Search results for: conditional proportional reversed hazard rate model

Authors: Laura Micheli, Majd Hijazi, Mahmoud Faytarouni

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The damage reported by oil and gas industrial facilities revealed the utmost vulnerability of steel liquid storage tanks to seismic events. The failure of steel storage tanks may yield devastating and long-lasting consequences on built and natural environments, including the release of hazardous substances, uncontrolled fires, and soil contamination with hazardous materials. It is, therefore, fundamental to reliably predict the damage that steel liquid storage tanks will likely experience under future seismic hazard events. The seismic performance of steel liquid storage tanks is usually assessed using vulnerability curves obtained from the numerical simulation of a tank under different hazard scenarios. However, the computational demand of high-fidelity numerical simulation models, such as finite element models, makes the vulnerability assessment of liquid storage tanks time-consuming and often impractical. As a solution, this paper presents a surrogate model-based strategy for predicting seismic-induced damage in steel liquid storage tanks. In the proposed strategy, the surrogate model is leveraged to reduce the computational demand of time-consuming numerical simulations. To create the data set for training the surrogate model, field damage data from past earthquakes reconnaissance surveys and reports are collected. Features representative of steel liquid storage tank characteristics (e.g., diameter, height, liquid level, yielding stress) and seismic excitation parameters (e.g., peak ground acceleration, magnitude) are extracted from the field damage data. The collected data are then utilized to train a surrogate model that maps the relationship between tank characteristics, seismic hazard parameters, and seismic-induced damage via a data-driven surrogate model. Different types of surrogate algorithms, including naïve Bayes, k-nearest neighbors, decision tree, and random forest, are investigated, and results in terms of accuracy are reported. The model that yields the most accurate predictions is employed to predict future damage as a function of tank characteristics and seismic hazard intensity level. Results show that the proposed approach can be used to estimate the extent of damage in steel liquid storage tanks, where the use of data-driven surrogates represents a viable alternative to computationally expensive numerical simulation models.

Keywords: damage prediction , data-driven model, seismic performance, steel liquid storage tanks, surrogate model

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Authors: Xiaodong Wen, Lijuan Liu, Xinfeng Sun

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A high power electrodeless plasma thruster is being developed at Lanzhou Institute of Physics. In this thruster, a rotating magnetic field (RMF) driven by two radio-frequency coils which dephased by 90 degrees are applied both for propellant ionization and plasma acceleration. In the ionization stage, a very high azimuthal current can be driven by RMF and then makes plasma forms a field reversed configuration, namely self-confined plasmoid. Profoundly understanding the transport characteristics of the plasmoid in the following acceleration stage is the key to improve the thruster performances. In this paper, a 3D MHD model is established and the influences of the RMF and an applied magnetic field on the self-confined plasmoid acceleration are investigated. The simulation results show that, by applying a RMF with strength and frequency of 250 G and 370 kHz, the plasmoid can be accelerated to an average velocity of 17 km/s at the exit of the thruster.

Keywords: electric space propulsion, field reversed configuration, rotating magnetic field, transport phenomena

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Authors: Sarita Agarwal, Deepika Delsa Dean

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Like the task of transferring photo images to artistic images, image-to-image translation aims to translate the data to the imitated data which belongs to the target domain. Neural Style Transfer and CycleGAN are two well-known deep learning architectures used for photo image-to-art image transfer. However, studies involving these two models concentrate on one-to-one domain translation, not one-to-multi domains translation. Our study tries to investigate deep learning architectures, which can be controlled to yield multiple artistic style translation only by adding a conditional vector. We have expanded CycleGAN and constructed Conditional CycleGAN for 5 kinds of categories translation. Our study found that the architecture inserting conditional vector into the middle layer of the Generator could output multiple artistic images.

Keywords: genetic counseling, FMR1 gene, fragile x-associated primary ovarian insufficiency, premutation

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Authors: Serge Provost, Abdous Saboor

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A q-analogue of the generalized extreme value distribution which includes the Gumbel distribution is introduced. The additional parameter q allows for increased modeling flexibility. The resulting distribution can have a finite, semi-infinite or infinite support. It can also produce several types of hazard rate functions. The model parameters are determined by making use of the method of maximum likelihood. It will be shown that it compares favourably to three related distributions in connection with the modeling of a certain hydrological data set.

Keywords: extreme value theory, generalized extreme value distribution, goodness-of-fit statistics, Gumbel distribution

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Authors: A. J. Julius, E. Imoagene, O. A. Ganiyu

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The purpose of this study is to estimate the economic value of the services and functions rendered by the forest landscape using a conditional logit model. For this study, attributes and levels of forest landscape were chosen; specifically, attributes include topographical forest type, forest type, forest density, recreational factor (side trip, accessibility of valley), and willingness to participate (WTP). Based on these factors, 48 choices sets with balanced and orthogonal form using statistical analysis system (SAS) 9.1 was adopted. The efficiency of the questionnaire was 6.02 (D-Error. 0.1), and choice set and socio-economic variables were analyzed. To reduce the cognitive load of respondents, the 48 choice sets were divided into 4 types in the questionnaire, so that respondents could respond to 12 choice sets, respectively. The study populations were citizens from seven metropolitan cities including Ibadan, Ilorin, Osogbo, etc. and annual WTP per household was asked by using the interview questionnaire, a total of 267 copies were recovered. As a result, Oshogbo had 0.45, and the statistical similarities could not be found except for urban forests, forest density, recreational factor, and level of WTP. Average annual WTP per household for forest landscape was 104,758 Naira (Nigerian currency) based on the outcome from this model, total economic value of the services and functions enjoyed from Nigerian forest landscape has reached approximately 1.6 trillion Naira.

Keywords: economic valuation, urban cities, services, forest landscape, logit model, nigeria

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Authors: B. O. Adegoke, B. O. Ola, D. T. Ademiluyi

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This paper examines the use of computer and its related health hazard among computer users in South-Western zone of Nigeria. Two hundred and eighteen (218) computer users constituted the population used to evaluate association between posture, extensive computer use and related health hazard. The instruments for the study are a questionnaire on demographics, lifestyle, body features and work ability index while mean rating, standard deviation and t test were used for data analysis. Identified health related hazard include damages to the eyesight, bad posture, arthritis, musculoskeletal disorders, headache, stress and so on. The results showed that factors such as work demand, posture, closeness to computer screen and excessive working hours on computers constitute health hazards in both old and young computer users of various gender. It is therefore recommended that total number of hours spent with computer should be monitored and controlled.

Keywords: computer-related health hazard, musculoskeletal disorders, computer usage, work ability index

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Authors: Ian McCulloh, Andrew Placona, Darren Stewart, Daniel Gause, Kevin Kiernan, Morgan Stuart, Christopher Zinner, Laura Cartwright

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An estimated 22-25% of viable deceased donor kidneys are discarded every year in the US, while waitlisted candidates are dying every day. As many as 85% of transplanted organs are refused at least once for a patient that scored higher on the match list. There are hundreds of clinical variables involved in making a clinical transplant decision and there is rarely an ideal match. Decision makers exhibit an optimism bias where they may refuse an organ offer assuming a better match is imminent. We propose a semi-parametric Cox proportional hazard model, augmented by an accelerated failure time model based on patient specific suitable organ supply and demand to estimate a time-to-next-offer. Performance is assessed with Cox-Snell residuals and decision curve analysis, demonstrating improved decision support for up to a 5-year outlook. Providing clinical decision makers with quantitative evidence of likely patient outcomes (e.g., time to next offer and the mortality associated with waiting) may improve decisions and reduce optimism bias, thus reducing discarded organs and matching more patients on the waitlist.

Keywords: decision science, KDPI, optimism bias, organ transplant

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Authors: Z. A. Ahmad, R. C. Omar, I. Z. Baharuddin, R. Roslan

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Assessments of social vulnerability, carried out holistically, can provide an important guide to the planning process and to decisions on resource allocation at various levels, and can help to raise public awareness of geo-hazard risks. The assessments can help to provide answers for basic questions such as the human vulnerability at the geo-hazard prone or disaster areas causing health damage, economic loss, loss of natural heritage and vulnerability impact of extreme natural hazard event. To overcome these issues, integrated framework for assessing the increasing human vulnerability to environmental changes caused by geo-hazards will be introduced using an indicator from landslide risk map that is related to agent based modeling platform. The indicators represent the underlying factors, which influence a community’s ability to deal with and recover from the damage associated with geo-hazards. Scope of this paper is particularly limited to landslides.

Keywords: social, vulnerability, geo-hazard, methodology, indicators

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Authors: Tauhidur Rahman, Subhrajit Pathak

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In this study, structural response of Bhairabi-Sairang Tunnel due to presence of seismic faults has been thoroughly examined. There may be several active faults located in and around the project. Faults are the key seismic sources from where earthquakes are originated. The magnitude of earthquake will depend on the length of the fault. A long fault more than 200 km can produce earthquake of magnitude (Mw ) more than 8.0 and smaller length less than 10 km will produce small magnitude earthquake. Now-a-days it is very much essential to identify the distance and length of a fault from the project site. Based on this, in the present paper, a case study of the Bhairabi Sairang Tunnel of 1.73 Km length located in the North Eastern Region of India has been selected to calculate the seismic hazard from the surrounding effect of faults. A comparative study of seismic hazard at the tunnel site has been made based on the location of faults with the seismic hazard obtained from the Indian Standards code of Practice. In this paper, a practical problem of a tunnel has been analysed based on the available faults around the project site accounting the soil factor.

Keywords: seismic hazard, effect of fault, soil factor, Bhairabi Sairang tunnel

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Authors: Shotiros Protong

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The incidents of sudden landslides in Thailand during the past decade have occurred frequently and more severely. It is necessary to focus on the principal parameters used for analysis such as land cover land use, rainfall values, characteristic of soil and digital elevation model (DEM). The combination of intense rainfall and severe monsoons is increasing due to global climate change. Landslide occurrences rapidly increase during intense rainfall especially in the rainy season in Thailand which usually starts around mid-May and ends in the middle of October. The rain-triggered landslide hazard analysis is the focus of this research. The combination of geotechnical and hydrological data are used to determine permeability, conductivity, bedding orientation, overburden and presence of loose blocks. The regional landslide hazard mapping is developed using the Slope Stability Index SINMAP model supported on Arc GIS software version 10.1. Geological and land use data are used to define the probability of landslide occurrences in terms of geotechnical data. The geological data can indicate the shear strength and the angle of friction values for soils above given rock types, which leads to the general applicability of the approach for landslide hazard analysis. To address the research objectives, the methods are described in this study: setup and calibration of the SINMAP model, sensitivity of the SINMAP model, geotechnical laboratory, landslide assessment at present calibration and landslide assessment under future climate simulation scenario A2 and B2. In terms of hydrological data, the millimetres/twenty-four hours of average rainfall data are used to assess the rain triggered landslide hazard analysis in slope stability mapping. During 1954-2012 period, is used for the baseline of rainfall data at the present calibration. The climate change in Thailand, the future of climate scenarios are simulated by spatial and temporal scales. The precipitation impact is need to predict for the climate future, Statistical Downscaling Model (SDSM) version 4.2, is used to assess the simulation scenario of future change between latitude 16o 26’ and 18o 37’ north and between longitude 98o 52’ and 103o 05’ east by SDSM software. The research allows the mapping of risk parameters for landslide dynamics, and indicates the spatial and time trends of landslide occurrences. Thus, regional landslide hazard mapping under present-day climatic conditions from 1954 to 2012 and simulations of climate change based on GCM scenarios A2 and B2 from 2013 to 2099 related to the threshold rainfall values for the selected the study area in Uttaradit province in the northern part of Thailand. Finally, the landslide hazard mapping will be compared and shown by areas (km2 ) in both the present and the future under climate simulation scenarios A2 and B2 in Uttaradit province.

Keywords: landslide hazard, GIS, slope stability index (SINMAP), landslides, Thailand

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Authors: George Adomako Kumi

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The response of structural members, when subjected to various forms of non-proportional loading, plays a major role in the overall stability and integrity of a structure. This research seeks to present the outcome of a finite element investigation conducted by the use of finite element programming software ABAQUS to validate the experimental results of elastic and inelastic behavior and strength of beam-columns subjected to axial loading, biaxial bending, and torsion under ambient temperature conditions. The application of the rigorous and highly complicated ABAQUS finite element software will seek to account for material, non-linear geometry, deformations, and, more specifically, the contact behavior between the beam-columns and support surfaces. Comparisons of the three-dimensional model with the results of actual tests conducted and results from a solution algorithm developed through the use of the finite difference method will be established in order to authenticate the veracity of the developed model. The results of this research will seek to provide structural engineers with much-needed knowledge about the behavior of steel beam columns and their response to various non-proportional loading conditions under ambient temperature conditions.

Keywords: beam-columns, axial loading, biaxial bending, torsion, ABAQUS, finite difference method

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Authors: Wlodzimierz Ogryczak, Michal Przyluski, Tomasz Sliwinski

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In problems of portfolio selection, the reward-risk ratio criterion is optimized to search for a risky portfolio with the maximum increase of the mean return in proportion to the risk measure increase when compared to the risk-free investments. In the classical model, following Markowitz, the risk is measured by the variance thus representing the Sharpe ratio optimization and leading to the quadratic optimization problems. Several Linear Programming (LP) computable risk measures have been introduced and applied in portfolio optimization. In particular, the Mean Absolute Deviation (MAD) measure has been widely recognized. The reward-risk ratio optimization with the MAD measure can be transformed into the LP formulation with the number of constraints proportional to the number of scenarios and the number of variables proportional to the total of the number of scenarios and the number of instruments. This may lead to the LP models with huge number of variables and constraints in the case of real-life financial decisions based on several thousands scenarios, thus decreasing their computational efficiency and making them hardly solvable by general LP tools. We show that the computational efficiency can be then dramatically improved by an alternative model based on the inverse risk-reward ratio minimization and by taking advantages of the LP duality. In the introduced LP model the number of structural constraints is proportional to the number of instruments thus not affecting seriously the simplex method efficiency by the number of scenarios and therefore guaranteeing easy solvability. Moreover, we show that under natural restriction on the target value the MAD risk-reward ratio optimization is consistent with the second order stochastic dominance rules.

Keywords: portfolio optimization, reward-risk ratio, mean absolute deviation, linear programming

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Authors: Muhammad Azmain Abdullah, Ar Rashedul, Mohammad Ali

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This paper scrutinizes the influences of turbulence on heat transport rate, Nusselt number. The subject matter of this investigation also deals with the improvement of heat transfer efficiency of the swirl flow obtained by rotating a twisted tape in a circular pipe. The conditions to be fulfilled to observe the impact of Reynolds number and rotational speed of twisted tape are: a uniform temperature on the outer surface of the pipe, the magnitude of velocity of water varying from 0.1 m/s to 0.7 m/s in order to alter Reynolds number and a rotational speed of 200 rpm to 600 rpm. The gyration of twisted tape increase by 17%. It is also observed that heat transfer is exactly proportional to inlet gauge pressure and reciprocally proportional to increase of twist ratio.

Keywords: swirl flow, twisted tape, twist ratio, heat transfer

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Authors: Lakshmi Prayaga, Chandra Prayaga. Aaron Wade, Gopi Shankar Mallu, Harsha Satya Pola

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Synthetic data generated by Generative Adversarial Networks and Autoencoders is becoming more common to combat the problem of insufficient data for research purposes. However, generating synthetic data is a tedious task requiring extensive mathematical and programming background. Open-source platforms such as the Synthetic Data Vault (SDV) and Mostly AI have offered a platform that is user-friendly and accessible to non-technical professionals to generate synthetic data to augment existing data for further analysis. The SDV also provides for additions to the generic GAN, such as the Gaussian copula. We present the results from two synthetic data sets (CTGAN data and CTGAN with Gaussian Copula) generated by the SDV and report the findings. The results indicate that the ROC and AUC curves for the data generated by adding the layer of Gaussian copula are much higher than the data generated by the CTGAN.

Keywords: synthetic data generation, generative adversarial networks, conditional tabular GAN, Gaussian copula

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Authors: Oloyede John Adebayo

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This paper tested a variant of the monetary model of exchange rate determination, called Frankel’s Capital Account Monetary Model (CAAM) based on Real Interest Rate Differential, on the floating exchange rate experiences of three developing countries of Africa; viz: Ghana, Nigeria and the Gambia. The study adopted the Auto regressive Instrumental Package (AIV) and Almon Polynomial Lag Procedure of regression analysis based on the assumption that the coefficients follow a third-order Polynomial with zero-end constraint. The results found some support for the CAAM hypothesis that exchange rate responds proportionately to changes in money supply, inversely to income and positively to interest rates and expected inflation differentials. On this basis, the study points the attention of monetary authorities and researchers to the relevance and usefulness of CAAM as appropriate tool and useful benchmark for analyzing the exchange rate behaviour of most developing countries.

Keywords: exchange rate, monetary model, interest differentials, capital account

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Authors: Firman Riyudha, Endrik Mifta Shaiful

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The spread of drug users is one kind of behavioral epidemiology that becomes a threat to every country in the world. This problem caused various crisis simultaneously, including financial or economic crisis, social, health, until human crisis. Most drug users are teenagers at school age. A new deterministic model would be constructed to determine the dynamics of the spread of drug users by considering level of education in a susceptible population. Based on the analytical model, two equilibria points were obtained; there were E₀ (zero user) and E₁ (endemic equilibrium). Existence of equilibrium and local stability of equilibria depended on the Basic Reproduction Ratio (R₀). This parameter was defined as the expected rate of secondary prevalence and primary prevalence in virgin population along spreading primary prevalence. The zero-victim equilibrium would be locally asymptotically stable if R₀ < 1 while if R₀ > 1 the endemic equilibrium would be locally asymptotically stable. The result showed that R₀ was proportional to the rate of interaction of each susceptible population based on educational level with the users' population. It is concluded that there was a need to be given a control in interaction, so that drug users population could be minimized. Numerical simulations were also provided to support analytical results.

Keywords: drugs users, level education, mathematical model, stability

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Authors: Md Serajul Islam

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High Dose Rate (HDR) Brachytherapy is used for cancer patients. In our country’s prospect, we are using only cervices and breast cancer treatment by using HDR. The air kerma rate in air at a reference distance of less than a meter from the source is the recommended quantity for the specification of gamma ray source Ir-192 in brachytherapy. The absorbed dose for the patients is directly proportional to the air kerma rate. Therefore the air kerma rate should be determined before the first use of the source on patients by qualified medical physicist who is independent from the source manufacturer. The air kerma rate will then be applied in the calculation of the dose delivered to patients in their planning systems. In practice, high dose rate (HDR) Ir-192 afterloader machines are mostly used in brachytherapy treatment. Currently, HDR-Co-60 increasingly comes into operation too. The essential advantage of the use of Co-60 sources is its longer half-life compared to Ir-192. The use of HDRCo-60 afterloading machines is also quite interesting for developing countries. This work describes the dosimetry at HDR afterloading machines according to the protocols IAEA-TECDOC-1274 (2002) with the nuclides Ir-192 and Co-60. We have used 3 different measurement methods (with a ring chamber, with a solid phantom and in free air and with a well chamber) in dependence of each of the protocols. We have shown that the standard deviations of the measured air kerma rate for the Co-60 source are generally larger than those of the Ir-192 source. The measurements with the well chamber had the lowest deviation from the certificate value. In all protocols and methods, the deviations stood for both nuclides by a maximum of about 1% for Ir-192 and 2.5% for Co-60-Sources respectively.

Keywords: Ir-192 source, cancer, patients, cheap treatment cost

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Authors: Truong Nguyen Luan Vu, Le Hieu Giang, Le Linh

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The fractional–order proportional integral (FOPI) controller tuning rules based on the fractional calculus for the cascade control system are systematically proposed in this paper. Accordingly, the ideal controller is obtained by using internal model control (IMC) approach for both the inner and outer loops, which gives the desired closed-loop responses. On the basis of the fractional calculus, the analytical tuning rules of FOPI controller for the inner loop can be established in the frequency domain. Besides, the outer loop is tuned by using any integer PI/PID controller tuning rules in the literature. The simulation study is considered for the stable process model and the results demonstrate the simplicity, flexibility, and effectiveness of the proposed method for the cascade control system in compared with the other methods.

Keywords: Bode’s ideal transfer function, fractional calculus, fractional–order proportional integral (FOPI) controller, cascade control system

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Authors: Charine Faith H. Lagrimas, Rommel N. Galvan, Rizalinda L. de Leon

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An ongoing study, methyl laurate to be used as a refrigerant in an HVAC system, requires the crystallization kinetics of the said substance. Step-wise and normal forms of Avrami model parameters were used to describe the isothermal crystallization kinetics of methyl laurate at different temperatures from Differential Scanning Calorimetry (DSC) measurements. At 3 °C, parameters showed that methyl laurate exhibits a secondary crystallization. The primary crystallization occurred with instantaneous nuclei and spherulitic growth; followed by a secondary instantaneous nucleation with a lower growth of dimensionality, rod-like. At 4 °C to 6 °C, the exotherms from DSC implied that the system was under the isokinetic range. The kinetics behavior is the same which is instantaneous nucleation with one-dimensional growth. The differences for the isokinetic range temperatures are the activation energies (directly proportional to T) and nucleation rates (inversely proportional to T). From the images obtained during the crystallization of methyl laurate using an optical microscope, it is confirmed that the nucleation and crystal growth modes obtained from the optical microscope are consistent with the parameters from Avrami model.

Keywords: Avrami model, isothermal crystallization, lipids kinetics, methyl laurate

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Authors: Zubair Ahmad

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Specific activities of the natural radionuclides 238U, 232Th and 40K were measured by using γ - ray spectrometric technique in soil samples collected from the city of Dhanbad, which is located near coal mines. Mean activity values for 238U, 232Th and 40K were found to be 60.29 Bq/kg, 64.50 Bq/kg and 481.0 Bq/kg, respectively. Mean radium equivalent activity, absorbed dose rate, outdoor dose, external hazard index, internal hazard index, for the area under study were determined as 189.53 Bq/kg, 87.21 nGy/h, 0.37 mSv/y, 0.52 and 0.64, respectively. The annual effective dose to the general public was found 0.44 mSv/y. This value lies well below the limit of 1 mSv/y as recommended by International Commission on Radiological Protection. Measured values were found safe for environment and public health.

Keywords: coal city Dhanbad, gamma-ray spectroscopy, natural radioactivity, soil samples

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Authors: Benchalak Muangmeesri

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The purpose of this paper is to discuss how to test the best control performance of a ceramics. Hydraulic press machine (HPM) is the most common shaping of advanced ceramic with products, dimensions, and ceramic products mainly from synthetic powders. A microcontroller can be achieved to control process and has set high standards in the shaping of raw materials in powder form. HPM was proposed to develop a position control system that linked to the embedded controller PIC16F877 via Proportional and Derivative (PD) controller. The model is performed using MATLAB/SIMULINK and the best control performance of an HPM. Finally, PD controller results, showing the best performance as it had the smallest overshoot and highest quality using a microcontroller control.

Keywords: ceramics, hydraulic press, microcontroller, PD controller

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Authors: Nozar Kishi, Babak Kamrani, Filmon Habte

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Natural hazards such as earthquakes and tropical storms, are very frequent and highly destructive in Japan. Japan experiences, every year on average, more than 10 tropical cyclones that come within damaging reach, and earthquakes of moment magnitude 6 or greater. We have developed stochastic catastrophe models to address the risk associated with the entire suite of damaging events in Japan, for use by insurance, reinsurance, NGOs and governmental institutions. KCC’s (Karen Clark and Company) catastrophe models are procedures constituted of four modular segments: 1) stochastic events sets that would represent the statistics of the past events, hazard attenuation functions that could model the local intensity, vulnerability functions that would address the repair need for local buildings exposed to the hazard, and financial module addressing policy conditions that could estimates the losses incurring as result of. The events module is comprised of events (faults or tracks) with different intensities with corresponding probabilities. They are based on the same statistics as observed through the historical catalog. The hazard module delivers the hazard intensity (ground motion or wind speed) at location of each building. The vulnerability module provides library of damage functions that would relate the hazard intensity to repair need as percentage of the replacement value. The financial module reports the expected loss, given the payoff policies and regulations. We have divided Japan into regions with similar typhoon climatology, and earthquake micro-zones, within each the characteristics of events are similar enough for stochastic modeling. For each region, then, a set of stochastic events is developed that results in events with intensities corresponding to annual occurrence probabilities that are of interest to financial communities; such as 0.01, 0.004, etc. The intensities, corresponding to these probabilities (called CE, Characteristics Events) are selected through a superstratified sampling approach that is based on the primary uncertainty. Region specific hazard intensity attenuation functions followed by vulnerability models leads to estimation of repair costs. Extensive economic exposure model addresses all local construction and occupancy types, such as post-linter Shinand Okabe wood, as well as concrete confined in steel, SRC (Steel-Reinforced Concrete), high-rise.

Keywords: typhoon, earthquake, Japan, catastrophe modelling, stochastic modeling, stratified sampling, loss model, ERM

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Authors: G. Shabib, Esam H. Abd-Elhameed, G. Magdy

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In this paper, a comparison of discrete time PID, PSS controllers is presented through small signal stability of power system comprising of one machine connected to infinite bus system. This comparison achieved by using a new approach of discretization which converts the S-domain model of analog controllers to a Z-domain model to enhance the damping of a single machine power system. The new method utilizes the Plant Input Mapping (PIM) algorithm. The proposed algorithm is stable for any sampling rate, as well as it takes the closed loop characteristic into consideration. On the other hand, the traditional discretization methods such as Tustin’s method is produce satisfactory results only; when the sampling period is sufficiently low.

Keywords: PSS, power system stabilizer PID, proportional-integral-derivative PIM, plant input mapping

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Authors: Thomas Ruppert, Shana Jones, J. Scott Pippin

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State and federal government agencies within the United States have recently invested substantial resources into studies of future flood risk conditions associated with climate change and sea-level rise. A review of numerous case studies has uncovered several key themes that speak to an overall incoherence within current flood risk assessment procedures in the U.S. context. First, there are substantial local differences in the quality of available information about basic infrastructure, particularly with regard to local stormwater features and essential facilities that are fundamental components of effective flood hazard planning and mitigation. Second, there can be substantial mismatch between regulatory Flood Insurance Rate Maps (FIRMs) as produced by the National Flood Insurance Program (NFIP) and other 'current condition' flood assessment approaches. This is of particular concern in areas where FIRMs already seem to underestimate extant flood risk, which can only be expected to become a greater concern if future FIRMs do not appropriately account for changing climate conditions. Moreover, while there are incentives within the NFIP’s Community Rating System (CRS) to develop enhanced assessments that include future flood risk projections from climate change, the incentive structures seem to have counterintuitive implications that would tend to promote moral hazard. In particular, a technical finding of higher future risk seems to make it easier for a community to qualify for flood insurance savings, with much of these prospective savings applied to individual properties that have the most physical risk of flooding. However, there is at least some case study evidence to indicate that recognition of these issues is prompting broader discussion about the need to move beyond FIRMs as a standalone local flood planning standard. The paper concludes with approaches for developing climate adaptation and flood resilience strategies in the U.S. that move away from the social welfare model being applied through NFIP and toward more of an informed risk approach that transfers much of the investment responsibility over to individual private property owners.

Keywords: climate change adaptation, flood risk, moral hazard, sea-level rise

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Authors: Loonibha Manandhar, Rajendra Bhandari, Kumud Raj Kafle

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Nepal’s Terai region is a part of the Ganges river basin which is one of the most disaster-prone areas of the world, with recurrent monsoon flooding causing millions in damage and the death and displacement of hundreds of people and households every year. The vulnerability of human settlements to natural disasters such as floods is increasing, and mapping changes in land use practices and hydro-geological parameters is essential in developing resilient communities and strong disaster management policies. The objective of this study was to develop a flood hazard zonation map of Orai Khola watershed and map the decadal land use/land cover dynamics of the watershed. The watershed area was delineated using SRTM DEM, and LANDSAT images were classified into five land use classes (forest, grassland, sediment and bare land, settlement area and cropland, and water body) using pixel-based semi-automated supervised maximum likelihood classification. Decadal changes in each class were then quantified using spatial modelling. Flood hazard mapping was performed by assigning weights to factors slope, rainfall distribution, distance from the river and land use/land cover on the basis of their estimated influence in causing flood hazard and performing weighed overlay analysis to identify areas that are highly vulnerable. The forest and grassland coverage increased by 11.53 km² (3.8%) and 1.43 km² (0.47%) from 1996 to 2016. The sediment and bare land areas decreased by 12.45 km² (4.12%) from 1996 to 2016 whereas settlement and cropland areas showed a consistent increase to 14.22 km² (4.7%). Waterbody coverage also increased to 0.3 km² (0.09%) from 1996-2016. 1.27% (3.65 km²) of total watershed area was categorized into very low hazard zone, 20.94% (60.31 km²) area into low hazard zone, 37.59% (108.3 km²) area into moderate hazard zone, 29.25% (84.27 km²) area into high hazard zone and 31 villages which comprised 10.95% (31.55 km²) were categorized into high hazard zone area.

Keywords: flood hazard, land use/land cover, Orai river, supervised maximum likelihood classification, weighed overlay analysis

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Authors: F. D. Konstandakopoulou, G. A. Papagiannopoulos, N. G. Pnevmatikos, G. D. Hatzigeorgiou

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This paper examines the effects of pile-soil-structure interaction on the dynamic response of offshore platforms under the action of near-fault earthquakes. Two offshore platforms models are investigated, one with completely fixed supports and one with piles which are clamped into deformable layered soil. The soil deformability for the second model is simulated using non-linear springs. These platform models are subjected to near-fault seismic ground motions. The role of fault mechanism on platforms’ response is additionally investigated, while the study also examines the effects of different angles of incidence of seismic records on the maximum response of each platform.

Keywords: hazard analysis, offshore platforms, earthquakes, safety

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Authors: Xu Wang

Abstract:

This research builds linear regressions of U.S. macroeconomic condition and volatility measures in the investment grade and high yield Credit Default Swap index spreads using monthly data from March 2009 to July 2016, to study the relationship between different dimensions of macroeconomy and overall credit risk quality. The most significant contribution of this research is systematically examining individual and joint effects of macroeconomic condition and volatility on CDX spreads by including macroeconomic time series that captures different dimensions of the U.S. economy. The industrial production index growth, non-farm payroll growth, consumer price index growth, 3-month treasury rate and consumer sentiment are introduced to capture the condition of real economic activity, employment, inflation, monetary policy and risk aversion respectively. The conditional variance of the macroeconomic series is constructed using ARMA-GARCH model and is used to measure macroeconomic volatility. The linear regression model is conducted to capture relationships between monthly average CDX spreads and macroeconomic variables. The Newey–West estimator is used to control for autocorrelation and heteroskedasticity in error terms. Furthermore, the sensitivity factor analysis and standardized coefficients analysis are conducted to compare the sensitivity of CDX spreads to different macroeconomic variables and to compare relative effects of macroeconomic condition versus macroeconomic uncertainty respectively. This research shows that macroeconomic condition can have a negative effect on CDX spread while macroeconomic volatility has a positive effect on determining CDX spread. Macroeconomic condition and volatility variables can jointly explain more than 70% of the whole variation of the CDX spread. In addition, sensitivity factor analysis shows that the CDX spread is the most sensitive to Consumer Sentiment index. Finally, the standardized coefficients analysis shows that both macroeconomic condition and volatility variables are important in determining CDX spread but macroeconomic condition category of variables have more relative importance in determining CDX spread than macroeconomic volatility category of variables. This research shows that the CDX spread can reflect the individual and joint effects of macroeconomic condition and volatility, which suggests that individual investors or government should carefully regard CDX spread as a measure of overall credit risk because the CDX spread is influenced by macroeconomy. In addition, the significance of macroeconomic condition and volatility variables, such as Non-farm Payroll growth rate and Industrial Production Index growth volatility suggests that the government, should pay more attention to the overall credit quality in the market when macroecnomy is low or volatile.

Keywords: autoregressive moving average model, credit spread puzzle, credit default swap spread, generalized autoregressive conditional heteroskedasticity model, macroeconomic conditions, macroeconomic uncertainty

Procedia PDF Downloads 167

Authors: Amil Daraz, Suheel Abdullah Malik, Tahir Saleem, Sajid Ali Bhati

Abstract:

In this paper, Integral Proportional (I-P) controller is employed for superheated steam temperature control system. The Ziegler-Nichols (Z-N) method is used for the tuning of I-P controller. The performance analysis of Z-N based I-P controller is assessed on superheated steam system of 500-MW boiler. The comparison of transient response parameters such as rise time, settling time, and overshoot is made with Z-N based Proportional Integral (PI) controller. It is observed from the results that Z-N based I-P controller completely eliminates the overshoot in the output response.

Keywords: superheated steam, process reaction curve, PI and I-P controller, Ziegler-Nichols Tuning

Procedia PDF Downloads 331

Authors: Hua Chai, Qiangling Duan, Huiqi Cao, Mi Li, Jinhua Sun

Abstract:

Nitrocellulose (NC), a kind of energetic material, has been widely used in the industrial and military fields. However, this material can also cause serious social disasters due to storage conditions. Thermal hazard of nitrocellulose (NC) was experimentally investigated using the CALVET heat flux calorimeter C80, and three kinds of storage conditions were considered in the experiments: (1) drying time, (2) moisture content, (3) cycles. The results showed that the heat flow curves of NC moved to the low-temperature direction firstly and then slightly moved back by increasing the drying hours. Moisture that was responsible for the appearance of small exothermic peaks was proven to be the unfavorable safety factor yet it could increase the onset temperature of the main peak to some extent. And cycles could both lower the onset temperature and the maximum heat flow but enlarged the peak temperature. Besides, relevant kinetic parameters such as the heat of reaction (ΔH) and the activation energy (Ea) were obtained and compared. It was found that all the three conditions could reduce the values of Ea and most of them produced larger reaction heat. In addition, the critical explosion temperature (Tb) of the NC samples were derived. It was clear that not only the drying time but also the cycles would increase the thermal hazard of the NC. Yet, the right amount of water helped to reduce the thermal hazard.

Keywords: C80, nitrocellulose, storage conditions, the critical explosion temperature, thermal hazard

Procedia PDF Downloads 165

Authors: Iman Nezamzadeh, Ali Faghih, Behnam Oveisi

Abstract:

In order to reduce earthquake hazards in urban areas, it is necessary to perform comprehensive studies to understand the dynamics of the active faults and identify potentially high risk areas. The fault slip-rates in Late Quaternary sediment are critical indicators of seismic hazard and also provide valuable data to recognize young crustal deformations. To measure slip-rates accurately, is needed to displacement of geomorphic markers and ages of quaternary sediment samples of alluvial deposit that deformed by movements on fault. In this study we produced information about Intermediate term slip rate of Sabzpushan Fault Zone (SPF) within the central part of the Zagros Mountains of Iran using OSL dating technique to make better analysis of seismic hazard and seismic risk reduction for Shiraz city. For this purpose identifiable geomorphic fluvial surfaces help us to provide a reference frame to determine differential or absolute horizontal and vertical deformation. Optically stimulated luminescence (OSL) is an alternative and independent method of determining the burial age of mineral grains in Quaternary sediments. Field observation and satellite imagery show geomorphic markers that deformed horizontally along the Sabzpoushan Fault. Here, drag folds is forming because of evaporites material of Miocen Formation. We estimate 2.8±0.5 mm/yr (mm/y) horizontal slip rate along the Sabzpushan fault zone, where ongoing deformation is involve with drug folding. The Soltan synclinal structure, close to the Sabzpushan fault, shows slight uplift rate due to active core-extrousion.

Keywords: slip rate, active tectonics, OSL, geomorphic markers, Sabzpushan Fault Zone, Zagros, Iran

Procedia PDF Downloads 351