Search results for: Weibull distribution model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7372

Search results for: Weibull distribution model

7252 Analysis of Exponential Distribution under Step Stress Partially Accelerated Life Testing Plan Using Adaptive Type-I Hybrid Progressive Censoring Schemes with Competing Risks Data

Authors: Ahmadur Rahman, Showkat Ahmad Lone, Ariful Islam

Abstract:

In this article, we have estimated the parameters for the failure times of units based on the sampling technique adaptive type-I progressive hybrid censoring under the step-stress partially accelerated life tests for competing risk. The failure times of the units are assumed to follow an exponential distribution. Maximum likelihood estimation technique is used to estimate the unknown parameters of the distribution and tampered coefficient. Confidence interval also obtained for the parameters. A simulation study is performed by using Monte Carlo Simulation method to check the authenticity of the model and its assumptions.

Keywords: adaptive type-I hybrid progressive censoring, competing risks, exponential distribution, simulation, step-stress partially accelerated life tests

Procedia PDF Downloads 343
7251 Theoretical Density Study of Winding Yarns on Spool

Authors: Bachir Chemani, Rachid Halfaoui

Abstract:

The aim of work is to define the distribution density of winding yarn on cylindrical and conical bobbins. It is known that parallel winding gives greater density and more regular distribution, but the unwinding of yarn is much more difficult for following process. The conical spool has an enormous advantage during unwinding and may contain a large amount of yarns, but the density distribution is not regular because of difference in diameters. The variation of specific density over the reel height is explained generally by the sudden change of winding speed due to direction movement variation of yarn. We determined the conditions of uniform winding and developed a calculate model to the change of the specific density of winding wire over entire spool height.

Keywords: textile, cylindrical bobbins, conical bobbins, parallel winding, cross winding

Procedia PDF Downloads 377
7250 Analytical Solution of the Boundary Value Problem of Delaminated Doubly-Curved Composite Shells

Authors: András Szekrényes

Abstract:

Delamination is one of the major failure modes in laminated composite structures. Delamination tips are mostly captured by spatial numerical models in order to predict crack growth. This paper presents some mechanical models of delaminated composite shells based on shallow shell theories. The mechanical fields are based on a third-order displacement field in terms of the through-thickness coordinate of the laminated shell. The undelaminated and delaminated parts are captured by separate models and the continuity and boundary conditions are also formulated in a general way providing a large size boundary value problem. The system of differential equations is solved by the state space method for an elliptic delaminated shell having simply supported edges. The comparison of the proposed and a numerical model indicates that the primary indicator of the model is the deflection, the secondary is the widthwise distribution of the energy release rate. The model is promising and suitable to determine accurately the J-integral distribution along the delamination front. Based on the proposed model it is also possible to develop finite elements which are able to replace the computationally expensive spatial models of delaminated structures.

Keywords: J-integral, levy method, third-order shell theory, state space solution

Procedia PDF Downloads 131
7249 Analysis of the Unreliable M/G/1 Retrial Queue with Impatient Customers and Server Vacation

Authors: Fazia Rahmoune, Sofiane Ziani

Abstract:

Retrial queueing systems have been extensively used to stochastically model many problems arising in computer networks, telecommunication, telephone systems, among others. In this work, we consider a $M/G/1$ retrial queue with an unreliable server with random vacations and two types of primary customers, persistent and impatient. This model involves the unreliability of the server, which can be subject to physical breakdowns and takes into account the correctives maintenances for restoring the service when a failure occurs. On the other hand, we consider random vacations, which can model the preventives maintenances for improving system performances and preventing breakdowns. We give the necessary and sufficient stability condition of the system. Then, we obtain the joint probability distribution of the server state and the number of customers in orbit and derive the more useful performance measures analytically. Moreover, we also analyze the busy period of the system. Finally, we derive the stability condition and the generating function of the stationary distribution of the number of customers in the system when there is no vacations and impatient customers, and when there is no vacations, server failures and impatient customers.

Keywords: modeling, retrial queue, unreliable server, vacation, stochastic analysis

Procedia PDF Downloads 187
7248 A New Nonlinear State-Space Model and Its Application

Authors: Abdullah Eqal Al Mazrooei

Abstract:

In this work, a new nonlinear model will be introduced. The model is in the state-space form. The nonlinearity of this model is in the state equation where the state vector is multiplied by its self. This technique makes our model generalizes many famous models as Lotka-Volterra model and Lorenz model which have many applications in the real life. We will apply our new model to estimate the wind speed by using a new nonlinear estimator which suitable to work with our model.

Keywords: nonlinear systems, state-space model, Kronecker product, nonlinear estimator

Procedia PDF Downloads 691
7247 Efficiency of Background Chlorine Residuals against Accidental Microbial Episode in Proto-Type Distribution Network (Rig) Using Central Composite Design (CCD)

Authors: Sajida Rasheed, Imran Hashmi, Luiza Campos, Qizhi Zhou, Kim Keu

Abstract:

A quadratic model (p ˂ 0.0001) was developed by using central composite design of 50 experimental runs (42 non-center + 8 center points) to assess efficiency of background chlorine residuals in combating accidental microbial episode in a prototype distribution network (DN) (rig). A known amount of background chlorine residuals were maintained in DN and a required number of bacteria, Escherichia coli K-12 strain were introduced by an injection port in the pipe loop system. Samples were taken at various time intervals at different pipe lengths. Spread plate count was performed to count bacterial number. The model developed was significant. With microbial concentration and time (p ˂ 0.0001), pipe length (p ˂ 0.022), background chlorine residuals (p ˂ 0.07) and time^2 (p ˂ 0.09) as significant factors. The ramp function of variables shows that at the microbial count of 10^6, at 0.76 L/min, and pipe length of 133 meters, a background residual chlorine 0.16 mg/L was enough for complete inactivation of microbial episode in approximately 18 minutes.

Keywords: central composite design (CCD), distribution network, Escherichia coli, residual chlorine

Procedia PDF Downloads 463
7246 Increase of Energy Efficiency by Means of Application of Active Bearings

Authors: Alexander Babin, Leonid Savin

Abstract:

In the present paper, increasing of energy efficiency of a thrust hybrid bearing with a central feeding chamber is considered. The mathematical model was developed to determine the pressure distribution and the reaction forces, based on the Reynolds equation and static characteristics’ equations. The boundary problem of pressure distribution calculation was solved using the method of finite differences. For various types of lubricants, geometry and operational characteristics, axial gaps can be determined, where the minimal friction coefficient is provided. The next part of the study considers the application of servovalves in order to maintain the desired position of the rotor. The report features the calculation results and the analysis of the influence of the operational and geometric parameters on the energy efficiency of mechatronic fluid-film bearings.

Keywords: active bearings, energy efficiency, mathematical model, mechatronics, thrust multipad bearing

Procedia PDF Downloads 282
7245 Influence of Optical Fluence Distribution on Photoacoustic Imaging

Authors: Mohamed K. Metwally, Sherif H. El-Gohary, Kyung Min Byun, Seung Moo Han, Soo Yeol Lee, Min Hyoung Cho, Gon Khang, Jinsung Cho, Tae-Seong Kim

Abstract:

Photoacoustic imaging (PAI) is a non-invasive and non-ionizing imaging modality that combines the absorption contrast of light with ultrasound resolution. Laser is used to deposit optical energy into a target (i.e., optical fluence). Consequently, the target temperature rises, and then thermal expansion occurs that leads to generating a PA signal. In general, most image reconstruction algorithms for PAI assume uniform fluence within an imaging object. However, it is known that optical fluence distribution within the object is non-uniform. This could affect the reconstruction of PA images. In this study, we have investigated the influence of optical fluence distribution on PA back-propagation imaging using finite element method. The uniform fluence was simulated as a triangular waveform within the object of interest. The non-uniform fluence distribution was estimated by solving light propagation within a tissue model via Monte Carlo method. The results show that the PA signal in the case of non-uniform fluence is wider than the uniform case by 23%. The frequency spectrum of the PA signal due to the non-uniform fluence has missed some high frequency components in comparison to the uniform case. Consequently, the reconstructed image with the non-uniform fluence exhibits a strong smoothing effect.

Keywords: finite element method, fluence distribution, Monte Carlo method, photoacoustic imaging

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7244 Finite Element Modeling of Ultrasonic Shot Peening Process using Multiple Pin Impacts

Authors: Chao-xun Liu, Shi-hong Lu

Abstract:

In spite of its importance to the aerospace and automobile industries, little or no attention has been devoted to the accurate modeling of the ultrasonic shot peening (USP) process. It is therefore the purpose of this study to conduct finite element analysis of the process using a realistic multiple pin impacts model with the explicit solver of ABAQUS. In this paper, we research the effect of several key parameters on the residual stress distribution within the target, including impact velocity, incident angle, friction coefficient between pins and target and impact number of times were investigated. The results reveal that the impact velocity and impact number of times have obvious effect and impacting vertically could produce the most perfect residual stress distribution. Then we compare the results with the date in USP experiment and verify the exactness of the model. The analysis of the multiple pin impacts date reveal the relationships between peening process parameters and peening quality, which are useful for identifying the parameters which need to be controlled and regulated in order to produce a more beneficial compressive residual stress distribution within the target.

Keywords: ultrasonic shot peening, finite element, multiple pins, residual stress, numerical simulation

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7243 Valuation of Caps and Floors in a LIBOR Market Model with Markov Jump Risks

Authors: Shih-Kuei Lin

Abstract:

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

Procedia PDF Downloads 421
7242 Methodology for Obtaining Static Alignment Model

Authors: Lely A. Luengas, Pedro R. Vizcaya, Giovanni Sánchez

Abstract:

In this paper, a methodology is presented to obtain the Static Alignment Model for any transtibial amputee person. The proposed methodology starts from experimental data collected on the Hospital Militar Central, Bogotá, Colombia. The effects of transtibial prosthesis malalignment on amputees were measured in terms of joint angles, center of pressure (COP) and weight distribution. Some statistical tools are used to obtain the model parameters. Mathematical predictive models of prosthetic alignment were created. The proposed models are validated in amputees and finding promising results for the prosthesis Static Alignment. Static alignment process is unique to each subject; nevertheless the proposed methodology can be used in each transtibial amputee.

Keywords: information theory, prediction model, prosthetic alignment, transtibial prosthesis

Procedia PDF Downloads 257
7241 Effect of Sand Particle Distribution in Oil and Gas Pipeline Erosion

Authors: Christopher Deekia Nwimae, Nigel Simms, Liyun Lao

Abstract:

Erosion in pipe bends caused by particles is a major obstacle in the oil and gas fields and might cause the breakdown of production equipment. This work studied the effects imposed by flow velocity and impact of solid particles diameter in an elbow; erosion rate was verified with experimental data using the computational fluid dynamics (CFD) approach. Two-way coupled Euler-Lagrange and discrete phase model was employed to calculate the air/solid particle flow in an elbow. One erosion model and three-particle rebound models were used to predict the erosion rate on the 90° elbows. The generic erosion model was used in the CFD-based erosion model, and after comparing it with experimental data, results showed agreement with the CFD-based predictions as observed.

Keywords: erosion, prediction, elbow, computational fluid dynamics

Procedia PDF Downloads 157
7240 Markov Characteristics of the Power Line Communication Channels in China

Authors: Ming-Yue Zhai

Abstract:

Due to the multipath and pulse noise nature, power line communications(PLC) channel can be modelled as a memory one with the finite states Markov model(FSMC). As the most important parameter modelling a Markov channel,the memory order in an FSMC is not solved in PLC systems yet. In the paper, the mutual information is used as a measure of the dependence between the different symbols, treated as the received SNA or amplitude of the current channel symbol or that of previous symbols. The joint distribution probabilities of the envelopes in PLC systems are computed based on the multi-path channel model, which is commonly used in PLC. we confirm that given the information of the symbol immediately preceding the current one, any other previous symbol is independent of the current one in PLC systems, which means the PLC channels is a Markov chain with the first-order. The field test is also performed to model the received OFDM signals with the help of AR model. The results show that the first-order AR model is enough to model the fading channel in PLC systems, which means the amount of uncertainty remaining in the current symbol should be negligible, given the information corresponding to the immediately preceding one.

Keywords: power line communication, channel model, markovian, information theory, first-order

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7239 Bearing Capacity of Sheet Hanger Connection to the Trapezoidal Metal Sheet

Authors: Kateřina Jurdová

Abstract:

Hanging to the trapezoidal sheet by decking hanger is a very widespread solution used in civil engineering to lead the distribution of energy, sanitary, air distribution system etc. under the roof or floor structure. The trapezoidal decking hanger is usually a part of the whole installation system for specific distribution medium. The leading companies offer installation systems for each specific distribution e.g. pipe rings, sprinkler systems, installation channels etc. Every specific part is connected to the base connector which is decking hanger. The own connection has three main components: decking hanger, threaded bar with nuts and web of trapezoidal sheet. The aim of this contribution is determinate the failure mechanism of each component in connection. Load bearing capacity of most components in connection could be calculated by formulas in European codes. This contribution is focused on problematic of bearing resistance of threaded bar in web of trapezoidal sheet. This issue is studied by experimental research and numerical modelling. This contribution presented the initial results of experiment which is compared with numerical model of specimen.

Keywords: decking hanger, concentrated load, connection, load bearing capacity, trapezoidal metal sheet

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7238 Stability Bound of Ruin Probability in a Reduced Two-Dimensional Risk Model

Authors: Zina Benouaret, Djamil Aissani

Abstract:

In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.

Keywords: Markov chain, risk models, ruin probabilities, strong stability analysis

Procedia PDF Downloads 249
7237 Reliability Analysis: A Case Study in Designing Power Distribution System of Tehran Oil Refinery

Authors: A. B. Arani, R. Shojaee

Abstract:

Electrical power distribution system is one of the vital infrastructures of an oil refinery, which requires wide area of study and planning before construction. In this paper, power distribution reliability of Tehran Refinery’s KHDS/GHDS unit has been taken into consideration to investigate the importance of these kinds of studies and evaluate the designed system. In this regard, the authors chose and evaluated different configurations of electrical power distribution along with the existing configuration with the aim of finding the most suited configuration which satisfies the conditions of minimum cost of electrical system construction, minimum cost imposed by loss of load, and maximum power system reliability.

Keywords: power distribution system, oil refinery, reliability, investment cost, interruption cost

Procedia PDF Downloads 876
7236 Three-Dimensional Spillage Effects on the Pressure Distribution of a Double Ramp

Authors: Pengcheng Quan, Shan Zhong

Abstract:

Double ramp geometry is widely used in supersonic and hypersonic environments as it presents unique flow patterns for shock wave-boundary layer interaction studies as well as for two-dimensional inlets and deflected control surfaces for re-entry vehicles. Hence, the surface pressure distribution is critical for optimum design. Though when the model is wide enough on spanwise direction the flow can be regarded as a two-dimensional flow, in actual applications a finite width would normally cause some three-dimensional spillage effects. No research has been found addressed this problem, hence the primary interest of this study is to set up a liable surface pressure distribution on a double ramp with three-dimensional effects. Both numerical and experimental (pressure sensitive paints) are applied to obtain the pressure distribution; the results agree well except that the numerical computation doesn’t capture the Gortler vortices. The pressure variations on the spanwise planes are used to analyse the development of the Gortler vortices and the effects of three-dimensional spillage on the vortices. Results indicate that the three-dimensionl spillage effects not only enhance the developing of the Gortler vortice, but also increase the periodic distance between vortice pairs.

Keywords: spillage effects, pressure sensitive paints, hypersonic, double ramp

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7235 Investigation of Droplet Size Produced in Two-Phase Gravity Separators

Authors: Kul Pun, F. A. Hamad, T. Ahmed, J. O. Ugwu, J. Eyers, G. Lawson, P. A. Russell

Abstract:

Determining droplet size and distribution is essential when determining the separation efficiency of a two/three-phase separator. This paper investigates the effect of liquid flow and oil pad thickness on the droplet size at the lab scale. The findings show that increasing the inlet flow rates of the oil and water results in size reduction of the droplets and increasing the thickness of the oil pad increases the size of the droplets. The data were fitted with a simple Gaussian model, and the parameters of mean, standard deviation, and amplitude were determined. Trends have been obtained for the fitted parameters as a function of the Reynolds number, which suggest a way forward to better predict the starting parameters for population models when simulating separation using CFD packages. The key parameter to predict to fix the position of the Gaussian distribution was found to be the mean droplet size.

Keywords: two-phase separator, average bubble droplet, bubble size distribution, liquid-liquid phase

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7234 Quasistationary States and Mean Field Model

Authors: Sergio Curilef, Boris Atenas

Abstract:

Systems with long-range interactions are very common in nature. They are observed from the atomic scale to the astronomical scale and exhibit anomalies, such as inequivalence of ensembles, negative heat capacity, ergodicity breaking, nonequilibrium phase transitions, quasistationary states, and anomalous diffusion. These anomalies are exacerbated when special initial conditions are imposed; in particular, we use the so-called water bag initial conditions that stand for a uniform distribution. Several theoretical and practical implications are discussed here. A potential energy inspired by dipole-dipole interactions is proposed to build the dipole-type Hamiltonian mean-field model. As expected, the dynamics is novel and general to the behavior of systems with long-range interactions, which is obtained through molecular dynamics technique. Two plateaus sequentially emerge before arriving at equilibrium, which are corresponding to two different quasistationary states. The first plateau is a type of quasistationary state the lifetime of which depends on a power law of N and the second plateau seems to be a true quasistationary state as reported in the literature. The general behavior of the model according to its dynamics and thermodynamics is described. Using numerical simulation we characterize the mean kinetic energy, caloric curve, and the diffusion law through the mean square of displacement. The present challenge is to characterize the distributions in phase space. Certainly, the equilibrium state is well characterized by the Gaussian distribution, but quasistationary states in general depart from any Gaussian function.

Keywords: dipole-type interactions, dynamics and thermodynamics, mean field model, quasistationary states

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7233 Probabilistic Graphical Model for the Web

Authors: M. Nekri, A. Khelladi

Abstract:

The world wide web network is a network with a complex topology, the main properties of which are the distribution of degrees in power law, A low clustering coefficient and a weak average distance. Modeling the web as a graph allows locating the information in little time and consequently offering a help in the construction of the research engine. Here, we present a model based on the already existing probabilistic graphs with all the aforesaid characteristics. This work will consist in studying the web in order to know its structuring thus it will enable us to modelize it more easily and propose a possible algorithm for its exploration.

Keywords: clustering coefficient, preferential attachment, small world, web community

Procedia PDF Downloads 272
7232 Study Employed a Computer Model and Satellite Remote Sensing to Evaluate the Temporal and Spatial Distribution of Snow in the Western Hindu Kush Region of Afghanistan

Authors: Noori Shafiqullah

Abstract:

Millions of people reside downstream of river basins that heavily rely on snowmelt originating from the Hindu Kush (HK) region. Snowmelt plays a critical role as a primary water source in these areas. This study aimed to evaluate snowfall and snowmelt characteristics in the HK region across altitudes ranging from 2019m to 4533m. To achieve this, the study employed a combination of remote sensing techniques and the Snow Model (SM) to analyze the spatial and temporal distribution of Snow Water Equivalent (SWE). By integrating the simulated Snow-cover Area (SCA) with data from the Moderate Resolution Imaging Spectroradiometer (MODIS), the study optimized the Precipitation Gradient (PG), snowfall assessment, and the degree-day factor (DDF) for snowmelt distribution. Ground observed data from various elevations were used to calculate a temperature lapse rate of -7.0 (°C km-1). Consequently, the DDF value was determined as 3 (mm °C-1 d-1) for altitudes below 3000m and 3 to 4 (mm °C-1 d-1) for higher altitudes above 3000m. Moreover, the distribution of precipitation varies with elevation, with the PG being 0.001 (m-1) at lower elevations below 4000m and 0 (m-1) at higher elevations above 4000m. This study successfully utilized the SM to assess SCA and SWE by incorporating the two optimized parameters. The analysis of simulated SCA and MODIS data yielded coefficient determinations of R2, resulting in values of 0.95 and 0.97 for the years 2014-2015, 2015-2016, and 2016-2017, respectively. These results demonstrate that the SM is a valuable tool for managing water resources in mountainous watersheds such as the HK, where data scarcity poses a challenge."

Keywords: improved MODIS, experiment, snow water equivalent, snowmelt

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7231 Influence of Harmonics on Medium Voltage Distribution System: A Case Study for Residential Area

Authors: O. Arikan, C. Kocatepe, G. Ucar, Y. Hacialiefendioglu

Abstract:

In this paper, influence of harmonics on medium voltage distribution system of Bogazici Electricity Distribution Inc. (BEDAS) which takes place at Istanbul/Turkey is investigated. A ring network consisting of residential loads is taken into account for this study. Real system parameters and measurement results are used for simulations. Also, probable working conditions of the system are analyzed for %50, %75 and %100 loading of transformers with similar harmonic contents. Results of the study are exhibited the influence of nonlinear loads on %THDV, P.F. and technical losses of the medium voltage distribution system.

Keywords: distribution system, harmonic, technical losses, power factor, total harmonic distortion, residential load, medium voltage

Procedia PDF Downloads 573
7230 Improvement of Parallel Compressor Model in Dealing Outlet Unequal Pressure Distribution

Authors: Kewei Xu, Jens Friedrich, Kevin Dwinger, Wei Fan, Xijin Zhang

Abstract:

Parallel Compressor Model (PCM) is a simplified approach to predict compressor performance with inlet distortions. In PCM calculation, it is assumed that the sub-compressors’ outlet static pressure is uniform and therefore simplifies PCM calculation procedure. However, if the compressor’s outlet duct is not long and straight, such assumption frequently induces error ranging from 10% to 15%. This paper provides a revised calculation method of PCM that can correct the error. The revised method employs energy equation, momentum equation and continuity equation to acquire needed parameters and replace the equal static pressure assumption. Based on the revised method, PCM is applied on two compression system with different blades types. The predictions of their performance in non-uniform inlet conditions are yielded through the revised calculation method and are employed to evaluate the method’s efficiency. Validating the results by experimental data, it is found that although little deviation occurs, calculated result agrees well with experiment data whose error ranges from 0.1% to 3%. Therefore, this proves the revised calculation method of PCM possesses great advantages in predicting the performance of the distorted compressor with limited exhaust duct.

Keywords: parallel compressor model (pcm), revised calculation method, inlet distortion, outlet unequal pressure distribution

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7229 The Optimal Order Policy for the Newsvendor Model under Worker Learning

Authors: Sunantha Teyarachakul

Abstract:

We consider the worker-learning Newsvendor Model, under the case of lost-sales for unmet demand, with the research objective of proposing the cost-minimization order policy and lot size, scheduled to arrive at the beginning of the selling-period. In general, the New Vendor Model is used to find the optimal order quantity for the perishable items such as fashionable products or those with seasonal demand or short-life cycles. Technically, it is used when the product demand is stochastic and available for the single selling-season, and when there is only a one time opportunity for the vendor to purchase, with possibly of long ordering lead-times. Our work differs from the classical Newsvendor Model in that we incorporate the human factor (specifically worker learning) and its influence over the costs of processing units into the model. We describe this by using the well-known Wright’s Learning Curve. Most of the assumptions of the classical New Vendor Model are still maintained in our work, such as the constant per-unit cost of leftover and shortage, the zero initial inventory, as well as the continuous time. Our problem is challenging in the way that the best order quantity in the classical model, which is balancing the over-stocking and under-stocking costs, is no longer optimal. Specifically, when adding the cost-saving from worker learning to such expected total cost, the convexity of the cost function will likely not be maintained. This has called for a new way in determining the optimal order policy. In response to such challenges, we found a number of characteristics related to the expected cost function and its derivatives, which we then used in formulating the optimal ordering policy. Examples of such characteristics are; the optimal order quantity exists and is unique if the demand follows a Uniform Distribution; if the demand follows the Beta Distribution with some specific properties of its parameters, the second derivative of the expected cost function has at most two roots; and there exists the specific level of lot size that satisfies the first order condition. Our research results could be helpful for analysis of supply chain coordination and of the periodic review system for similar problems.

Keywords: inventory management, Newsvendor model, order policy, worker learning

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7228 Optimization of Black-Litterman Model for Portfolio Assets Allocation

Authors: A. Hidalgo, A. Desportes, E. Bonin, A. Kadaoui, T. Bouaricha

Abstract:

Present paper is concerned with portfolio management with Black-Litterman (B-L) model. Considered stocks are exclusively limited to large companies stocks on US market. Results obtained by application of the model are presented. From analysis of collected Dow Jones stock data, remarkable explicit analytical expression of optimal B-L parameter τ, which scales dispersion of normal distribution of assets mean return, is proposed in terms of standard deviation of covariance matrix. Implementation has been developed in Matlab environment to split optimization in Markovitz sense from specific elements related to B-L representation.

Keywords: Black-Litterman, Markowitz, market data, portfolio manager opinion

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7227 Structural Breaks, Asymmetric Effects and Long Memory in the Volatility of Turkey Stock Market

Authors: Serpil Türkyılmaz, Mesut Balıbey

Abstract:

In this study, long memory properties in volatility of Turkey Stock Market are being examined through the FIGARCH, FIEGARCH and FIAPARCH models under different distribution assumptions as normal and skewed student-t distributions. Furthermore, structural changes in volatility of Turkey Stock Market are investigated. The results display long memory property and the presence of asymmetric effects of shocks in volatility of Turkey Stock Market.

Keywords: FIAPARCH model, FIEGARCH model, FIGARCH model, structural break

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7226 After-Cooling Analysis of RC Structural Members Exposed to High Temperature by Using Numerical Approach

Authors: Ju-Young Hwang, Hyo-Gyoung Kwak

Abstract:

This paper introduces a numerical analysis method for reinforced-concrete (RC) structures exposed to fire and compares the result with experimental results. The proposed analysis method for RC structure under the high temperature consists of two procedures. First step is to decide the temperature distribution across the section through the heat transfer analysis by using the time-temperature curve. After determination of the temperature distribution, the nonlinear analysis is followed. By considering material and geometrical nonlinearity with the temperature distribution, nonlinear analysis predicts the behavior of RC structure under the fire by the exposed time. The proposed method is validated by the comparison with the experimental results. Finally, prediction model to describe the status of after-cooling concrete can also be introduced based on the results of additional experiment. The product of this study is expected to be embedded for smart structure monitoring system against fire in u-City.

Keywords: RC, high temperature, after-cooling analysis, nonlinear analysis

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7225 Effects of Level Densities and Those of a-Parameter in the Framework of Preequilibrium Model for 63,65Cu(n,xp) Reactions in Neutrons at 9 to 15 MeV

Authors: L. Yettou

Abstract:

In this study, the calculations of proton emission spectra produced by 63Cu(n,xp) and 65Cu(n,xp) reactions are used in the framework of preequilibrium models using the EMPIRE code and TALYS code. Exciton Model predidtions combined with the Kalbach angular distribution systematics and the Hybrid Monte Carlo Simulation (HMS) were used. The effects of levels densities and those of a-parameter have been investigated for our calculations. The comparison with experimental data shows clear improvement over the Exciton Model and HMS calculations.

Keywords: Preequilibrium models , level density, level density a-parameter., Empire code, Talys code.

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7224 User-Driven Product Line Engineering for Assembling Large Families of Software

Authors: Zhaopeng Xuan, Yuan Bian, C. Cailleaux, Jing Qin, S. Traore

Abstract:

Traditional software engineering allows engineers to propose to their clients multiple specialized software distributions assembled from a shared set of software assets. The management of these assets however requires a trade-off between client satisfaction and software engineering process. Clients have more and more difficult to find a distribution or components based on their needs from all of distributed repositories. This paper proposes a software engineering for a user-driven software product line in which engineers define a feature model but users drive the actual software distribution on demand. This approach makes the user become final actor as a release manager in software engineering process, increasing user product satisfaction and simplifying user operations to find required components. In addition, it provides a way for engineers to manage and assembly large software families. As a proof of concept, a user-driven software product line is implemented for eclipse, an integrated development environment. An eclipse feature model is defined, which is exposed to users on a cloud-based built platform from which clients can download individualized Eclipse distributions.

Keywords: software product line, model-driven development, reverse engineering and refactoring, agile method

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7223 Modelling the Yield Stress of Magnetorheological Fluids

Authors: Hesam Khajehsaeid, Naeimeh Alagheband

Abstract:

Magnetorheological fluids (MRF) are a category of smart materials. They exhibit a reversible change from a Newtonian-like fluid to a semi-solid state upon application of an external magnetic field. In contrast to ordinary fluids, MRFs can tolerate shear stresses up to a threshold value called yield stress which strongly depends on the strength of the magnetic field, magnetic particles volume fraction and temperature. Even beyond the yield, a magnetic field can increase MR fluid viscosity up to several orders. As yield stress is an important parameter in the design of MR devices, in this work, the effects of magnetic field intensity and magnetic particle concentration on the yield stress of MRFs are investigated. Four MRF samples with different particle concentrations are developed and tested through flow-ramp analysis to obtain the flow curves at a range of magnetic field intensity as well as shear rate. The viscosity of the fluids is determined by means of the flow curves. The results are then used to determine the yield stresses by means of the steady stress sweep method. The yield stresses are then determined by means of a modified form of the dipole model as well as empirical models. The exponential distribution function is used to describe the orientation of particle chains in the dipole model under the action of the external magnetic field. Moreover, the modified dipole model results in a reasonable distribution of chains compared to previous similar models.

Keywords: magnetorheological fluids, yield stress, particles concentration, dipole model

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