Search results for: unit commitment model

Authors: Ashley Wei-Ting Wang, Wen-Yau Hsu

Abstract:

Objectives: The current study applies and expands the Tripartite Model to elaborate the link between non-suicidal self-injury (NSSI) and suicidal behavior. We propose a structural model of NSSI and suicidal risk, in which negative affect (NA) predicts both anxiety and depression, positive affect (PA) predicts depression only, anxiety is linked to NSSI, and depression is linked to suicidal risk. Method: Four hundreds and eighty seven undergraduates participated. Data were collected by administering self-report questionnaires. We performed hierarchical regression and structural equation modeling to test the proposed structural model. Results: The results largely support the proposed structural model, with one exception: anxiety was strongly associated with NSSI and to a lesser extent with suicidal risk. Conclusions: We conclude that the co-occurrence of NSSI and suicidal risk is due to NA and anxiety, and suicidal risk can be differentiated by depression. Further theoretical and practical implications are discussed.

Keywords: non-suicidal self-injury, suicidal risk, anxiety, depression, the tripartite model, hierarchical relationship

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Authors: Shih-Kuei Lin

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The characterization of the arbitrage-free dynamics of interest rates is developed in this study under the presence of Markov jump risks, when the term structure of the interest rates is modeled through simple forward rates. We consider Markov jump risks by allowing randomness in jump sizes, independence between jump sizes and jump times. The Markov jump diffusion model is used to capture empirical phenomena and to accurately describe interest jump risks in a financial market. We derive the arbitrage-free model of simple forward rates under the spot measure. Moreover, the analytical pricing formulas for a cap and a floor are derived under the forward measure when the jump size follows a lognormal distribution. In our empirical analysis, we find that the LIBOR market model with Markov jump risk better accounts for changes from/to different states and different rates.

Keywords: arbitrage-free, cap and floor, Markov jump diffusion model, simple forward rate model, volatility smile, EM algorithm

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Authors: Christopher Godwin Udomboso, Angela Unna Chukwu, Isaac Kwame Dontwi

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In selecting a Statistical Neural Network model, the Network Information Criterion (NIC) has been observed to be sample biased, because it does not account for sample sizes. The selection of a model from a set of fitted candidate models requires objective data-driven criteria. In this paper, we derived and investigated the Adjusted Network Information Criterion (ANIC), based on Kullback’s symmetric divergence, which has been designed to be an asymptotically unbiased estimator of the expected Kullback-Leibler information of a fitted model. The analyses show that on a general note, the ANIC improves model selection in more sample sizes than does the NIC.

Keywords: statistical neural network, network information criterion, adjusted network, information criterion, transfer function

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Authors: J. Fernandez, N. Aguilar, R. Fernandez de Canete, J. C. Ramos-Diaz

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In this paper, a simulation model of the glucose-insulin system for a patient undergoing diabetes Type 1 is developed by using a causal modeling approach under system dynamics. The OpenModelica simulation environment has been employed to build the so called causal model, while the glucose-insulin model parameters were adjusted to fit recorded mean data of a diabetic patient database. Model results under different conditions of a three-meal glucose and exogenous insulin ingestion patterns have been obtained. This simulation model can be useful to evaluate glucose-insulin performance in several circumstances, including insulin infusion algorithms in open-loop and decision support systems in closed-loop.

Keywords: causal modeling, diabetes, glucose-insulin system, diabetes, causal modeling, OpenModelica software

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Authors: Agbana Olaseinde Julius, Opadere Olaolu Stephen

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The concept of cross carpeting is as old as politics itself. Basically, it entails an individual leaving a political party/group, to join another. The reasons for which cross carpeting is embarked upon are diverse: ideological differences; ethnic and/or religious differences; access to actual or perceived better political opportunities; liberty of association; rancor; etc. The current democratic dispensation in Nigeria has experienced renewed and rather alarming rate of cross carpeting, for reasons including those enumerated above and others. Right to cross carpet is inherent in a democratic setting as well as the political stakeholder; so does it also comprise of the constitutional right of ‘freedom of association’. However, the current species of cross carpeting in Nigeria requires scrutiny, in view of some potential legal and moral challenges it poses for both the present and the future. Cross carpeting is considered both legal and constitutional, but the current spate raises the question of expediency, particularly in a nascent democracy. It is considered to have a propensity of negatively impacting political stability in a polity with fragile nerves. Importantly too, cross carpeting is considered a potential damage to the psyche of posterity with regards to a warped disposition to promises, honour and integrity. The perceived peculiar dimension of cross carpeting in Nigeria raises questions on the quality of leadership presently obtainable in the country, vis-à-vis greed, self-centeredness, disregard for the concern and interest of avowed followers/fans, entrenchment of distrust, etc. Thus, the study made use of primary and secondary sources of information. The primary sources included the Constitutions of the Federal Republic of Nigeria 1999 (as amended); judicial decisions; and the Electoral Act, 2010 (as Amended). The secondary sources comprised of information from books, journals, newspapers, magazines and Internet documents. Data obtained from these sources were subjected to content analysis. Findings of this study show that though the act of cross carpeting may not be in breach of any Statute or Law, it however, in most cases, breaches the morals of expediency. The morality thereof is far from justifiable, and should be condemned in the interest of the present and posterity. There is a great and urgent need to embark on a re-entrenchment of the culture of political ideology in the Nigerian polity, as obtainable in developed democracies. In conclusion, the need to exercise the right of cross carpeting with caution cannot be overemphasized. Membership of a political group/party should be backed by commitment to well defined ideologies and values. Commitment to them should be regarded akin to that found in the family, which is not easily or flippantly jettisoned.

Keywords: cross-carpeting, Nigeria, legal, moral issues, politics

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Authors: Tareq Oshan

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Facility location and size decisions are important to any company because they affect profitability and success. However, warehouses are exposed to various risks of failure that affect their activity. This paper presents a mixed-integer non-linear mathematical model that can be used to determine optimal warehouse locations and sizes, which warehouses to fortify, and which branches should be assigned to specific warehouses when there is a risk of warehouse failure. Every branch is assigned to a fortified primary warehouse or a nonfortified primary warehouse and a fortified backup warehouse. The standard method and an introduced method, based on the average probabilities, for linearizing this mathematical model were used. A Canadian case study was used to demonstrate the developed mathematical model, followed by some sensitivity analysis.

Keywords: supply chain network design, fortified warehouse, mixed-integer mathematical model, warehouse failure risk

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Authors: K. M. Anusha, R. Krishnaveni

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Crossing a decade of the 21st century, the paradigm of human resources can be seen evolving with the strategic gene induced into it. There seems to be a radical shift descending as the corporate sector calls on its HR team to become strategic rather than administrative. This transferal eventually requires the metrics employed by these HR teams not to be just operationally reactive but to be aligned to an evidence-based strategic thinking. Realizing the growing need for a prescriptive metric model for effective HR analytics, this study has designed a conceptual framework for a basic metric model that can assist IT-HRM professionals to transition to a practice of evidence-based decision-making to enhance organizational performance.

Keywords: metric model, evidence based HR, HR analytics, strategic HR practices, IT sector

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Authors: Nikolaos Reppas, Yilin Gui

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A dual-porosity finite element-code will be presented for the stability analysis of the wellbore during CO₂ injection. An elastoplastic damage response will be considered to the model. The Finite Element Method (FEM) will be validated using experimental results from literature or from experiments that are planned to be undertaken at Newcastle University. The main target of the research paper is to present a constitutive model that can help industries to safely store CO₂ in geological rock formations and forecast any changes on the surrounding rock of the wellbore. The fully coupled elastoplastic damage Thermo-Hydraulic-Mechanical (THM) model will determine the pressure and temperature of the injected CO₂ as well as the size of the radius of the wellbore that can make the Carbon Capture and Storage (CCS) procedure more efficient.

Keywords: carbon capture and storage, Wellbore stability, elastoplastic damage response for rock, constitutive THM model, fully coupled thermo-hydraulic-mechanical model

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Authors: N. Guo, C. Xu, Z. C. Yang

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In order to ensure the high reliability of an aircraft, the accurate structural dynamics analysis has become an indispensable part in the design of an aircraft structure. Therefore, the structural finite element model which can be used to accurately calculate the structural dynamics and their transfer relations is the prerequisite in structural dynamic design. A dynamic finite element model updating method is presented to correct the uncertain parameters of the finite element model of a structure using measured modal parameters. The coordinate modal assurance criterion is used to evaluate the correlation level at each coordinate over the experimental and the analytical mode shapes. Then, the weighted summation of the natural frequency residual and the coordinate modal assurance criterion residual is used as the objective function. Moreover, the hybrid pattern search (HPS) optimization technique, which synthesizes the advantages of pattern search (PS) optimization technique and genetic algorithm (GA), is introduced to solve the dynamic FE model updating problem. A numerical simulation and a model updating experiment for GARTEUR aircraft model are performed to validate the feasibility and effectiveness of the present dynamic model updating method, respectively. The updated results show that the proposed method can be successfully used to modify the incorrect parameters with good robustness.

Keywords: model updating, modal parameter, coordinate modal assurance criterion, hybrid genetic/pattern search

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Authors: Jin Sung Kim, Hoon Huh

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The material properties of OFHC copper film was investigated with the High-Speed Material Micro Testing Machine (HSMMTM) at the high strain rates. The rate-dependent stress-strain curves from the experiment and the Johnson-Cook curve fitting showed large discrepancies as the plastic strain increases since the constitutive model implies no rate-dependent strain hardening effect. A new constitutive model was proposed in consideration of rate-dependent strain hardening effect. The strain rate hardening term in the new constitutive model consists of the strain rate sensitivity coefficients of the yield strength and strain hardening.

Keywords: rate dependent material properties, dynamic constitutive model, OFHC copper film, strain rate

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Authors: M. Ndaw, G. Mendy, S. Ouya

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Risk management in banking sector is a key issue linked to financial system stability and its importance has been elevated by technological developments and emergence of new financial instruments. In this paper, we improve the model previously defined for quantifying internal control impact on banking risks by automatizing the residual criticality estimation step of FMECA. For this, we defined three equations and a maturity coefficient to obtain a mathematical model which is tested on all banking processes and type of risks. The new model allows an optimal assessment of residual criticality and improves the correlation rate that has become 98%.

Keywords: risk, control, banking, FMECA, criticality

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Authors: Fernando P. Silva, Valter J. S. Leite, Erivelton G. Nepomuceno

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In this paper, a nonlinear controller design for an omnidirectional mobile is presented. The robot controller consists of an inner-loop controller and an outer-loop controller, the first is designed using state feedback (robust allocation) and the second controller is designed based on Robust Multi Inversion (RMI) approach. The objective of RMI controller is rendering the robust inversion of the dynamic, when the model is affected by uncertainties. A model nonlinear MIMO of an omni-directional robot (small-league of Robocup) is used to simulate the RMI approach. The parameters of linear and nonlinear model are varied to cause modelling uncertainties among the model and the real model (real system) generating an error in inner-loop controller signal that must be compensated by RMI controller. The simulation test results show that the RMI is capable of compensating the uncertainties and keep the system stable and controlled under uncertainties.

Keywords: robust multi inversion, omni-directional robot, robocup, nonlinear control

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Authors: Farzad Khajavi, Farzaneh Jalilfar, Faranak Jafari, Leila Shokrani

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Formulation of gliclazide in the form of extended-release tablet in 30 and 60 mg dosage forms was performed using hypromellose (HPMC K4M) as a retarding agent. Drug-release profiles were investigated in comparison with references Diamicron MR 30 and 60 mg tablets. The effect of size of powder particles, the amount of hypromellose in formulation, hardness of tablets, and also the effect of halving the tablets were investigated on drug release profile. A mathematical model which describes hypromellose behavior in initial times of drug release was proposed for the estimation of hypromellose content in modified-release gliclazide 60 mg tablet. This model is based on erosion of hypromellose in dissolution media. The model is applicable to describe release profiles of insoluble drugs. Therefore, by using dissolved amount of drug in initial times of dissolution and the model, the amount of hypromellose in formulation can be predictable. The model was used to predict the HPMC K4M content in modified-release gliclazide 30 mg and extended-release quetiapine 200 mg tablets.

Keywords: Gliclazide, hypromellose, drug release, modified-release tablet, mathematical model

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Authors: Mohammed Alassim

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In 2014, a UN survey stated that: "The greatest challenge to the adoption of whole-of government, which fundamentally rests on increased collaboration, is resistance to change among government actors". Change management has experienced both theoretically and practically many transformation over the years. When organizations have to implement radical changes, they have to encounter a plethora of issues which leads to ineffective or inefficient implementation of change in most cases. 70% of change projects fail because of human issues. It has been cited that” most studies still show a 60-70% failure rate for organizational change projects — a statistic that has stayed constant from the 1970’s to the present.”. E-government involves not just technical change but cultural, policy, social and organizational evolution. Managing change and overcoming resistance to change is seen as crucial in the success of E-government projects. Resistance can be from different levels in the organization (top management, middle management or employees at operational levels). There can be many reasons for resistance including fear of change and insecurity, lack of knowledge and absence of commitment from management to implement the change. The purpose of this study is to conduct in-depth research to understand the process of change and to identify the critical factors that have led to resistance from employees at different levels (top management, Middle management and operational employees) during e-government initiatives in the public sector in Saudi Arabia. The study is based on qualitative and empirical research methods conducted in the public sector in the Kingdom of Saudi Arabia. This research will use triangulation in data method (interview, group discussion and document review). This research will contribute significantly to knowledge in this field and will identify the measures that can be taken to reduce resistance to change, Upon analysis recommendations or model will be offered which can enable decision makers in public sector in Saudi Arabia how to plan, implement and evaluate change in e-government initiatives via change management strategy.

Keywords: change management, e-government, managing change, resistance to change

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Authors: Yasmeen A. S. Essawy, Khaled Nassar

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With the rapid increase of complexity in the building industry, professionals in the A/E/C industry were forced to adopt Building Information Modeling (BIM) in order to enhance the communication between the different project stakeholders throughout the project life cycle and create a semantic object-oriented building model that can support geometric-topological analysis of building elements during design and construction. This paper presents a model that extracts topological relationships and geometrical properties of building elements from an existing fully designed BIM, and maps this information into a directed acyclic Elemental Graph Data Model (EGDM). The model incorporates BIM-based search algorithms for automatic deduction of geometrical data and topological relationships for each building element type. Using graph search algorithms, such as Depth First Search (DFS) and topological sortings, all possible construction sequences can be generated and compared against production and construction rules to generate an optimized construction sequence and its associated schedule. The model is implemented in a C# platform.

Keywords: building information modeling (BIM), elemental graph data model (EGDM), geometric and topological data models, graph theory

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Authors: Masato Nishi, Tetsushi Kaburagi, Masashi Kurose, Tei Hirashima, Tetsusei Kurasiki

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The process of thermoforming a carbon fiber reinforced thermoplastic (CFRTP) has increased its presence in the automotive industry for its wide applicability to the mass production car. A non-isothermal forming for CFRTP can shorten its cycle time to less than 1 minute. In this paper, the textile reinforcement FE model which the authors proposed in a previous work is extended to the CFRTP model for non-isothermal forming simulation. The effect of thermoplastic is given by adding shell elements which consider thermal effect to the textile reinforcement model. By applying Reuss model to the stress calculation of thermoplastic, the proposed model can accurately predict in-plane shear behavior, which is the key deformation mode during forming, in the range of the process temperature. Using the proposed model, thermoforming simulation was conducted and the results are in good agreement with the experimental results.

Keywords: carbon fiber reinforced thermoplastic, finite element analysis, pre-impregnated textile composite, non-isothermal forming

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Authors: Davies Obaromi, Qin Yongsong, James Ndege, Azeez Adeboye, Akinwumi Odeyemi

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The basic model usually used in disease mapping, is the Besag, York and Mollie (BYM) model and which combines the spatially structured and spatially unstructured priors as random effects. Bayesian Conditional Autoregressive (CAR) model is a disease mapping method that is commonly used for smoothening the relative risk of any disease as used in the Besag, York and Mollie (BYM) model. This model (CAR), which is also usually assigned as a prior to one of the spatial random effects in the BYM model, successfully uses information from adjacent sites to improve estimates for individual sites. To our knowledge, there are some unrealistic or counter-intuitive consequences on the posterior covariance matrix of the CAR prior for the spatial random effects. In the conventional BYM (Besag, York and Mollie) model, the spatially structured and the unstructured random components cannot be seen independently, and which challenges the prior definitions for the hyperparameters of the two random effects. Therefore, the main objective of this study is to construct and utilize an extended Bayesian spatial CAR model for studying tuberculosis patterns in the Eastern Cape Province of South Africa, and then compare for flexibility with some existing CAR models. The results of the study revealed the flexibility and robustness of this alternative extended CAR to the commonly used CAR models by comparison, using the deviance information criteria. The extended Bayesian spatial CAR model is proved to be a useful and robust tool for disease modeling and as a prior for the structured spatial random effects because of the inclusion of an extra hyperparameter.

Keywords: Besag2, CAR models, disease mapping, INLA, spatial models

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Authors: O. Babalola Oladapo, A. Igbatayo Samuel

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Climate change and poverty are global issues which cannot be waved aside in welfare of the ever increasing population. The causes / consequences are far more elaborate in developing countries, including Nigeria, which poses threats to the existence of man and his environment. The dominant role of agriculture makes it obvious that even minor climate deteriorations can cause devastating socio-economic consequences. Policies to curb the climate change by reducing the consumption of fossil fuels like oil, gas or carbon compounds have significant economical impacts on the producers/suppliers of these fuels. Thus a unified political narrative that advances both agendas is needed, because their components of an environmental coin that needs to be addressed. The developed world should maintain a low-carbon growth & real commitment of 0.7% of gross national income, as aid to developing countries & renewable energy approach should be emphasized, hence global poverty combated.

Keywords: climate change, greenhouse gases, Nigeria, poverty

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Authors: H. Ahmed, A. Schlenkhoff

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Recently, permeable breakwaters have been suggested to overcome the disadvantages of fully protection breakwaters. These protection structures have minor impacts on the coastal environment and neighboring beaches where they provide a more economical protection from waves and currents. For regular waves, a numerical model is used (FLOW-3D, VOF) to investigate the hydraulic performance of a permeable breakwater. The model of permeable breakwater consists of a pair of identical vertical slotted walls with an impermeable upper and lower part, where the draft is a decimal multiple of the total depth. The middle part is permeable with a porosity of 50%. The second barrier is located at distant of 0.5 and 1.5 of the water depth from the first one. The numerical model is validated by comparisons with previous laboratory data and semi-analytical results of the same model. A good agreement between the numerical results and both laboratory data and semi-analytical results has been shown and the results indicate the applicability of the numerical model to reproduce most of the important features of the interaction. Through the numerical investigation, the friction factor of the model is carefully discussed.

Keywords: coastal structures, permeable breakwater, slotted wall, numerical model, energy dissipation coefficient

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Authors: Maryam Maleki, Esther Mead, Mohammad Arani, Nitin Agarwal

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The proliferation of social media platforms like Twitter has heightened the consequences of the spread of misinformation. To understand and model the spread of misinformation, in this paper, we leveraged the SEIZ (Susceptible, Exposed, Infected, Skeptics) epidemiological model to describe the underlying process that delineates the spread of misinformation on Twitter. Compared to the other epidemiological models, this model produces broader results because it includes the additional Skeptics (Z) compartment, wherein a user may be Exposed to an item of misinformation but not engage in any reaction to it, and the additional Exposed (E) compartment, wherein the user may need some time before deciding to spread a misinformation item. We analyzed misinformation regarding the unrest in Washington, D.C. in the month of March 2020, which was propagated by the use of the #DCblackout hashtag by different users across the U.S. on Twitter. Our analysis shows that misinformation can be modeled using the concept of epidemiology. To the best of our knowledge, this research is the first to attempt to apply the SEIZ epidemiological model to the spread of a specific item of misinformation, which is a category distinct from that of rumor and hoax on online social media platforms. Applying a mathematical model can help to understand the trends and dynamics of the spread of misinformation on Twitter and ultimately help to develop techniques to quickly identify and control it.

Keywords: Black Lives Matter, epidemiological model, mathematical modeling, misinformation, SEIZ model, Twitter

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Authors: Amenah Dhannoon, Ciaran Martin Hurley, Laura Wrafter, Podraic J. Regan

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Introduction: The COVID-19 pandemic continues to present unprecedented challenges for healthcare systems. This has resulted in the pragmatic shift in the practice of plastic surgery units worldwide. During this period, many units reported a significant fall in urgent melanoma referrals, leading to patients presenting with advanced disease requiring more extensive surgery and inferior outcomes. Our objective was to evaluate our unit's experience with both non-invasive and invasive melanoma during the COVID-19 pandemic and characterize our experience and contrast it to that experienced by our neighbors in the UK, mainland Europe and North America. Methods: a retrospective chart review was performed on all patients diagnosed with invasive and non-invasive cutaneous melanoma between March to December of 2019 (control) compared to 2020 (COVID-19 pandemic) in a single plastic surgery unit in Ireland. Patient demographics, referral source, surgical procedures, tumour characteristics, radiological findings, oncological therapies and follow-up were recorded. All data were anonymized and stored in Microsoft Excel. Results: A total of 589 patients were included in the study. Of these, 314 (53%) with invasive melanoma, compared to 275 (47%) with the non-invasive disease. Overall, more patients were diagnosed with both invasive and non-invasive melanoma in 2020 than in 2019 (p<0.05). However, significantly longer waiting times in 2020 (64 days) compared to 2019 (28 days) (p<0.05), with the majority of the referral being from GP in 2019 (83%) compared to 61% in 2020. Positive sentinel lymph node were higher in 2019 at 56% (n=28) compared to 24% (n=22) in 2020. There was no statistically significant difference in the tutor characteristics or metastasis status. Discussion: While other countries have noticed a fall in the melanoma diagnosis. Our units experienced a higher number of disease diagnoses. This can be due to multiple reasons. In Ireland, the government reached an early agreement with the private sector to continue elective surgery on an urgent basis in private hospitals. This allowed access to local anesthetic procedures and local skin cancer cases were triaged to non-COVID-19 provider centers. Our unit also adapted a fast, effective and minimal patient contact strategy for triaging skin cancer based on telemedicine. Thirdly, a skin cancer nurse specialist maintained patient follow-ups and triaging a dedicated email service. Finally, our plastic surgery service continued to maintain a virtual complex skin cancer multidisciplinary team meeting during the pandemic, ensuring local clinical governance has adhered to each clinical case. Conclusion: Our study highlights that with the prompt efficient restructuring of services, we could reserve successful management of skin cancer even in the most devastating times. It is important to reflect on the success during the pandemic and emphasize the importance of preparation for a potentially difficult future

Keywords: malignant melanoma, skin cancer, COVID-19, triage

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Authors: Masood Beheshtirad

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Identification of regions having potential for landslide occurrence is one of the basic measures in natural resources management. Different landslide hazard mapping models are proposed based on the environmental condition and goals. In this research landslide hazard map using multiple regression model were provided and applicability of this model is investigated in Baghdasht watershed. Dependent variable is landslide inventory map and independent variables consist of information layers as Geology, slope, aspect, distance from river, distance from road, fault and land use. For doing this, existing landslides have been identified and an inventory map made. The landslide hazard map is based on the multiple regression provided. The level of similarity potential hazard classes and figures of this model were compared with the landslide inventory map in the SPSS environments. Results of research showed that there is a significant correlation between the potential hazard classes and figures with area of the landslides. The multiple regression model is suitable for application in the Baghdasht Watershed.

Keywords: landslide, mapping, multiple model, regression

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Authors: Thanunthon Bowornsakulwong, Charukorn Charukarn, Franck Courtes, Panit Kitsubun, Lalintip Horcharoen

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Vero cell is a continuous cell line that is widely used for the production of viral vaccines. However, due to its adherent characteristic, scaling up strategy in large-scale production remains complicated and thus limited. Consequently, suspension-like Vero cell culture processes based on microcarriers have been introduced and employed while also providing increased surface area per volume unit. However, harvesting Vero cells from microcarriers is a huge challenge due to difficulties in cells detaching, lower recovery yield, time-consuming and dissociation agent carry-over. To overcome these problems, we developed a dissociation-association platform technology for detaching and re-attaching cells during subculturing from microcarriers to microcarriers, which will be conveniently applied to seed trains strategies in large scale bioreactors. Herein, Hillex-2 was used to culture Vero cells in serum-containing media using spinner flasks as a scale-down model. The overall confluency of cells on microcarriers was observed using inverted microscope, and the sample cells were daily detached in order to obtain the kinetics data. The metabolites consumption and by-products formation were determined by Nova Biomedical BioprofileFlex.

Keywords: dissociation-reassociation, microcarrier, scale up, Vero cell

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Authors: Jamal Choudhry, Roland Larsson, Andreas Almqvist

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A multi-scale flash temperature model has been developed and validated against existing work. The core strength of the proposed model is that it can be adapted to predict flash contact temperatures occurring in various types of sliding systems. In this paper, it is used to investigate how different surface roughness parameters affect the flash temperatures. The results show that for decreasing Hurst exponents as well as increasing values of the high-frequency cut-off, the maximum flash temperature increases. It was also shown that the effect of surface roughness does not influence the average interface temperature. The model predictions were validated against data from an experiment conducted in a pin-on-disc machine. This also showed the importance of including a wear model when simulating flash temperature development in a sliding system.

Keywords: multiscale, pin-on-disc, finite element method, flash temperature, surface roughness

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Authors: A. Daftari, W. Kudla

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Liquefaction is a phenomenon in which the strength and stiffness of a soil is reduced by earthquake shaking or other rapid cyclic loading. Liquefaction and related phenomena have been responsible for huge amounts of damage in historical earthquakes around the world. Modelling of soil behaviour is the main step in soil liquefaction prediction process. Nowadays, several constitutive models for sand have been presented. Nevertheless, only some of them can satisfy this mechanism. One of the most useful models in this term is UBCSAND model. In this research, the capability of this model is considered by using PLAXIS software. The real data of superstition hills earthquake 1987 in the Imperial Valley was used. The results of the simulation have shown resembling trend of the UBC3D-PLM model.

Keywords: liquefaction, plaxis, pore-water pressure, UBC3D-PLM

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Authors: Hamad M. Alhajeri

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Swirling chamber is a promising cooling method for heavily thermally loaded parts like turbine blades due to the additional circumferential velocity and therefore improved turbulent mixing of the fluid. This paper investigates numerically the effect of turbulence model on the heat convection of the swirling chamber. Grid independence analysis is conducted to obtain the proper grid dimension. The work validated with experimental data available in the literature. Flow analysis using improved delayed detached eddy simulation turbulence model and Reynolds averaged Navier-Stokes k-ɛ turbulence model is carried. The flow characteristic near the exit is reformed when improved delayed detached eddy simulation model used.

Keywords: gas turbine, Nusselt number, flow characteristics, heat transfer

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Authors: Raphael Naryongo, Philip Ngare, Anthony Waititu

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This paper deals with numerical simulation of Wishart processes for a single asset risky pricing model whose volatility is described by Wishart affine diffusion processes. The multi-factor specification of volatility will make the model more flexible enough to fit the stock market data for short or long maturities for better returns. The Wishart process is a stochastic process which is a positive semi-definite matrix-valued generalization of the square root process. The aim of the study is to model the log asset stock returns under the double Wishart stochastic volatility model. The solution of the log-asset return dynamics for Bi-Wishart processes will be obtained through Euler-Maruyama discretization schemes. The numerical results on the asset returns are compared to the existing models returns such as Heston stochastic volatility model and double Heston stochastic volatility model

Keywords: euler schemes, log-asset return, infinitesimal generator, wishart diffusion affine processes

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Authors: H. Z. Ulukan, E. Demircioğlu, M. Erol Genevois

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The scope of this paper and the aim of proposed model were to apply monetary Input –Output (I-O) analysis to point out the importance of reusing know-how and other requirements in order to reduce the production costs in a manufacturing process for a laptop computer. I-O approach using the monetary input-output model is employed to demonstrate the impacts of different factors in a manufacturing process. A sensitivity analysis showing the correlation between these different factors is also presented. It is expected that the recommended model would have an advantageous effect in the cost minimization process.

Keywords: input-output analysis, monetary input-output model, manufacturing process, laptop computer

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Authors: Irtaza M. Syed, Kaamran Raahemifar

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In this paper, we present a comparative assessment of Space Vector Pulse Width Modulation (SVPWM) and Model Predictive Control (MPC) for two-level three phase (2L-3P) Voltage Source Inverter (VSI). VSI with associated system is subjected to both control techniques and the results are compared. Matlab/Simulink was used to model, simulate and validate the control schemes. Findings of this study show that MPC is superior to SVPWM in terms of total harmonic distortion (THD) and implementation.

Keywords: voltage source inverter, space vector pulse width modulation, model predictive control, comparison

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Authors: Salman Mohamadi, Seyed Mohammad Ali Tayaranian Hosseini, Hamidreza Amindavar

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In this paper, we provide a procedure to analyze and model EEG (electroencephalogram) signal as a time series using ARIMA-GARCH to predict an epileptic attack. The heteroskedasticity of EEG signal is examined through the ARCH or GARCH, (Autore- gressive conditional heteroskedasticity, Generalized autoregressive conditional heteroskedasticity) test. The best ARIMA-GARCH model in AIC sense is utilized to measure the volatility of the EEG from epileptic canine subjects, to forecast the future values of EEG. ARIMA-only model can perform prediction, but the ARCH or GARCH model acting on the residuals of ARIMA attains a con- siderable improved forecast horizon. First, we estimate the best ARIMA model, then different orders of ARCH and GARCH modelings are surveyed to determine the best heteroskedastic model of the residuals of the mentioned ARIMA. Using the simulated conditional variance of selected ARCH or GARCH model, we suggest the procedure to predict the oncoming seizures. The results indicate that GARCH modeling determines the dynamic changes of variance well before the onset of seizure. It can be inferred that the prediction capability comes from the ability of the combined ARIMA-GARCH modeling to cover the heteroskedastic nature of EEG signal changes.

Keywords: epileptic seizure prediction , ARIMA, ARCH and GARCH modeling, heteroskedasticity, EEG

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