Search results for: joint model

Authors: A. Shebani, C. Pislaru

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Wear of materials is an everyday experience and has been observed and studied for long time. The prediction of wear is a fundamental problem in the industrial field, mainly correlated to the planning of maintenance interventions and economy. Pin-on-disc test is the most common test which is used to study the wear behaviour. In this paper, the pin-on-disc (AEROTECH UNIDEX 11) is used for the investigation of the effects of normal load and hardness of material on the wear under dry and sliding conditions. In the pin-on-disc rig, two specimens were used; one, a pin which is made of steel with a tip, is positioned perpendicular to the disc, where the disc is made of aluminium. The pin wear and disc wear were measured by using the following instruments: The Talysurf instrument, a digital microscope, and the alicona instrument; where the Talysurf profilometer was used to measure the pin/disc wear scar depth, and the alicona was used to measure the volume loss for pin and disc. After that, the Archard model, American Society for Testing and Materials model (ASTM), and neural network model were used for pin/disc wear modelling and the simulation results are implemented by using the Matlab program. This paper focuses on how the alicona can be considered as a powerful tool for wear measurements and how the neural network is an effective algorithm for wear estimation.

Keywords: wear modelling, Archard Model, ASTM Model, Neural Networks Model, Pin-on-disc Test, Talysurf, digital microscope, Alicona

Procedia PDF Downloads 457

Authors: Tarek Aly

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The shoulder is the most mobile joint whose stability requires the interaction of both dynamic and static stabilizers. Its wide range of movement predisposes to a high susceptibility to dislocation, accounting for nearly 50% of all dislocations. This trauma typically results in ligament injury (e.g., labral tear, capsular strain) or bony fracture (e.g., loss of glenoid or humeral head bone), which frequently causes recurrent instability. Patients with significant glenoid defects may require Latarjet procedure, which involves transferring the coracoid to the antero-inferior glenoid rim. In spite of outstanding results, 15 to 30% of cases suffer complications. In this article, we discuss the diagnosis of recurrent shoulder instability, the surgical technique and various complications of Latarjet procedure.

Keywords: recurrent, anterior gleno-humeral instability, latarjet, unstable shoulder

Procedia PDF Downloads 84

Authors: G. Hemath Kumar, H. Mohit, K. Karthick

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One of the most important issues in the composite technology is the repairing of parts of aircraft structures which is manufactured from composite materials. In such applications and also for joining various composite parts together, they are fastened together either using adhesives or mechanical fasteners. The tensile strength of these joints was carried out using Universal Testing Machine (UTM). A parametric study was also conducted to compare the performance of the hybrid joint with varying adherent thickness, adhesive thickness and overlap length. The composition of the material is combination of epoxy resin and carbon fibre under the method of reinforcement. To utilize the full potential of composite materials as structural elements, the strength and stress distribution of these joints must be understood. The study of tensile strength in the members involved under various design conditions and various joints were took place.

Keywords: carbon fiber, FRP composite, MMC, automotive

Procedia PDF Downloads 410

Authors: M. Graus, K. Westhoff, X. Xu

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The climate change causes a change in all aspects of society. While the expansion of renewable energies proceeds, industry could not be convinced based on general studies about the potential of demand side management to reinforce smart grid considerations in their operational business. In this article, a procedure model for a case-specific data-driven decision support for industrial energy management based on a holistic data analytics approach is presented. The model is executed on the example of the strategic decision problem, to integrate the aspect of renewable energies into industrial energy management. This question is induced due to considerations of changing the electricity contract model from a standard rate to volatile energy prices corresponding to the energy spot market which is increasingly more affected by renewable energies. The procedure model corresponds to a data analytics process consisting on a data model, analysis, simulation and optimization step. This procedure will help to quantify the potentials of sustainable production concepts based on the data from a factory. The model is validated with data from a printer in analogy to a simple production machine. The overall goal is to establish smart grid principles for industry via the transformation from knowledge-driven to data-driven decisions within manufacturing companies.

Keywords: data analytics, green production, industrial energy management, optimization, renewable energies, simulation

Procedia PDF Downloads 435

Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

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An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Black-Scholes partial differential equations, Ito process, option price valuation, partial differential equations

Procedia PDF Downloads 145

Authors: Nahid Banihashemi

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An emerging important area of the life sciences is systems biology, which involves understanding the integrated behavior of large numbers of components interacting via non-linear reaction terms. A centrally important problem in this area is an understanding of the co-metabolism of protein and carbohydrate, as it has been clearly demonstrated that the ratio of these metabolites in diet is a major determinant of obesity and related chronic disease. In this regard, we have considered a systems biology model for the co-metabolism of carbon and nitrogen in colonies of the fungus Mucor mucedo. Oscillations are an important diagnostic of underlying dynamical processes of this model. The maintenance of specific patterns of oscillation and its relation to the robustness of this system are the important issues which have been targeted in this paper. In this regard, parametric sensitivity approach as a theoretical approach has been considered for the analysis of the robustness of this model. As a result, the parameters of the model which produce the largest sensitivities have been identified. Furthermore, the largest changes that can be made in each parameter of the model without losing the oscillations in biomass production have been computed. The results are obtained from the implementation of parametric sensitivity analysis in Matlab.

Keywords: system biology, parametric sensitivity analysis, robustness, carbon and nitrogen co-metabolism, Mucor mucedo

Procedia PDF Downloads 328

Authors: Alicia Greenbank, Efrat Bengio

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The aim of this research was to examine the efficacy of the first course in Israel, whose objective is to train student teachers in the special education department to work cooperatively with parents of children with special needs. Studies often highlight the importance of cooperation between teachers and parents of students with special needs. Israel’s Special Education Law defines parents as complete partners, and the Ministry of Education encourages and even requires that partnership be present. Yet this partnership is difficult to achieve many kindergarten teachers, and teachers have a lot of difficulties establishing and managing a pattern of cooperation with their students’ parents. Often we see different perspectives on the child's development and needs, distrust, lack of appreciation, and communication difficulties on both sides – parents & teachers. The course describes a method of instilling the need for cooperation at an early stage of teacher training-in the teacher training program. 22 students in the special education program for early childhood education in the fourth year of learning took part in the course. The fourth-year is the experiential training year and the first time that students have worked in a school. The course consisted of 14 sessions. Seven parents of students with different disabilities participated at 6 of the sessions. The changes in the students' attitudes towards partnership and their ability to manage this partnership were carried out by examining the reports written by the students before the meetings with the parents and the reflections they wrote after each meeting with the parents and at the end of the course. Three themes emerged from the narrative analysis, corresponding to the three preconditions for joint activities with parents — Approach, Attitude, Appropriate Atmosphere, according to the Four A’s Model. The findings showed that a course combining meetings with parents of children with special needs offers many benefits for teacher training. The course raised student awareness of the question partnership, changed students’ approaches and attitudes towards the parents, stressed the importance of partnership, and provided students with tools for working with parents through the school. Based on the findings of this study, courses in this format can be applied in order to cooperate between teachers and parents, for example, parents of gifted children with special needs.

Keywords: Partnership with parents in special education, parents of children with disabilities, parents of children with special needs, parents’ involvement in special education

Procedia PDF Downloads 188

Authors: Isik Cetintav, Cenk Misirli, Yilmaz Can

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This work investigates upsetting of the tri-metallic cylindrical billets both experimentally and analytically with a reduction ratio 30%. Steel, brass, and copper are used for the outer and outmost rings and aluminum for the inner core. Two different models have been designed to show material flow and the cavity took place over the two interfaces during forming after this reduction ratio. Each model has an outmost ring material as steel. Model 1 has an outer ring between the outmost ring and the solid core material as copper and Model 2 has a material as brass. Solid core is aluminum for each model. Billets were upset in press machine by using parallel flat dies. Upsetting load was recorded and compared for models and single billets. To extend the tests and compare with experimental procedure to a wider range of inner core and outer ring geometries, finite element model was performed. ABAQUS software was used for the simulations. The aim is to show how contact between outmost ring, outer ring and the inner core are carried on throughout the upsetting process. Results have shown that, with changing in height, between outmost ring, outer ring and inner core, the Model 1 and Model 2 had very good interaction, and the contact surfaces of models had various interface behaviour. It is also observed that tri-metallic materials have lower weight but better mechanical properties than single materials. This can give an idea for using and producing these new materials for different purposes.

Keywords: tri-metallic, upsetting, copper, brass, steel, aluminum

Procedia PDF Downloads 342

Authors: Hilya Mudrika Arini, Nur Aini Masruroh, Budi Hartono

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There are more than 20 terrorist threats from 2002 to 2012 in Indonesia. Despite of this fact, preventive solution through studies in the field of national security in Indonesia has not been conducted comprehensively. This study aims to provide a preventive solution by developing prediction model of the terrorist threat in Indonesia by using Bayesian network. There are eight stages to build the model, started from literature review, build and verify Bayesian belief network to what-if scenario. In order to build the model, four experts from different perspectives are utilized. This study finds several significant findings. First, news and the readiness of terrorist group are the most influent factor. Second, according to several scenarios of the news portion, it can be concluded that the higher positive news proportion, the higher probability of terrorist threat will occur. Therefore, the preventive solution to reduce the terrorist threat in Indonesia based on the model is by keeping the positive news portion to a maximum of 38%.

Keywords: Bayesian network, decision analysis, national security system, text mining

Procedia PDF Downloads 392

Authors: Amirul Adlan, Robert A McCulloch, Neil Jenkins, MIchael Parry, Jonathan Stevenson, Lee Jeys

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Background and Objectives: The current antibiotic prophylaxis for oncological patients is based upon evidence from primary arthroplasty despite significant differences in both patient group and procedure. The aim of this study was to compare the microbiology organisms responsible for PJI in patients who underwent two-stage revision for infected primary knee replacement with those of infected oncological endoprostheses of the lower limb in a single institution. This will subsequently guide decision making regarding antibiotic prophylaxis at primary implantation for oncological procedures and empirical antibiotics for infected revision procedures (where the infecting organism(s) are unknown). Patient and Methods: 118 patients were treated with two-stage revision surgery for infected knee arthroplasty and lower limb endoprostheses between 1999 and 2019. 74 patients had two-stage revision for PJI of knee arthroplasty, and 44 had two-stage revision of lower limb endoprostheses. There were 68 males and 50 females. The mean age for the knee arthroplasty cohort and lower limb endoprostheses cohort were 70.2 years (50-89) and 36.1 years (12-78), respectively (p<0.01). Patient host and extremity criteria were categorised according to the MSIS Host and Extremity Staging System. Patient microbiological culture, the incidence of polymicrobial infection and multi-drug resistance (MDR) were analysed and recorded. Results: Polymicrobial infection was reported in 16% (12 patients) from knee arthroplasty PJI and 14.5% (8 patients) in endoprostheses PJI (p=0.783). There was a significantly higher incidence of MDR in endoprostheses PJI, isolated in 36.4% of cultures, compared to knee arthroplasty PJI (17.2%) (p=0.01). Gram-positive organisms were isolated in more than 80% of cultures from both cohorts. Coagulase-negative Staphylococcus (CoNS) was the commonest gram-positive organism, and Escherichia coli was the commonest Gram-negative organism in both groups. According to the MSIS staging system, the host and extremity grade of knee arthroplasty PJI cohort were significantly better than endoprostheses PJI(p<0.05). Conclusion: Empirical antibiotic management of PJI in orthopaedic oncology is based upon PJI in arthroplasty despite differences in both host and microbiology. Our results show a significant increase in MDR pathogens within the oncological group despite CoNS being the most common infective organism in both groups. Endoprosthetic patients presented with poorer host and extremity criteria. These factors should be considered when managing this complex patient group, emphasising the importance of broad-spectrum antibiotic prophylaxis and preoperative sampling to ensure appropriate perioperative antibiotic cover.

Keywords: microbiology, periprosthetic Joint infection, knee arthroplasty, endoprostheses

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Authors: Ji-Hyok Kim, Il-Gyong Paek, Yong-Jun Kim

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We propose a numerical model based on drift-diffusion theory and lattice Boltzmann method (LBM) to analyze the electro-hydrodynamic behavior in low-pressure direct current (DC) glow discharge plasmas. We apply the drift-diffusion theory for 4-species and employ the standard lattice Boltzmann model (SLBM) for the electron, the finite difference-lattice Boltzmann model (FD-LBM) for heavy particles, and the finite difference model (FDM) for the electric potential, respectively. Our results are compared with those of other methods, and emphasize the necessity of a two-dimensional analysis for glow discharge.

Keywords: glow discharge, lattice Boltzmann method, numerical analysis, plasma simulation, electro-hydrodynamic

Procedia PDF Downloads 120

Authors: Georgia Pozoukidou

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TELUM software is a land use model designed specifically to help metropolitan planning organizations (MPOs) prepare their transportation improvement programs and fulfill their numerous planning responsibilities. In this context obtaining, preparing, and validating socioeconomic forecasts are becoming fundamental tasks for an MPO in order to ensure that consistent population and employment data are provided to travel demand models. Chittenden County Metropolitan Planning Organization of Vermont State was used as a case study to test the applicability of TELUM land use model. The technical insights and lessons learned from the land use model application have transferable value for all MPOs faced with land use forecasting development and transportation modelling.

Keywords: calibration data requirements, land use models, land use planning, metropolitan planning organizations

Procedia PDF Downloads 293

Authors: M. Z. Raqab, Debasis Kundu, M. A. Meraou

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In this paper, we have analyzed maximum precipitation data during a particular period of time obtained from different stations in the Global Historical Climatological Network of the USA. One important point to mention is that some stations are shut down on certain days for some reason or the other. Hence, the maximum values are recorded by excluding those readings. It is assumed that the number of stations that operate follows zero-truncated Poisson random variables, and the daily precipitation follows a lognormal random variable. We call this model a compound truncated Poisson lognormal model. The proposed model has three unknown parameters, and it can take a variety of shapes. The maximum likelihood estimators can be obtained quite conveniently using Expectation-Maximization (EM) algorithm. Approximate maximum likelihood estimators are also derived. The associated confidence intervals also can be obtained from the observed Fisher information matrix. Simulation results have been performed to check the performance of the EM algorithm, and it is observed that the EM algorithm works quite well in this case. When we analyze the precipitation data set using the proposed model, it is observed that the proposed model provides a better fit than some of the existing models.

Keywords: compound Poisson lognormal distribution, EM algorithm, maximum likelihood estimation, approximate maximum likelihood estimation, Fisher information, skew distribution

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Authors: Mais Khader, Xingjie Wei

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This research sheds light on female entrepreneurs by providing new insights on the survival predictions of companies led by females in the UK. This study aims to build a predictive machine learning model of the survival of female-led & co-led small & medium enterprises (SMEs) in the UK over the period 2000-2020. The predictive model built utilised a combination of financial and non-financial features related to both companies and their directors to predict SMEs' survival. These features were studied in terms of their contribution to the resultant predictive model. Five machine learning models are used in the modelling: Decision tree, AdaBoost, Naïve Bayes, Logistic regression and SVM. The AdaBoost model had the highest performance of the five models, with an accuracy of 73% and an AUC of 80%. The results show high feature importance in predicting companies' survival for company size, management experience, financial performance, industry, region, and females' percentage in management.

Keywords: company survival, entrepreneurship, females, machine learning, SMEs

Procedia PDF Downloads 101

Authors: Nkechinyere Joy Olawuyi, Babajide Samuel Afolabi, Bola Ibitoye

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This study collected a preprocessed dataset of chest radiographs and formulated a deep neural network model for detecting abnormalities. It also evaluated the performance of the formulated model and implemented a prototype of the formulated model. This was with the view to developing a deep neural network model to automatically classify abnormalities in chest radiographs. In order to achieve the overall purpose of this research, a large set of chest x-ray images were sourced for and collected from the CheXpert dataset, which is an online repository of annotated chest radiographs compiled by the Machine Learning Research Group, Stanford University. The chest radiographs were preprocessed into a format that can be fed into a deep neural network. The preprocessing techniques used were standardization and normalization. The classification problem was formulated as a multi-label binary classification model, which used convolutional neural network architecture to make a decision on whether an abnormality was present or not in the chest radiographs. The classification model was evaluated using specificity, sensitivity, and Area Under Curve (AUC) score as the parameter. A prototype of the classification model was implemented using Keras Open source deep learning framework in Python Programming Language. The AUC ROC curve of the model was able to classify Atelestasis, Support devices, Pleural effusion, Pneumonia, A normal CXR (no finding), Pneumothorax, and Consolidation. However, Lung opacity and Cardiomegaly had a probability of less than 0.5 and thus were classified as absent. Precision, recall, and F1 score values were 0.78; this implies that the number of False Positive and False Negative is the same, revealing some measure of label imbalance in the dataset. The study concluded that the developed model is sufficient to classify abnormalities present in chest radiographs into present or absent.

Keywords: transfer learning, convolutional neural network, radiograph, classification, multi-label

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Authors: Azam Mohammadbagheri, Bahram Fathi

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DEA has become a very popular method of performance measure, but it still suffers from some shortcomings. One of these shortcomings is the issue of having multiple optimal solutions to weights for efficient DMUs. The cross efficiency evaluation as an extension of DEA is proposed to avoid this problem. Lam (2010) is also proposed a mixed-integer linear programming formulation based on linear discriminate analysis and super efficiency method (MILP model) to avoid having multiple optimal solutions to weights. In this study, we modified MILP model to determine more suitable weight sets and also evaluate the energy efficiency of MENA countries as an application of the proposed model.

Keywords: data envelopment analysis, discriminate analysis, cross efficiency, MILP model

Procedia PDF Downloads 687

Authors: Wang Xue, Fan Liwei

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The trust and use of social network platforms by users are instrumental factors that contribute to the platform’s sustainable development. Studying the influential factors of the use of social network platforms is beneficial for developing and maintaining a large user base. This study constructed an extended unified theory of acceptance and use of technology (UTAUT2) moderating model with perceived privacy risks to analyze the factors affecting the trust and use of social network platforms. 444 participants completed our 35 surveys, and we verified the survey results by structural equation model. Empirical results reveal the influencing factors that affect the trust and use of social network platforms, and the extended UTAUT2 model with perceived privacy risks increases the applicability of UTAUT2 in social network scenarios. Social networking platforms can increase their use rate by increasing the economics, functionality, entertainment, and privacy security of the platform.

Keywords: perceived privacy risk, social network, trust, use, UTAUT2 model

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Authors: Fangfang Wang, Fan Qu

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Polycystic ovary syndrome (PCOS), the most common endocrinopathy among women of reproductive age, is characterized by ovarian dysfunction, hyperandrogenism and reduced fecundity. The aim of this study is to investigate whether the circadian disruption is involved in pathogenesis of PCOS in androgen-induced animal model. We established a rat model of PCOS using single subcutaneous injection with testosterone propionate on the ninth day after birth, and confirmed their PCOS-like phenotypes with vaginal smears, ovarian hematoxylin and eosin (HE) staining and serum androgen measurement. The control group rats received the vehicle only. Gene expression was detected by real-time quantitative PCR. (1) Compared with control group, PCOS model rats of 10-week group showed persistently keratinized vaginal cells, while all the control rats showed at least two consecutive estrous cycles. (2) Ovarian HE staining and histological examination showed that PCOS model rats of 10-week group presented many cystic follicles with decreased numbers of granulosa cells and corpora lutea in their ovaries, while the control rats had follicles with normal layers of granulosa cells at various stages of development and several generations of corpora lutea. (3) In the 10-week group, serum free androgen index was notably higher in PCOS model rats than controls. (4) Disturbed mRNA expression patterns of core clock genes were found in ovaries of PCOS model rats of 10-week group. Abnormal expression of key genes associated with circadian rhythm in ovary may be one of the mechanisms for ovarian dysfunction in PCOS model rats induced by androgen.

Keywords: polycystic ovary syndrome, androgen, animal model, circadian disruption

Procedia PDF Downloads 230

Authors: Yoon- Ho Shin, Jin-Seung Choi, Dong-Won Kang, Jeong-Woo Seo, Joo-Hack Lee, Ju-Young Kim, Dae-Hyeok Kim, Seung-Tae Yang, Gye-Rae Tack

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It is difficult to study the effect of various variables on cycle fitting through actual experiment. To overcome such difficulty, the forward dynamics of a musculoskeletal model was applied to cycle fitting in this study. The measured EMG data were compared with the muscle activities of the musculoskeletal model through forward dynamics. EMG data were measured from five cyclists who do not have musculoskeletal diseases during three minutes pedaling with a constant load (150 W) and cadence (90 RPM). The muscles used for the analysis were the Vastus Lateralis (VL), Tibialis Anterior (TA), Bicep Femoris (BF), and Gastrocnemius Medial (GM). Person’s correlation coefficients of the muscle activity patterns, the peak timing of the maximum muscle activities, and the total muscle activities were calculated and compared. BIKE3D model of AnyBody (Anybodytech, Denmark) was used for the musculoskeletal model simulation. The comparisons of the actual experiments with the simulation results showed significant correlations in the muscle activity patterns (VL: 0.789, TA: 0.503, BF: 0.468, GM: 0.670). The peak timings of the maximum muscle activities were distributed at particular phases. The total muscle activities were compared with the normalized muscle activities, and the comparison showed about 10% difference in the VL (+10%), TA (+9.7%), and BF (+10%), excluding the GM (+29.4%). Thus, it can be concluded that muscle activities of model & experiment showed similar results. The results of this study indicated that it was possible to apply the simulation of further improved musculoskeletal model to cycle fitting.

Keywords: musculoskeletal modeling, EMG, cycle fitting, simulation

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Authors: Preeda Sansakorn, Min An

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In order to be capable of dealing with uncertainties, subjectivities, including vagueness arising in building construction projects, the application of fuzzy reasoning technique based on fuzzy set theory is proposed. This study contributes significantly to the development of a fuzzy reasoning safety risk assessment model for building construction projects that could be employed to assess the risk magnitude of each hazardous event identified during construction, and a third parameter of probability of consequence is incorporated in the model. By using the proposed safety risk analysis methodology, more reliable and less ambiguities, which provide the safety risk management project team for decision-making purposes.

Keywords: safety risk assessment, building construction safety, fuzzy reasoning, construction risk assessment model, building construction projects

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Authors: Alaa Osman, Sara Elgazzar, Breksal Elmiligy

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The Supply Chain Operation Reference (SCOR) model is considered one of the most widely implemented supply chain performance measurement systems (SCPMSs). Several studies have been proposed on the SCOR model adaptation in developed countries context; while there is a limited availability of previous work on the SCPMSs application generally and the SCOR model specifically in developing nations. This paper presents a research agenda on the SCOR model adaptation in the developing countries. It aims at investigating the challenges of adapting the SCOR model to manage and measure supply chain performance in developing countries. The research will exemplify the system in the Egyptian automotive sector to gain a comprehensive understanding of how the application of the SCOR model can affect the performance of automotive companies in Egypt, with a necessary understanding of challenges and obstacles faced the adaptation of the model in the Egyptian supply chain context. An empirical study was conducted on the Egyptian automotive sector in three companies considering three different classes: BMW, Hyundai and Brilliance. First, in-depth interviews were carried out to gain an insight into the implementation and the relevance of the concepts of supply chain management and performance measurement in the Egyptian automotive industry. Then, a formal survey was designed based on the SCOR model five main processes (plan, source, make, deliver and return) and best practices to investigate the challenges and obstacles faced the adaptation of the SCOR model in the Egyptian automotive supply chain. Finally, based on the survey results, the appropriate best practices for each process were identified in order to overcome the SCOR model adaptation challenges. The results showed that the implementation of the SCOR model faced different challenges and unavailability of the required enablers. The survey highlighted the low integration of end-to-end supply chain, lacks commitment for the innovative ideas and technologies, financial constraints and lack of practical training and support as the main challenges faced the adaptation of the SCOR model in the Egyptian automotive supply chain. The research provides an original contribution to knowledge by proposing a procedure to identify challenges encountered during the process of SCOR model adoption which can pave a way for further research in the area of SCPMSs adaptation, particularly in the developing countries. The research can help managers and organizations to identify obstacles and difficulties of the SCOR model adaptation, subsequently this can facilitate measuring the improved performance or changes in the organizational performance.

Keywords: automotive sector, developing countries, SCOR model, supply chain performance

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Authors: Wajih Abbassi, Zouhaier Ben Khelifa

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The present research points towards the empirical validation of three options valuation models, the ad-hoc Black-Scholes model as proposed by Berkowitz (2001), the constant elasticity of variance model of Cox and Ross (1976) and the Kou jump-diffusion model (2002). Our empirical analysis has been conducted on a sample of 26,974 options written on three indexes, the S&P 500, Nasdaq 100 and the Russell 2000 that were negotiated during the year 2007 just before the sub-prime crisis. We start by presenting the theoretical foundations of the models of interest. Then we use the technique of trust-region-reflective algorithm to estimate the structural parameters of these models from cross-section of option prices. The empirical analysis shows the superiority of the Kou jump-diffusion model. This superiority arises from the ability of this model to portray the behavior of market participants and to be closest to the true distribution that characterizes the evolution of these indices. Indeed the double-exponential distribution covers three interesting properties that are: the leptokurtic feature, the memory less property and the psychological aspect of market participants. Numerous empirical studies have shown that markets tend to have both overreaction and under reaction over good and bad news respectively. Despite of these advantages there are not many empirical studies based on this model partly because probability distribution and option valuation formula are rather complicated. This paper is the first to have used the technique of nonlinear curve-fitting through the trust-region-reflective algorithm and cross-section options to estimate the structural parameters of the Kou jump-diffusion model.

Keywords: jump-diffusion process, Kou model, Leptokurtic feature, trust-region-reflective algorithm, US index options

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Authors: Amrita Sen

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In the face of a growing insurgent movement and the perceived failure of the state and the market towards sustainable resource management, a range of decentralized forest management policies was formulated in the last two decades, which recognized the need for community representations within the statutory methods of forest management. The recognition conceded on the virtues of ecological sustainability and traditional environmental knowledge, which were considered to be the principal repositories of the forest dependent communities. The present study, in the light of empirical insights, reflects on the contemporary disjunctions between the preconceived communitarian ethic in environmentalism and the lived reality of forest based life-worlds. Many of the popular as well as dominant ideologies, which have historically shaped the conceptual and theoretical understanding of sociology, needs further perusal in the context of the emerging contours of empirical knowledge, which lends opportunities for substantive reworking and analysis. The image of the community appears to be one of those concepts, an identity which has for long defined perspectives and processes associated with people living together harmoniously in small physical spaces. Through an ethnographic account of the implementation of Joint Forest Management (JFM) in a forest fringe village in Sundarban, the study explores the ways in which the idea of ‘community’ gets transformed through the process of state-making, rendering the necessity of its departure from the standard, conventional definition of homogeneity and internal equity. The study necessitates an attention towards the anthropology of micro-politics, disaggregating an essentially constructivist anthropology of ‘collective identities’, which can render the visibility of political mobilizations plausible within the seemingly culturalist production of communities. The two critical questions that the paper seeks to ask in this context are: how the ‘local’ is constituted within community based conservation practices? Within the efforts of collaborative forest management, how accurately does the depiction of ‘indigenous environmental knowledge’, subscribe to its role of sustainable conservation practices? Reflecting on the execution of JFM in Sundarban, the study critically explores the ways in which the state ceases to be ‘trans-national’ and interacts with the rural life-worlds through its local factions. Simultaneously, the study attempts to articulate the scope of constructing a competing representation of community, shaped by increasing political negotiations and bureaucratic alignments which strains against the usual preoccupations with tradition primordiality and non material culture as well as the amorous construction of indigeneity.

Keywords: community, environmentalism, JFM, state-making, identities, indigenous

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Authors: A. Amar

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Analysis of the elastic scattering of protons on ¹⁰B nuclei has been done in the framework of the optical model and single folding model at the beam energies up to 17 MeV. We could enhance the optical potential parameters using Esis88 Code, as well as SPI GENOA Code. Linear relationship between volume real potential (V₀) and proton energy (E_p) has been obtained. Also, surface imaginary potential W_D is proportional to the proton energy (E_p) in the range 0.400 and 17 MeV. The radiative reaction ¹⁰B(p,γ)¹¹C has been analyzed using potential model. A comparison between ¹⁰B(p,γ)¹¹C and ⁶Li(p,γ)⁷Be has been made. Good agreement has been found between theoretical and experimental results in the whole range of energy. The radiative resonance reaction ⁷Li(p,γ)⁸Be has been studied.

Keywords: elastic scattering of protons on 10B nuclei, optical potential parameters, potential model, radiative reaction

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Authors: S. Benkraouda, Z. Djelloul-Khedda, B. Yagoubi

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we present a method for early detection of forest fires from a thermal infrared satellite image, using the image matrix of the probability of belonging. The principle of the method is to compare a theoretical mathematical model to an experimental model. We considered that each line of the image matrix, as an embodiment of a non-stationary random process. Since the distribution of pixels in the satellite image is statistically dependent, we divided these lines into small stationary and ergodic intervals to characterize the image by an adequate mathematical model. A standard deviation was chosen to generate random variables, so each interval behaves naturally like white Gaussian noise. The latter has been selected as the mathematical model that represents a set of very majority pixels, which we can be considered as the image background. Before modeling the image, we made a few pretreatments, then the parameters of the theoretical Gaussian model were extracted from the modeled image, these settings will be used to calculate the probability of each interval of the modeled image to belong to the theoretical Gaussian model. The high intensities pixels are regarded as foreign elements to it, so they will have a low probability, and the pixels that belong to the background image will have a high probability. Finally, we did present the reverse of the matrix of probabilities of these intervals for a better fire detection.

Keywords: forest fire, forest fire detection, satellite image, normal distribution, theoretical gaussian model, thermal infrared matrix image

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Authors: Rahul Paliwal, Gulshan Maheshwari, Anant S. Jhaveri, Channamallikarjun S. Mathpati

Abstract:

Large pumping facility is the necessary requirement of the cooling water systems for power plants, process and manufacturing facilities, flood control and water or waste water treatment plant. With a large capacity of few hundred to 50,000 m3/hr, cares must be taken to ensure the uniform flow to the pump to limit vibration, flow induced cavitation and performance problems due to formation of air entrained vortex and swirl flow. Successful prediction of these phenomena requires numerical method and turbulence model to characterize the dynamics of these flows. In the past years, single phase shear stress transport (SST) Reynolds averaged Navier Stokes Models (like k-ε, k-ω and RSM) were used to predict the behavior of flow. Literature study showed that two phase model will be more accurate over single phase model. In this paper, a 3D geometries simulated using detached eddy simulation (LES) is used to predict the behavior of the fluid and the results are compared with experimental results. Effect of different grid structure and boundary condition is also studied. It is observed that two phase flow model can more accurately predict the mean flow and turbulence statistics compared to the steady SST model. These validate model will be used for further analysis of vortex structure in lab scale model to generate their frequency-plot and intensity at different location in the set-up. This study will help in minimizing the ill effect of vortex on pump performance.

Keywords: grid structure, pump intake, simulation, vibration, vortex

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Authors: Paul Kenneth D. Luzon, Maria Antonia N. Tanchuling

Abstract:

The Quezon City Controlled Dumping facility also known as Payatas produces leachate which can contaminate soil and water environment in the area. The goal of this study is to quantify the leachate produced by the QCCDF using the Hydrologic Evaluation of Landfill Performance (HELP) model. Results could be used as input for groundwater contaminant transport studies. The HELP model is based on a simple water budget and is an essential “model requirement” used by the US Environmental Protection Agency (EPA). Annual waste profile of the QCCDF was calculated. Based on topographical maps and estimation of settlement due to overburden pressure and degradation, a total of 10M m^3 of waste is contained in the landfill. The input necessary for the HELP model are weather data, soil properties, and landfill design. Results showed that from 1988 to 2011, an average of 50% of the total precipitation percolates through the bottom layer. Validation of the results is still needed due to the assumptions made in the study. The decrease in porosity of the top soil cover showed the best mitigation for minimizing percolation rate. This study concludes that there is a need for better leachate management system in the QCCDF.

Keywords: help model, landfill, payatas trash slide, quezon city controlled dumping facility

Procedia PDF Downloads 291

Authors: Muhammad Anwar, Ameen Ullah, Intakhab Alam Qadri

Abstract:

This study presents a technique utilizing the Iterative Rational Krylov Algorithm (IRKA) to reduce the order of large-scale descriptor systems. Descriptor systems, which incorporate differential and algebraic components, pose unique challenges in Model Order Reduction (MOR). The proposed method partitions the descriptor system into polynomial and strictly proper parts to minimize approximation errors, applying IRKA exclusively to the strictly adequate component. This approach circumvents the unbounded errors that arise when IRKA is directly applied to the entire system. A comparative analysis demonstrates the high accuracy of the reduced model and a significant reduction in computational burden. The reduced model enables more efficient simulations and streamlined controller designs. The study highlights IRKA-based MOR’s effectiveness in optimizing complex systems’ performance across various engineering applications. The proposed methodology offers a promising solution for reducing the complexity of large-scale descriptor systems while maintaining their essential characteristics and facilitating their analysis, simulation, and control design.

Keywords: model order reduction, descriptor systems, iterative rational Krylov algorithm, interpolatory model reduction, computational efficiency, projection methods, H₂-optimal model reduction

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Authors: Zainab Ajab Mohideen, Kiran Kaur, A. Basheer Ahamadhu, Noor Azlinda Wan Jan, Sukmawati Muhammad

Abstract:

The corpus in the digital library is to provide an overview and evidence from library automation that can be used to justify the needs of the digital library. This paper disperses the approach and implementation of the digital library as part of best practices by the Automation Division at Hamzah Sendut Library of the University Science Malaysia (USM). The implemented digital library model emphasizes on the entire library collections, technical perspective, and automation solution. This model served as a foundation for digital library services as part of information delivery in the USM digital library. The approach to digital library includes discussion on key factors, design, architecture, and pragmatic model that has been collected, captured, and identified during the implementation stages. At present, the USM digital library has achieved the status of an Institutional Repository (IR).

Keywords: academic digital library, digital information system, digital library best practice, digital library model

Procedia PDF Downloads 555

Authors: Hao Hsi Tseng

Abstract:

Taiwan’s infrastructure is gradually deteriorating, while resources for maintenance and replacement are increasingly limited, raising the urgent need for methods for maintaining existing infrastructure within constrained budgets. Infrastructure value evaluation is used to enhance the efficiency of infrastructure maintenance work, allowing administrators to quickly assess the maintenance needs and performance by observing variation in infrastructure value. This research establishes a value evaluation model for Taiwan’s highway box girder bridges. The operating mechanism and process of the model are illustrated in a practical case.

Keywords: box girder bridge, deterioration, infrastructure, maintenance, value evaluation

Procedia PDF Downloads 190