Search results for: progressive phase distribution
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9673

Search results for: progressive phase distribution

8323 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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8322 Update Mosquito Species Composition and Distribution in Qatar

Authors: Fatima Alkhayat, Abu Hassan Ahmed

Abstract:

Qatar as the one of Middle East and Gulf country is growing rapidly due to urbanization. Urbanization, population’s movement and goods transportation in addition to climatic change all together create suitable environments for remerging and/or introduction of new disease vectors species. Unfortunately, knowledge on mosquito species composition and their geographical distribution in Qatar is extremely limited. The objective of present study is to provide update information on species composition and distribution. Mosquito larval survey carried out in six sentinel sites in Qatar. The collection was made on monthly basis in period from October 2013 to May 2015 using dipping techniques and identified to species level using appropriate pictorial keys. In total about 3,085 mosquito larvae were collected and identified to species compromising three mosquito genera, Culex 87.4% (n=2697), Ochlerotatus 9.9% (n= 305) and Anopheles 2.6% (n= 81). Among Culex genera; Culex quinquefasciatus represent 87.8% (n= 2369), Cx. pipiens 8.7% (n=237), and Cx. mattinglyi 3.4% (n=91). Culex quinquefasciatus was the most commonly collected species, representing 93.5% in Alwakra (n= 2216) which was observed in November, December, March, April and May when reached the peak. 6.4% in Nuaija (n= 151) was found in February and March and reached the peak in March. 0.1% in Alkaraana (n=2) only observed in April. Cx. pipiens was observed 50.2% in Rwdat Alfaras (n=120) and 48.9% in Hazm Almurkhiya (n=117). While in Rowdat Alfaras it was observed in Oct-May and in Hazm Almurkhiya from Oct-April. Cx. mattinglyi (n= 91) was only found in Nuaija from October to December. Ochlerotatus genera account 1 species Oc. dorsalis (n=305). The majority of Oc. dorsalis were observed in March and May, 98% in Nuaija (n= 299), followed by 2% in Alkhor (n=6) which was observed in January and February. Anopheles was only represented by An. stephensi which was found 69% in Alwakra (n= 56) in November, December, April and May, while 25.9% in Hazm Almurkhiya (n=21) and found in May and November. 6.2% in Rwadat Alfaras and was observed only in November and 1.2% in Nuaija (n=1) and observed in October. Further investigation is required on the composition and distribution of mosquito for implementing a surveillance program and control of mosquito-borne diseases in Qatar.

Keywords: composition, distribution, mosquito, Qatar

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8321 Spatial Assessment of Soil Contamination from Informal E-Waste Recycling Site in Agbogbloshie, Ghana

Authors: Kyere Vincent Nartey, Klaus Greve, Atiemo Sampson

Abstract:

E-waste is discarded electrical electronic equipment inclusive of all components, sub-assemblies and consumables which are part of the product at the time of discarding and known to contain both hazardous and valuable fractions. E-waste is recycled within the proposed ecological restoration of the Agbogbloshie enclave using crude and rudimental recycling procedures such as open burning and manual dismantling which result in pollution and contamination of soil, water and air. Using GIS, this study was conducted to examine the spatial distribution and extent of soil contamination by heavy metals from the e-waste recycling site in Agbogbloshie. From the month of August to November 2013, 146 soil samples were collected in addition to their coordinates using GPS. Elemental analysis performed on the collected soil samples using X-Ray fluorescence revealed over 30 elements including, Ni, Cr, Zn, Cu, Pb and Mn. Using geostatistical techniques in ArcGIS 10.1 spatial assessment and distribution maps were generated. Mathematical models or equations were used to estimate the degree of contamination and pollution index. Results from soil analysis from the Agbogbloshie enclave showed that levels of measured or observed elements were significantly higher than the Canadian EPA and Dutch environmental standards.

Keywords: e-waste, geostatistics, soil contamination, spatial distribution

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8320 Enhancing the Rollability of Cu-Ge-Ni Alloy through Heat Treatment Methods

Authors: Morteza Hadi

Abstract:

This research investigates the potential enhancement of the rollability of Cu-Ge-Ni alloy through the mitigation of microstructural and compositional inhomogeneities via two distinct heat treatment methods: homogenization and solution treatment. To achieve this objective, the alloy with the desired composition was fabricated using a vacuum arc remelting furnace (VAR), followed by sample preparation for microstructural, compositional, and heat treatment analyses at varying temperatures and durations. Characterization was conducted employing optical and scanning electron microscopy (SEM), X-ray diffraction (XRD), and Vickers hardness testing. The results obtained indicate that a minimum duration of 10 hours is necessary for adequate homogenization of the alloy at 750°C. This heat treatment effectively removes coarse dendrites from the casting microstructure and significantly reduces elemental separations. However, despite these improvements, the presence of a second phase with markedly different hardness from the matrix results in poor rolling ability for the alloy. The optimal time for solution treatment at various temperatures was determined, with the most effective cycle identified as 750°C for 2 hours, followed by rapid quenching in water. This process induces the formation of a single-phase microstructure and complete elimination of the second  phase, as confirmed by X-ray diffraction analysis. Results demonstrate a reduction in hardness by 30 Vickers, and the elimination of microstructural unevenness enables successful thickness reduction by up to 50% through rolling without encountering cracking.

Keywords: Cu-Ge-Ni alloy, homogenization. solution treatment, rollability

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8319 A Stochastic Diffusion Process Based on the Two-Parameters Weibull Density Function

Authors: Meriem Bahij, Ahmed Nafidi, Boujemâa Achchab, Sílvio M. A. Gama, José A. O. Matos

Abstract:

Stochastic modeling concerns the use of probability to model real-world situations in which uncertainty is present. Therefore, the purpose of stochastic modeling is to estimate the probability of outcomes within a forecast, i.e. to be able to predict what conditions or decisions might happen under different situations. In the present study, we present a model of a stochastic diffusion process based on the bi-Weibull distribution function (its trend is proportional to the bi-Weibull probability density function). In general, the Weibull distribution has the ability to assume the characteristics of many different types of distributions. This has made it very popular among engineers and quality practitioners, who have considered it the most commonly used distribution for studying problems such as modeling reliability data, accelerated life testing, and maintainability modeling and analysis. In this work, we start by obtaining the probabilistic characteristics of this model, as the explicit expression of the process, its trends, and its distribution by transforming the diffusion process in a Wiener process as shown in the Ricciaardi theorem. Then, we develop the statistical inference of this model using the maximum likelihood methodology. Finally, we analyse with simulated data the computational problems associated with the parameters, an issue of great importance in its application to real data with the use of the convergence analysis methods. Overall, the use of a stochastic model reflects only a pragmatic decision on the part of the modeler. According to the data that is available and the universe of models known to the modeler, this model represents the best currently available description of the phenomenon under consideration.

Keywords: diffusion process, discrete sampling, likelihood estimation method, simulation, stochastic diffusion process, trends functions, bi-parameters weibull density function

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8318 Performance Analysis of a 6-Phase PMG Exciter with Rotating Thyristor-Controlled Rectification Topologies

Authors: Jonas Kristiansen Nøland, Karina Hjelmervik, Urban Lundin

Abstract:

The thyristor bridge rectifier is often used for control of excitation equipment for synchronous generators. However, on the rotating shaft of brushless exciters, the diode bridge rectifier is mostly used. The step response of a conventional brushless rotating excitation system is slow compared to static excitation systems. This paper investigates the performance of different thyristor-controlled rectification topologies applied on the shaft of a 6-phase PMG exciter connected to a synchronous generator. One of the important issues is the steady-state torque ripple produced by the thyristor bridges.

Keywords: brushless exciters, rotating exciters, permanent magnet machines, synchronous generators

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8317 Evaluating Performance of Value at Risk Models for the MENA Islamic Stock Market Portfolios

Authors: Abderrazek Ben Maatoug, Ibrahim Fatnassi, Wassim Ben Ayed

Abstract:

In this paper we investigate the issue of market risk quantification for Middle East and North Africa (MENA) Islamic market equity. We use Value-at-Risk (VaR) as a measure of potential risk in Islamic stock market, for long and short position, based on Riskmetrics model and the conditional parametric ARCH class model volatility with normal, student and skewed student distribution. The sample consist of daily data for the 2006-2014 of 11 Islamic stock markets indices. We conduct Kupiec and Engle and Manganelli tests to evaluate the performance for each model. The main finding of our empirical results show that (i) the superior performance of VaR models based on the Student and skewed Student distribution, for the significance level of α=1% , for all Islamic stock market indices, and for both long and short trading positions (ii) Risk Metrics model, and VaR model based on conditional volatility with normal distribution provides the best accurate VaR estimations for both long and short trading positions for a significance level of α=5%.

Keywords: value-at-risk, risk management, islamic finance, GARCH models

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8316 Electronic/Optoelectronic Property Tuning in Two-Dimensional Transition Metal Dichalcogenides via High Pressure

Authors: Juan Xia, Jiaxu Yan, Ze Xiang Shen

Abstract:

The tuneable interlayer interactions in two-dimensional (2D) transition metal dichlcogenides (TMDs) offer an exciting platform for exploring new physics and applications by material variety, thickness, stacking sequence, electromagnetic filed, and stress/strain. Compared with the five methods mentioned above, high pressure is a clean and powerful tool to induce dramatic changes in lattice parameters and physical properties for 2D TMD materials. For instance, high pressure can strengthen the van der Waals interactions along c-axis and shorten the covalent bonds in atomic plane, leading to the typical first-order structural transition (2Hc to 2Ha for MoS2), or metallization. In particular, in the case of WTe₂, its unique symmetry endows the significant anisotropy and the corresponding unexpected properties including the giant magnetoresistance, pressure-induced superconductivity and Weyl semimetal states. Upon increasing pressure, the Raman peaks for WTe₂ at ~120 cm⁻¹, are gradually red-shifted and totally suppressed above 10 GPa, attributed to the possible structural instability of orthorhombic Td phase under high pressure and phase transition to a new monoclinic T' phase with inversion symmetry. Distinct electronic structures near Fermi level between the Td and T' phases may pave a feasible way to achieve the Weyl state tuning in one material without doping.

Keywords: 2D TMDs, electronic property, high pressure, first-principles calculations

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8315 Surface Morphology Refinement and Laves Phase Control of Inconel 718 during Plasma Arc Additive Manufacturing by Alternating Magnetic Field

Authors: Yi Zheng

Abstract:

Improving formability and mechanical properties have always been one of the challenges in the field of additive manufacturing (AM) of nickel-based superalloys. In this work, the effect of a coaxially coupled alternating magnetic field (AMF) on surface morphology and mechanical properties of plasma arc-based additive manufactured Inconel 718 deposit were investigated. Results show that the Lorentz force induced by AMF strongly alters the flow behavior of the plasma jet and the molten pool, suppressing the tendency of the liquid metal in the molten pool to flow down on the two sides face of the deposit, which in turn remarkably improved the surface accuracy of the thin-walled deposit. Furthermore, the electromagnetic stirring induced by AMF can effectively enhance the convection between the dendrites, which could not only contribute to the formation of finer dendrites but also alleviate the enrichment of the elements (i.e., Nb and Mo) at the solid-liquid interface and inhibits the precipitation of Laves phase. The smallest primary dendritic arm spacing (~13 μm) and lowest Laves phases area fraction (3.12%) were witnessed in the bottom region of the AMF-assisted deposit. The mechanical test confirmed that the deposit's micro-hardness and tensile properties were moderately improved compared with the counterpart without AMF.

Keywords: additive manufacturing, inconel 718, alternating magnetic field, laves phase

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8314 Teachers Leadership Dimension in History Learning

Authors: Lee Bih Ni, Zulfhikar Rabe, Nurul Asyikin Hassan

Abstract:

The Ministry of Education Malaysia dynamically and drastically made the subject of History mandatory to be in force in 2013. This is in recognition of the nation's heritage and treasures in maintaining true facts and information for future generations of the State. History reveals the civilization of a nation and the fact of national cultural heritage. Civilization needs to be preserved as a legacy of sovereign heritage. Today's generation is the catalyst for future heirs who will support the principle and direction of the country. In line with the National Education Philosophy that aims to shape the potential development of individuals holistically and uniquely in order to produce a balanced and harmonious student in terms of intellectual, spiritual, emotional and physical. Hence, understanding the importance of studying the history subject as a pillar of identity and the history of nationhood is to be a priority in the pursuit of knowledge and empowering the spirit of statehood that is nurtured through continuous learning at school. Judging from the aspect of teacher leadership role in integrating history in a combined way based on Teacher Education Philosophy. It empowers the teaching profession towards the teacher to support noble character. It also supports progressive and scientific views. Teachers are willing to uphold the State's aspirations and celebrate the country's cultural heritage. They guarantee individual development and maintain a united, democratic, progressive and disciplined society. Teacher's role as a change and leadership agent in education begins in the classroom through formal or informal educational processes. This situation is expanded in schools, communities and countries. The focus of this paper is on the role of teacher leadership influencing the effectiveness of teaching and learning history in the classroom environment. Leadership guides to teachers' perceptions on the role of teacher leadership, teaching leadership, and the teacher leadership role and effective teacher leadership role. Discussions give emphasis on aspects of factors affecting the classroom environment, forming the classroom agenda, effective classroom implementation methods, suitable climate for historical learning and teacher challenges in implicating the effectiveness of teaching and learning processes.

Keywords: teacher leadership, leadership lessons, effective classroom, effective teacher

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8313 Efficient Control of Some Dynamic States of Wheeled Robots

Authors: Boguslaw Schreyer

Abstract:

In some types of wheeled robots it is important to secure starting acceleration and deceleration maxima while at the same time maintaining transversal stability. In this paper torque distribution between the front and rear wheels as well as the timing of torque application have been calculated. Both secure an optimum traction coefficient. This paper also identifies required input signals to a control unit, which controls the torque values and timing. Using a three dimensional, two mass model of a robot developed by the author a computer simulation was performed confirming the calculations presented in this paper. These calculations were also implemented and confirmed during military robot testing.

Keywords: robot dynamics, torque distribution, traction coefficient, wheeled robots

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8312 Depth-Averaged Velocity Distribution in Braided Channel Using Calibrating Coefficients

Authors: Spandan Sahu, Amiya Kumar Pati, Kishanjit Kumar Khatua

Abstract:

Rivers are the backbone of human civilization as well as one of the most important components of nature. In this paper, a method for predicting lateral depth-averaged velocity distribution in a two-flow braided compound channel is proposed. Experiments were conducted to study the boundary shear stress in the tip of the two flow path. The cross-section of the channel is divided into several panels to study the flow phenomenon on both the main channel and the flood plain. It can be inferred from the study that the flow coefficients get affected by boundary shear stress. In this study, the analytical solution of Shiono and knight (SKM) for lateral distributions of depth-averaged velocity and bed shear stress has been taken into account. The SKM is based on hydraulic parameters, which signify the bed friction factor (f), lateral eddy viscosity, and depth-averaged flow. While applying the SKM to different panels, the equations are solved considering the boundary conditions between panels. The boundary shear stress data, which are obtained from experimentation, are compared with CES software, which is based on quasi-one-dimensional Reynold's Averaged Navier-Stokes (RANS) approach.

Keywords: boundary shear stress, lateral depth-averaged velocity, two-flow braided compound channel, velocity distribution

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8311 Use of Transportation Networks to Optimize The Profit Dynamics of the Product Distribution

Authors: S. Jayasinghe, R. B. N. Dissanayake

Abstract:

Optimization modelling together with the Network models and Linear Programming techniques is a powerful tool in problem solving and decision making in real world applications. This study developed a mathematical model to optimize the net profit by minimizing the transportation cost. This model focuses the transportation among decentralized production plants to a centralized distribution centre and then the distribution among island wide agencies considering the customer satisfaction as a requirement. This company produces basically 9 types of food items with 82 different varieties and 4 types of non-food items with 34 different varieties. Among 6 production plants, 4 were located near the city of Mawanella and the other 2 were located in Galewala and Anuradhapura cities which are 80 km and 150 km away from Mawanella respectively. The warehouse located in the Mawanella was the main production plant and also the only distribution plant. This plant distributes manufactured products to 39 agencies island-wide. The average values and average amount of the goods for 6 consecutive months from May 2013 to October 2013 were collected and then average demand values were calculated. The following constraints are used as the necessary requirement to satisfy the optimum condition of the model; there was one source, 39 destinations and supply and demand for all the agencies are equal. Using transport cost for a kilometer, total transport cost was calculated. Then the model was formulated using distance and flow of the distribution. Network optimization and linear programming techniques were used to originate the model while excel solver is used in solving. Results showed that company requires total transport cost of Rs. 146, 943, 034.50 to fulfil the customers’ requirement for a month. This is very much less when compared with data without using the model. Model also proved that company can reduce their transportation cost by 6% when distributing to island-wide customers. Company generally satisfies their customers’ requirements by 85%. This satisfaction can be increased up to 97% by using this model. Therefore this model can be used by other similar companies in order to reduce the transportation cost.

Keywords: mathematical model, network optimization, linear programming

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8310 Concept of Automation in Management of Electric Power Systems

Authors: Richard Joseph, Nerey Mvungi

Abstract:

An electric power system includes a generating, a transmission, a distribution and consumers subsystems. An electrical power network in Tanzania keeps growing larger by the day and become more complex so that, most utilities have long wished for real-time monitoring and remote control of electrical power system elements such as substations, intelligent devices, power lines, capacitor banks, feeder switches, fault analyzers and other physical facilities. In this paper, the concept of automation of management of power systems from generation level to end user levels was determined by using Power System Simulator for Engineering (PSS/E) version 30.3.2.

Keywords: automation, distribution subsystem, generating subsystem, PSS/E, TANESCO, transmission subsystem

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8309 Labor Income Share Change and Mergers and Acquisitions: Empirical Evidence of the Importance of Employees

Authors: Jie Zhang, Chaomin Zhang

Abstract:

Mergers and Acquisitions (M&A) are important market tools to support economic transformation and upgrading to achieve high-quality development. Based on the employee value distribution in the context of M&A and reorganization of Chinese enterprises, this paper takes China's A-share listed companies from 2007 to 2022 as research samples to explore the impact of employee labor income share fluctuation on the success rate of M&A. The research finds that, first, when employees of the target party expect the share of labor income to decline after the merger, it will significantly inhibit the success rate of the merger. Second, when there is a vertical gap (that is, the target party has a larger scale and a higher level of corporate governance) or a horizontal gap (that is, the merger parties are in different industries and strategies) .Third, for enterprises that have completed the M&A process, the decline of labor income share will lead to higher post-M&A goodwill impairment. The research conclusions of this paper enrich the literature on the economic consequences of labor income share and the influencing factors of M&A, and provide useful reference for enterprises to better coordinate the value distribution of employees in M&A.

Keywords: labor income share, the success rate of M&A, value distribution, goodwill impairment

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8308 Comparing Xbar Charts: Conventional versus Reweighted Robust Estimation Methods for Univariate Data Sets

Authors: Ece Cigdem Mutlu, Burak Alakent

Abstract:

Maintaining the quality of manufactured products at a desired level depends on the stability of process dispersion and location parameters and detection of perturbations in these parameters as promptly as possible. Shewhart control chart is the most widely used technique in statistical process monitoring to monitor the quality of products and control process mean and variability. In the application of Xbar control charts, sample standard deviation and sample mean are known to be the most efficient conventional estimators in determining process dispersion and location parameters, respectively, based on the assumption of independent and normally distributed datasets. On the other hand, there is no guarantee that the real-world data would be normally distributed. In the cases of estimated process parameters from Phase I data clouded with outliers, efficiency of traditional estimators is significantly reduced, and performance of Xbar charts are undesirably low, e.g. occasional outliers in the rational subgroups in Phase I data set may considerably affect the sample mean and standard deviation, resulting a serious delay in detection of inferior products in Phase II. For more efficient application of control charts, it is required to use robust estimators against contaminations, which may exist in Phase I. In the current study, we present a simple approach to construct robust Xbar control charts using average distance to the median, Qn-estimator of scale, M-estimator of scale with logistic psi-function in the estimation of process dispersion parameter, and Harrell-Davis qth quantile estimator, Hodge-Lehmann estimator and M-estimator of location with Huber psi-function and logistic psi-function in the estimation of process location parameter. Phase I efficiency of proposed estimators and Phase II performance of Xbar charts constructed from these estimators are compared with the conventional mean and standard deviation statistics both under normality and against diffuse-localized and symmetric-asymmetric contaminations using 50,000 Monte Carlo simulations on MATLAB. Consequently, it is found that robust estimators yield parameter estimates with higher efficiency against all types of contaminations, and Xbar charts constructed using robust estimators have higher power in detecting disturbances, compared to conventional methods. Additionally, utilizing individuals charts to screen outlier subgroups and employing different combination of dispersion and location estimators on subgroups and individual observations are found to improve the performance of Xbar charts.

Keywords: average run length, M-estimators, quality control, robust estimators

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8307 Concept and Design of a Biomimetic Single-Wing Micro Aerial Vehicle (MAV)

Authors: S. Thomas, D. Ho, A. Kerroux, L. Lixi, N. Rackham, S. Rosenfeld

Abstract:

In this first paper, the different concepts and designs to build a single-wing MAV are discussed. Six scratch-building prototypes using three different designs have been tested regarding sufficient lift and weight distribution, of which various configurations were explored. Samare prototypes achieved wireless control over the motor and flap whilst obtaining data from the IMU, though obtaining an increase in lift was the key issue due to insufficient thrust. The final prototype was able to demonstrate an improvement in weight distribution.

Keywords: SAMARE, micro aerial vehicle (MAV), unmanned aerial vehicle (UAV), mono-copter, single-wing, mono-wing, flight control, aerofoil, lift

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8306 Effects of Spectrotemporal Modulation of Music Profiles on Coherence of Cardiovascular Rhythms

Authors: I-Hui Hsieh, Yu-Hsuan Hu

Abstract:

The powerful effect of music is often associated with changes in physiological responses such as heart rate and respiration. Previous studies demonstrate that Mayer waves of blood pressure, the spontaneous rhythm occurring at 0.1 Hz, corresponds to a progressive crescendo of the musical phrase. However, music contain dynamic changes in temporal and spectral features. As such, it remains unclear which aspects of musical structures optimally affect synchronization of cardiovascular rhythms. This study investigates the independent contribution of spectral pattern, temporal pattern, and dissonance level on synchronization of cardiovascular rhythms. The regularity of acoustical patterns occurring at a periodic rhythm of 0.1 Hz is hypothesized to elicit the strongest coherence of cardiovascular rhythms. Music excerpts taken from twelve pieces of Western classical repertoire were modulated to contain varying degrees of pattern regularity of the acoustic envelope structure. Three levels of dissonance were manipulated by varying the harmonic structure of the accompanying chords. Electrocardiogram and photoplethysmography signals were recorded for 5 minutes of baseline and simultaneously while participants listen to music excerpts randomly presented over headphones in a sitting position. Participants were asked to indicate the pleasantness of each music excerpt by adjusting via a slider presented on screen. Analysis of the Fourier spectral power of blood pressure around 0.1 Hz showed a significant difference between music excerpts characterized by spectral and temporal pattern regularity compared to the same content in random pattern. Phase coherence between heart rate and blood pressure increased significantly during listening to spectrally-regular phrases compared to its matched control phrases. The degree of dissonance of the accompanying chord sequence correlated with level of coherence between heart rate and blood pressure. Results suggest that low-level auditory features of music can entrain coherence of autonomic physiological variables. These findings have potential implications for using music as a clinical and therapeutic intervention for regulating cardiovascular functions.

Keywords: cardiovascular rhythms, coherence, dissonance, pattern regularity

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8305 SAR and B₁ Considerations for Multi-Nuclear RF Body Coils

Authors: Ria Forner

Abstract:

Introduction: Due to increases in the SNR at 7T and above, it becomes more favourable to make use of X-nuclear imaging. Integrated body coils tuned to 120MHz for 31P, 79MHz for 23Na, and 75 MHz for 13C at 7T were simulated with a human male, female, or child body model to assess strategies of use for metabolic MR imaging in the body. Methods: B1 and SAR efficiencies in the heart, liver, spleen, and kidneys were assessed using numerical simulations over the three frequencies with phase shimming. Results: B1+ efficiency is highly variable over the different organs, particularly for the highest frequency; however, local SAR efficiency remains relatively constant over the frequencies in all subjects. Although the optimal phase settings vary, one generic phase setting can be identified for each frequency at which the penalty in B1+ is at a max of 10%. Discussion: The simulations provide practical strategies for power optimization, B1 management, and maintaining safety. As expected, the B1 field is similar at 75MHz and 79MHz, but reduced at 120MHz. However, the B1 remains relatively constant when normalised by the square root of the peak local SAR. This is in contradiction to generalized SAR considerations of 1H MRI at different field strengths, which is defined by global SAR instead. Conclusion: Although the B1 decreases with frequency, SAR efficiency remains constant throughout the investigated frequency range. It is possible to shim the body coil to obtain a maximum of 10% extra B1+ in a specific organ in a body when compared to a generic setting.

Keywords: birdcage, multi-nuclear, B1 shimming, 7 Tesla MRI, liver, kidneys, heart, spleen

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8304 Characteristics Influencing Response of a Base Isolated Building

Authors: Ounis Hadj Mohamed, Ounis Abdelhafid

Abstract:

In order to illustrate the effect of damping on the response of a base-isolated building, a parametric study is led, taking into account the progressive variation of the damping ratio (10% to 30%) under different types of seismic excitations (near and far field). A time history analysis is used to determine the response of the structure in terms of relative displacement and understory drift at various levels of the building. Thus, the results show that the efficiency of the isolator increases with the assumed damping ratio, provided that this latter is less or equal to 20%. Beyond this value, the isolator becomes less convenient. Furthermore, a strong deviation of energy capacity by the LRB (Lead Rubber Bearing) system is recorded.

Keywords: damping, base isolation, LRB, seismic excitation, hysteresis

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8303 Trend and Distribution of Heavy Metals in Soil and Sediment: North of Thailand Region

Authors: Chatkaew Tansakul, Saovajit Nanruksa, Surasak Chonchirdsin

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Heavy metals in the environment can be occurred by both natural weathering process and human activity, which may present significant risks to human health and the wider environment. A number of heavy metals, i.e. Arsenic (As) and Manganese (Mn), are found with a relatively high concentration in the northern part of Thailand that was assumptively from natural parent rocks and materials. However, scarce literature is challenging to identify the accurate root cause and best available explanation. This study is, therefore, aim to gather heavy metals data in 5 provinces of the North of Thailand where PTT Exploration and Production (PTTEP) public company limited has operated for more than 20 years. A thousand heavy metal analysis is collected and interpreted in term of Enrichment Factor (EF). The trend and distribution of heavy metals in soil and sediment are analyzed by considering altogether the geochemistry of the regional soil and rock. . In addition, the relationship between land use and heavy metals distribution is investigated. In the first conclusion, heavy metal concentrations of (As) and (Mn) in the studied areas are equal to 7.0 and 588.6 ppm, respectively, which are comparable to those in regional parent materials (1 – 12 and 850 – 1,000 ppm for As and Mn respectively). Moreover, there is an insignificant escalation of the heavy metals in these studied areas over two decades.

Keywords: contaminated soil, enrichment factor, heavy metals, parent materials in North of Thailand

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8302 Numerical Simulation of Three-Dimensional Cavitating Turbulent Flow in Francis Turbines with ANSYS

Authors: Raza Abdulla Saeed

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In this study, the three-dimensional cavitating turbulent flow in a complete Francis turbine is simulated using mixture model for cavity/liquid two-phase flows. Numerical analysis is carried out using ANSYS CFX software release 12, and standard k-ε turbulence model is adopted for this analysis. The computational fluid domain consist of spiral casing, stay vanes, guide vanes, runner and draft tube. The computational domain is discretized with a three-dimensional mesh system of unstructured tetrahedron mesh. The finite volume method (FVM) is used to solve the governing equations of the mixture model. Results of cavitation on the runner’s blades under three different boundary conditions are presented and discussed. From the numerical results it has been found that the numerical method was successfully applied to simulate the cavitating two-phase turbulent flow through a Francis turbine, and also cavitation is clearly predicted in the form of water vapor formation inside the turbine. By comparison the numerical prediction results with a real runner; it’s shown that the region of higher volume fraction obtained by simulation is consistent with the region of runner cavitation damage.

Keywords: computational fluid dynamics, hydraulic francis turbine, numerical simulation, two-phase mixture cavitation model

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8301 3D Model of Rain-Wind Induced Vibration of Inclined Cable

Authors: Viet-Hung Truong, Seung-Eock Kim

Abstract:

Rain–wind induced vibration of inclined cable is a special aerodynamic phenomenon because it is easily influenced by many factors, especially the distribution of rivulet and wind velocity. This paper proposes a new 3D model of inclined cable, based on single degree-of-freedom model. Aerodynamic forces are firstly established and verified with the existing results from a 2D model. The 3D model of inclined cable is developed. The 3D model is then applied to assess the effects of wind velocity distribution and the continuity of rivulets on the cable. Finally, an inclined cable model with small sag is investigated.

Keywords: 3D model, rain - wind induced vibration, rivulet, analytical model

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8300 Simulation of Fiber Deposition on Molded Fiber Screen Using Multi-Sphere Discrete Element Method

Authors: Kim Quy Le, Duan Fei, Jia Wei Chew, Jun Zeng, Maria Fabiola Leyva

Abstract:

In line with the sustainable development goal, molded fiber products play important roles in reducing plastic-based packaging. To fabricate molded fiber products, besides using conventional meshing tools, 3D printing is employed to manufacture the molded fiber screen. 3D printing technique allows printing molded fiber screens with complex geometry, flexible in pore size and shape. The 3D printed molded fiber screens are in the progress of investigation to improve the de-watering efficiency, fiber collection, mechanical strength, etc. In addition, the fiber distribution on the screen is also necessary to access the quality of the screen. Besides using experimental methods to capture the fiber distribution on screen, simulation also offers using tools to access the uniformity of fiber. In this study, the fiber was simulated using the multi-sphere model to simulate the fibers. The interaction of the fibers was able to mimic by employing the discrete element method. The fiber distribution was captured and compared to the experiment. The simulation results were able to reveal the fiber deposition layer upon layer and explain the formation of uneven thickness on the tilted area of molded fiber screen.

Keywords: 3D printing, multi-jet fusion, molded fiber screen, discrete element method

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8299 Self-Assembly of TaC@Ta Core-Shell-Like Nanocomposite Film via Solid-State Dewetting: Toward Superior Wear and Corrosion Resistance

Authors: Ping Ren, Mao Wen, Kan Zhang, Weitao Zheng

Abstract:

The improvement of comprehensive properties including hardness, toughness, wear, and corrosion resistance in the transition metal carbides/nitrides TMCN films, especially avoiding the trade-off between hardness and toughness, is strongly required to adapt to various applications. Although incorporating ductile metal DM phase into the TMCN via thermally-induced phase separation has been emerged as an effective approach to toughen TMCN-based films, the DM is just limited to some soft ductile metal (i.e. Cu, Ag, Au immiscibility with the TMCN. Moreover, hardness is highly sensitive to soft DM content and can be significantly worsened. Hence, a novel preparation method should be attempted to broaden the DM selection and assemble much more ordered nanocomposite structure for improving the comprehensive properties. Here, we provide a new strategy, by activating solid-state dewetting during layered deposition, to accomplish the self-assembly of ordered TaC@Ta core-shell-like nanocomposite film consisting of TaC nanocrystalline encapsulated with thin pseudocrystal Ta tissue. That results in the superhard (~45.1 GPa) dominated by Orowan strengthening mechanism and high toughness attributed to indenter-induced phase transformation from the pseudocrystal to body-centered cubic Ta, together with the drastically enhanced wear and corrosion resistance. Furthermore, very thin pseudocrystal Ta encapsulated layer (~1.5 nm) in the TaC@Ta core-shell-like structure helps for promoting the formation of lubricious TaOₓ Magnéli phase during sliding, thereby further dropping the coefficient of friction. Apparently, solid-state dewetting may provide a new route to construct ordered TMC(N)@TM core-shell-like nanocomposite capable of combining superhard, high toughness, low friction, superior wear with corrosion resistance.

Keywords: corrosion, nanocomposite film, solid-state dewetting, tribology

Procedia PDF Downloads 134
8298 Impact of HLA-C*03:04 Allele Frequency Screening Test in Preventing Dapsone-induced SCARs in Thais

Authors: Pear-Rarin Leelakunakorn, Patompong Satapornpong

Abstract:

Introduction: Dapsone is an anti-inflammatory and antibiotic drug that was widely used for the treatment of leprosy, acne fulminans, and dermatitis herpetiformis (DH). However, dapsone is the main cause that triggers severe cutaneous adverse reactions (SCARs), with a possibility of 0.4 to 3.6% of patients after initiating treatment. In fact, the mortality rate of dapsone-induced SCARs is approximately 9.9%. In previous studies, HLA-B*13:01 was strongly associated with dapsone-induced SCARs in Han Chinese, Thais, and Koreans. Nevertheless, the distribution of HLA-B*13:01 marker in each population might differ. Moreover, there were found that the association between HLA-C*03:04 and dapsone hypersensitivity syndrome in Han Chinese leprosy patients by OR = 9.00 and p-value = 2.23×10⁻¹⁹. Objective: The aim of this study was to investigate the distribution of HLA-C* 03:04 in Thailand's healthy population. Method: A total of 350 participants were HLA-C genotyping used sequence-specific oligonucleotides (PCR-SSOs). This study was approved by the Ethics Committee of Rangsit University Result : The most frequency of HLA -C alleles in Thais, consist of HLA -C* 01:02 (17.00 %), -C*08:01 (11.00%) , -C*07:02 (10.70%) , -C* 03:04 ( 9.10%) , -C* 03:02 (8.00%) , -C* 07:01 (6.30%), -C* 07:04 (4.60%), -C* 04:01 (4.40%) ,-C* 12:02 ( 4.30% ) ,and -C* 04:03(3.90%). Interestingly, HLA -C* 03:04 allele was similar to the distribution among Thais and other populations such as Eastern Europe (6.09%), Vietnam (7.42% ), East Croatia (2.25%), and Han Chinese (11.70%). Conclusion: Consequently, HLA-C*03:04 might serve as a pharmacogenetic marker for screening prior to initiation therapy with dapsone for prevention of dapsone-induced SCARs in Thai population.

Keywords: HLA-C*03:04, SCARs, thai population, allele frequency

Procedia PDF Downloads 127
8297 Intelligent Materials and Functional Aspects of Shape Memory Alloys

Authors: Osman Adiguzel

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Shape-memory alloys are a new class of functional materials with a peculiar property known as shape memory effect. These alloys return to a previously defined shape on heating after deformation in low temperature product phase region and take place in a class of functional materials due to this property. The origin of this phenomenon lies in the fact that the material changes its internal crystalline structure with changing temperature. Shape memory effect is based on martensitic transitions, which govern the remarkable changes in internal crystalline structure of materials. Martensitic transformation, which is a solid state phase transformation, occurs in thermal manner in material on cooling from high temperature parent phase region. This transformation is governed by changes in the crystalline structure of the material. Shape memory alloys cycle between original and deformed shapes in bulk level on heating and cooling, and can be used as a thermal actuator or temperature-sensitive elements due to this property. Martensitic transformations usually occur with the cooperative movement of atoms by means of lattice invariant shears. The ordered parent phase structures turn into twinned structures with this movement in crystallographic manner in thermal induced case. The twinned martensites turn into the twinned or oriented martensite by stressing the material at low temperature martensitic phase condition. The detwinned martensite turns into the parent phase structure on first heating, first cycle, and parent phase structures turn into the twinned and detwinned structures respectively in irreversible and reversible memory cases. On the other hand, shape memory materials are very important and useful in many interdisciplinary fields such as medicine, pharmacy, bioengineering, metallurgy and many engineering fields. The choice of material as well as actuator and sensor to combine it with the host structure is very essential to develop main materials and structures. Copper based alloys exhibit this property in metastable beta-phase region, which has bcc-based structures at high temperature parent phase field, and these structures martensitically turn into layered complex structures with lattice twinning following two ordered reactions on cooling. Martensitic transition occurs as self-accommodated martensite with inhomogeneous shears, lattice invariant shears which occur in two opposite directions, <110 > -type directions on the {110}-type plane of austenite matrix which is basal plane of martensite. This kind of shear can be called as {110}<110> -type mode and gives rise to the formation of layered structures, like 3R, 9R or 18R depending on the stacking sequences on the close-packed planes of the ordered lattice. In the present contribution, x-ray diffraction and transmission electron microscopy (TEM) studies were carried out on two copper based alloys which have the chemical compositions in weight; Cu-26.1%Zn 4%Al and Cu-11%Al-6%Mn. X-ray diffraction profiles and electron diffraction patterns reveal that both alloys exhibit super lattice reflections inherited from parent phase due to the displacive character of martensitic transformation. X-ray diffractograms taken in a long time interval show that locations and intensities of diffraction peaks change with the aging time at room temperature. In particular, some of the successive peak pairs providing a special relation between Miller indices come close each other.

Keywords: Shape memory effect, martensite, twinning, detwinning, self-accommodation, layered structures

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8296 Consensus Reaching Process and False Consensus Effect in a Problem of Portfolio Selection

Authors: Viviana Ventre, Giacomo Di Tollo, Roberta Martino

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The portfolio selection problem includes the evaluation of many criteria that are difficult to compare directly and is characterized by uncertain elements. The portfolio selection problem can be modeled as a group decision problem in which several experts are invited to present their assessment. In this context, it is important to study and analyze the process of reaching a consensus among group members. Indeed, due to the various diversities among experts, reaching consensus is not necessarily always simple and easily achievable. Moreover, the concept of consensus is accompanied by the concept of false consensus, which is particularly interesting in the dynamics of group decision-making processes. False consensus can alter the evaluation and selection phase of the alternative and is the consequence of the decision maker's inability to recognize that his preferences are conditioned by subjective structures. The present work aims to investigate the dynamics of consensus attainment in a group decision problem in which equivalent portfolios are proposed. In particular, the study aims to analyze the impact of the subjective structure of the decision-maker during the evaluation and selection phase of the alternatives. Therefore, the experimental framework is divided into three phases. In the first phase, experts are sent to evaluate the characteristics of all portfolios individually, without peer comparison, arriving independently at the selection of the preferred portfolio. The experts' evaluations are used to obtain individual Analytical Hierarchical Processes that define the weight that each expert gives to all criteria with respect to the proposed alternatives. This step provides insight into how the decision maker's decision process develops, step by step, from goal analysis to alternative selection. The second phase includes the description of the decision maker's state through Markov chains. In fact, the individual weights obtained in the first phase can be reviewed and described as transition weights from one state to another. Thus, with the construction of the individual transition matrices, the possible next state of the expert is determined from the individual weights at the end of the first phase. Finally, the experts meet, and the process of reaching consensus is analyzed by considering the single individual state obtained at the previous stage and the false consensus bias. The work contributes to the study of the impact of subjective structures, quantified through the Analytical Hierarchical Process, and how they combine with the false consensus bias in group decision-making dynamics and the consensus reaching process in problems involving the selection of equivalent portfolios.

Keywords: analytical hierarchical process, consensus building, false consensus effect, markov chains, portfolio selection problem

Procedia PDF Downloads 92
8295 Surface Modification of Poly High Internal Phase Emulsion by Solution Plasma Process for CO2 Adsorption

Authors: Mookyada Mankrut, Manit Nithitanakul

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An increase in the amount of atmospheric carbon dioxide (CO2) resulting from anthropogenic CO2 emission has been a concerned problem so far. Adsorption using porous materials is feasible way to reduce the content of CO2 emission into the atmosphere due to several advantages: low energy consumption in regeneration process, low-cost raw materials and, high CO2 adsorption capacity. In this work, the porous poly(divinylbenzene) (poly(DVB)) support was synthesized under high internal phase emulsion (HIPE) polymerization then modified with polyethyleneimine (PEI) by using solution plasma process. These porous polymers were then used as adsorbents for CO2 adsorption study. All samples were characterized by some techniques: Fourier transform infrared spectroscopy (FT-IR), scanning electron spectroscopy (SEM), water contact angle measurement and, surface area analyzer. The results of FT-IR and a decrease in contact angle, pore volume and, surface area of PEI-loaded materials demonstrated that surface of poly(DVB) support was modified. In other words, amine groups were introduced to poly(DVB) surface. In addition, not only the outer surface of poly(DVB) adsorbent was modified, but also the inner structure as shown by FT-IR study. As a result, PEI-loaded materials exhibited higher adsorption capacity, comparing with those of the unmodified poly(DVB) support.

Keywords: polyHIPEs, CO2 adsorption, solution plasma process, high internal phase emulsion

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8294 Graphene-Reinforced Silicon Oxycarbide Composite with Lamellar Structures Prepared by the Phase Transfer Method

Authors: Min Yu, Olivier T. Picot, Theo Graves Saunders, Ivo Dlouhy, Amit Mahajan, Michael J. Reece

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Graphene was successfully introduced into a polymer-derived silicon oxycarbide (SiOC) matrix by phase transfer of graphene oxide (GO) from an aqueous (GO dispersed in water) to an organic phase (copolymer as SiOC precursor in diethyl ether). With GO concentrations increasing up to 2 vol%, graphene-containing flakes self-assembled into a lamellar structure in the matrix leading to composite with the anisotropic property. Spark plasma sintering (SPS) was applied to densify the composites with four different GO concentrations (0, 0.5, 1 and 2 vol%) up to ~2.3 g/cm3. The fracture toughness of SiOC-2 vol% GO composites was significantly increased by ~91% (from 0.70 to 1.34 MPa·m¹/²), at the expense of a decrease in the flexural strength (from 85MPa to 55MPa), compared to SiOC-0 vol% GO composites. Moreover, the electrical conductivity in the perpendicular direction (σ┴=3×10⁻¹ S/cm) in SiOC-2 vol% GO composite was two orders of magnitude higher than the parallel direction (σ║=4.7×10⁻³ S/cm) owing to the self-assembled lamellar structure of graphene in the SiOC matrix. The composites exhibited increased electrical conductivity (σ┴) from 8.4×10⁻³ to 3×10⁻¹ S/cm, with the increasing GO content from 0.5 to 2 vol%. The SiOC-2 vol% GO composites further showed the better electrochemical performance of oxygen reduction reaction (ORR) than pure graphene, exhibiting a similar onset potential (~0.75V vs. RHE) and more positive half-wave potential (~0.6V vs. RHE).

Keywords: composite, fracture toughness, flexural strength, electrical conductivity, electrochemical performance

Procedia PDF Downloads 165