Search results for: language learning model
13638 Linear Prediction System in Measuring Glucose Level in Blood
Authors: Intan Maisarah Abd Rahim, Herlina Abdul Rahim, Rashidah Ghazali
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Diabetes is a medical condition that can lead to various diseases such as stroke, heart disease, blindness and obesity. In clinical practice, the concern of the diabetic patients towards the blood glucose examination is rather alarming as some of the individual describing it as something painful with pinprick and pinch. As for some patient with high level of glucose level, pricking the fingers multiple times a day with the conventional glucose meter for close monitoring can be tiresome, time consuming and painful. With these concerns, several non-invasive techniques were used by researchers in measuring the glucose level in blood, including ultrasonic sensor implementation, multisensory systems, absorbance of transmittance, bio-impedance, voltage intensity, and thermography. This paper is discussing the application of the near-infrared (NIR) spectroscopy as a non-invasive method in measuring the glucose level and the implementation of the linear system identification model in predicting the output data for the NIR measurement. In this study, the wavelengths considered are at the 1450 nm and 1950 nm. Both of these wavelengths showed the most reliable information on the glucose presence in blood. Then, the linear Autoregressive Moving Average Exogenous model (ARMAX) model with both un-regularized and regularized methods was implemented in predicting the output result for the NIR measurement in order to investigate the practicality of the linear system in this study. However, the result showed only 50.11% accuracy obtained from the system which is far from the satisfying results that should be obtained.Keywords: diabetes, glucose level, linear, near-infrared, non-invasive, prediction system
Procedia PDF Downloads 15213637 Estimation of Natural Convection Heat Transfer from Plate-Fin Heat Sinks in a Closed Enclosure
Authors: Han-Taw Chen, Chung-Hou Lai, Tzu-Hsiang Lin, Ge-Jang He
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This study applies the inverse method and three-dimensional CFD commercial software in conjunction with the experimental temperature data to investigate the heat transfer and fluid flow characteristics of the plate-fin heat sink in a closed rectangular enclosure for various values of fin height. The inverse method with the finite difference method and the experimental temperature data is applied to determine the heat transfer coefficient. The k-ε turbulence model is used to obtain the heat transfer and fluid flow characteristics within the fins. To validate the accuracy of the results obtained, the comparison of the average heat transfer coefficient is made. The calculated temperature at selected measurement locations on the plate-fin is also compared with experimental data.Keywords: inverse method, FLUENT, k-ε model, heat transfer characteristics, plate-fin heat sink
Procedia PDF Downloads 45813636 Topography Effects on Wind Turbines Wake Flow
Authors: H. Daaou Nedjari, O. Guerri, M. Saighi
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A numerical study was conducted to optimize the positioning of wind turbines over complex terrains. Thus, a two-dimensional disk model was used to calculate the flow velocity deficit in wind farms for both flat and complex configurations. The wind turbine wake was assessed using the hybrid methods that combine CFD (Computational Fluid Dynamics) with the actuator disc model. The wind turbine rotor has been defined with a thrust force, coupled with the Navier-Stokes equations that were resolved by an open source computational code (Code_Saturne V3.0 developed by EDF) The simulations were conducted in atmospheric boundary layer condition considering a two-dimensional region located at the north of Algeria at 36.74°N longitude, 02.97°E latitude. The topography elevation values were collected according to a longitudinal direction of 1km downwind. The wind turbine sited over topography was simulated for different elevation variations. The main of this study is to determine the topography effect on the behavior of wind farm wake flow. For this, the wake model applied in complex terrain needs to selects the singularity effects of topography on the vertical wind flow without rotor disc first. This step allows to determine the existence of mixing scales and friction forces zone near the ground. So, according to the ground relief the wind flow waS disturbed by turbulence and a significant speed variation. Thus, the singularities of the velocity field were thoroughly collected and thrust coefficient Ct was calculated using the specific speed. In addition, to evaluate the land effect on the wake shape, the flow field was also simulated considering different rotor hub heights. Indeed, the distance between the ground and the hub height of turbine (Hhub) was tested in a flat terrain for different locations as Hhub=1.125D, Hhub = 1.5D and Hhub=2D (D is rotor diameter) considering a roughness value of z0=0.01m. This study has demonstrated that topographical farm induce a significant effect on wind turbines wakes, compared to that on flat terrain.Keywords: CFD, wind turbine wake, k-epsilon model, turbulence, complex topography
Procedia PDF Downloads 55813635 Utilizing Extended Reality in Disaster Risk Reduction Education: A Scoping Review
Authors: Stefano Scippo, Damiana Luzzi, Stefano Cuomo, Maria Ranieri
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Background: In response to the rise in natural disasters linked to climate change, numerous studies on Disaster Risk Reduction Education (DRRE) have emerged since the '90s, mainly using a didactic transmission-based approach. Effective DRRE should align with an interactive, experiential, and participatory educational model, which can be costly and risky. A potential solution is using simulations facilitated by eXtended Reality (XR). Research Question: This study aims to conduct a scoping review to explore educational methodologies that use XR to enhance knowledge among teachers, students, and citizens about environmental risks, natural disasters (including climate-related ones), and their management. Method: A search string of 66 keywords was formulated, spanning three domains: 1) education and target audience, 2) environment and natural hazards, and 3) technologies. On June 21st, 2023, the search string was used across five databases: EBSCOhost, IEEE Xplore, PubMed, Scopus, and Web of Science. After deduplication and removing papers without abstracts, 2,152 abstracts (published between 2013 and 2023) were analyzed and 2,062 papers were excluded, followed by the exclusion of 56 papers after full-text scrutiny. Excluded studies focused on unrelated technologies, non-environmental risks, and lacked educational outcomes or accessible texts. Main Results: The 34 reviewed papers were analyzed for context, risk type, research methodology, learning objectives, XR technology use, outcomes, and educational affordances of XR. Notably, since 2016, there has been a rise in scientific publications, focusing mainly on seismic events (12 studies) and floods (9), with a significant contribution from Asia (18 publications), particularly Japan (7 studies). Methodologically, the studies were categorized into empirical (26) and non-empirical (8). Empirical studies involved user or expert validation of XR tools, while non-empirical studies included systematic reviews and theoretical proposals without experimental validation. Empirical studies were further classified into quantitative, qualitative, or mixed-method approaches. Six qualitative studies involved small groups of users or experts, while 20 quantitative or mixed-method studies used seven different research designs, with most (17) employing a quasi-experimental, one-group post-test design, focusing on XR technology usability over educational effectiveness. Non-experimental studies had methodological limitations, making their results hypothetical and in need of further empirical validation. Educationally, the learning objectives centered on knowledge and skills for surviving natural disaster emergencies. All studies recommended XR technologies for simulations or serious games but did not develop comprehensive educational frameworks around these tools. XR-based tools showed potential superiority over traditional methods in teaching risk and emergency management skills. However, conclusions were more valid in studies with experimental designs; otherwise, they remained hypothetical without empirical evidence. The educational affordances of XR, mainly user engagement, were confirmed by the studies. Authors’ Conclusions: The analyzed literature lacks specific educational frameworks for XR in DRRE, focusing mainly on survival knowledge and skills. There is a need to expand educational approaches to include uncertainty education, developing competencies that encompass knowledge, skills, and attitudes like risk perception.Keywords: disaster risk reduction education, educational technologies, scoping review, XR technologies
Procedia PDF Downloads 1913634 Monitoring the Drying and Grinding Process during Production of Celitement through a NIR-Spectroscopy Based Approach
Authors: Carolin Lutz, Jörg Matthes, Patrick Waibel, Ulrich Precht, Krassimir Garbev, Günter Beuchle, Uwe Schweike, Peter Stemmermann, Hubert B. Keller
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Online measurement of the product quality is a challenging task in cement production, especially in the production of Celitement, a novel environmentally friendly hydraulic binder. The mineralogy and chemical composition of clinker in ordinary Portland cement production is measured by X-ray diffraction (XRD) and X ray fluorescence (XRF), where only crystalline constituents can be detected. But only a small part of the Celitement components can be measured via XRD, because most constituents have an amorphous structure. This paper describes the development of algorithms suitable for an on-line monitoring of the final processing step of Celitement based on NIR-data. For calibration intermediate products were dried at different temperatures and ground for variable durations. The products were analyzed using XRD and thermogravimetric analyses together with NIR-spectroscopy to investigate the dependency between the drying and the milling processes on one and the NIR-signal on the other side. As a result, different characteristic parameters have been defined. A short overview of the Celitement process and the challenging tasks of the online measurement and evaluation of the product quality will be presented. Subsequently, methods for systematic development of near-infrared calibration models and the determination of the final calibration model will be introduced. The application of the model on experimental data illustrates that NIR-spectroscopy allows for a quick and sufficiently exact determination of crucial process parameters.Keywords: calibration model, celitement, cementitious material, NIR spectroscopy
Procedia PDF Downloads 49613633 A Quantitative Analysis of Rural to Urban Migration in Morocco
Authors: Donald Wright
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The ultimate goal of this study is to reinvigorate the philosophical underpinnings the study of urbanization with scientific data with the goal of circumventing what seems an inevitable future clash between rural and urban populations. To that end urban infrastructure must be sustainable economically, politically and ecologically over the course of several generations as cities continue to grow with the incorporation of climate refugees. Our research will provide data concerning the projected increase in population over the coming two decades in Morocco, and the population will shift from rural areas to urban centers during that period of time. As a result, urban infrastructure will need to be adapted, developed or built to fit the demand of future internal migrations from rural to urban centers in Morocco. This paper will also examine how past experiences of internally displaced people give insight into the challenges faced by future migrants and, beyond the gathering of data, how people react to internal migration. This study employs four different sets of research tools. First, a large part of this study is archival, which involves compiling the relevant literature on the topic and its complex history. This step also includes gathering data bout migrations in Morocco from public data sources. Once the datasets are collected, the next part of the project involves populating the attribute fields and preprocessing the data to make it understandable and usable by machine learning algorithms. In tandem with the mathematical interpretation of data and projected migrations, this study benefits from a theoretical understanding of the critical apparatus existing around urban development of the 20th and 21st centuries that give us insight into past infrastructure development and the rationale behind it. Once the data is ready to be analyzed, different machine learning algorithms will be experimented (k-clustering, support vector regression, random forest analysis) and the results compared for visualization of the data. The final computational part of this study involves analyzing the data and determining what we can learn from it. This paper helps us to understand future trends of population movements within and between regions of North Africa, which will have an impact on various sectors such as urban development, food distribution and water purification, not to mention the creation of public policy in the countries of this region. One of the strengths of this project is the multi-pronged and cross-disciplinary methodology to the research question, which enables an interchange of knowledge and experiences to facilitate innovative solutions to this complex problem. Multiple and diverse intersecting viewpoints allow an exchange of methodological models that provide fresh and informed interpretations of otherwise objective data.Keywords: climate change, machine learning, migration, Morocco, urban development
Procedia PDF Downloads 13813632 Representational Conference Profile of Secondary Students in Understanding Selected Chemical Principles
Authors: Ryan Villafuerte Lansangan
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Assessing students’ understanding in the microscopic level of an abstract subject like chemistry poses a challenge to teachers. Literature reveals that the use of representations serves as an essential avenue of measuring the extent of understanding in the discipline as an alternative to traditional assessment methods. This undertaking explored the representational competence profile of high school students from the University of Santo Tomas High School in understanding selected chemical principles and correlate this with their academic profile in chemistry based on their performance in the academic achievement examination in chemistry administered by the Center for Education Measurement (CEM). The common misconceptions of the students on the selected chemistry principles based on their representations were taken into consideration as well as the students’ views regarding their understanding of the role of chemical representations in their learning. The students’ level of representation task instrument consisting of the main lessons in chemistry with a corresponding scoring guide was prepared and utilized in the study. The study revealed that most of the students under study are unanimously rated as Level 2 (symbolic level) in terms of their representational competence in understanding the selected chemical principles through the use of chemical representations. Alternative misrepresentations were most observed on the students’ representations on chemical bonding concepts while the concept of chemical equation appeared to be the most comprehensible topic in chemistry for the students. Data implies that teachers’ representations play an important role in helping the student understand the concept in a microscopic level. Results also showed that the academic achievement in the chemistry of the students based on the standardized CEM examination has a significant association with the students’ representational competence. In addition, the students’ responses on the students’ views in chemical representations questionnaire evidently showed a good understanding of what a chemical representation or a mental model is by drawing a negative response that these tools should be an exact replica. Moreover, the students confirmed a greater appreciation that chemical representations are explanatory tools.Keywords: chemical representations, representational competence, academic profile in chemistry, secondary students
Procedia PDF Downloads 40113631 Risk Factors’ Analysis on Shanghai Carbon Trading
Authors: Zhaojun Wang, Zongdi Sun, Zhiyuan Liu
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First of all, the carbon trading price and trading volume in Shanghai are transformed by Fourier transform, and the frequency response diagram is obtained. Then, the frequency response diagram is analyzed and the Blackman filter is designed. The Blackman filter is used to filter, and the carbon trading time domain and frequency response diagram are obtained. After wavelet analysis, the carbon trading data were processed; respectively, we got the average value for each 5 days, 10 days, 20 days, 30 days, and 60 days. Finally, the data are used as input of the Back Propagation Neural Network model for prediction.Keywords: Shanghai carbon trading, carbon trading price, carbon trading volume, wavelet analysis, BP neural network model
Procedia PDF Downloads 38513630 A Discrete Element Method Centrifuge Model of Monopile under Cyclic Lateral Loads
Authors: Nuo Duan, Yi Pik Cheng
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This paper presents the data of a series of two-dimensional Discrete Element Method (DEM) simulations of a large-diameter rigid monopile subjected to cyclic loading under a high gravitational force. At present, monopile foundations are widely used to support the tall and heavy wind turbines, which are also subjected to significant from wind and wave actions. A safe design must address issues such as rotations and changes in soil stiffness subject to these loadings conditions. Design guidance on the issue is limited, so are the availability of laboratory and field test data. The interpretation of these results in sand, such as the relation between loading and displacement, relies mainly on empirical correlations to pile properties. Regarding numerical models, most data from Finite Element Method (FEM) can be found. They are not comprehensive, and most of the FEM results are sensitive to input parameters. The micro scale behaviour could change the mechanism of the soil-structure interaction. A DEM model was used in this paper to study the cyclic lateral loads behaviour. A non-dimensional framework is presented and applied to interpret the simulation results. The DEM data compares well with various set of published experimental centrifuge model test data in terms of lateral deflection. The accumulated permanent pile lateral displacements induced by the cyclic lateral loads were found to be dependent on the characteristics of the applied cyclic load, such as the extent of the loading magnitudes and directions.Keywords: cyclic loading, DEM, numerical modelling, sands
Procedia PDF Downloads 31613629 Optimizing the Design Parameters of Acoustic Power Transfer Model to Achieve High Power Intensity and Compact System
Authors: Ariba Siddiqui, Amber Khan
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The need for bio-implantable devices in the field of medical sciences has been increasing day by day; however, the charging of these devices is a major issue. Batteries, a very common method of powering the implants, have a limited lifetime and bulky nature. Therefore, as a replacement of batteries, acoustic power transfer (APT) technology is being accepted as the most suitable technique to wirelessly power the medical implants in the present scenario. The basic model of APT consists of piezoelectric transducers that work on the principle of converse piezoelectric effect at the transmitting end and direct piezoelectric effect at the receiving end. This paper provides mechanistic insight into the parameters affecting the design and efficient working of acoustic power transfer systems. The optimum design considerations have been presented that will help to compress the size of the device and augment the intensity of the pressure wave. A COMSOL model of the PZT (Lead Zirconate Titanate) transducer was developed. The model was simulated and analyzed on a frequency spectrum. The simulation results displayed that the efficiency of these devices is strongly dependent on the frequency of operation, and a wrong choice of the operating frequency leads to the high absorption of acoustic field inside the tissue (medium), poor power strength, and heavy transducers, which in effect influence the overall configuration of the acoustic systems. Considering all the tradeoffs, the simulations were performed again by determining an optimum frequency (900 kHz) that resulted in the reduction of the transducer's thickness to 1.96 mm and augmented the power strength with an intensity of 432 W/m². Thus, the results obtained after the second simulation contribute to lesser attenuation, lightweight systems, high power intensity, and also comply with safety limits provided by the U.S Food and Drug Administration (FDA). It was also found that the chosen operating frequency enhances the directivity of the acoustic wave at the receiver side.Keywords: acoustic power, bio-implantable, COMSOL, Lead Zirconate Titanate, piezoelectric, transducer
Procedia PDF Downloads 16813628 The Onset of Ironing during Casing Expansion
Authors: W. Assaad, D. Wilmink, H. R. Pasaribu, H. J. M. Geijselaers
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Shell has developed a mono-diameter well concept for oil and gas wells as opposed to the traditional telescopic well design. A Mono-diameter well design allows well to have a single inner diameter from the surface all the way down to reservoir to increase production capacity, reduce material cost and reduce environmental footprint. This is achieved by expansion of liners (casing string) concerned using an expansion tool (e.g. a cone). Since the well is drilled in stages and liners are inserted to support the borehole, overlap sections between consecutive liners exist which should be expanded. At overlap, the previously inserted casing which can be expanded or unexpanded is called the host casing and the newly inserted casing is called the expandable casing. When the cone enters the overlap section, an expandable casing is expanded against a host casing, a cured cement layer and formation. In overlap expansion, ironing or lengthening may appear instead of shortening in the expandable casing when the pressure exerted by the host casing, cured cement layer and formation exceeds a certain limit. This pressure is related to cement strength, thickness of cement layer, host casing material mechanical properties, host casing thickness, formation type and formation strength. Ironing can cause implications that hinder the deployment of the technology. Therefore, the understanding of ironing becomes essential. A physical model is built in-house to calculate expansion forces, stresses, strains and post expansion casing dimensions under different conditions. In this study, only free casing and overlap expansion of two casings are addressed while the cement and formation will be incorporated in future study. Since the axial strain can be predicted by the physical model, the onset of ironing can be confirmed. In addition, this model helps in understanding ironing and the parameters influencing it. Finally, the physical model is validated with Finite Element (FE) simulations and small-scale experiments. The results of the study confirm that high pressure leads to ironing when the casing is expanded in tension mode.Keywords: casing expansion, cement, formation, metal forming, plasticity, well design
Procedia PDF Downloads 17413627 Mathematical Model of a Compound Gear Pump
Authors: Hsueh-Cheng Yang
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The generation and design of compound involute spur gearings can be used in gear pump. A compound rack cutter with asymmetric involute teeth is presented for determining the mathematical model of compound gear pumps. This paper covers the following topics: (a) generation and geometry of compound rack cutter is presented and used to generate a compound gear and a compound pinion. (b) Based on the developed compound gears, stress analysis was performed for the symmetric gears and the asymmetric gears. Comparing the results of the stress analysis for the asymmetric involute teeth is superior to the symmetric involute teeth. A numerical example that illustrates the developed compound rack cutter is represented.Keywords: compound, involute teeth, gear pump, rack cutter
Procedia PDF Downloads 36213626 2D Numerical Modeling of Ultrasonic Measurements in Concrete: Wave Propagation in a Multiple-Scattering Medium
Authors: T. Yu, L. Audibert, J. F. Chaix, D. Komatitsch, V. Garnier, J. M. Henault
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Linear Ultrasonic Techniques play a major role in Non-Destructive Evaluation (NDE) for civil engineering structures in concrete since they can meet operational requirements. Interpretation of ultrasonic measurements could be improved by a better understanding of ultrasonic wave propagation in a multiple scattering medium. This work aims to develop a 2D numerical model of ultrasonic wave propagation in a heterogeneous medium, like concrete, integrating the multiple scattering phenomena in SPECFEM software. The coherent field of multiple scattering is obtained by averaging numerical wave fields, and it is used to determine the effective phase velocity and attenuation corresponding to an equivalent homogeneous medium. First, this model is applied to one scattering element (a cylinder) in a homogenous medium in a linear-elastic system, and its validation is completed thanks to the comparison with analytical solution. Then, some cases of multiple scattering by a set of randomly located cylinders or polygons are simulated to perform parametric studies on the influence of frequency and scatterer size, concentration, and shape. Also, the effective properties are compared with the predictions of Waterman-Truell model to verify its validity. Finally, the mortar viscoelastic behavior is introduced in the simulation in order to considerer the dispersion and the attenuation due to porosity included in the cement paste. In the future, different steps will be developed: The comparisons with experimental results, the interpretation of NDE measurements, and the optimization of NDE parameters before an auscultation.Keywords: attenuation, multiple-scattering medium, numerical modeling, phase velocity, ultrasonic measurements
Procedia PDF Downloads 26813625 Modeling and Estimating Reserve of the Ali Javad Porphyry Copper-Gold Deposit, East Azerbaijan, Iran
Authors: Behzad Hajalilou, Nasim Hajalilou, Saeid Ansari
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The study area is located in East Azerbaijan province, north of Ahar city, and 1/100000 geological map of Varzgan. This region is located in the middle of Iran zone. Ali Javad Porphyry copper-gold ore deposit has been created in a magmatic complex containing intrusive masses, combining Granodiorite and quartz Monzonite that penetrates into the Eocene volcanic aggregate. The most important mineralization includes primary oxides minerals (magnetite), sulfide (pyrite, chalcopyrite, Molybdenite, Bornite, Chalcocite, Covollite), secondary oxide or hydroxide minerals (hematite, goethite, limonite), and carbonate (malachite and Azurite). The mineralization forms into the vein-veinlets and scattered system. The alterations observed in the region include intermediate Argillic, advanced Argillic, Phyllic, silica, Propylitic, chlorite and Potassic. The 3D model of mineralization of the Alijavad is provided by Data DATAMINE software and based on the study of 700 polished sections of 32 drilled boreholes in the region. This model is completely compatible with the model provided by Lowell and Gilbert for the mineralization of porphyry copper deposits of quartz Monzonite type. The estimated cumulative residual value of copper for Ali Javad deposit is 81.5 million tons with 0.75 percent of copper, and for gold is 8.37 million tons with 1.8 ppm.Keywords: porphyry copper, mineralization, Ali Javad, modeling, reserve estimation
Procedia PDF Downloads 21113624 Singular Perturbed Vector Field Method Applied to the Problem of Thermal Explosion of Polydisperse Fuel Spray
Authors: Ophir Nave
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In our research, we present the concept of singularly perturbed vector field (SPVF) method, and its application to thermal explosion of diesel spray combustion. Given a system of governing equations, which consist of hidden Multi-scale variables, the SPVF method transfer and decompose such system to fast and slow singularly perturbed subsystems (SPS). The SPVF method enables us to understand the complex system, and simplify the calculations. Later powerful analytical, numerical and asymptotic methods (e.g method of integral (invariant) manifold (MIM), the homotopy analysis method (HAM) etc.) can be applied to each subsystem. We compare the results obtained by the methods of integral invariant manifold and SPVF apply to spray droplets combustion model. The research deals with the development of an innovative method for extracting fast and slow variables in physical mathematical models. The method that we developed called singular perturbed vector field. This method based on a numerical algorithm applied to global quasi linearization applied to given physical model. The SPVF method applied successfully to combustion processes. Our results were compared to experimentally results. The SPVF is a general numerical and asymptotical method that reveals the hierarchy (multi-scale system) of a given system.Keywords: polydisperse spray, model reduction, asymptotic analysis, multi-scale systems
Procedia PDF Downloads 21313623 Determining the Relationship Between Maternal Stress and Depression and Child Obesity: The Mediating Role of Maternal Self-efficacy
Authors: Alireza Monzavi Chaleshtori, Mahnaz Aliakbari Dehkordi, Maryam Aliakbari, Solmaz Seyed Mostafaii
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Objective: Considering the growing obesity among children and the role of mother's psychological factors as well as the need to prevent childhood obesity, this study aimed to investigate the mediating role of mother's self-efficacy in the relationship between mother's stress and depression and child obesity. Method: For this purpose, in a descriptive-correlation study, 222 mothers and children aged 1 to 5 years in Tehran, who had the opportunity to answer an online questionnaire, were selected by random sampling and to the depression scales of the Kroenke and Spitzer Patient Health Questionnaire, Cohen's stress and Self-efficacy of Berkeley mothers answered. Pearson correlation test and path analysis were used for data analysis. Findings: The findings showed that maternal depression had an indirect and significant effect on child obesity, and the effect of stress and depression on child obesity was indirect and non-significant. Therefore, the model has a good fit with the research data, and stress and depression indirectly predicted child obesity with the mediating role of self-efficacy. Conclusion: The hypothesized model tested based on mother's stress and depression with the mediating role of mother's self-efficacy was a good model in explaining the prediction of child obesity. Based on the findings of this research, a practical framework can be provided to explain the psychological factors of the mother in relation to child obesity and its treatment.Keywords: stress, self-efficacy, child obesity, depression
Procedia PDF Downloads 6113622 Comparative Study and Parallel Implementation of Stochastic Models for Pricing of European Options Portfolios using Monte Carlo Methods
Authors: Vinayak Bassi, Rajpreet Singh
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Over the years, with the emergence of sophisticated computers and algorithms, finance has been quantified using computational prowess. Asset valuation has been one of the key components of quantitative finance. In fact, it has become one of the embryonic steps in determining risk related to a portfolio, the main goal of quantitative finance. This study comprises a drawing comparison between valuation output generated by two stochastic dynamic models, namely Black-Scholes and Dupire’s bi-dimensionality model. Both of these models are formulated for computing the valuation function for a portfolio of European options using Monte Carlo simulation methods. Although Monte Carlo algorithms have a slower convergence rate than calculus-based simulation techniques (like FDM), they work quite effectively over high-dimensional dynamic models. A fidelity gap is analyzed between the static (historical) and stochastic inputs for a sample portfolio of underlying assets. In order to enhance the performance efficiency of the model, the study emphasized the use of variable reduction methods and customizing random number generators to implement parallelization. An attempt has been made to further implement the Dupire’s model on a GPU to achieve higher computational performance. Furthermore, ideas have been discussed around the performance enhancement and bottleneck identification related to the implementation of options-pricing models on GPUs.Keywords: monte carlo, stochastic models, computational finance, parallel programming, scientific computing
Procedia PDF Downloads 15513621 Development of Vapor Absorption Refrigeration System for Mini-Bus Car’s Air Conditioning: A Two-Fluid Model
Authors: Yoftahe Nigussie
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This research explores the implementation of a vapor absorption refrigeration system (VARS) in mini-bus cars to enhance air conditioning efficiency. The conventional vapor compression refrigeration system (VCRS) in vehicles relies on mechanical work from the engine, leading to increased fuel consumption. The proposed VARS aims to utilize waste heat and exhaust gas from the internal combustion engine to cool the mini-bus cabin, thereby reducing fuel consumption and atmospheric pollution. The project involves two models: Model 1, a two-fluid vapor absorption system (VAS), and Model 2, a three-fluid VAS. Model 1 uses ammonia (NH₃) and water (H₂O) as refrigerants, where water absorbs ammonia rapidly, producing a cooling effect. The absorption cycle operates on the principle that absorbing ammonia in water decreases vapor pressure. The ammonia-water solution undergoes cycles of desorption, condensation, expansion, and absorption, facilitated by a generator, condenser, expansion valve, and absorber. The objectives of this research include reducing atmospheric pollution, minimizing air conditioning maintenance costs, lowering capital costs, enhancing fuel economy, and eliminating the need for a compressor. The comparison between vapor absorption and compression systems reveals advantages such as smoother operation, fewer moving parts, and the ability to work at lower evaporator pressures without affecting the Coefficient of Performance (COP). The proposed VARS demonstrates potential benefits for mini-bus air conditioning systems, providing a sustainable and energy-efficient alternative. By utilizing waste heat and exhaust gas, this system contributes to environmental preservation while addressing economic considerations for vehicle owners. Further research and development in this area could lead to the widespread adoption of vapor absorption technology in automotive air conditioning systems.Keywords: room, zone, space, thermal resistance
Procedia PDF Downloads 6313620 Parameter Interactions in the Cumulative Prospect Theory: Fitting the Binary Choice Experiment Data
Authors: Elzbieta Babula, Juhyun Park
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Tversky and Kahneman’s cumulative prospect theory assumes symmetric probability cumulation with regard to the reference point within decision weights. Theoretically, this model should be invariant under the change of the direction of probability cumulation. In the present study, this phenomenon is being investigated by creating a reference model that allows verifying the parameter interactions in the cumulative prospect theory specifications. The simultaneous parametric fitting of utility and weighting functions is applied to binary choice data from the experiment. The results show that the flexibility of the probability weighting function is a crucial characteristic allowing to prevent parameter interactions while estimating cumulative prospect theory.Keywords: binary choice experiment, cumulative prospect theory, decision weights, parameter interactions
Procedia PDF Downloads 20613619 Structural Equation Modelling Based Approach to Integrate Customers and Suppliers with Internal Practices for Lean Manufacturing Implementation in the Indian Context
Authors: Protik Basu, Indranil Ghosh, Pranab K. Dan
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Lean management is an integrated socio-technical system to bring about a competitive state in an organization. The purpose of this paper is to explore and integrate the role of customers and suppliers with the internal practices of the Indian manufacturing industries towards successful implementation of lean manufacturing (LM). An extensive literature survey is carried out. An attempt is made to build an exhaustive list of all the input manifests related to customers, suppliers and internal practices necessary for LM implementation, coupled with a similar exhaustive list of the benefits accrued from its successful implementation. A structural model is thus conceptualized, which is empirically validated based on the data from the Indian manufacturing sector. With the current impetus on developing the industrial sector, the Government of India recently introduced the Lean Manufacturing Competitiveness Scheme that aims to increase competitiveness with the help of lean concepts. There is a huge scope to enrich the Indian industries with the lean benefits, the implementation status being quite low. Hardly any survey-based empirical study in India has been found to integrate customers and suppliers with the internal processes towards successful LM implementation. This empirical research is thus carried out in the Indian manufacturing industries. The basic steps of the research methodology followed in this research are the identification of input and output manifest variables and latent constructs, model proposition and hypotheses development, development of survey instrument, sampling and data collection and model validation (exploratory factor analysis, confirmatory factor analysis, and structural equation modeling). The analysis reveals six key input constructs and three output constructs, indicating that these constructs should act in unison to maximize the benefits of implementing lean. The structural model presented in this paper may be treated as a guide to integrating customers and suppliers with internal practices to successfully implement lean. Integrating customers and suppliers with internal practices into a unified, coherent manufacturing system will lead to an optimum utilization of resources. This work is one of the very first researches to have a survey-based empirical analysis of the role of customers, suppliers and internal practices of the Indian manufacturing sector towards an effective lean implementation.Keywords: customer management, internal manufacturing practices, lean benefits, lean implementation, lean manufacturing, structural model, supplier management
Procedia PDF Downloads 17413618 ISAR Imaging and Tracking Algorithm for Maneuvering Non-ellipsoidal Extended Objects Using Jump Markov Systems
Authors: Mohamed Barbary, Mohamed H. Abd El-azeem
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Maneuvering non-ellipsoidal extended object tracking (M-NEOT) using high-resolution inverse synthetic aperture radar (ISAR) observations is gaining momentum recently. This work presents a new robust implementation of the Jump Markov (JM) multi-Bernoulli (MB) filter for M-NEOT, where the M-NEOT’s ISAR observations are characterized using a skewed (SK) non-symmetrically normal distribution. To cope with the possible abrupt change of kinematic state, extension, and observation distribution over an extended object when a target maneuvers, a multiple model technique is represented based on an MB-track-before-detect (TBD) filter supported by SK-sub-random matrix model (RMM) or sub-ellipses framework. Simulation results demonstrate this remarkable impact.Keywords: maneuvering extended objects, ISAR, skewed normal distribution, sub-RMM, JM-MB-TBD filter
Procedia PDF Downloads 5213617 CFD Simulation of Spacer Effect on Turbulent Mixing Phenomena in Sub Channels of Boiling Nuclear Assemblies
Authors: Shashi Kant Verma, S. L. Sinha, D. K. Chandraker
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Numerical simulations of selected subchannel tracer (Potassium Nitrate) based experiments have been performed to study the capabilities of state-of-the-art of Computational Fluid Dynamics (CFD) codes. The Computational Fluid Dynamics (CFD) methodology can be useful for investigating the spacer effect on turbulent mixing to predict turbulent flow behavior such as Dimensionless mixing scalar distributions, radial velocity and vortices in the nuclear fuel assembly. A Gibson and Launder (GL) Reynolds stress model (RSM) has been selected as the primary turbulence model to be applied for the simulation case as it has been previously found reasonably accurate to predict flows inside rod bundles. As a comparison, the case is also simulated using a standard k-ε turbulence model that is widely used in industry. Despite being an isotropic turbulence model, it has also been used in the modeling of flow in rod bundles and to produce lateral velocities after thorough mixing of coolant fairly. Both these models have been solved numerically to find out fully developed isothermal turbulent flow in a 30º segment of a 54-rod bundle. Numerical simulation has been carried out for the study of natural mixing of a Tracer (Passive scalar) to characterize the growth of turbulent diffusion in an injected sub-channel and, afterwards on, cross-mixing between adjacent sub-channels. The mixing with water has been numerically studied by means of steady state CFD simulations with the commercial code STAR-CCM+. Flow enters into the computational domain through the mass inflow at the three subchannel faces. Turbulence intensity and hydraulic diameter of 1% and 5.9 mm respectively were used for the inlet. A passive scalar (Potassium nitrate) is injected through the mass fraction of 5.536 PPM at subchannel 2 (Upstream of the mixing section). Flow exited the domain through the pressure outlet boundary (0 Pa), and the reference pressure was 1 atm. Simulation results have been extracted at different locations of the mixing zone and downstream zone. The local mass fraction shows uniform mixing. The effect of the applied turbulence model is nearly negligible just before the outlet plane because the distributions look like almost identical and the flow is fully developed. On the other hand, quantitatively the dimensionless mixing scalar distributions change noticeably, which is visible in the different scale of the colour bars.Keywords: single-phase flow, turbulent mixing, tracer, sub channel analysis
Procedia PDF Downloads 20313616 Energy Management System Based on Voltage Fluctuations Minimization for Droop-Controlled Islanded Microgrid
Authors: Zahra Majd, Mohsen Kalantar
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Power management and voltage regulation is one of the most important issues in microgrid (MG) control and scheduling. This paper proposes a multiobjective scheduling formulation that consists of active power costs, voltage fluctuations summation, and technical constraints of MG. Furthermore, load flow and reserve constraints are considered to achieve proper voltage regulation. A modified Jacobian matrix is presented for calculating voltage variations and Mont Carlo simulation is used for generating and reducing scenarios. To convert the problem to a mixed integer linear program, a linearization procedure for nonlinear equations is presented. The proposed model is applied to a typical low-voltage MG and two different cases are investigated. The results show the effectiveness of the proposed model.Keywords: microgrid, energy management system, voltage fluctuations, modified Jacobian matrix
Procedia PDF Downloads 8613615 A Study of Quality Assurance and Unit Verification Methods in Safety Critical Environment
Authors: Miklos Taliga
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In the present case study we examined the development and testing methods of systems that contain safety-critical elements in different industrial fields. Consequentially, we observed the classical object-oriented development and testing environment, as both medical technology and automobile industry approaches the development of safety critical elements that way. Subsequently, we examined model-based development. We introduce the quality parameters that define development and testing. While taking modern agile methodology (scrum) into consideration, we examined whether and to what extent the methodologies we found fit into this environment.Keywords: safety-critical elements, quality managent, unit verification, model base testing, agile methods, scrum, metamodel, object-oriented programming, field specific modelling, sprint, user story, UML Standard
Procedia PDF Downloads 58213614 Role of Collaborative Cultural Model to Step on Cleaner Energy: A Case of Kathmandu City Core
Authors: Bindu Shrestha, Sudarshan R. Tiwari, Sushil B. Bajracharya
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Urban household cooking fuel choice is highly influenced by human behavior and energy culture parameters such as cognitive norms, material culture and practices. Although these parameters have a leading role in Kathmandu for cleaner households, they are not incorporated in the city’s energy policy. This paper aims to identify trade-offs to transform resident behavior in cooking pattern towards cleaner technology from the questionnaire survey, observation, mapping, interview, and quantitative analysis. The analysis recommends implementing a Collaborative Cultural Model (CCM) for changing impact on the neighborhood from the policy level. The results showed that each household produces 439.56 kg of carbon emission each year and 20 percent used unclean technology due to low-income level. Residents who used liquefied petroleum gas (LPG) as their cooking fuel suffered from an energy crisis every year that has created fuel hoarding, which ultimately creates more energy demand and carbon exposure. In conclusion, the carbon emission can be reduced by improving the residents’ energy consumption culture. It recommended the city to use holistic action of changing habits as soft power of collaboration in two-way participation approach within residents, private sectors, and government to change their energy culture and behavior in policy level.Keywords: energy consumption pattern, collaborative cultural model, energy culture, fuel stacking
Procedia PDF Downloads 13013613 Study of Heat Transfer in the Absorber Plates of a Flat-Plate Solar Collector Using Dual-Phase-Lag Model
Authors: Yu-Ching Yang, Haw-Long Lee, Win-Jin Chang
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The present work numerically analyzes the transient heat transfer in the absorber plates of a flat-plate solar collector based on the dual-phase-lag (DPL) heat conduction model. An efficient numerical scheme involving the hybrid application of the Laplace transform and control volume methods is used to solve the linear hyperbolic heat conduction equation. This work also examines the effect of different medium parameters on the behavior of heat transfer. Results show that, while the heat-flux phase lag induces thermal waves in the medium, the temperature-gradient phase lag smoothens the thermal waves by promoting non-Fourier diffusion-like conduction into the medium.Keywords: absorber plates, dual-phase-lag, non-Fourier, solar collector
Procedia PDF Downloads 38613612 Quantum Cum Synaptic-Neuronal Paradigm and Schema for Human Speech Output and Autism
Authors: Gobinathan Devathasan, Kezia Devathasan
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Objective: To improve the current modified Broca-Wernicke-Lichtheim-Kussmaul speech schema and provide insight into autism. Methods: We reviewed the pertinent literature. Current findings, involving Brodmann areas 22, 46, 9,44,45,6,4 are based on neuropathology and functional MRI studies. However, in primary autism, there is no lucid explanation and changes described, whether neuropathology or functional MRI, appear consequential. Findings: We forward an enhanced model which may explain the enigma related to autism. Vowel output is subcortical and does need cortical representation whereas consonant speech is cortical in origin. Left lateralization is needed to commence the circuitry spin as our life have evolved with L-amino acids and left spin of electrons. A fundamental species difference is we are capable of three syllable-consonants and bi-syllable expression whereas cetaceans and songbirds are confined to single or dual consonants. The 4 key sites for speech are superior auditory cortex, Broca’s two areas, and the supplementary motor cortex. Using the Argand’s diagram and Reimann’s projection, we theorize that the Euclidean three dimensional synaptic neuronal circuits of speech are quantized to coherent waves, and then decoherence takes place at area 6 (spherical representation). In this quantum state complex, 3-consonant languages are instantaneously integrated and multiple languages can be learned, verbalized and differentiated. Conclusion: We postulate that evolutionary human speech is elevated to quantum interaction unlike cetaceans and birds to achieve the three consonants/bi-syllable speech. In classical primary autism, the sudden speech switches off and on noted in several cases could now be explained not by any anatomical lesion but failure of coherence. Area 6 projects directly into prefrontal saccadic area (8); and this further explains the second primary feature in autism: lack of eye contact. The third feature which is repetitive finger gestures, located adjacent to the speech/motor areas, are actual attempts to communicate with the autistic child akin to sign language for the deaf.Keywords: quantum neuronal paradigm, cetaceans and human speech, autism and rapid magnetic stimulation, coherence and decoherence of speech
Procedia PDF Downloads 18213611 Partially-Averaged Navier-Stokes for Computations of Flow Around Three-Dimensional Ahmed Bodies
Authors: Maryam Mirzaei, Sinisa Krajnovic´
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The paper reports a study about the prediction of flows around simplified vehicles using Partially-Averaged Navier-Stokes (PANS). Numerical simulations are performed for two simplified vehicles: A slanted-back Ahmed body at Re=30 000 and a square back Ahmed body at Re=300 000. A comparison of the resolved and modeled physical flow scales is made with corresponding LES and experimental data for a better understanding of the performance of the PANS model. The PANS model is compared for coarse and fine grid resolutions and it is indicated that even a coarse-grid PANS simulation is able to produce fairly close flow predictions to those from a well-resolved LES simulation. The results indicate the possibility of improvement of the predictions by employing a finer grid resolution.Keywords: partially-averaged Navier-Stokes, large eddy simulation, PANS, LES, Ahmed body
Procedia PDF Downloads 58713610 Reactivity Study on South African Calcium Based Material Using a pH-Stat and Citric Acid: A Statistical Approach
Authors: Hilary Rutto, Mbali Chiliza, Tumisang Seodigeng
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The study on reactivity of calcined calcium-based material is very important in dry flue gas desulphurisation (FGD) process, so as to produce absorbent with high sulphur dioxide capture capacity during the hydration process. The effect of calcining temperature and time on the reactivity of calcined limestone material were investigated. In this study, the reactivity was measured using a pH stat apparatus and also confirming the result by performing citric acid reactivity test. The reactivity was calculated using the shrinking core model. Based on the experiments, a mathematical model is developed to correlate the effect of time and temperature to the reactivity of absorbent. The calcination process variables were temperature (700 -1000°C) and time (1-6 hrs). It was found that reactivity increases with an increase in time and temperature.Keywords: reactivity, citric acid, calcination, time
Procedia PDF Downloads 21113609 Fracture Mechanics Modeling of a Shear-Cracked RC Beams Shear-Strengthened with FRP Sheets
Authors: Shahriar Shahbazpanahi, Alaleh Kamgar
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So far, the conventional experimental and theoretical analysis in fracture mechanics have been applied to study concrete flexural- cracked beams, which are strengthened using fiber reinforced polymer (FRP) composite sheets. However, there is still little knowledge about the shear capacity of a side face FRP- strengthened shear-cracked beam. A numerical analysis is herein presented to model the fracture mechanics of a four-point RC beam, with two inclined initial notch on the supports, which is strengthened with side face FRP sheets. In the present study, the shear crack is forced to conduct by using an initial notch in supports. The ABAQUS software is used to model crack propagation by conventional cohesive elements. It is observed that the FRP sheets play important roles in preventing the propagation of shear cracks.Keywords: crack, FRP, shear, strengthening
Procedia PDF Downloads 545