of morphological characteristics of the watershed. Indeed, based on the mathematical relation of the conceptual curve of SCS-CN model, the proposed model provides a new method for the computation of actual retention in watershed and it simply determined runoff based on. In the corresponding relations, in addition to Precipitation (P), Initial retention (Ia), cumulative values of actual retention capacity (F), total retention (S), runoff (Q), antecedent moisture (M), potential retention (Sp), total retention (S), we introduced Fmax and Fmin referring to maximum and minimum actual retention, respectively. As well as, ksh is a coefficient which depends on morphological characteristics of the watershed. Advantages of the modified version versus the original model include a better precision, higher performance, easier calibration and speed computing.

Keywords: model, mathematical, retention, watershed, SCS

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1559 Best Option for Countercyclical Capital Buffer Implementation: Scenarios for Baltic States

Authors: Ģirts Brasliņš, Ilja Arefjevs, Nadežda Tarakanova

Abstract:

The objective of countercyclical capital buffer is to encourage banks to build up buffers in good times that can be drawn down in bad times. The aim of the report is to assess such decisions by banks derived from three approaches. The approaches are the aggregate credit-to-GDP ratio, credit growth as well as banking sector profits. The approaches are implemented for Estonia, Latvia and Lithuania for the time period 2000-2012. The report compares three approaches and analyses their relevance to the Baltic states by testing the correlation between a growth in studied variables and a growth of corresponding gaps. Methods used in the empirical part of the report are econometric analysis as well as economic analysis, development indicators, relative and absolute indicators and other methods. The research outcome is a cross-Baltic comparison of two alternative approaches to establish or release a countercyclical capital buffer by banks and their implications for each Baltic country.

Keywords: basel III, countercyclical capital buffer, banks, credit growth, baltic states

Procedia PDF Downloads 378