Search results for: mixed matrix model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 20093

Search results for: mixed matrix model

20003 Combining a Continuum of Hidden Regimes and a Heteroskedastic Three-Factor Model in Option Pricing

Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

Abstract:

This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.

Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium

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20002 Optimization Model for Support Decision for Maximizing Production of Mixed Fresh Fruit Farms

Authors: Andrés I. Ávila, Patricia Aros, César San Martín, Elizabeth Kehr, Yovana Leal

Abstract:

Planning models for fresh products is a very useful tool for improving the net profits. To get an efficient supply chain model, several functions should be considered to get a complete simulation of several operational units. We consider a linear programming model to help farmers to decide if it is convenient to choose what area should be planted for three kinds of export fruits considering their future investment. We consider area, investment, water, productivity minimal unit, and harvest restrictions to develop a monthly based model to compute the average income in five years. Also, conditions on the field as area, water availability, and initial investment are required. Using the Chilean costs and dollar-peso exchange rate, we can simulate several scenarios to understand the possible risks associated to this market. Also, this tool help to support decisions for government and individual farmers.

Keywords: mixed integer problem, fresh fruit production, support decision model, agricultural and biosystems engineering

Procedia PDF Downloads 415
20001 Kalman Filter Gain Elimination in Linear Estimation

Authors: Nicholas D. Assimakis

Abstract:

In linear estimation, the traditional Kalman filter uses the Kalman filter gain in order to produce estimation and prediction of the n-dimensional state vector using the m-dimensional measurement vector. The computation of the Kalman filter gain requires the inversion of an m x m matrix in every iteration. In this paper, a variation of the Kalman filter eliminating the Kalman filter gain is proposed. In the time varying case, the elimination of the Kalman filter gain requires the inversion of an n x n matrix and the inversion of an m x m matrix in every iteration. In the time invariant case, the elimination of the Kalman filter gain requires the inversion of an n x n matrix in every iteration. The proposed Kalman filter gain elimination algorithm may be faster than the conventional Kalman filter, depending on the model dimensions.

Keywords: discrete time, estimation, Kalman filter, Kalman filter gain

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20000 On a Generalization of the Spectral Dichotomy Method of a Matrix With Respect to Parabolas

Authors: Mouhamadou Dosso

Abstract:

This paper presents methods of spectral dichotomy of a matrix which compute spectral projectors on the subspace associated with the eigenvalues external to the parabolas described by a general equation. These methods are modifications of the one proposed in [A. N. Malyshev and M. Sadkane, SIAM J. MATRIX ANAL. APPL. 18 (2), 265-278, 1997] which uses the spectral dichotomy method of a matrix with respect to the imaginary axis. Theoretical and algorithmic aspects of the methods are developed. Numerical results obtained by applying methods presented on matrices are reported.

Keywords: spectral dichotomy method, spectral projector, eigensubspaces, eigenvalue

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19999 A Crystallization Kinetic Model for Long Fiber-Based Composite with Thermoplastic Semicrystalline Polymer Matrix

Authors: Nicolas Bigot, M'hamed Boutaous, Nahiene Hamila, Shihe Xin

Abstract:

Composite materials with polymer matrices are widely used in most industrial areas, particularly in aeronautical and automotive ones. Thanks to the development of a high-performance thermoplastic semicrystalline polymer matrix, those materials exhibit more and more efficient properties. The polymer matrix in composite materials can manifest a specific crystalline structure characteristic of crystallization in a fibrous medium. In order to guarantee a good mechanical behavior of structures and to optimize their performances, it is necessary to define realistic mechanical constitutive laws of such materials considering their physical structure. The interaction between fibers and matrix is a key factor in the mechanical behavior of composite materials. Transcrystallization phenomena which develops in the matrix around the fibers constitute the interphase which greatly affects and governs the nature of the fiber-matrix interaction. Hence, it becomes fundamental to quantify its impact on the thermo-mechanical behavior of composites material in relationship with processing conditions. In this work, we propose a numerical model coupling the thermal and crystallization kinetics in long fiber-based composite materials, considering both the spherulitic and transcrystalline types of the induced structures. After validation of the model with comparison to results from the literature and noticing a good correlation, a parametric study has been led on the effects of the thermal kinetics, the fibers volume fractions, the deformation, and the pressure on the crystallization rate in the material, under processing conditions. The ratio of the transcrystallinity is highlighted and analyzed with regard to the thermal kinetics and gradients in the material. Experimental results on the process are foreseen and pave the way to establish a mechanical constitutive law describing, with the introduction of the role on the crystallization rates and types on the thermo-mechanical behavior of composites materials.

Keywords: composite materials, crystallization, heat transfer, modeling, transcrystallization

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19998 Monomial Form Approach to Rectangular Surface Modeling

Authors: Taweechai Nuntawisuttiwong, Natasha Dejdumrong

Abstract:

Geometric modeling plays an important role in the constructions and manufacturing of curve, surface and solid modeling. Their algorithms are critically important not only in the automobile, ship and aircraft manufacturing business, but are also absolutely necessary in a wide variety of modern applications, e.g., robotics, optimization, computer vision, data analytics and visualization. The calculation and display of geometric objects can be accomplished by these six techniques: Polynomial basis, Recursive, Iterative, Coefficient matrix, Polar form approach and Pyramidal algorithms. In this research, the coefficient matrix (simply called monomial form approach) will be used to model polynomial rectangular patches, i.e., Said-Ball, Wang-Ball, DP, Dejdumrong and NB1 surfaces. Some examples of the monomial forms for these surface modeling are illustrated in many aspects, e.g., construction, derivatives, model transformation, degree elevation and degress reduction.

Keywords: monomial forms, rectangular surfaces, CAGD curves, monomial matrix applications

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19997 ARABEX: Automated Dotted Arabic Expiration Date Extraction using Optimized Convolutional Autoencoder and Custom Convolutional Recurrent Neural Network

Authors: Hozaifa Zaki, Ghada Soliman

Abstract:

In this paper, we introduced an approach for Automated Dotted Arabic Expiration Date Extraction using Optimized Convolutional Autoencoder (ARABEX) with bidirectional LSTM. This approach is used for translating the Arabic dot-matrix expiration dates into their corresponding filled-in dates. A custom lightweight Convolutional Recurrent Neural Network (CRNN) model is then employed to extract the expiration dates. Due to the lack of available dataset images for the Arabic dot-matrix expiration date, we generated synthetic images by creating an Arabic dot-matrix True Type Font (TTF) matrix to address this limitation. Our model was trained on a realistic synthetic dataset of 3287 images, covering the period from 2019 to 2027, represented in the format of yyyy/mm/dd. We then trained our custom CRNN model using the generated synthetic images to assess the performance of our model (ARABEX) by extracting expiration dates from the translated images. Our proposed approach achieved an accuracy of 99.4% on the test dataset of 658 images, while also achieving a Structural Similarity Index (SSIM) of 0.46 for image translation on our dataset. The ARABEX approach demonstrates its ability to be applied to various downstream learning tasks, including image translation and reconstruction. Moreover, this pipeline (ARABEX+CRNN) can be seamlessly integrated into automated sorting systems to extract expiry dates and sort products accordingly during the manufacturing stage. By eliminating the need for manual entry of expiration dates, which can be time-consuming and inefficient for merchants, our approach offers significant results in terms of efficiency and accuracy for Arabic dot-matrix expiration date recognition.

Keywords: computer vision, deep learning, image processing, character recognition

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19996 Corrosion Characterization of Al6061 Hybrid Metal Matrix Composites in Acid Medium

Authors: P. V. Krupakara

Abstract:

This paper deals with the high corrosion resistance developed by the hybrid metal matrix composites when compared with that of matrix alloy. Matrix selected is Al6061. Reinforcements selected are graphite and red mud particulates. The composites are prepared using liquid melt metallurgy technique using vortex method. Metal matrix composites containing 2 percent graphite and 2 percent red mud, 2 percent graphite and 4 percent red mud, 2 percent graphite and 6 percent of red mud are prepared. Bar castings are cut into cylindrical discs of 20mm diameter and 20mm thickness. Corrosion tests were conducted at room temperature (230 °C) using conventional weight loss method according to ASTM G69-80. The corrodents used for the test were hydrochloric acid solution of different concentrations. Specimens were tested for every 24 hours interval up to 96 hours. Four specimens for each condition and time were immersed in corrodent. In each case the corrosion rate decreases with increase in exposure time for matrix and metal matrix composites whatever may be the concentration of hydrochloric acid. This may be due to aluminium, which may induce passivation due to development of non-porous layer. As red mud content increases the composites become corrosion resistant due to insulating nature of ceramic material red mud and less exposure of matrix alloy in those metal matrix composites.

Keywords: Al6061, graphite, passivation, red mud, vortex

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19995 A Robust Model Predictive Control for a Photovoltaic Pumping System Subject to Actuator Saturation Nonlinearity and Parameter Uncertainties: A Linear Matrix Inequality Approach

Authors: Sofiane Bououden, Ilyes Boulkaibet

Abstract:

In this paper, a robust model predictive controller (RMPC) for uncertain nonlinear system under actuator saturation is designed to control a DC-DC buck converter in PV pumping application, where this system is subject to actuator saturation and parameter uncertainties. The considered nonlinear system contains a linear constant part perturbed by an additive state-dependent nonlinear term. Based on the saturating actuator property, an appropriate linear feedback control law is constructed and used to minimize an infinite horizon cost function within the framework of linear matrix inequalities. The proposed approach has successfully provided a solution to the optimization problem that can stabilize the nonlinear plants. Furthermore, sufficient conditions for the existence of the proposed controller guarantee the robust stability of the system in the presence of polytypic uncertainties. In addition, the simulation results have demonstrated the efficiency of the proposed control scheme.

Keywords: PV pumping system, DC-DC buck converter, robust model predictive controller, nonlinear system, actuator saturation, linear matrix inequality

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19994 Transport of Analytes under Mixed Electroosmotic and Pressure Driven Flow of Power Law Fluid

Authors: Naren Bag, S. Bhattacharyya, Partha P. Gopmandal

Abstract:

In this study, we have analyzed the transport of analytes under a two dimensional steady incompressible flow of power-law fluids through rectangular nanochannel. A mathematical model based on the Cauchy momentum-Nernst-Planck-Poisson equations is considered to study the combined effect of mixed electroosmotic (EO) and pressure driven (PD) flow. The coupled governing equations are solved numerically by finite volume method. We have studied extensively the effect of key parameters, e.g., flow behavior index, concentration of the electrolyte, surface potential, imposed pressure gradient and imposed electric field strength on the net average flow across the channel. In addition to study the effect of mixed EOF and PD on the analyte distribution across the channel, we consider a nonlinear model based on general convective-diffusion-electromigration equation. We have also presented the retention factor for various values of electrolyte concentration and flow behavior index.

Keywords: electric double layer, finite volume method, flow behavior index, mixed electroosmotic/pressure driven flow, non-Newtonian power-law fluids, numerical simulation

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19993 Effects of Hydraulic Loading Rates and Porous Matrix in Constructed Wetlands for Wastewater Treatment

Authors: Li-Jun Ren, Wei Pan, Li-Li Xu, Shu-Qing An

Abstract:

This study evaluated whether different matrix composition volume ratio can improve water quality in the experiment. The mechanism and adsorption capability of wetland matrixes (oyster shell, coarse slag, and volcanic rock) and their different volume ratio in group configuration during pollutants removal processes were tested. When conditions unchanged, the residence time affects the reaction effect. The average removal efficiencies of four kinds of matrix volume ratio on the TN were 62.76%, 61.54%, 64.13%, and 55.89%, respectively.

Keywords: hydraulic residence time, matrix composition, removal efficiency, volume ratio

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19992 Added Value of 3D Ultrasound Image Guided Hepatic Interventions by X Matrix Technology

Authors: Ahmed Abdel Sattar Khalil, Hazem Omar

Abstract:

Background: Image-guided hepatic interventions are integral to the management of infective and neoplastic liver lesions. Over the past decades, 2D ultrasound was used for guidance of hepatic interventions; with the recent advances in ultrasound technology, 3D ultrasound was used to guide hepatic interventions. The aim of this study was to illustrate the added value of 3D image guided hepatic interventions by x matrix technology. Patients and Methods: This prospective study was performed on 100 patients who were divided into two groups; group A included 50 patients who were managed by 2D ultrasonography probe guidance, and group B included 50 patients who were managed by 3D X matrix ultrasonography probe guidance. Thermal ablation was done for 70 patients, 40 RFA (20 by the 2D probe and 20 by the 3D x matrix probe), and 30 MWA (15 by the 2D probe and 15 by the 3D x matrix probe). Chemical ablation (PEI) was done on 20 patients (10 by the 2D probe and 10 by the 3D x matrix probe). Drainage of hepatic collections and biopsy from undiagnosed hepatic focal lesions was done on 10 patients (5 by the 2D probe and 5 by the 3D x matrix probe). Results: The efficacy of ultrasonography-guided hepatic interventions by 3D x matrix probe was higher than the 2D probe but not significantly higher, with a p-value of 0.705, 0.5428 for RFA, MWA respectively, 0.5312 for PEI, 0.2918 for drainage of hepatic collections and biopsy. The complications related to the use of the 3D X matrix probe were significantly lower than the 2D probe, with a p-value of 0.003. The timing of the procedure was shorter by the usage of 3D x matrix probe in comparison to the 2D probe with a p-value of 0.08,0.34 for RFA and PEI and significantly shorter for MWA, and drainage of hepatic collection, biopsy with a P-value of 0.02,0.001 respectively. Conclusions: 3D ultrasonography-guided hepatic interventions by  x matrix probe have better efficacy, less complication, and shorter time of procedure than the 2D ultrasonography-guided hepatic interventions.

Keywords: 3D, X matrix, 2D, ultrasonography, MWA, RFA, PEI, drainage of hepatic collections, biopsy

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19991 Optimal Production Planning in Aromatic Coconuts Supply Chain Based on Mixed-Integer Linear Programming

Authors: Chaimongkol Limpianchob

Abstract:

This work addresses the problem of production planning that arises in the production of aromatic coconuts from Samudsakhorn province in Thailand. The planning involves the forwarding of aromatic coconuts from the harvest areas to the factory, which is classified into two groups; self-owned areas and contracted areas, the decisions of aromatic coconuts flow in the plant, and addressing a question of which warehouse will be in use. The problem is formulated as a mixed-integer linear programming model within supply chain management framework. The objective function seeks to minimize the total cost including the harvesting, labor and inventory costs. Constraints on the system include the production activities in the company and demand requirements. Numerical results are presented to demonstrate the feasibility of coconuts supply chain model compared with base case.

Keywords: aromatic coconut, supply chain management, production planning, mixed-integer linear programming

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19990 Development of a Model Based on Wavelets and Matrices for the Treatment of Weakly Singular Partial Integro-Differential Equations

Authors: Somveer Singh, Vineet Kumar Singh

Abstract:

We present a new model based on viscoelasticity for the Non-Newtonian fluids.We use a matrix formulated algorithm to approximate solutions of a class of partial integro-differential equations with the given initial and boundary conditions. Some numerical results are presented to simplify application of operational matrix formulation and reduce the computational cost. Convergence analysis, error estimation and numerical stability of the method are also investigated. Finally, some test examples are given to demonstrate accuracy and efficiency of the proposed method.

Keywords: Legendre Wavelets, operational matrices, partial integro-differential equation, viscoelasticity

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19989 MHD Mixed Convection in a Vertical Porous Channel

Authors: Brahim Fersadou, Henda Kahalerras

Abstract:

This work deals with the problem of MHD mixed convection in a completely porous and differentially heated vertical channel. The model of Darcy-Brinkman-Forchheimer with the Boussinesq approximation is adopted and the governing equations are solved by the finite volume method. The effects of magnetic field and buoyancy force intensities are given by the Hartmann and Richardson numbers respectively, as well as the Joule heating represented by Eckert number on the velocity and temperature fields, are examined. The main results show an augmentation of heat transfer rate with the decrease of Darcy number and the increase of Ri and Ha when Joule heating is neglected.

Keywords: heat sources, magnetic field, mixed convection, porous channel

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19988 Bridging Stress Modeling of Composite Materials Reinforced by Fiber Using Discrete Element Method

Authors: Chong Wang, Kellem M. Soares, Luis E. Kosteski

Abstract:

The problem of toughening in brittle materials reinforced by fibers is complex, involving all the mechanical properties of fibers, matrix, the fiber/matrix interface, as well as the geometry of the fiber. An appropriate method applicable to the simulation and analysis of toughening is essential. In this work, we performed simulations and analysis of toughening in brittle matrix reinforced by randomly distributed fibers by means of the discrete elements method. At first, we put forward a mechanical model of the contribution of random fibers to the toughening of composite. Then with numerical programming, we investigated the stress, damage and bridging force in the composite material when a crack appeared in the brittle matrix. From the results obtained, we conclude that: (i) fibers with high strength and low elasticity modulus benefit toughening; (ii) fibers with relatively high elastic modulus compared to the matrix may result in considerable matrix damage (spalling effect); (iii) employment of high-strength synthetic fiber is a good option. The present work makes it possible to optimize the parameters in order to produce advanced ceramic with desired performance. We believe combination of the discrete element method (DEM) with the finite element method (FEM) can increase the versatility and efficiency of the software developed.

Keywords: bridging stress, discrete element method, fiber reinforced composites, toughening

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19987 Studying the Influence of Stir Cast Parameters on Properties of Al6061/Al2O3 Composite

Authors: Anuj Suhag, Rahul Dayal

Abstract:

Aluminum matrix composites (AMCs) refer to the class of metal matrix composites that are lightweight but high performance aluminum centric material systems. The reinforcement in AMCs could be in the form of continuous/discontinuous fibers, whisker or particulates, in volume fractions. Properties of AMCs can be altered to the requirements of different industrial applications by suitable combinations of matrix, reinforcement and processing route. This work focuses on the fabrication of aluminum alloy (Al6061) matrix composites (AMCs) reinforced with 5 and 3 wt% Al2O3 particulates of 45µm using stir casting route. The aim of the present work is to investigate the effects of process parameters, determined by design of experiments, on microhardness, microstructure, Charpy impact strength, surface roughness and tensile properties of the AMC.

Keywords: aluminium matrix composite, Charpy impact strength test, composite materials, matrix, metal matrix composite, surface roughness, reinforcement

Procedia PDF Downloads 638
19986 Theoretical Framework for Value Creation in Project Oriented Companies

Authors: Mariusz Hofman

Abstract:

The paper ‘Theoretical framework for value creation in Project-Oriented Companies’ is designed to determine, how organisations create value and whether this allows them to achieve market success. An assumption has been made that there are two routes to achieving this value. The first one is to create intangible assets (i.e. the resources of human, structural and relational capital), while the other one is to create added value (understood as the surplus of revenue over costs). It has also been assumed that the combination of the achieved added value and unique intangible assets translates to the success of a project-oriented company. The purpose of the paper is to present hypothetical and deductive model which describing the modus operandi of such companies and approach to model operationalisation. All the latent variables included in the model are theoretical constructs with observational indicators (measures). The existence of a latent variable (construct) and also submodels will be confirmed based on a covariance matrix which in turn is based on empirical data, being a set of observational indicators (measures). This will be achieved with a confirmatory factor analysis (CFA). Due to this statistical procedure, it will be verified whether the matrix arising from the adopted theoretical model differs statistically from the empirical matrix of covariance arising from the system of equations. The fit of the model with the empirical data will be evaluated using χ2, RMSEA and CFI (Comparative Fit Index). How well the theoretical model fits the empirical data is assessed through a number of indicators. If the theoretical conjectures are confirmed, an interesting development path can be defined for project-oriented companies. This will let such organisations perform efficiently in the face of the growing competition and pressure on innovation.

Keywords: value creation, project-oriented company, structural equation modelling

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19985 A Mixed 3D Finite Element for Highly Deformable Thermoviscoplastic Materials Under Ductile Damage

Authors: João Paulo Pascon

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In this work, a mixed 3D finite element formulation is proposed in order to analyze thermoviscoplastic materials under large strain levels and ductile damage. To this end, a tetrahedral element of linear order is employed, considering a thermoviscoplastic constitutive law together with the neo-Hookean hyperelastic relationship and a nonlocal Gurson`s porous plasticity theory The material model is capable of reproducing finite deformations, elastoplastic behavior, void growth, nucleation and coalescence, thermal effects such as plastic work heating and conductivity, strain hardening and strain-rate dependence. The nonlocal character is introduced by means of a nonlocal parameter applied to the Laplacian of the porosity field. The element degrees of freedom are the nodal values of the deformed position, the temperature and the nonlocal porosity field. The internal variables are updated at the Gauss points according to the yield criterion and the evolution laws, including the yield stress of matrix, the equivalent plastic strain, the local porosity and the plastic components of the Cauchy-Green stretch tensor. Two problems involving 3D specimens and ductile damage are numerically analyzed with the developed computational code: the necking problem and a notched sample. The effect of the nonlocal parameter and the mesh refinement is investigated in detail. Results indicate the need of a proper nonlocal parameter. In addition, the numerical formulation can predict ductile fracture, based on the evolution of the fully damaged zone.

Keywords: mixed finite element, large strains, ductile damage, thermoviscoplasticity

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19984 Use of SUDOKU Design to Assess the Implications of the Block Size and Testing Order on Efficiency and Precision of Dulce De Leche Preference Estimation

Authors: Jéssica Ferreira Rodrigues, Júlio Silvio De Sousa Bueno Filho, Vanessa Rios De Souza, Ana Carla Marques Pinheiro

Abstract:

This study aimed to evaluate the implications of the block size and testing order on efficiency and precision of preference estimation for Dulce de leche samples. Efficiency was defined as the inverse of the average variance of pairwise comparisons among treatments. Precision was defined as the inverse of the variance of treatment means (or effects) estimates. The experiment was originally designed to test 16 treatments as a series of 8 Sudoku 16x16 designs being 4 randomized independently and 4 others in the reverse order, to yield balance in testing order. Linear mixed models were assigned to the whole experiment with 112 testers and all their grades, as well as their partially balanced subgroups, namely: a) experiment with the four initial EU; b) experiment with EU 5 to 8; c) experiment with EU 9 to 12; and b) experiment with EU 13 to 16. To record responses we used a nine-point hedonic scale, it was assumed a mixed linear model analysis with random tester and treatments effects and with fixed test order effect. Analysis of a cumulative random effects probit link model was very similar, with essentially no different conclusions and for simplicity, we present the results using Gaussian assumption. R-CRAN library lme4 and its function lmer (Fit Linear Mixed-Effects Models) was used for the mixed models and libraries Bayesthresh (default Gaussian threshold function) and ordinal with the function clmm (Cumulative Link Mixed Model) was used to check Bayesian analysis of threshold models and cumulative link probit models. It was noted that the number of samples tested in the same session can influence the acceptance level, underestimating the acceptance. However, proving a large number of samples can help to improve the samples discrimination.

Keywords: acceptance, block size, mixed linear model, testing order, testing order

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19983 Degradation of Irradiated UO2 Fuel Thermal Conductivity Calculated by FRAPCON Model Due to Porosity Evolution at High Burn-Up

Authors: B. Roostaii, H. Kazeminejad, S. Khakshournia

Abstract:

The evolution of volume porosity previously obtained by using the existing low temperature high burn-up gaseous swelling model with progressive recrystallization for UO2 fuel is utilized to study the degradation of irradiated UO2 thermal conductivity calculated by the FRAPCON model of thermal conductivity. A porosity correction factor is developed based on the assumption that the fuel morphology is a three-phase type, consisting of the as-fabricated pores and pores due to intergranular bubbles whitin UO2 matrix and solid fission products. The predicted thermal conductivity demonstrates an additional degradation of 27% due to porosity formation at burn-up levels around 120 MWd/kgU which would cause an increase in the fuel temperature accordingly. Results of the calculations are compared with available data.

Keywords: irradiation-induced recrystallization, matrix swelling, porosity evolution, UO₂ thermal conductivity

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19982 Corrosion Characterization of ZA-27 Metal Matrix Composites

Authors: H. V. Jayaprakash, P. V. Krupakara

Abstract:

This paper deals with the high corrosion resistance developed by the metal matrix composites when compared with that of matrix alloy by open circuit potential test. Matrix selected is ZA-27 and reinforcement selected is red mud particulates, which is a ceramic material. The composites are prepared using liquid melt metallurgy technique using vortex method. Preheated but uncoated red mud particulates are added to the melt. Metal matrix composites containing 2, 4 and 6 weight percentage of red mud are casted. Matrix was also casted in the same way for comparison. Specimen are fabricated according to ASTM standards. The corrodents used for the tests were 0.025, 0.05 and 0.1 molar sodium hydroxide solutions. They are subjected to Open Circuit Potential studies and weight loss corrosion tests. Corrosion rate was found to be decreased with increase in exposure time in both experiments. Effect of exposure time and presence of increased percentage of reinforcement red mud is discussed in detail.

Keywords: composites, vortex, particulates, red mud

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19981 Construct the Fur Input Mixed Model with Activity-Based Benefit Assessment Approach of Leather Industry

Authors: M. F. Wu, F. T. Cheng

Abstract:

Leather industry is the most important traditional industry to provide the leather products in the world for thousand years. The fierce global competitive environment and common awareness of global carbon reduction make livestock supply quantities falling, salt and wet blue leather material reduces and the price skyrockets significantly. Exchange rate fluctuation led sales revenue decreasing which due to the differences of export exchanges and compresses the overall profitability of leather industry. This paper applies activity-based benefit assessment approach to build up fitness fur input mixed model, fur is Wet Blue, which concerned with four key factors: the output rate of wet blue, unit cost of wet blue, yield rate and grade level of Wet Blue to achieve the low cost strategy under given unit price of leather product condition of the company. The research findings indicate that applying this model may improve the input cost structure, decrease numbers of leather product inventories and to raise the competitive advantages of the enterprise in the future.

Keywords: activity-based benefit assessment approach, input mixed, output rate, wet blue

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19980 Robustified Asymmetric Logistic Regression Model for Global Fish Stock Assessment

Authors: Osamu Komori, Shinto Eguchi, Hiroshi Okamura, Momoko Ichinokawa

Abstract:

The long time-series data on population assessments are essential for global ecosystem assessment because the temporal change of biomass in such a database reflects the status of global ecosystem properly. However, the available assessment data usually have limited sample sizes and the ratio of populations with low abundance of biomass (collapsed) to those with high abundance (non-collapsed) is highly imbalanced. To allow for the imbalance and uncertainty involved in the ecological data, we propose a binary regression model with mixed effects for inferring ecosystem status through an asymmetric logistic model. In the estimation equation, we observe that the weights for the non-collapsed populations are relatively reduced, which in turn puts more importance on the small number of observations of collapsed populations. Moreover, we extend the asymmetric logistic regression model using propensity score to allow for the sample biases observed in the labeled and unlabeled datasets. It robustified the estimation procedure and improved the model fitting.

Keywords: double robust estimation, ecological binary data, mixed effect logistic regression model, propensity score

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19979 Interaction of Non-Gray-Gas Radiation with Opposed Mixed Convection in a Lid-Driven Square Cavity

Authors: Mohammed Cherifi, Abderrahmane Benbrik, Siham Laouar-Meftah, Denis Lemonnier

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The present study was conducted to numerically investigate the interaction of non-gray-gas radiation with opposed mixed convection in a vertical two-sided lid-driven square cavity. The opposing flows are simultaneously generated by the vertical boundary walls which slide at a constant speed and the natural convection due to the gradient temperature of differentially heated cavity. The horizontal walls are thermally insulated and perfectly reflective. The enclosure is filled with air-H2O-CO2 gas mixture, which is considered as a non-gray, absorbing, emitting and not scattering medium. The governing differential equations are solved by a finite-volume method, by adopting the SIMPLER algorithm for pressure–velocity coupling. The radiative transfer equation (RTE) is solved by the discrete ordinates method (DOM). The spectral line weighted sum of gray gases model (SLW) is used to account for non-gray radiation properties. Three cases of the effects of radiation (transparent, gray and non-gray medium) are studied. Comparison is also made with the parametric studies of the effect of the mixed convection parameter, Ri (0.1, 1, 10), on the fluid flow and heat transfer have been performed.

Keywords: opposed mixed convection, non-gray-gas radiation, two-sided lid-driven cavity, discrete ordinate method, SLW model

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19978 A Homogenized Mechanical Model of Carbon Nanotubes/Polymer Composite with Interface Debonding

Authors: Wenya Shu, Ilinca Stanciulescu

Abstract:

Carbon nanotubes (CNTs) possess attractive properties, such as high stiffness and strength, and high thermal and electrical conductivities, making them promising filler in multifunctional nanocomposites. Although CNTs can be efficient reinforcements, the expected level of mechanical performance of CNT-polymers is not often reached in practice due to the poor mechanical behavior of the CNT-polymer interfaces. It is believed that the interactions of CNT and polymer mainly result from the Van der Waals force. The interface debonding is a fracture and delamination phenomenon. Thus, the cohesive zone modeling (CZM) is deemed to give good capture of the interface behavior. The detailed, cohesive zone modeling provides an option to consider the CNT-matrix interactions, but brings difficulties in mesh generation and also leads to high computational costs. Homogenized models that smear the fibers in the ground matrix and treat the material as homogeneous are studied in many researches to simplify simulations. But based on the perfect interface assumption, the traditional homogenized model obtained by mixing rules severely overestimates the stiffness of the composite, even comparing with the result of the CZM with artificially very strong interface. A mechanical model that can take into account the interface debonding and achieve comparable accuracy to the CZM is thus essential. The present study first investigates the CNT-matrix interactions by employing cohesive zone modeling. Three different coupled CZM laws, i.e., bilinear, exponential and polynomial, are considered. These studies indicate that the shapes of the CZM constitutive laws chosen do not influence significantly the simulations of interface debonding. Assuming a bilinear traction-separation relationship, the debonding process of single CNT in the matrix is divided into three phases and described by differential equations. The analytical solutions corresponding to these phases are derived. A homogenized model is then developed by introducing a parameter characterizing interface sliding into the mixing theory. The proposed mechanical model is implemented in FEAP8.5 as a user material. The accuracy and limitations of the model are discussed through several numerical examples. The CZM simulations in this study reveal important factors in the modeling of CNT-matrix interactions. The analytical solutions and proposed homogenized model provide alternative methods to efficiently investigate the mechanical behaviors of CNT/polymer composites.

Keywords: carbon nanotube, cohesive zone modeling, homogenized model, interface debonding

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19977 Consequence of Multi-Templating of Closely Related Structural Analogues on a Chitosan-Methacryllic Acid Molecularly Imprinted Polymer Matrix-Thermal and Chromatographic Traits

Authors: O.Ofoegbu, S. Roongnapa, A.N. Eboatu

Abstract:

Most polluted environments, most challengingly, aerosol types, contain a cocktail of different toxicants. Multi-templating of matrices have been the recent target by researchers in a bid to solving complex mixed-toxicant challenges using single or common remediation systems. This investigation looks at the effect of such multi-templated system vis-a-vis the synthesis by non-covalent interaction, of a molecularly imprinted polymer architecture using nicotine and its structural analogue Phenylalanine amide individually and, in the blend, (50:50), as template materials in a Chitosan-Methacrylic acid functional monomer matrix. The temperature for polymerization is 60OC and time for polymerization, 12hrs (water bath heating), 4mins for (microwave heating). The characteristic thermal properties of the molecularly imprinted materials are investigated using Simultaneous Thermal Analysis (STA) profiling, while the absorption and separation efficiencies based on the relative retention times and peak areas of templates were studied amongst other properties. Transmission Electron Microscopy (TEM) results obtained, show the creation of heterogeneous nanocavities, regardless, the introduction of Caffeine a close structural analogue presented near-zero perfusion. This confirms the selectivity and specificity of the templated polymers despite its dual-templated nature. The STA results presented the materials as having decomposition temperatures above 250OC and a relative loss in mass of less than19% over a period within 50mins of heating. Consequent to this outcome, multi-templated systems can be fabricated to sequester specifically and selectively targeted toxicants in a mixed toxicant populated system effectively.

Keywords: chitosan, dual-templated, methacrylic acid, mixed-toxicants, molecularly-imprinted-polymer

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19976 Development of Al-5%Cu/Si₃N₄, B₄C or BN Composites for Piston Applications

Authors: Ahmed Lotfy, Andrey V. Pozdniakov, Vadim C. Zolotorevskiy

Abstract:

The purpose of this research is to provide a competitive alternative to aluminum silicon alloys used in automotive applications. This alternative was created by developing three types of composites Al-5%Cu- (B₄C, BN or Si₃N₄) particulates with a low coefficient of thermal expansion. Stir casting was used to synthesis composites containing 2, 5 and 7 wt. % of B₄C, Si₃N₄ and 2, 5 of BN followed by squeeze casting. The squeeze casting process decreased the porosity of the final composites. The composites exhibited a fairly uniform particle distribution throughout the matrix alloy. The microstructure and XRD results of the composites suggested a significant reaction occurred at the interface between the particles and alloy. Increasing the aging temperature from 200 to 250°C decreased the hardness values of the matrix and the composites and decreased the time required to reach the peak. Turner model was used to calculate the expected values of thermal expansion coefficient CTE of matrix and its composites. Deviations between calculated and experimental values of CTE were not exceeded 10%. Al-5%Cu-B₄C composites experimentally showed the lowest values of CTE (17-19)·10-6 °С-1 and (19-20) ·10-6 °С-1 in the temperature range 20-100 °С and 20-200 °С respectively.

Keywords: aluminum matrix composites, coefficient of thermal expansion, X-ray diffraction, squeeze casting, electron microscopy,

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19975 AC Voltage Regulators Using Single Phase Matrix Converter

Authors: Nagaraju Jarugu, B. R. Narendra

Abstract:

This paper focused on boost rectification by Single Phase Matrix Converter with fewer numbers of switches. The conventional matrix converter consists of 4 bidirectional switches, i.e. 8 set of IGBT/MOSFET with anti-parallel diodes. In this proposed matrix converter, only six switches are used. The switch commutation arrangements are also carried out in this work. The SPMC topology has many advantages as a minimal passive device use. It is very flexible and it can be used as a lot of converters. The gate pulses to the switches are provided by the PWM techniques. The duty ratio of the switches based on Pulse Width Modulation (PWM) technique was used to produce the output waveform of the circuit, simply by turning ON and OFF the switches. The simulation results using MATLAB/Simulink were provided to validate the feasibility of this proposed method.

Keywords: single phase matrix converter, reduced switches, AC voltage regulators, boost rectifier operation

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19974 Acceleration-Based Motion Model for Visual Simultaneous Localization and Mapping

Authors: Daohong Yang, Xiang Zhang, Lei Li, Wanting Zhou

Abstract:

Visual Simultaneous Localization and Mapping (VSLAM) is a technology that obtains information in the environment for self-positioning and mapping. It is widely used in computer vision, robotics and other fields. Many visual SLAM systems, such as OBSLAM3, employ a constant-speed motion model that provides the initial pose of the current frame to improve the speed and accuracy of feature matching. However, in actual situations, the constant velocity motion model is often difficult to be satisfied, which may lead to a large deviation between the obtained initial pose and the real value, and may lead to errors in nonlinear optimization results. Therefore, this paper proposed a motion model based on acceleration, which can be applied on most SLAM systems. In order to better describe the acceleration of the camera pose, we decoupled the pose transformation matrix, and calculated the rotation matrix and the translation vector respectively, where the rotation matrix is represented by rotation vector. We assume that, in a short period of time, the changes of rotating angular velocity and translation vector remain the same. Based on this assumption, the initial pose of the current frame is estimated. In addition, the error of constant velocity model was analyzed theoretically. Finally, we applied our proposed approach to the ORBSLAM3 system and evaluated two sets of sequences on the TUM dataset. The results showed that our proposed method had a more accurate initial pose estimation and the accuracy of ORBSLAM3 system is improved by 6.61% and 6.46% respectively on the two test sequences.

Keywords: error estimation, constant acceleration motion model, pose estimation, visual SLAM

Procedia PDF Downloads 70