Search results for: distribution function bootstrap control limit

Authors: Reshaa Alruwaili

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This study was inspired by previous studies with young children that found (a) that they need both inhibitory control and working memory when drawing an unfamiliar subject (e.g., animals) by adapting their schema of the human figure and (b) that when drawing something familiar (e.g., a person) they use inhibitory control mediated through fine motor control to execute their drawing. This study, therefore, systematically investigated whether direct effects for both working memory and inhibitory control and/or effects mediated through fine motor control existed when drawing both familiar and unfamiliar subjects. Participants were 95 children (41-66 months old) required to draw both a man and a dog, scored respectively for how representational they were and for differences from a human figure. Regression and mediation analyses showed that inhibitory control alone predicted drawing a recognizable man while working memory alone predicted drawing a dog that was not human-like when fine motor control, age, and gender were controlled. Contrasting with some previous studies, these results suggest that the roles of working memory and inhibitory control are sensitive to the familiarity of the drawing task and are not necessarily mediated through fine motor control. Implications for research on drawing development are discussed.

Keywords: child drawing, inhibitory control, working memory, fine motor control, mediation, familiar and unfamiliar subjects

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Authors: Ladan Maijama’a, Jibril D. Jiya, Ejike C. Anene

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This paper presents Differential Evolution Algorithm (DEA) based Variable Structure Position Control (VSPC) of Laboratory DC servomotor (LDCSM). DEA is employed for the optimal tuning of Variable Structure Control (VSC) parameters for position control of a DC servomotor. The VSC combines the techniques of Sliding Mode Control (SMC) that gives the advantages of small overshoot, improved step response characteristics, faster dynamic response and adaptability to plant parameter variations, suppressed influences of disturbances and uncertainties in system behavior. The results of the simulation responses of the VSC parameters adjustment by DEA were performed in Matlab Version 2010a platform and yield better dynamic performance compared with the untuned VSC designed.

Keywords: differential evolution algorithm, laboratory DC servomotor, sliding mode control, variable structure control

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Authors: S. Suman, G. N. Singh

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The present manuscript addresses the estimation procedure of population parameter using Poisson probability distribution when characteristic under study possesses a rare sensitive attribute. The generalized form of unrelated randomized response model is suggested in order to acquire the truthful responses from respondents. The resultant estimators have been proposed for two situations when the information on an unrelated rare non-sensitive characteristic is known as well as unknown. The properties of the proposed estimators are derived, and the measure of confidentiality of respondent is also suggested for respondents. Empirical studies are carried out in the support of discussed theory.

Keywords: Poisson distribution, randomized response model, rare sensitive attribute, non-sensitive attribute

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Authors: T. Arshad

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A correlation study was done to explore the relationship of intrusiveness, appraisal and thought control strategies in patients with Obsessive Compulsive Disorder. Theoretical frame work for the present study was Salkovskis (1985) cognitive model of obsessive compulsive disorder. Sample of 100 patients (men=48, women=52) of age 14-62 years (M=32.13, SD=10.37) was recruited from hospitals of Lahore, Pakistan. Revised Obsessional Intrusion Inventory, Stress Appraisal Measure, Thought Control Questionnaire and Symptoms Checklist-R were self-administered. Findings revealed that intrusiveness is correlated with appraisals (controllable by self, controllable by others, uncontrollable, stressfulness) and thought control strategy (punishment). Furthermore, appraisals (uncontrollable, stressfulness, controllable by others) were emerged as strong predictors for different through control strategies (distraction, punishment and social control). Moreover, men have higher frequency of intrusion, whereas women were frequently using social control as thought control strategy. Results implied that intrusiveness, appraisals (controllable by others, uncontrollable, stressfulness) and thought control strategy (punishment) are related which maintains the disorder.

Keywords: appraisal, intrusiveness, obsessive compulsive disorder, thought control strategies

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Authors: Tomoaki Hashimoto

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Recent technological advance has prompted significant interest in developing the control theory of quantum systems. Following the increasing interest in the control of quantum dynamics, this paper examines the control problem of Schrödinger equation because quantum dynamics is basically governed by Schrödinger equation. From the practical point of view, stochastic disturbances cannot be avoided in the implementation of control method for quantum systems. Thus, we consider here the robust stabilization problem of Schrödinger equation against stochastic disturbances. In this paper, we adopt model predictive control method in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. The objective of this study is to derive the stability criterion for model predictive control of Schrödinger equation under stochastic disturbances.

Keywords: optimal control, stochastic systems, quantum systems, stabilization

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Authors: Aderonke Oluseun Akinwumi, Olusola A. Komolaf

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This paper gives information about the wide array of challenges facing both the electric utilities and consumers in the distribution system in developing countries, using Obafemi Awolowo University, Ile-Ife Nigeria as a case study. It also proffers cost-effective solution through remote monitoring, diagnostic and operation of distribution networks without compromising the system reliability. As utilities move from manned and unintelligent networks to completely unmanned smart grids, switching activities at substations and feeders will be managed and controlled remotely by dedicated systems hence this design. The Substation Remote Diagnostic and Operation Solution (sRDOs) would remotely monitor the load on Medium Voltage (MV) and Low Voltage (LV) feeders as well as distribution transformers and allow the utility disconnect non-paying customers with absolutely no extra resource deployment and without interrupting supply to paying customers. The aftermath of the implementation of this design improved the lifetime of key distribution infrastructure by automatically isolating feeders during overload conditions and more importantly erring consumers. This increased the ratio of revenue generated on electricity bills to total network load.

Keywords: electric utility, consumers, remote monitoring, diagnostic, system reliability, manned and unintelligent networks, unmanned smart grids, switching activities, medium voltage, low voltage, distribution transformer

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Authors: Laslouni Warda, M. Azzaz

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The intermetallic-based on transition metal compounds present interesting magnetic properties for the technological applications (permanent magnets, magnetic recording…). Cu70 Fe18Co12 and Cu70 Fe30 nanostructured with crystallite size vary from 10 a 12 nanometers have been developed by a mechanical milling method. For Cu-Fe samples, the iron and copper distribution was clear. The distribution showed a homogeneous distribution of iron and copper in a Cu-Fe obtained after 36 h milling. The structural properties have been performed with X-ray diffraction. With increasing milling times, Fe and Co diffuse into the Cu matrix, which accelerates the formation of the magnetic nanostructure Cu- Fe-Co and Cu-Fe alloys. The magnetic behavior is investigated using Vibrating Sample Magnetometer (VSM). The two alloys nanocrystals possess ferromagnetic character at room temperature

Keywords: Cu-Fe-Co, Cu-Fe, nanocrystals, SEM, hysteresis loops, VSM, anisotropy theory

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Authors: Verd Shomrom, Gilat Trabelsi

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The goal of the study was to examine the effects of Computerized Cognitive Training (CCT) with and without cognitive mediation on Executive Function (EF) (planning and self- regulation) and on psychological resiliency among adolescents with Attention Deficits Hyperactive Disorder (ADHD) with or without Learning Disabilities (LD). Adolescents diagnosed with Attention Deficit Disorder and / or Learning Disabilities have multidimensional impairments that result from neurological damage. This work explored the possibility of influencing cognitive aspects in the field of Executive Functions (specifically: patterns of planning and self-regulation) among adolescents with a diagnosis of Attention Deficit Disorder and / or Learning Disabilities who study for a 10-12 grades. 46 adolescents with ADHD and/or with LD were randomly applied to experimental and control groups. All the participants were tested (BRC- research version, Resiliency quaternaries) before and after the intervention: mediated/ non-mediated Computerized Cognitive Training (MINDRI). The results indicated significant effects of cognitive modification in the experimental group, between pre and post Phases, in comparison to control group, especially in self- regulation (BRC- research version, Resiliency quaternaries), and on process analysis of Computerized Cognitive Training (MINDRI). The main conclusion was that even short- term mediation synchronized with CCT could greatly enhance the performance of executive functions demands. Theoretical implications for the positive effects of MLE in combination with CCT indicate the ability for cognitive change. The practical implication is the awareness and understanding of efficient intervention processes to enhance EF, learning awareness, resiliency and self-esteem of adolescents in their academic and daily routine.

Keywords: attention deficits hyperactive disorder, computerized cognitive training, executive function, mediated learning experience, learning disabilities

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Authors: Kasbparast Mehdi, Hassani Zainab

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Aim: The purpose of this research was to investigate the effectiveness of therapeutical sensorimotor exercise. The statistical population of women who were diagnosed with patellofemoral pain syndrome by a doctor and were between the ages of 35 and 45 and registered for the first time in a sports club in the 4th district of Tehran, 30 people by random sampling and according to The include and exclude criteria were selected and divided into 2 equal control and experimental and homogeneous groups (in terms of height, weight and BMI).In both control and experimental groups, the pain was measured using a Visual Analog Scale(VAS) functionality was measured using the step-down test and quality of life was measured using a World Health Organization Quality of Life Scale (WHOQOL-BREF) (pre-test). Then, only the experimental group performed sensorimotor exercises for 12 weeks and 3 sessions each week, a total of 24 sessions and each session for 1 hour, and during this period, the control group only continued their daily activities. After the end of the training period, the desired factors were evaluated again (post-test) in the same way as the pre-test was done for them (experimental group and control group), with the same quality. Findings: The statistical results showed that in the experimental group, the amount of pain, function and quality of life had a statistical improvement (P≤0.05). Conclusion: In general conclusion, it can be stated that using sensorimotor exercises not only improved functionality and quality of life but also reduced the amount of pain in people with patellofemoral pain syndrome.

Keywords: pain, PFPS, sensori motor training, functionality

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Authors: Mohammed Alruwaili‬

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Nowadays, renewable energy resources are playing an important role in replacing traditional energy resources such as fossil fuels by integrating solar energy with conventional energy. Concerns about the environment led to an intensive search for a renewable energy source. The Rapid growth of distributed energy resources will have prompted increasing interest in the integrated distributing network in the Kingdom of Saudi Arabia next few years, especially after the adoption of new laws and regulations in this regard. Photovoltaic energy is one of the promising renewable energy sources that has grown rapidly worldwide in the past few years and can be used to produce electrical energy through the photovoltaic process. The main objective of the research is to study the impact of PV in distribution networks based on real data and details. In this research, site survey and computer simulation will be dealt with using the well-known computer program software ETAB to simulate the input of electrical distribution lines with other variable inputs such as the levels of solar radiation and the field study that represent the prevailing conditions and conditions in Diriah, Riyadh region, Saudi Arabia. In addition, the impact of adding distributed generation units (DGs) to the distribution network, including solar photovoltaic (PV), will be studied and assessed for the impact of adding different power capacities. The result has been achieved with less power loss in the loop distribution network from the current condition by more than 69% increase in network power loss. However, the studied network contains 78 buses. It is hoped from this research that the efficiency, performance, quality and reliability by having an enhancement in power loss and voltage profile of the distribution networks in Riyadh City. Simulation results prove that the applied method can illustrate the positive impact of PV in loop distribution generation.

Keywords: renewable energy, smart grid, efficiency, distribution network

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Authors: Maria Debora Braga, Luigi Riso, Maria Grazia Zoia

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Risk-based approaches to asset allocation are portfolio construction methods that do not rely on the input of expected returns for the asset classes in the investment universe and only use risk information. They include the Minimum Variance Strategy (MV strategy), the traditional (volatility-based) Risk Parity Strategy (SRP strategy), the Most Diversified Portfolio Strategy (MDP strategy) and, for many, the Equally Weighted Strategy (EW strategy). All the mentioned approaches were based on portfolio volatility as a reference risk measure but in 2023, the Kurtosis-based Risk Parity strategy (KRP strategy) and the Minimum Kurtosis strategy (MK strategy) were introduced. Understandably, they used the fourth root of the portfolio-fourth moment as a proxy for portfolio kurtosis to work with a homogeneous function of degree one. This paper contributes mainly theoretically and methodologically to the framework of risk-based asset allocation approaches with two steps forward. First, a new and more flexible objective function considering a linear combination (with positive coefficients that sum to one) of portfolio volatility and portfolio kurtosis is used to alternatively serve a risk minimization goal or a homogeneous risk distribution goal. Hence, the new basic idea consists in extending the achievement of typical risk-based approaches’ goals to a combined risk measure. To give the rationale behind operating with such a risk measure, it is worth remembering that volatility and kurtosis are expressions of uncertainty, to be read as dispersion of returns around the mean and that both preserve adherence to a symmetric framework and consideration for the entire returns distribution as well, but also that they differ from each other in that the former captures the “normal” / “ordinary” dispersion of returns, while the latter is able to catch the huge dispersion. Therefore, the combined risk metric that uses two individual metrics focused on the same phenomena but differently sensitive to its intensity allows the asset manager to express, in the context of an objective function by varying the “relevance coefficient” associated with the individual metrics, alternatively, a wide set of plausible investment goals for the portfolio construction process while serving investors differently concerned with tail risk and traditional risk. Since this is the first study that also implements risk-based approaches using a combined risk measure, it becomes of fundamental importance to investigate the portfolio effects triggered by this innovation. The paper also offers a second contribution. Until the recent advent of the MK strategy and the KRP strategy, efforts to highlight interesting properties of risk-based approaches were inevitably directed towards the traditional MV strategy and SRP strategy. Previous literature established an increasing order in terms of portfolio volatility, starting from the MV strategy, through the SRP strategy, arriving at the EQ strategy and provided the mathematical proof for the “equalization effect” concerning marginal risks when the MV strategy is considered, and concerning risk contributions when the SRP strategy is considered. Regarding the validity of similar conclusions when referring to the MK strategy and KRP strategy, the development of a theoretical demonstration is still pending. This paper fills this gap.

Keywords: risk parity, portfolio kurtosis, risk diversification, asset allocation

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Authors: Neda Nabid, Iman Hajirasouliha, Sanaz Shirinbar

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One of the most challenging issues in earthquake engineering is to find effective ways to reduce earthquake forces and damage to structural and non-structural elements under strong earthquakes. While friction dampers are the most efficient systems to improve the seismic performance of substandard structures, their optimum design is a challenging task. This research aims to find more appropriate slip load distribution pattern for efficient design of friction panels. Non-linear dynamic analyses are performed on 3, 5, 10, 15, and 20-story RC frame using Drain-2dx software to find the appropriate range of slip loads and investigate the effects of different distribution patterns (cantilever, uniform, triangle, and reverse triangle) under six different earthquake records. The results indicate that using triangle load distribution can significantly increase the energy dissipation capacity of the frame and reduce the maximum inter-storey drift, and roof displacement.

Keywords: friction panels, slip load, distribution patterns, RC frames, energy dissipation

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Authors: Herbert W. Corley

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A scalar equilibrium (SE) is an alternative type of equilibrium in pure strategies for an n-person normal-form game G. It is defined using optimization techniques to obtain a pure strategy for each player of G by maximizing an appropriate utility function over the acceptable joint actions. The players’ actions are determined by the choice of the utility function. Such a utility function could be agreed upon by the players or chosen by an arbitrator. An SE is an equilibrium since no players of G can increase the value of this utility function by changing their strategies. SEs are formally defined, and examples are given. In a greedy SE, the goal is to assign actions to the players giving them the largest individual payoffs jointly possible. In a weighted SE, each player is assigned weights modeling the degree to which he helps every player, including himself, achieve as large a payoff as jointly possible. In a compromise SE, each player wants a fair payoff for a reasonable interpretation of fairness. In a parity SE, the players want their payoffs to be as nearly equal as jointly possible. Finally, a satisficing SE achieves a personal target payoff value for each player. The vector payoffs associated with each of these SEs are shown to be Pareto optimal among all such acceptable vectors, as well as computationally tractable.

Keywords: compromise equilibrium, greedy equilibrium, normal-form game, parity equilibrium, pure strategies, satisficing equilibrium, scalar equilibria, utility function, weighted equilibrium

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Authors: Sujan Mahamud

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Purpose: A major challenge in radiotherapy treatment is to deliver precise dose of radiation to the tumor with minimum dose to the healthy normal tissues. Recently, gel dosimetry has emerged as a powerful tool to measure three-dimensional (3D) dose distribution for complex delivery verification and quality assurance. These dosimeters act both as a phantom and detector, thus confirming the versatility of dosimetry technique. The aim of the study is to know the application of Gel Dosimeters in Radiotherapy and find out the comparison with 1D and 2D dimensional dosimeters. Methods and Materials: The study is carried out from Gel Dosimeter literatures. Secondary data and images have been collected from different sources such as different guidelines, books, and internet, etc. Result: Analyzing, verifying, and comparing data from treatment planning system (TPS) is determined that gel dosimeter is a very excellent powerful tool to measure three-dimensional (3D) dose distribution. The TPS calculated data were in very good agreement with the dose distribution measured by the ferrous gel. The overall uncertainty in the ferrous-gel dose determination was considerably reduced using an optimized MRI acquisition protocol and a new MRI scanner. The method developed for comparing measuring gel data with calculated treatment plans, the gel dosimetry method, was proven to be a useful for radiation treatment planning verification. In 1D and 2D Film, the depth dose and lateral for RMSD are 1.8% and 2%, and max (Di-Dj) are 2.5% and 8%. Other side 2D+ ( 3D) Film Gel and Plan Gel for RMSDstruct and RMSDstoch are 2.3% & 3.6% and 1% & 1% and system deviation are -0.6% and 2.5%. The study is investigated that the result fined 2D+ (3D) Film Dosimeter is better than the 1D and 2D Dosimeter. Discussion: Gel Dosimeters is quality control and quality assurance tool which will used the future clinical application.

Keywords: gel dosimeters, phantom, rmsd, QC, detector

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Authors: Mohammad Alhajeri

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This paper reports a computational fluid dynamics (CFD) investigation of cylindrical filter. Silicon carbide cylindrical filter elements have proven to be an effective mean of removing particulates to levels exceeding the new source performance standard. The CFD code is used here to understand the deposition process and the factors that affect the particles distribution over the filter element surface. Different approach cross flow velocity to filter face velocity ratios and different face velocities (ranging from 2 to 5 cm/s) are used in this study. Particles in the diameter range 1 to 100 microns are tracked through the domain. The radius of convergence (or the critical trajectory) is compared and plotted as a function of many parameters.

Keywords: filtration, CFD, CCF, hot gas filtration

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Authors: Mihaly Homostrei, Tamas Simon, Dorottya Schnider

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The topic of oscillation in physics is one of the key ideas which is usually taught based on the concept of harmonic oscillation. It can be an interesting activity to deal with a frictional oscillator in advanced high school classes or in university courses. Its mechanics are investigated in this research, which shows that the motion of the frictional oscillator is more complicated than a simple harmonic oscillator. The physics of the applied model in this study seems to be interesting and useful for undergraduate students. The study presents a well-known physical system, which is mostly discussed theoretically in high school and at the university. The ideal frictional oscillator is normally used as an example of harmonic oscillatory motion, as its theory relies on the constant coefficient of sliding friction. The structure of the system is simple: a rod with a homogeneous mass distribution is placed on two rotating identical cylinders placed at the same height so that they are horizontally aligned, and they rotate at the same angular velocity, however in opposite directions. Based on this setup, one could easily show that the equation of motion describes a harmonic oscillation considering the magnitudes of the normal forces in the system as the function of the position and the frictional forces with a constant coefficient of frictions are related to them. Therefore, the whole description of the model relies on simple Newtonian mechanics, which is available for students even in high school. On the other hand, the phenomenon of the described frictional oscillator does not seem to be so straightforward after all; experiments show that the simple harmonic oscillation cannot be observed in all cases, and the system performs a much more complex movement, whereby the rod adjusts itself to a non-harmonic oscillation with a nonzero stable amplitude after an unconventional damping effect. The stable amplitude, in this case, means that the position function of the rod converges to a harmonic oscillation with a constant amplitude. This leads to the idea of a more complex model which can describe the motion of the rod in a more accurate way. The main difference to the original equation of motion is the concept that the frictional coefficient varies with the relative velocity. This dependence on the velocity was investigated in many different research articles as well; however, this specific problem could demonstrate the key concept of the varying friction coefficient and its importance in an interesting and demonstrative way. The position function of the rod is described by a more complicated and non-trivial, yet more precise equation than the usual harmonic oscillation description of the movement. The study discusses the structure of the measurements related to the frictional oscillator, the qualitative and quantitative derivation of the theory, and the comparison of the final theoretical function as well as the measured position-function in time. The project provides useful materials and knowledge for undergraduate students and a new perspective in university physics education.

Keywords: friction, frictional coefficient, non-harmonic oscillator, physics education

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Authors: Pablo Martin, Jorge Olivares, Fernando Maass

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A method to obtain analytic approximations for special function of interest in engineering and physics is described here. Each approximate function will be valid for every positive value of the variable and accuracy will be high and increasing with the number of parameters to determine. The general technique will be shown through an application to the modified Bessel function of order zero, I₀(x). The form and the calculation of the parameters are performed with the simultaneous use of the power series and asymptotic expansion. As in Padé method rational functions are used, but now they are combined with other elementary functions as; fractional powers, hyperbolic, trigonometric and exponential functions, and others. The elementary function is determined, considering that the approximate function should be a bridge between the power series and the asymptotic expansion. In the case of the I₀(x) function two analytic approximations have been already determined. The simplest one is (1+x²/4)⁻¹/⁴(1+0.24273x²) cosh(x)/(1+0.43023x²). The parameters of I₀(x) were determined using the leading term of the asymptotic expansion and two coefficients of the power series, and the maximum relative error is 0.05. In a second case, two terms of the asymptotic expansion were used and 4 of the power series and the maximum relative error is 0.001 at x≈9.5. Approximations with much higher accuracy will be also shown. In conclusion a new technique is described to obtain analytic approximations to some functions of interest in sciences, such that they have a high accuracy, they are valid for every positive value of the variable, they can be integrated and differentiated as the usual, functions, and furthermore they can be calculated easily even with a regular pocket calculator.

Keywords: analytic approximations, mathematical-physics applications, quasi-rational functions, special functions

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Authors: T. Lydon, A. McNabola, P. Coughlan

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Energy consumption in the water distribution network (WDN) is a well established problem equating to the industry contributing heavily to carbon emissions, with 0.9 kg CO2 emitted per m3 of water supplied. It is indicated that 85% of energy wasted in the WDN can be recovered by installing turbines. Existing potential in networks is present at small capacity sites (5-10 kW), numerous and dispersed across networks. However, traditional turbine technology cannot be scaled down to this size in an economically viable fashion, thus alternative approaches are needed. This research aims to enable energy recovery potential within the WDN by exploring the potential of pumps-as-turbines (PATs), to realise this potential. PATs are estimated to be ten times cheaper than traditional micro-hydro turbines, presenting potential to contribute to an economically viable solution. However, a number of technical constraints currently prohibit their widespread use, including the inability of a PAT to control pressure, difficulty in the selection of PATs due to lack of performance data and a lack of understanding on how PATs can cater for fluctuations as extreme as +/- 50% of the average daily flow, characteristic of the WDN. A PAT prototype is undergoing testing in order to identify the capabilities of the technology. Results of preliminary testing, which involved testing the efficiency and power potential of the PAT for varying flow and pressure conditions, in order to develop characteristic and efficiency curves for the PAT and a baseline understanding of the technologies capabilities, are presented here: •The limitations of existing selection methods which convert BEP from pump operation to BEP in turbine operation was highlighted by the failure of such methods to reflect the conditions of maximum efficiency of the PAT. A generalised selection method for the WDN may need to be informed by an understanding of impact of flow variations and pressure control on system power potential capital cost, maintenance costs, payback period. •A clear relationship between flow and efficiency rate of the PAT has been established. The rate of efficiency reductions for flows +/- 50% BEP is significant and more extreme for deviations in flow above the BEP than below, but not dissimilar to the reaction of efficiency of other turbines. •PAT alone is not sufficient to regulate pressure, yet the relationship of pressure across the PAT is foundational in exploring ways which PAT energy recovery systems can maintain required pressure level within the WDN. Efficiencies of systems of PAT energy recovery systems operating conditions of pressure regulation, which have been conceptualise in current literature, need to be established. Initial results guide the focus of forthcoming testing and exploration of PAT technology towards how PATs can form part of an efficiency energy recovery system.

Keywords: energy recovery, pump-as-turbine, water distribution network, water distribution network

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Authors: Aleš Kratochvíl, Svatomír Slavík

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The paper presents an aircraft flutter suppression by active damping of supplementary control surface at trailing edge. The mathematical model of thin oscillation airfoil with control surface driven by pilot is developed. The supplementary control surface driven by control law is added. Active damping of flutter by several control law is present. The structural model of tailplane with an aerodynamic strip theory based on the airfoil model is developed by a finite element method. The optimization process of stiffens parameters is carried out to match the structural model with results from a ground vibration test of a small sport airplane. The implementation of supplementary control surface driven by control law is present. The active damping of tailplane model is shown.

Keywords: active damping, finite element method, flutter, tailplane model

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Authors: Jayanta Pokharel, Gokarna Aryal, Netra Kanaal, Chris Tsokos

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Investment in stocks and shares aims to seek potential gains while weighing the risk of future needs, such as retirement, children's education etc. Analysis of the behavior of the stock market returns and making prediction is important for investors to mitigate risk on investment. Historically, the normal variance models have been used to describe the behavior of stock market returns. However, the returns of the financial assets are actually skewed with higher kurtosis, heavier tails, and a higher center than the normal distribution. The Laplace distribution and its family are natural candidates for modeling stock returns. The Variance-Gamma (VG) distribution is the most sought-after distributions for modeling asset returns and has been extensively discussed in financial literatures. In this paper, it explore the other Laplace family, such as Asymmetric Laplace, Skewed Laplace, Kumaraswamy Laplace (KS) together with Variance-Gamma to model the weekly returns of the S&P 500 Index and it's eleven business sector indices. The method of maximum likelihood is employed to estimate the parameters of the distributions and our empirical inquiry shows that the Kumaraswamy Laplace distribution performs much better for stock returns modeling among the choice of distributions used in this study and in practice, KS can be used as a strong alternative to VG distribution.

Keywords: stock returns, variance-gamma, kumaraswamy laplace, maximum likelihood

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Authors: Αlexios Kotsakis, Stefanos Katsavounis, Dimitra Alexiou

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Networks can be utilized to represent project planning problems, using nodes for activities and arcs to indicate precedence relationship between them. For fixed activity duration, a simple algorithm calculates the amount of time required to complete a project, followed by the activities that comprise the critical path. Program Evaluation and Review Technique (PERT) generalizes the above model by incorporating uncertainty, allowing activity durations to be random variables, producing nevertheless a relatively crude solution in planning problems. In this paper, based on the findings of the relevant literature, which strongly suggests that a Beta distribution can be employed to model earthmoving activities, we utilize Monte Carlo simulation, to estimate the project completion time distribution and measure the influence of skewness, an element inherent in activities of modern technical projects. We also extract the activity criticality index, with an ultimate goal to produce more accurate planning estimations.

Keywords: beta distribution, PERT, Monte Carlo simulation, skewness, project completion time distribution

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Authors: Joseph Fitoussi, Mohammadali Shirinbayan, Abbas Tcharkhtchi

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Due to material flow during processing, short fiber reinforced composites structures obtained by injection or compression molding generally present strong spatial microstructure variation. On the other hand, quasi-static, dynamic, and fatigue behavior of these materials are highly dependent on microstructure parameters such as fiber orientation distribution. Indeed, because of complex damage mechanisms, SFRC structures design is a key challenge for safety and reliability. In this paper, we propose a micromechanical model allowing prediction of damage behavior of real structures as a function of microstructure spatial distribution. To this aim, a statistical damage criterion including strain rate and fatigue effect at the local scale is introduced into a Mori and Tanaka model. A critical local damage state is identified, allowing fatigue life prediction. Moreover, the multi-scale model is coupled with an experimental intrinsic link between damage under monotonic loading and fatigue life in order to build an abacus giving Tsai-Wu failure criterion parameters as a function of microstructure and targeted fatigue life. On the other hand, the micromechanical damage model gives access to the evolution of the anisotropic stiffness tensor of SFRC submitted to complex thermomechanical loading, including quasi-static, dynamic, and cyclic loading with temperature and amplitude variations. Then, the latter is used to fill out microstructure dependent material cards in finite element analysis for design optimization in the case of complex loading history. The proposed methodology is illustrated in the case of a real automotive component made of sheet molding compound (PSA 3008 tailgate). The obtained results emphasize how the proposed micromechanical methodology opens a new path for the automotive industry to lighten vehicle bodies and thereby save energy and reduce gas emission.

Keywords: short fiber reinforced composite, structural design, damage, micromechanical modelling, fatigue, strain rate effect

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Authors: Chao-Qing Dai

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Two families of exact travelling solutions for the discrete sine-Gordon equation are constructed based on the variable-coefficient Jacobian elliptic function method and different transformations. When the modulus of Jacobian elliptic function solutions tends to 1, soliton solutions can be obtained. Some soliton solutions degenerate into the known solutions in literatures. Moreover, dynamical properties of exact solutions are investigated. Our analysis and results may have potential values for certain applications in modern nonlinear science and textile engineering.

Keywords: exact solutions, variable-coefficient Jacobian elliptic function method, discrete sine-Gordon equation, dynamical behaviors

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Authors: W. R. Li, J. K. Xia, R. Q. Peng, Z. Y. Guo, L. Jiang

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According to 3D magnetic circuit of the transverse flux PM linear machine, distribution law is presented, and analytical expression of axial end flux leakage is derived using numerical method. Maxwell stress tensor is used to solve detent force of mover. A 3D finite element model of the transverse flux PM machine is built to analyze the flux distribution and detent force. Experimental results of the prototype verified the validity of axial end flux leakage and detent force theoretical derivation, the research on axial end flux leakage and detent force provides a valuable reference to other types of linear machine.

Keywords: axial end flux leakage, detent force, flux distribution, transverse flux PM linear machine

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Authors: Xuan Zhou, Litian Zhang, Shuixiang Li

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Mesh deformation using radial basis function interpolation method has been demonstrated to produce quality meshes with relatively little computational cost using a concise algorithm. However, it still suffers from the limited deformation ability, especially in large deformation. In this paper, a pre-displacement improvement is proposed to improve the problem that illegal meshes always appear near the moving inner boundaries owing to the large relative displacement of the nodes near inner boundaries. In this improvement, nodes near the inner boundaries are first associated to the near boundary nodes, and a pre-displacement based on the displacements of associated boundary nodes is added to the nodes near boundaries in order to make the displacement closer to the boundary deformation and improve the deformation capability. Several 2D and 3D numerical simulation cases have shown that the pre-displacement improvement for radial basis function (RBF) method significantly improves the mesh quality near inner boundaries and deformation capability, with little computational burden increasement.

Keywords: mesh deformation, mesh quality, background mesh, radial basis function

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Authors: R. A. Shahmiri, O. Standard, J. Hart, C. C. Sorrell

Abstract:

Yttrium stabilized tetragonal zirconium polycrystalline (Y-TZP) has been used as a dental biomaterial. The strength and toughness of zirconia can be accounted for by its toughening mechanisms, such as crack deflection, zone shielding, contact shielding, and crack bridging. Prevention of crack propagation is of critical importance in high-fatigue situations, such as those encountered in mastication and para-function. However, the poor translucency of Y-TZP means that it may not meet the aesthetic requirements due to its white/grey appearance in polycrystalline form. To improve optical property of the Zirconia, precise evaluation of its refractive index is of significance. Zirconia`s optical properties need to be studied more in depth. Number of studies assumed, scattered light is isotropically distributed over all angles from biological media when defining optical parameters. Nevertheless, optical behaviour of real biological material depends on angular scattering of light by anisotropy material. Therefore, the average cosine of the scattering angle (which represent recovery phase function in the scattering angular distribution) usually characterized by anisotropy material. It has been identified that yttrium anti-sites present in the space charge layer have no significant role in the absorption of light in the visible range. Addition of cation dopant to polycrystalline zirconia results in segregate to grain boundaries and grain growth. Intrinsic and extrinsic properties of ZrO2 and their effect on optical properties need to be investigated. Intrinsic properties such as chemical composition, defect structure (oxygen vacancy), phase configuration (porosity, second phase) and distribution of phase need to be studied to comprehend their effect on refraction index, absorption/reflection and scattering. Extrinsic properties such as surface structure, thickness, underlying tooth structure, cement layer (type, thickness), and light source (natural, curing, artificial) of ZrO2 need to be studied to understand their effect on colour and translucency of material. This research reviewed effect of stabilization of tetragonal zirconia on optical property of zirconia for dental application.

Keywords: optical properties, zirconia dental biomaterial, chemical composition, phase composition

Procedia PDF Downloads 395

Authors: Jinyoung Choi, Sunmook Lee

Abstract:

In general, single parameter, i.e. temperature, as an accelerating parameter is used to assess the accelerated stability of Point-of-Care Testing (POCT) diagnostic devices. However, humidity also plays an important role in deteriorating the strip performance since major components of test strips are proteins such as enzymes. 4 different Temp./Humi. Conditions were used to assess the lifetime of strips. Degradation of test strips were studied through the accelerated stability test and the lifetime was assessed using commercial POCT products. The life distribution of strips, which were obtained by monitoring the failure time of test strip under each stress condition, revealed that the weibull distribution was the most proper distribution describing the life distribution of strips used in the present study. Equal shape parameters were calculated to be 0.9395 and 0.9132 for low and high concentrations, respectively. The lifetime prediction was made by adopting Peck Eq. Model for Stress-Life relationship, and the B10 life was calculated to be 70.09 and 46.65 hrs for low and high concentrations, respectively.

Keywords: accelerated degradation, diagnostic device, lifetime assessment, POCT

Procedia PDF Downloads 415

Authors: Ali Ravangard, S. Mohammadi

Abstract:

Shunt Capacitors have several uses in the electric power systems. They are utilized as sources of reactive power by connecting them in line-to-neutral. Electric utilities have also connected capacitors in series with long lines in order to reduce its impedance. This is particularly common in the transmission level, where the lines have length in several hundreds of kilometers. However, this post will generally discuss shunt capacitors. In distribution systems, shunt capacitors are used to reduce power losses, to improve voltage profile, and to increase the maximum flow through cables and transformers. This paper presents a new method to determine the optimal locations and economical sizing of fixed and/or switched shunt capacitors with a view to power losses reduction and voltage stability enhancement. For solving the problem, a new enhanced cuckoo optimization algorithm is presented.The proposed method is tested on distribution test system and the results show that the algorithm suitable for practical implementation on real systems with any size.

Keywords: capacitor placement, power losses, voltage stability, radial distribution systems

Procedia PDF Downloads 377

Authors: Maryam Ghoreishi, Christian Larsen

Abstract:

In this paper, we investigate the effect of stochastic inputs on problem of joint optimal pricing and lot-sizing decisions where the inventory cycle is divided into advance and spot sales periods. During the advance sales period, customer can make reservations while customer with reservations can cancel their order. However, during the spot sales period customers receive the order as soon as the order is placed, but they cannot make any reservation or cancellation during that period. We assume that the inter arrival times during the advance sales and spot sales period are exponentially distributed where the arrival rate is decreasing function of price. Moreover, we assume that the number of cancelled reservations is binomially distributed. In addition, we assume that deterioration process follows an exponential distribution. We investigate two cases. First, we consider two-state case where we find the optimal price during the spot sales period and the optimal price during the advance sales period. Next, we develop a generalized case where we extend two-state case also to allow dynamic prices during the spot sales period. We apply the Markov decision theory in order to find the optimal solutions. In addition, for the generalized case, we apply the policy iteration algorithm in order to find the optimal prices, the optimal lot-size and maximum advance sales amount.

Keywords: inventory control, pricing, Markov decision theory, advance sales system

Procedia PDF Downloads 323

Authors: T. Sanches, K. Bousson

Abstract:

As part of the development of a 4D autopilot system for unmanned aerial vehicles (UAVs), i.e. a time-dependent robust trajectory generation and control algorithm, this work addresses the problem of optimal path control based on the flight sensors data output that may be unreliable due to noise on data acquisition and/or transmission under certain circumstances. Although several filtering methods, such as the Kalman-Bucy filter or the Linear Quadratic Gaussian/Loop Transfer Recover Control (LQG/LTR), are available, the utter complexity of the control system, together with the robustness and reliability required of such a system on a UAV for airworthiness certifiable autonomous flight, required the development of a proper robust filter for a nonlinear system, as a way of further mitigate errors propagation to the control system and improve its ,performance. As such, a nonlinear algorithm based upon the LQG/LTR, is validated through computational simulation testing, is proposed on this paper.

Keywords: autonomous flight, LQG/LTR, nonlinear state estimator, robust flight control

Procedia PDF Downloads 138