Search results for: generalized RLW equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2669

Search results for: generalized RLW equation

1769 Calibration of Hybrid Model and Arbitrage-Free Implied Volatility Surface

Authors: Kun Huang

Abstract:

This paper investigates whether the combination of local and stochastic volatility models can be calibrated exactly to any arbitrage-free implied volatility surface of European option. The risk neutral Brownian Bridge density is applied for calibration of the leverage function of our Hybrid model. Furthermore, the tails of marginal risk neutral density are generated by Generalized Extreme Value distribution in order to capture the properties of asset returns. The local volatility is generated from the arbitrage-free implied volatility surface using stochastic volatility inspired parameterization.

Keywords: arbitrage free implied volatility, calibration, extreme value distribution, hybrid model, local volatility, risk-neutral density, stochastic volatility

Procedia PDF Downloads 267
1768 Quantum Algebra from Generalized Q-Algebra

Authors: Muna Tabuni

Abstract:

The paper contains an investigation of the notion of Q algebras. A brief introduction to quantum mechanics is given, in that systems the state defined by a vector in a complex vector space H which have Hermitian inner product property. H may be finite or infinite-dimensional. In quantum mechanics, operators must be hermitian. These facts are saved by Lie algebra operators but not by those of quantum algebras. A Hilbert space H consists of a set of vectors and a set of scalars. Lie group is a differentiable topological space with group laws given by differentiable maps. A Lie algebra has been introduced. Q-algebra has been defined. A brief introduction to BCI-algebra is given. A BCI sub algebra is introduced. A brief introduction to BCK=BCH-algebra is given. Every BCI-algebra is a BCH-algebra. Homomorphism maps meanings are introduced. Homomorphism maps between two BCK algebras are defined. The mathematical formulations of quantum mechanics can be expressed using the theory of unitary group representations. A generalization of Q algebras has been introduced, and their properties have been considered. The Q- quantum algebra has been studied, and various examples have been given.

Keywords: Q-algebras, BCI, BCK, BCH-algebra, quantum mechanics

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1767 Definition of Service Angle of Android’S Robot Hand by Method of Small Movements of Gripper’S Axis Synthesis by Speed Vector

Authors: Valeriy Nebritov

Abstract:

The paper presents a generalized method for determining the service solid angle based on the assigned gripper axis orientation with a stationary grip center. Motion synthesis in this work is carried out in the vector of velocities. As an example, a solid angle of the android robot arm is determined, this angle being formed by the longitudinal axis of a gripper. The nature of the method is based on the study of sets of configuration positions, defining the end point positions of the unit radius sphere sweep, which specifies the service solid angle. From this the spherical curve specifying the shape of the desired solid angle was determined. The results of the research can be used in the development of control systems of autonomous android robots.

Keywords: android robot, control systems, motion synthesis, service angle

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1766 Boundary Layer Control Using a Magnetic Field: A Case Study in the Framework of Ferrohydrodynamics

Authors: C. F. Alegretti, F. R. Cunha, R. G. Gontijo

Abstract:

This work investigates the effects of an applied magnetic field on the geometry-driven boundary layer detachment flow of a ferrofluid over a sudden expansion. Both constitutive equation and global magnetization equation for a ferrofluid are considered. Therefore, the proposed formulation consists in a coupled magnetic-hydrodynamic problem. Computational simulations are carried out in order to explore, not only the viability to control flow instabilities, but also to evaluate the consistency of theoretical aspects. The unidirectional sudden expansion in a ferrofluid flow is investigated numerically under the perspective of Ferrohydrodynamics in a two-dimensional domain using a Finite Differences Method. The boundary layer detachment induced by the sudden expansion results in a recirculating zone, which has been extensively studied in non-magnetic hydrodynamic problems for a wide range of Reynolds numbers. Similar investigations can be found in literature regarding the sudden expansion under the magnetohydrodynamics framework, but none considering a colloidal suspension of magnetic particles out of the superparamagnetic regime. The vorticity-stream function formulation is implemented and results in a clear coupling between the flow vorticity and its magnetization field. Our simulations indicate a systematic decay on the length of the recirculation zone as increasing physical parameters of the flow, such as the intensity of the applied field and the volume fraction of particles. The results all are discussed from a physical point of view in terms of the dynamical non-dimensional parameters. We argue that the decrease/reduction in the recirculation region of the flow is a direct consequence of the magnetic torque balancing the action of the torque produced by viscous and inertial forces of the flow. For the limit of small Reynolds and magnetic Reynolds parameters, the diffusion of vorticity balances the diffusion of the magnetic torque on the flow. These mechanics control the growth of the recirculation region.

Keywords: boundary layer detachment, ferrofluid, ferrohydrodynamics, magnetization, sudden expansion

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1765 Investigation of Shear Strength, and Dilative Behavior of Coarse-grained Samples Using Laboratory Test and Machine Learning Technique

Authors: Ehsan Mehryaar, Seyed Armin Motahari Tabari

Abstract:

Coarse-grained soils are known and commonly used in a wide range of geotechnical projects, including high earth dams or embankments for their high shear strength. The most important engineering property of these soils is friction angle which represents the interlocking between soil particles and can be applied widely in designing and constructing these earth structures. Friction angle and dilative behavior of coarse-grained soils can be estimated from empirical correlations with in-situ testing and physical properties of the soil or measured directly in the laboratory performing direct shear or triaxial tests. Unfortunately, large-scale testing is difficult, challenging, and expensive and is not possible in most soil mechanic laboratories. So, it is common to remove the large particles and do the tests, which cannot be counted as an exact estimation of the parameters and behavior of the original soil. This paper describes a new methodology to simulate particles grading distribution of a well-graded gravel sample to a smaller scale sample as it can be tested in an ordinary direct shear apparatus to estimate the stress-strain behavior, friction angle, and dilative behavior of the original coarse-grained soil considering its confining pressure, and relative density using a machine learning method. A total number of 72 direct shear tests are performed in 6 different sizes, 3 different confining pressures, and 4 different relative densities. Multivariate Adaptive Regression Spline (MARS) technique was used to develop an equation in order to predict shear strength and dilative behavior based on the size distribution of coarse-grained soil particles. Also, an uncertainty analysis was performed in order to examine the reliability of the proposed equation.

Keywords: MARS, coarse-grained soil, shear strength, uncertainty analysis

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1764 A Robust Software for Advanced Analysis of Space Steel Frames

Authors: Viet-Hung Truong, Seung-Eock Kim

Abstract:

This paper presents a robust software package for practical advanced analysis of space steel framed structures. The pre- and post-processors of the presented software package are coded in the C++ programming language while the solver is written by using the FORTRAN programming language. A user-friendly graphical interface of the presented software is developed to facilitate the modeling process and result interpretation of the problem. The solver employs the stability functions for capturing the second-order effects to minimize modeling and computational time. Both the plastic-hinge and fiber-hinge beam-column elements are available in the presented software. The generalized displacement control method is adopted to solve the nonlinear equilibrium equations.

Keywords: advanced analysis, beam-column, fiber-hinge, plastic hinge, steel frame

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1763 Half-Metallic Ferromagnetism in CdCoTe and CdMnTe: Ab-Initio Study

Authors: A.Zitouni, S.Bentata, B.Bouadjemi, T.Lantri, W. Benstaali, Z.Aziz, S.Cherid, A. Sefir

Abstract:

Using the first-principles method, we investigate the structural, electronic, and magnetic properties of the diluted magnetic semiconductors CdCoTe and CdMnTe in the zinc blende phase with 12.5% of Cr. The calculations are performed by a developed full potential augmented plane wave (FP-L/APW) method within the spin density functional theory (DFT). As exchange–correlation potential, we used the new generalized gradient approximation GGA. Structural properties are determined from the total energy calculations and we found that these compounds are stable in the ferromagnetic phase. We discuss the electronic structures, total and partial densities of states and local moments. Finally, CdCoTe and CdMnTe in the zinc-blend phase show the half-metallic ferromagnetic nature and are expected to be potential materials for spintronic devices.

Keywords: DFT, GGA, band structures, half-metallic, spintronics

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1762 Main Control Factors of Fluid Loss in Drilling and Completion in Shunbei Oilfield by Unmanned Intervention Algorithm

Authors: Peng Zhang, Lihui Zheng, Xiangchun Wang, Xiaopan Kou

Abstract:

Quantitative research on the main control factors of lost circulation has few considerations and single data source. Using Unmanned Intervention Algorithm to find the main control factors of lost circulation adopts all measurable parameters. The degree of lost circulation is characterized by the loss rate as the objective function. Geological, engineering and fluid data are used as layers, and 27 factors such as wellhead coordinates and WOB are used as dimensions. Data classification is implemented to determine function independent variables. The mathematical equation of loss rate and 27 influencing factors is established by multiple regression method, and the undetermined coefficient method is used to solve the undetermined coefficient of the equation. Only three factors in t-test are greater than the test value 40, and the F-test value is 96.557%, indicating that the correlation of the model is good. The funnel viscosity, final shear force and drilling time were selected as the main control factors by elimination method, contribution rate method and functional method. The calculated values of the two wells used for verification differ from the actual values by -3.036m3/h and -2.374m3/h, with errors of 7.21% and 6.35%. The influence of engineering factors on the loss rate is greater than that of funnel viscosity and final shear force, and the influence of the three factors is less than that of geological factors. Quantitatively calculate the best combination of funnel viscosity, final shear force and drilling time. The minimum loss rate of lost circulation wells in Shunbei area is 10m3/h. It can be seen that man-made main control factors can only slow down the leakage, but cannot fundamentally eliminate it. This is more in line with the characteristics of karst caves and fractures in Shunbei fault solution oil and gas reservoir.

Keywords: drilling and completion, drilling fluid, lost circulation, loss rate, main controlling factors, unmanned intervention algorithm

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1761 Is It Important to Measure the Volumetric Mass Density of Nanofluids?

Authors: Z. Haddad, C. Abid, O. Rahli, O. Margeat, W. Dachraoui, A. Mataoui

Abstract:

The present study aims to measure the volumetric mass density of NiPd-heptane nanofluids synthesized using a one-step method known as thermal decomposition of metal-surfactant complexes. The particle concentration is up to 7.55 g/l and the temperature range of the experiment is from 20°C to 50°C. The measured values were compared with the mixture theory and good agreement between the theoretical equation and measurement were obtained. Moreover, the available nanofluids volumetric mass density data in the literature is reviewed.

Keywords: NiPd nanoparticles, nanofluids, volumetric mass density, stability

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1760 Clinical Case Report of Fulminating Leptospirosis in a 4-Months Old Caucasian Dog: Public Health Significance and Ramifications

Authors: N. N. Pilau, M. S. Abubakar, A. Danmaigoro, P. C. Mshelia, Y. Sani

Abstract:

A severely debilitated 4months old Caucasian male dog presented dehydration, emaciation, vomiting, icteric ocular and oral mucous membranes, generalized lymphadenopathy, hematuria, anorexia and prolonged recumbency. Clinical workup was done in established protocols for diagnosis based on history, clinical signs and selected laboratory tests. Treatment course were administered over 48hours during which the patient died of overwhelming hepatopathy, nephropathy and pneumonia. Postmortem findings supported by ante mortem laboratory test results tentatively diagnosed leptospirosis, a disease endemic and presenting potentially fatal epidemics and zoonoses in some countries amongst the developing regions of the world. This disease is reviewed and a call for attention on the public health significance of the disease is hereby presented through this case report.

Keywords: canine, endemic, leptospirosis, prevalence

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1759 On the Mathematical Modelling of Aggregative Stability of Disperse Systems

Authors: Arnold M. Brener, Lesbek Tashimov, Ablakim S. Muratov

Abstract:

The paper deals with the special model for coagulation kernels which represents new control parameters in the Smoluchowski equation for binary aggregation. On the base of the model the new approach to evaluating aggregative stability of disperse systems has been submitted. With the help of this approach the simple estimates for aggregative stability of various types of hydrophilic nano-suspensions have been obtained.

Keywords: aggregative stability, coagulation kernels, disperse systems, mathematical model

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1758 CFD Simulation of a Large Scale Unconfined Hydrogen Deflagration

Authors: I. C. Tolias, A. G. Venetsanos, N. Markatos

Abstract:

In the present work, CFD simulations of a large scale open deflagration experiment are performed. Stoichiometric hydrogen-air mixture occupies a 20 m hemisphere. Two combustion models are compared and are evaluated against the experiment. The Eddy Dissipation Model and a Multi-physics combustion model which is based on Yakhot’s equation for the turbulent flame speed. The values of models’ critical parameters are investigated. The effect of the turbulence model is also examined. k-ε model and LES approach were tested.

Keywords: CFD, deflagration, hydrogen, combustion model

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1757 Spin-Polarized Structural, Electronic and Magnetic Properties of Intermetallic Dy2Ni2Pb from Computational Study

Authors: O. Arbouche, Y. Benallou, K. Amara

Abstract:

We report a first-principles study of structural, electronic and magnetic properties of ternary plumbides (rare earth-transition metal-Plumb) Dy2Ni2Pb crystallizes with the orthorhombic structure of the Mn2AlB2 type (space group Cmmm), were studied by means of the full-relativistic version of the full-potential augmented plane wave plus local orbital method within the frame work of spin-polarized density functional theory (SP-DFT). The electronic exchange-correlation energy is described by generalized gradient approximation (GGA). We have calculated the lattice parameters, bulk modulii and the first pressure derivatives of the bulk modulii, total densities of states and magnetic properties. The calculated total magnetic moment is found to be equal to 9.52 μB.

Keywords: spin-polarized, magnetic properties, Dy2Ni2Pb, Density functional theory

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1756 Magnetic Fluctuations in the Terrestrial Magnetosheath

Authors: Alexandre Gurchumelia, Luca Sorriso-Valvo, David Burgess, Khatuna Elbakidze, Oleg Kharshiladze, Diana Kvaratskhelia

Abstract:

The terrestrial magnetosheath is a highly turbulent medium, with a high level of magnetic1field fluctuations throughout a broad range of scales. These often include an inertial range where a2magnetohydrodynamic turbulent cascade is observed. The multifractal properties of the turbulent3cascade, strictly related to intermittency, are observed here during the transition from quasi-parallel to4quasi-perpendicular magnetic field with respect to the bow-shock normal. The different multifractal5behavior in the two regions is analyzed. A standard coarse-graining technique has been used6to evaluate the generalized dimensions and the corresponding multifractal spectrumf(α). A7p-model fit provided a quantitative measure of multifractality and intermittency, to be compared with8standard indicators: the width of the multifractal spectrum, the peak of the kurtosis, and its scaling9exponent. Results show a clear transition and sharp differences in the intermittency properties for the two regions.

Keywords: magnetos heath, turbulence, multifractal, instabilities

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1755 A Survey on the Requirements of University Course Timetabling

Authors: Nurul Liyana Abdul Aziz, Nur Aidya Hanum Aizam

Abstract:

Course timetabling problems occur every semester in a university which includes the allocation of resources (subjects, lecturers and students) to a number of fixed rooms and timeslots. The assignment is carried out in a way such that there are no conflicts within rooms, students and lecturers, as well as fulfilling a range of constraints. The constraints consist of rules and policies set up by the universities as well as lecturers’ and students’ preferences of courses to be allocated in specific timeslots. This paper specifically focuses on the preferences of the course timetabling problem in one of the public universities in Malaysia. The demands will be considered into our existing mathematical model to make it more generalized and can be used widely. We have distributed questionnaires to a number of lecturers and students of the university to investigate their demands and preferences for their desired course timetable. We classify the preferences thus converting them to construct one mathematical model that can produce such timetable.

Keywords: university course timetabling problem, integer programming, preferences, constraints

Procedia PDF Downloads 366
1754 Calculation of Lattice Constants and Band Gaps for Generalized Quasicrystals of InGaN Alloy: A First Principle Study

Authors: Rohin Sharma, Sumantu Chaulagain

Abstract:

This paper presents calculations of total energy of InGaN alloy carried out in a disordered quasirandom structure for a triclinic super cell. This structure replicates the disorder and composition effect in the alloy. First principle calculations within the density functional theory with the local density approximation approach is employed to accurately determine total energy of the system. Lattice constants and band gaps associated with the ground states are then estimated for different concentration ratios of the alloy. We provide precise results of quasirandom structures of the alloy and their lattice constants with the total energy and band gap energy of the system for the range of seven different composition ratios and their respective lattice parameters.

Keywords: DFT, ground state, LDA, quasicrystal, triclinic super cell

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1753 Optimality Conditions and Duality for Semi-Infinite Mathematical Programming Problems with Equilibrium Constraints, Using Convexificators

Authors: Shashi Kant Mishra

Abstract:

In this paper, we consider semi-infinite mathematical programming problems with equilibrium constraints (SIMPEC). We establish necessary and sufficient optimality conditions for the SIMPEC, using convexificators. We study the Wolfe type dual problem for the SIMPEC under the ∂∗convexity assumptions. A Mond-Weir type dual problem is also formulated and studied for the SIMPEC under the ∂∗-convexity, ∂∗-pseudoconvexity and ∂∗quasiconvexity assumptions. Weak duality theorems are established to relate the SIMPEC and two dual programs in the framework of convexificators. Further, strong duality theorems are obtained under generalized standard Abadie constraint qualification (GS-ACQ).

Keywords: mathematical programming problems with equilibrium constraints, optimality conditions, semi-infinite programming, convexificators

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1752 Sociocultural Influences on Men of Color’s Body Image Concerns: A Structural Equation Modeling Study

Authors: Zikun Li, Regine Talleyrand

Abstract:

Negative body image is one of the most common causes of eating disorders, and it is not only happening to women. Regardless of the increasing attention that researchers and practitioners have been paying to the male population and their body image concerns, men of color have yet to be fully represented or studied. Given the consensus that the sociocultural experiences of people of color may play a significant role in their health and well-being, this study focused on assessing the mechanism through which sociocultural factors may influence men of color’s perceptions of body image. In particular, this study focused on untangling how interpersonal and media pressure, as well as ethnic-racial identities and perceptions, would impact body dissatisfaction in terms of muscularity, body fat, and height in men of color and how this mechanism is moderated across different ethnic-racial groups. The structural equation modeling approach was therefore applied to achieve the research goal. With the sample size of 181 self-identified Black, Indigenous, and People of Color male participants aged 20-50 (M=33.33, SD=6.9) through surveying on Amazon’s MTurk platform, the proposed model achieved a modestly acceptable model fit with the pooled sample, X2(836) = 1412.184, CFI = 0.900, RMSEA = 0.062 [0.056, 0.067]. And SRMR = 0.088, And it explained 89.5% of the variance in body dissatisfaction. The results showed that of all the direct effects on body dissatisfaction, interpersonal appearance pressure exhibited the strongest effect (β = 0.410***), followed by media appearance pressure (β = 0.272**) and self-hatred feeling (β = 0.245**). The ethnic-racial related factors (i.e., stereotype endorsement, ethnic-racial salience, and nationalistic assimilation) statistically influenced body dissatisfaction through the mediators of media appearance pressure and/or self-hatred feeling. Furthermore, the moderation analysis between Black/African American men and non-Black/African American men revealed the substantial differences in how ethnic/racial identity impacts one’s perception of body image, and the Black/African American men were found to be influenced by sociocultural factors at a higher level, compared with their counterparts. The impacts of demographic characteristics (i.e., SES, weight, height) on body dissatisfaction were also examined. Instead of considering interpersonal appearance pressure and media pressure as two subscales under one construct, this study considered them as two separate and distinct sociocultural factors. The good model fit to the data indicates this rationality and encourages scholars to reconsider the impacts of two sources of social pressures on body dissatisfaction. In addition, this study also provided empirical evidence of the moderation effect existing within the population of men of color, which reveals the heterogeneity existing across different ethnic-racial groups and implies the necessity to study individual ethnic-racial groups so as to better understand the mechanism of sociocultural influences on men of color’s body dissatisfaction. These findings strengthened the current understanding of the body image concerns exciting among men of color and meanwhile provided empirical evidence for practitioners to provide tailored health prevention and treatment options for this growing population in the United States.

Keywords: men of color, body image concerns, sociocultural factors, structural equation modeling

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1751 A Time-Varying and Non-Stationary Convolution Spectral Mixture Kernel for Gaussian Process

Authors: Kai Chen, Shuguang Cui, Feng Yin

Abstract:

Gaussian process (GP) with spectral mixture (SM) kernel demonstrates flexible non-parametric Bayesian learning ability in modeling unknown function. In this work a novel time-varying and non-stationary convolution spectral mixture (TN-CSM) kernel with a significant enhancing of interpretability by using process convolution is introduced. A way decomposing the SM component into an auto-convolution of base SM component and parameterizing it to be input dependent is outlined. Smoothly, performing a convolution between two base SM component yields a novel structure of non-stationary SM component with much better generalized expression and interpretation. The TN-CSM perfectly allows compatibility with the stationary SM kernel in terms of kernel form and spectral base ignored and confused by previous non-stationary kernels. On synthetic and real-world datatsets, experiments show the time-varying characteristics of hyper-parameters in TN-CSM and compare the learning performance of TN-CSM with popular and representative non-stationary GP.

Keywords: Gaussian process, spectral mixture, non-stationary, convolution

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1750 Fast-Forward Problem in Asymmetric Double-Well Potential

Authors: Iwan Setiawan, Bobby Eka Gunara, Katshuhiro Nakamura

Abstract:

The theory to accelerate system on quantum dynamics has been constructed to get the desired wave function on shorter time. This theory is developed on adiabatic quantum dynamics which any regulation is done on wave function that satisfies Schrödinger equation. We show accelerated manipulation of WFs with the use of a parameter-dependent in asymmetric double-well potential and also when it’s influenced by electromagnetic fields.

Keywords: driving potential, Adiabatic Quantum Dynamics, regulation, electromagnetic field

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1749 Clathrate Hydrate Measurements and Thermodynamic Modelling for Refrigerants with Electrolytes Solution in the Presence of Cyclopentane

Authors: Peterson Thokozani Ngema, Paramespri Naidoo, Amir H. Mohammadi, Deresh Ramjugernath

Abstract:

Phase equilibrium data (dissociation data) for clathrate hydrate (gas hydrate) were undertaken for systems involving fluorinated refrigerants with a single and mixed electrolytes (NaCl, CaCl₂, MgCl₂, and Na₂SO₄) aqueous solution at various salt concentrations in the absence and presence of cyclopentane (CP). The ternary systems for (R410a or R507) with the water system in the presence of CP were performed in the temperature and pressures ranges of (279.8 to 294.4) K and (0.158 to 1.385) MPa, respectively. Measurements for R410a with single electrolyte {NaCl or CaCl₂} solution in the presence of CP were undertaken at salt concentrations of (0.10, 0.15 and 0.20) mass fractions in the temperature and pressure ranges of (278.4 to 293.7) K and (0.214 to1.179) MPa, respectively. The temperature and pressure conditions for R410a with Na₂SO₄ aqueous solution system were investigated at a salt concentration of 0.10 mass fraction in the range of (283.3 to 291.6) K and (0.483 to 1.373) MPa respectively. Measurements for {R410a or R507} with mixed electrolytes {NaCl, CaCl₂, MgCl₂} aqueous solution was undertaken at various salt concentrations of (0.002 to 0.15) mass fractions in the temperature and pressure ranges of (274.5 to 292.9) K and (0.149 to1.119) MPa in the absence and presence of CP, in which there is no published data related to mixed salt and a promoter. The phase equilibrium measurements were performed using a non-visual isochoric equilibrium cell that co-operates the pressure-search technique. This study is focused on obtaining equilibrium data that can be utilized to design and optimize industrial wastewater, desalination process and the development of Hydrate Electrolyte–Cubic Plus Association (HE–CPA) Equation of State. The results show an impressive improvement in the presence of promoter (CP) on hydrate formation because it increases the dissociation temperatures near ambient conditions. The results obtained were modeled using a developed HE–CPA equation of state. The model results strongly agree with the measured hydrate dissociation data.

Keywords: association, desalination, electrolytes, promoter

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1748 The Role of Innovative Marketing on Achieving Quality in Petroleum Company

Authors: Malki Fatima Zahra Nadia, Kellal Chaimaa, Brahimi Houria

Abstract:

The following research aims to measure the impact of innovative marketing in achieving product quality in the Algerian Petroleum Company. In order to achieve the aim of the study, a random sample of 60 individuals was selected and the answers were analyzed using structural equation modeling to test the study hypotheses. The research concluded that there is a strong relationship between innovative marketing and the quality of petroleum products.

Keywords: marketing, innovation, quality, petroleum products

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1747 An Approach to Solving Some Inverse Problems for Parabolic Equations

Authors: Bolatbek Rysbaiuly, Aliya S. Azhibekova

Abstract:

Problems concerning the interpretation of the well testing results belong to the class of inverse problems of subsurface hydromechanics. The distinctive feature of such problems is that additional information is depending on the capabilities of oilfield experiments. Another factor that should not be overlooked is the existence of errors in the test data. To determine reservoir properties, some inverse problems for parabolic equations were investigated. An approach to solving the inverse problems based on the method of regularization is proposed.

Keywords: iterative approach, inverse problem, parabolic equation, reservoir properties

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1746 Mathematical Toolbox for editing Equations and Geometrical Diagrams and Graphs

Authors: Ayola D. N. Jayamaha, Gihan V. Dias, Surangika Ranathunga

Abstract:

Currently there are lot of educational tools designed for mathematics. Open source software such as GeoGebra and Octave are bulky in their architectural structure. In addition, there is MathLab software, which facilitates much more than what we ask for. Many of the computer aided online grading and assessment tools require integrating editors to their software. However, there are not exist suitable editors that cater for all their needs in editing equations and geometrical diagrams and graphs. Some of the existing software for editing equations is Alfred’s Equation Editor, Codecogs, DragMath, Maple, MathDox, MathJax, MathMagic, MathFlow, Math-o-mir, Microsoft Equation Editor, MiraiMath, OpenOffice, WIRIS Editor and MyScript. Some of them are commercial, open source, supports handwriting recognition, mobile apps, renders MathML/LaTeX, Flash / Web based and javascript display engines. Some of the diagram editors are GeoKone.NET, Tabulae, Cinderella 1.4, MyScript, Dia, Draw2D touch, Gliffy, GeoGebra, Flowchart, Jgraph, JointJS, J painter Online diagram editor and 2D sketcher. All these software are open source except for MyScript and can be used for editing mathematical diagrams. However, they do not fully cater the needs of a typical computer aided assessment tool or Educational Platform for Mathematics. This solution provides a Web based, lightweight, easy to implement and integrate solution of an html5 canvas that renders on all of the modern web browsers. The scope of the project is an editor that covers equations and mathematical diagrams and drawings on the O/L Mathematical Exam Papers in Sri Lanka. Using the tool the students can enter any equation to the system which can be on an online remote learning platform. The users can also create and edit geometrical drawings, graphs and do geometrical constructions that require only Compass and Ruler from the Editing Interface provided by the Software. The special feature of this software is the geometrical constructions. It allows the users to create geometrical constructions such as angle bisectors, perpendicular lines, angles of 600 and perpendicular bisectors. The tool correctly imitates the functioning of rulers and compasses to create the required geometrical construction. Therefore, the users are able to do geometrical drawings on the computer successfully and we have a digital format of the geometrical drawing for further processing. Secondly, we can create and edit Venn Diagrams, color them and label them. In addition, the students can draw probability tree diagrams and compound probability outcome grids. They can label and mark regions within the grids. Thirdly, students can draw graphs (1st order and 2nd order). They can mark points on a graph paper and the system connects the dots to draw the graph. Further students are able to draw standard shapes such as circles and rectangles by selecting points on a grid or entering the parametric values.

Keywords: geometrical drawings, html5 canvas, mathematical equations, toolbox

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1745 Loan Portfolio Quality and the Bank Soundness in the Eccas: An Empirical Evaluation of Cameroonians Banks

Authors: Andre Kadandji, Mouhamadou Fall, Francois Koum Ekalle

Abstract:

This paper aims to analyze the sound banking through the effects of the damage of the loan portfolio in the Cameroonian banking sector through the Z-score. The approach is to test the effect of other CAMEL indicators and macroeconomics indicators on the relationship between the non-performing loan and the soundness of Cameroonian banks. We use a dynamic panel data, made by 13 banks for the period 2010-2013. The analysis provides a model equations embedded in panel data. For the estimation, we use the generalized method of moments to understand the effects of macroeconomic and CAMEL type variables on the ability of Cameroonian banks to face a shock. We find that the management quality and macroeconomic variables neutralize the effects of the non-performing loan on the banks soundness.

Keywords: loan portfolio, sound banking, Z-score, dynamic panel

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1744 The Effects of Aging on the Cost of Operating and Support: An Empirical Study Applied to Weapon Systems

Authors: Byungchae Kim, Jiwoo Nam

Abstract:

Aging of weapon systems can cause the failure and degeneration of components which results in increase of operating and support costs. However, whether this aging effect is significantly strong and it influences a lot on national defense spending due to the rapid increase in operating and support (O&S) costs is questionable. To figure out this, we conduct a literature review analyzing the aging effect of US weapon systems. We also conduct an empirical research using a maintenance database of Korean weapon systems, Defense Logistics Integrated Information System (DAIIS). We run regression of various types of O&S cost on weapon system age to investigate the statistical significance of aging effect and use generalized linear model to find relations between the failure of different priced components and the age. Our major finding is although aging effect exists, its impacts on weapon system cost seem to be not too large considering several characteristics of O&S cost elements not relying on the age.

Keywords: O&S cost, aging effect, weapon system, GLM

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1743 Measuring Technology of Airship Propeller Thrust and Torque in China Academy of Aerospace Aerodynamics

Authors: Ma Hongqiang, Yang Hui, Wen Haoju, Feng Jiabo, Bi Zhixian, Nie Ying

Abstract:

In order to measure thrust and torque of airship propeller, a two-component balance and data acquisition system was developed in China Academy of Aerospace Aerodynamics(CAAA) in early time. During the development, some problems were encountered. At first, the measuring system and its protective parts made the weight of whole system increase significantly. Secondly, more parts might induce more failures, so the reliability of the system was decreased. In addition, the rigidity of the system was lowered, and the structure was more possible to vibrate. Therefore, CAAA and the Academy of Opto-Electronics, Chinese Academy of Science(AOECAS) developed a new technology, use the propeller supporting rack as a spring element, attach strain gages onto it, sum up as a generalized balance. And new math models, new calibration methods and new load determining methods were developed.

Keywords: airship, propeller, thrust and torque, flight test

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1742 Global Direct Search Optimization of a Tuned Liquid Column Damper Subject to Stochastic Load

Authors: Mansour H. Alkmim, Adriano T. Fabro, Marcus V. G. De Morais

Abstract:

In this paper, a global direct search optimization algorithm to reduce vibration of a tuned liquid column damper (TLCD), a class of passive structural control device, is presented. The objective is to find optimized parameters for the TLCD under stochastic load from different wind power spectral density. A verification is made considering the analytical solution of an undamped primary system under white noise excitation. Finally, a numerical example considering a simplified wind turbine model is given to illustrate the efficacy of the TLCD. Results from the random vibration analysis are shown for four types of random excitation wind model where the response PSDs obtained showed good vibration attenuation.

Keywords: generalized pattern search, parameter optimization, random vibration analysis, vibration suppression

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1741 The Effect of Political Characteristics on the Budget Balance of Local Governments: A Dynamic System Generalized Method of Moments Data Approach

Authors: Stefanie M. Vanneste, Stijn Goeminne

Abstract:

This paper studies the effect of political characteristics of 308 Flemish municipalities on their budget balance in the period 1995-2011. All local governments experience the same economic and financial setting, however some governments have high budget balances, while others have low budget balances. The aim of this paper is to explain the differences in municipal budget balances by a number of economic, socio-demographic and political variables. The economic and socio-demographic variables will be used as control variables, while the focus of this paper will be on the political variables. We test four hypotheses resulting from the literature, namely (i) the partisan hypothesis tests if left wing governments have lower budget balances, (ii) the fragmentation hypothesis stating that more fragmented governments have lower budget balances, (iii) the hypothesis regarding the power of the government, higher powered governments would resolve in higher budget balances, and (iv) the opportunistic budget cycle to test whether politicians manipulate the economic situation before elections in order to maximize their reelection possibilities and therefore have lower budget balances before elections. The contributions of our paper to the existing literature are multiple. First, we use the whole array of political variables and not just a selection of them. Second, we are dealing with a homogeneous database with the same budget and election rules, making it easier to focus on the political factors without having to control for the impact of differences in the political systems. Third, our research extends the existing literature on Flemish municipalities as this is the first dynamic research on local budget balances. We use a dynamic panel data model. Because of the two lagged dependent variables as explanatory variables, we employ the system GMM (Generalized Method of Moments) estimator. This is the best possible estimator as we are dealing with political panel data that is rather persistent. Our empirical results show that the effect of the ideological position and the power of the coalition are of less importance to explain the budget balance. The political fragmentation of the government on the other hand has a negative and significant effect on the budget balance. The more parties in a coalition the worse the budget balance is ceteris paribus. Our results also provide evidence of an opportunistic budget cycle, the budget balances are lower in pre-election years relative to the other years to try and increase the incumbents reelection possibilities. An additional finding is that the incremental effect of the budget balance is very important and should not be ignored like is being done in a lot of empirical research. The coefficients of the lagged dependent variables are always positive and very significant. This proves that the budget balance is subject to incrementalism. It is not possible to change the entire policy from one year to another so the actions taken in recent past years still have an impact on the current budget balance. Only a relatively small amount of research concerning the budget balance takes this considerable incremental effect into account. Our findings survive several robustness checks.

Keywords: budget balance, fragmentation, ideology, incrementalism, municipalities, opportunistic budget cycle, panel data, political characteristics, power, system GMM

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1740 Approximating a Funicular Shape with a Translational Surface, Example of a Glass Canopy

Authors: Raphaël Menard, Etienne Fayette, Paul Azzopardi

Abstract:

This paper presents the method to generate the geometry of an actual glass canopy project in Rennes, France, by architect Bruno Gaudin, with aim to achieve the best structural efficiency possible using only quadrangle meshing. The paper includes equation of the translational surface generated, the level of accuracy in approximating the funicular shape and the method of constructive implementation.

Keywords: funicular shape, glass canopy, glass panels, lowered arches, mathematics, penalization, shell structure

Procedia PDF Downloads 553