Search results for: computational finance

Authors: Sheriff Muhammad Ibrahim

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The contemporary world has seen many agents of market liberalization, globalization, and expansion in agribusiness, which pose a big threat to the existence of smallholder farmers in the farming business or, at most, being marginalized against government interventions, investors' partnerships and further stretched by government policies in an effort to promote subsistent farming that can generate profits and speedy growth through attracting foreign businesses. The consequence of these modern shifts ends basically at the expense of smallholder farmers. Many scholars believed that this shift was among the major causes of urban-rural drift facing almost all communities in the World. In an effort to address these glaring economic crises, various governments at different levels and development agencies have created different programs trying to identify other sources of income generation for rural farmers. However, despite the different approaches adopted by many communities and states, the mass rural exodus continues to increase as the rural farmers continue to lose due to a lack of reliable sources for cost-efficient inputs such as agricultural extension services, mechanization supports, quality, and improved seeds, soil matching fertilizers and access to credit facilities and profitable markets for rural farmers output. Unfortunately for them, they see these agricultural requirements provided by large-scale farmers making their farming activities cheaper and yields higher. These have further created other social problems between the smallholder farmers and the large-scale farmers in many areas. This study aims to suggest the Islamic mode of agricultural financing named Muzara’ah for smallholder farmers as a microfinance banking product adopted and practiced by Yobe Microfinance Bank as a model to promote agricultural financing to be adopted in other communities. The study adopts a comparative research method to conclude that the Muzara’ah model of financing can be adopted as a valid means of financing smallholder farmers and reducing food insecurity.

Keywords: Muzara'ah, Islamic finance, agricultural financing, microfinance, smallholder farmers

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Authors: Rahul Saini, Roshan Lal

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The present paper deals with the free axisymmetric vibrations of bi-directional functionally graded circular plates using Mindlin’s plate theory and physical neutral surface. The temperature-dependent, as well as temperature-independent mechanical properties of the plate material, varies in radial and transverse directions. Also, temperature profile for one- and two-dimensional temperature variations has been obtained from the heat conduction equation. A simple computational formulation for the governing differential equation of motion for such a plate model has been derived using Hamilton's principle for the clamped and simply supported plates at the periphery. Employing the generalized differential quadrature method, the corresponding frequency equations have been obtained and solved numerically to retain their lowest three roots as the natural frequencies for the first three modes. The effect of various other parameters such as temperature profile, functionally graded indices, and boundary conditions on the vibration characteristics has been presented. In order to validate the accuracy and efficiency of the method, the results have been compared with those available in the literature.

Keywords: bi-directionally FG, GDQM, Mindlin’s circular plate, neutral axis, vibrations

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Authors: A. Ghadbane, M. N. Bouaziz, S. Hanini, B. Baggoura, M. Abbaci

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The spacer grids are used to fix the rods bundle in a nuclear reactor core also act as turbulence-enhancing devices to improve the heat transfer from the hot surfaces of the rods to the surrounding coolant stream. Therefore, the investigation of thermal-hydraulic characteristics inside the rod bundles is important for optima design and safety operation of a nuclear reactor power plant. This contribution presents a feasibility study to use the ribbed spacer grids as mixing devices. The present study evaluates the effects of different ribbed spacer grids configurations on flow pattern and heat transfer in the downstream of the mixing devices in a 2 x 2 rod bundle array. This is done by obtaining velocity and pressure fields, turbulent intensity and the heat transfer coefficient using a three-dimensional CFD analysis. Numerical calculations are performed by employing K-ε turbulent model. The computational results obtained are promising and the comparison with standard spacer grids shows a clear difference which required the experimental approach to validate.

Keywords: PWR fuel assembly, spacer grid, mixing vane, swirl flow, turbulent heat transfer, CFD

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Authors: Sajeeha Ansar, Asad Ali Safi, Sheikh Ziauddin, Ahmad R. Shahid, Faraz Ahsan

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The most aggressive form of brain tumor is called glioma. Glioma is kind of tumor that arises from glial tissue of the brain and occurs quite often. A fully automatic 2D-CNN model for brain tumor segmentation is presented in this paper. We performed pre-processing steps to remove noise and intensity variances using N4ITK and standard intensity correction, respectively. We used Keras open-source library with Theano as backend for fast implementation of CNN model. In addition, we used BRATS 2015 MRI dataset to evaluate our proposed model. Furthermore, we have used SimpleITK open-source library in our proposed model to analyze images. Moreover, we have extracted random 2D patches for proposed 2D-CNN model for efficient brain segmentation. Extracting 2D patched instead of 3D due to less dimensional information present in 2D which helps us in reducing computational time. Dice Similarity Coefficient (DSC) is used as performance measure for the evaluation of the proposed method. Our method achieved DSC score of 0.77 for complete, 0.76 for core, 0.77 for enhanced tumor regions. However, these results are comparable with methods already implemented 2D CNN architecture.

Keywords: brain tumor segmentation, convolutional neural networks, deep learning, LGG

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Authors: Vishnu Nair, Rohan Kapoor

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Recent commercial aircraft crashes demand a paradigm shift in how the CVDRs are located and recovered, particularly if the aircraft crashes in the sea. CVDR (Cockpit Voice and Data Recorder) is most vital component out of the entire wreckage that can be obtained in order to investigate the sequence of events leading to the crash. It has been a taxing and exorbitantly expensive process locating and retrieving the same in the massive water bodies as it was seen in the air crashes in the recent past, taking the unfortunate Malaysia airlines MH-370 crash into account. The study aims to provide an aid to the persisting problem by improving the buoyant as-well-as the aerodynamic properties of the proposed CVDR encasing. Alongside this the placement of the deployable CVDR on the surface of the aircraft and floatability in case of water submersion are key factors which are taken into consideration for a better resolution to the problem. All of which results into the Deployable-CVDR emerging to the surface of the water-body. Also the whole system is designed such that it can be seamlessly integrated with the current crop of commercial aircraft. The work is supported by carrying out a computational study with the help Ansys-Fluent combination.

Keywords: encasing, buoyancy, deployable CVDR, floatability, water submersion

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Authors: Timothy Kayode Samson, Adedoyin Isola Lawal

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The past five years have shown a sharp increase in public interest in the crypto market, with its market capitalization growing from $100 billion in June 2017 to $2158.42 billion on April 5, 2022. Despite the outrageous nature of the volatility of cryptocurrencies, the use of skewed error innovation distributions in modelling the volatility behaviour of these digital currencies has not been given much research attention. Hence, this study models the volatility of 5 largest cryptocurrencies by market capitalization (Bitcoin, Ethereum, Tether, Binance coin, and USD Coin) using four variants of GARCH models (GJR-GARCH, sGARCH, EGARCH, and APARCH) estimated using three skewed error innovation distributions (skewed normal, skewed student- t and skewed generalized error innovation distributions). Daily closing prices of these currencies were obtained from Yahoo Finance website. Finding reveals that the Binance coin reported higher mean returns compared to other digital currencies, while the skewness indicates that the Binance coin, Tether, and USD coin increased more than they decreased in values within the period of study. For both Bitcoin and Ethereum, negative skewness was obtained, meaning that within the period of study, the returns of these currencies decreased more than they increased in value. Returns from these cryptocurrencies were found to be stationary but not normality distributed with evidence of the ARCH effect. The skewness parameters in all best forecasting models were all significant (p<.05), justifying of use of skewed error innovation distributions with a fatter tail than normal, Student-t, and generalized error innovation distributions. For Binance coin, EGARCH-sstd outperformed other volatility models, while for Bitcoin, Ethereum, Tether, and USD coin, the best forecasting models were EGARCH-sstd, APARCH-sstd, EGARCH-sged, and GJR-GARCH-sstd, respectively. This suggests the superiority of skewed Student t- distribution and skewed generalized error distribution over the skewed normal distribution.

Keywords: skewed generalized error distribution, skewed normal distribution, skewed student t- distribution, APARCH, EGARCH, sGARCH, GJR-GARCH

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Authors: Mohammed S. Al-Rawi, J. Bastos, J. Rodriguez

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Object detection and object recognition are essential components of every computer vision system. Despite the high computational complexity and other problems related to numerical stability and accuracy, Zernike moments of 2D images (ZMs) have shown resilience when used in object recognition and have been used in various image analysis applications. In this work, we propose a novel method for computing ZMs via Fast Fourier Transform (FFT). Notably, this is the first algorithm that can generate ZMs up to extremely high orders accurately, e.g., it can be used to generate ZMs for orders up to 1000 or even higher. Furthermore, the proposed method is also simpler and faster than the other methods due to the availability of FFT software and/or hardware. The accuracies and numerical stability of ZMs computed via FFT have been confirmed using the orthogonality property. We also introduce normalizing ZMs with Neumann factor when the image is embedded in a larger grid, and color image reconstruction based on RGB normalization of the reconstructed images. Astonishingly, higher-order image reconstruction experiments show that the proposed methods are superior, both quantitatively and subjectively, compared to the q-recursive method.

Keywords: Chebyshev polynomial, fourier transform, fast algorithms, image recognition, pseudo Zernike moments, Zernike moments

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Authors: A. Sebti Bouzid, S. Igoud, L. Aoudjit, H. Lebik

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Mathematical modeling and numerical simulation have emerged over the past two decades as one of the key tools for design and optimize performances of physical and chemical processes intended to water disinfection. Water photolysis is an efficient and economical technique to reduce bacterial contamination. It exploits the germicidal effect of solar ultraviolet irradiation to inactivate pathogenic microorganisms. The design of photo-reactor operating in continuous disinfection system, required tacking in account the hydrodynamic behavior of water in the reactor. Since the kinetic of disinfection depends on irradiation intensity distribution, coupling the hydrodynamic and solar radiation distribution is of crucial importance. In this work we propose a numerical simulation study for hydrodynamic and solar irradiation distribution in a tubular photo-reactor. We have used the Computational Fluid Dynamic code Fluent under the assumption of three-dimensional incompressible flow in unsteady turbulent regimes. The results of simulation concerned radiation, temperature and velocity fields are discussed and the effect of inclination angle of reactor relative to the horizontal is investigated.

Keywords: solar water disinfection, hydrodynamic modeling, solar irradiation modeling, CFD Fluent

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Authors: P. Pasomboon, P. Chumnanpuen, T. E-kobon

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Hyaluronic acid (HA) consists of linear heteropolysaccharides repeat of D-glucuronic acid and N-acetyl-D-glucosamine. HA has various useful properties to maintain skin elasticity and moisture, reduce inflammation, and lubricate the movement of various body parts without causing immunogenic allergy. HA can be found in several animal tissues as well as in the capsule component of some bacteria including Pasteurella multocida. This study aimed to modify a genome-scale metabolic model of Escherichia coli using computational simulation and flux analysis methods to predict HA productivity under different carbon sources and nitrogen supplement by the addition of two enzymes (GLMU2 and HYAD) from P. multocida to improve the HA production under the specified amount of carbon sources and nitrogen supplements. Result revealed that threonine and aspartate supplement raised the HA production by 12.186%. Our analyses proposed the genome-scale metabolic model is useful for improving the HA production and narrows the number of conditions to be tested further.

Keywords: Pasteurella multocida, Escherichia coli, hyaluronic acid, genome-scale metabolic model, bioinformatics

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Authors: Hamed Afrasiab, Saeed Khodaygan

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Prediction of machining process capability in the design stage plays a key role to reach the precision design and manufacturing of mechanical products. Inaccuracies in machining process lead to errors in position and orientation of machined features on the part, and strongly affect the process capability in the final quality of the product. In this paper, an efficient systematic approach is given to investigate the machining errors to predict the manufacturing errors of the parts and capability prediction of corresponding machining processes. A mathematical formulation of fixture locators modeling is presented to establish the relationship between the part errors and the related sources. Based on this method, the final machining errors of the part can be accurately estimated by relating them to the combined dimensional and geometric tolerances of the workpiece – fixture system. This method is developed for uncertainty analysis based on the Worst Case and statistical approaches. The application of the presented method is illustrated through presenting an example and the computational results are compared with the Monte Carlo simulation results.

Keywords: process capability, machining error, dimensional and geometrical tolerances, uncertainty analysis

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Authors: Daniel James Pitchforth, Timothy James Rogers, Ulf Tyge Tygesen, Elizabeth Jane Cross

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Wave loading is a primary cause of fatigue within offshore structures and its quantification presents a challenging and important subtask within the SHM framework. The accurate representation of physics in such environments is difficult, however, driving the development of data-driven techniques in recent years. Within many industrial applications, empirical laws remain the preferred method of wave loading prediction due to their low computational cost and ease of implementation. This paper aims to develop an approach that combines data-driven Gaussian process models with physical empirical solutions for wave loading, including Morison’s Equation. The aim here is to incorporate physics directly into the covariance function (kernel) of the Gaussian process, enforcing derived behaviors whilst still allowing enough flexibility to account for phenomena such as vortex shedding, which may not be represented within the empirical laws. The combined approach has a number of advantages, including improved performance over either component used independently and interpretable hyperparameters.

Keywords: offshore structures, Gaussian processes, Physics informed machine learning, Kernel design

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Authors: Mirzet SeHo, Alaa Alaabed, Mansur Masih

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In theory, risk-sharing-based financing (RSF) is considered a corner stone of Islamic finance. It is argued to render Islamic banks more resilient to shocks. In practice, however, this feature of Islamic financial products is almost negligible. Instead, debt-based instruments, with conventional like features, have overwhelmed the nascent industry. In addition, the framework of present-day economic, regulatory and financial reality inevitably exposes Islamic banks in dual banking systems to problems of conventional banks. This includes, but is not limited to, interest rate risk. Empirical evidence has, thus far, confirmed such exposures, despite Islamic banks’ interest-free operations. This study applies system GMM in modeling the determinants of RSF, and finds that RSF is insensitive to changes in interest rates. Hence, our results provide support to the “stability” view of risk-sharing-based financing. This suggests RSF as the way forward for risk management at Islamic banks, in the absence of widely acceptable Shariah compliant hedging instruments. Further support to the stability view is given by evidence of counter-cyclicality. Unlike debt-based lending that inflates artificial asset bubbles through credit expansion during the upswing of business cycles, RSF is negatively related to GDP growth. Our results also imply a significantly strong relationship between risk-sharing deposits and RSF. However, the pass-through of these deposits to RSF is economically low. Only about 40% of risk-sharing deposits are channeled to risk-sharing financing. This raises questions on the validity of the industry’s claim that depositors accustomed to conventional banking shun away from risk sharing and signals potential for better balance sheet management at Islamic banks. Overall, our findings suggest that, on the one hand, Islamic banks can gain ‘independence’ from conventional banks and interest rates through risk-sharing products, the potential for which is enormous. On the other hand, RSF could enable policy makers to improve systemic stability and restrain excessive credit expansion through its countercyclical features.

Keywords: Islamic banks, risk-sharing, financing, interest rate, dynamic system GMM

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Authors: Samia Rabet, Rachida Chemini, Gerhard Schäfer, Farid Aiouache

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The textile industry generates large quantities of wastewater, which poses significant environmental problems due to its complex composition and high levels of pollutants loaded principally with heavy metals, large amounts of COD, and dye. Separation treatment methods are often known for their effectiveness in removing contaminants whereas membrane separation techniques are a promising process for the treatment of textile effluent due to their versatility, efficiency, and low energy requirements. This study focuses on the modeling and simulation of membrane separation technologies with a cross-flow filtration process for textile effluent treatment. It aims to explore the application of mathematical models and computational simulations using ASPEN Plus Software in the prediction of a complex and real effluent separation. The results demonstrate the effectiveness of modeling and simulation techniques in predicting pollutant removal efficiencies with a global deviation percentage of 1.83% between experimental and simulated results; membrane fouling behavior, and overall process performance (hydraulic resistance, membrane porosity) were also estimated and indicating that the membrane losses 10% of its efficiency after 40 min of working.

Keywords: membrane separation, ultrafiltration, textile effluent, modeling, simulation

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Authors: Muhammad Yousaf, Shoaib Usman

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Numerical studies were conducted using Lattice Boltzmann Method (LBM) to study the natural convection in a square cavity in the presence of roughness. An algorithm basedon a single relaxation time Bhatnagar-Gross-Krook (BGK) model of Lattice Boltzmann Method (LBM) was developed. Roughness was introduced on both the hot and cold walls in the form of sinusoidal roughness elements. The study was conducted for a Newtonian fluid of Prandtl number (Pr) 1.0. The range of Ra number was explored from 103 to 106 in a laminar region. Thermal and hydrodynamic behavior of fluid was analyzed using a differentially heated square cavity with roughness elements present on both the hot and cold wall. Neumann boundary conditions were introduced on horizontal walls with vertical walls as isothermal. The roughness elements were at the same boundary condition as corresponding walls. Computational algorithm was validated against previous benchmark studies performed with different numerical methods, and a good agreement was found to exist. Results indicate that the maximum reduction in the average heat transfer was16.66 percent at Ra number 105.

Keywords: Lattice Boltzmann method, natural convection, nusselt number, rayleigh number, roughness

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Authors: Huy Hieu Pham, Houssam Salmane, Louahdi Khoudour, Alain Crouzil, Pablo Zegers, Sergio Velastin

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We present a deep learning-based multitask framework for joint 3D human pose estimation and action recognition from color video sequences. Our approach proceeds along two stages. In the first, we run a real-time 2D pose detector to determine the precise pixel location of important key points of the body. A two-stream neural network is then designed and trained to map detected 2D keypoints into 3D poses. In the second, we deploy the Efficient Neural Architecture Search (ENAS) algorithm to find an optimal network architecture that is used for modeling the Spatio-temporal evolution of the estimated 3D poses via an image-based intermediate representation and performing action recognition. Experiments on Human3.6M, Microsoft Research Redmond (MSR) Action3D, and Stony Brook University (SBU) Kinect Interaction datasets verify the effectiveness of the proposed method on the targeted tasks. Moreover, we show that our method requires a low computational budget for training and inference.

Keywords: human action recognition, pose estimation, D-CNN, deep learning

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Authors: Julius Y Asamoah

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Mobile money has seen faster adoption in the decade. Its emergence serves as an essential driver of financial inclusion and an innovative financial service delivery channel, especially to the unbanked population. The rising importance of mobile money services has caught policymakers and regulators' attention, seeking to understand the many issues emerging from this context. At the same time, it is unlocking the potential of knowledge of this new technology. Regulatory responses and support are essential, requiring significant changes to current regulatory practices in Ghana. The article aims to answer the following research questions: "What risk does an unregulated mobile money service pose to consumers and the financial system? "What factors stimulate and hinder the introduction of mobile payments in developing countries? The sample size used was 250 respondents selected from the study area. The study has adopted an analytical approach comprising a combination of qualitative and quantitative data collection methods. Actor-network theory (ANT) is used as an interpretive lens to analyse this process. ANT helps analyse how actors form alliances and enrol other actors, including non-human actors (i.e. technology), to secure their interests. The study revealed that government regulatory policies impact mobile money as critical to mobile money services in developing countries. Regulatory environment should balance the needs of advancing access to finance with the financial system's stability and draw extensively from Kenya's work as the best strategies for the system's players. Thus, regulators need to address issues related to the enhancement of supportive regulatory frameworks. It recommended that the government involve various stakeholders, such as mobile phone operators. Moreover, the national regulatory authority creates a regulatory environment that promotes fair practices and competition to raise revenues to support a business-enabling environment's key pillars as infrastructure.

Keywords: actor-network theory (ANT), cashless future, Developing countries, Ghana, Mobile Money

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Authors: Dewi Hardiningtyas Sugiono

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Concerning towards the quality of air comfort and safety to pedestrians in the University area should be increased as Indonesia economics booming. Hence, the University management needs guidelines of thermal comfort to innovate a new layout building. The objectives of this study is to investigate and then to evaluate the distribution of thermal comfort which is indicated by predicted mean vote (PMV) index at the University of Brawijaya (UB), Malang. The PMV figures are used to evaluate and to redesign the UB layout. The research is started with study literature and early survey to collect all information of building layout and building shape at the University of Brawijaya. The information is used to create a 3D model in CAD software. The model is simulated by Computational Fluid Dynamic (CFD) software to measure the PMV factors of air temperature, relative humidity and air speed in some locations. Validation is done by comparing between PMV value from observation and PMV value from simulation. The resuls of the research shows the most sensitive of microclimatic factors is air temperature surrounding the UB building. Finally, the research is successfully figure out the UB layout and provides further actions to increase the thermal comfort.

Keywords: thermal comfort, heat index (HI), CFD, layout

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Authors: S. Ghalem, M. Mesmoudi, I. Daoudand, H. Allali

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The nitrogen-containing bisphosphonates (N-BPs) are well established as the treatments of choice for disorders of excessive bone resorption, myeloma and bone metastases, and osteoporosis. They inhibit farnesyl pyrophosphate synthase (FFPS), a key enzyme in the mevalonate pathway, resulting in inhibition of the prenylation of small GTP-binding proteins in osteoclasts and disruption of their cytoskeleton, adhesion/spreading, and invasion of cancer cells. A very few examples for synthesis of α-amino bisphosphonates based on several amino acids are known from the literature. In the present work, esters of aminoacid react with ketophsophonate (or their analog acid or acyl) to afford the desired products, α-iminophosphonates. The reaction of imine with dimethyl phosphate in the presence of catalytic amount of I2 give ester of α-aminobisphosphonate as sole product in good yield. Finally, we used computational docking methods to predict how several α-aminobisphosphonates bind to FPPS and how R and X influence. Pamidronate, β-aminobisphosphonate already marketed, was used as reference. These results are of interest since they represent a new and simple way to sythesize α-aminobisphosphonates with a free COOH group increased by R2 functionalisable and opening up the possibility of using the molecular docking to facilitate the design of other, novel FFPS inhibitors.

Keywords: drug research, cancer, α-amino bisphosphonates, molecular docking

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Authors: Adrian W. Egger, Savvas P. Triantafyllou, Eleni N. Chatzi

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The scaled boundary finite element method (SBFEM) is a semi-analytical numerical method, which introduces a scaling center in each element’s domain, thus transitioning from a Cartesian reference frame to one resembling polar coordinates. Consequently, an analytical solution is achieved in radial direction, implying that only the boundary need be discretized. The only limitation imposed on the resulting polygonal elements is that they remain star-convex. Further arbitrary p- or h-refinement may be applied locally in a mesh. The polygonal nature of SBFEM elements has been exploited in quadtree meshes to alleviate all issues conventionally associated with hanging nodes. Furthermore, since in 2D this results in only 16 possible cell configurations, these are precomputed in order to accelerate the forward analysis significantly. Any cells, which are clipped to accommodate the domain geometry, must be computed conventionally. However, since SBFEM permits polygonal elements, significantly coarser meshes at comparable accuracy levels are obtained when compared with conventional quadtree analysis, further increasing the computational efficiency of this scheme. The generalized stress intensity factors (gSIFs) are computed by exploiting the semi-analytical solution in radial direction. This is initiated by placing the scaling center of the element containing the crack at the crack tip. Taking an analytical limit of this element’s stress field as it approaches the crack tip, delivers an expression for the singular stress field. By applying the problem specific boundary conditions, the geometry correction factor is obtained, and the gSIFs are then evaluated based on their formal definition. Since the SBFEM solution is constructed as a power series, not unlike mode superposition in FEM, the two modes contributing to the singular response of the element can be easily identified in post-processing. Compared to the extended finite element method (XFEM) this approach is highly convenient, since neither enrichment terms nor a priori knowledge of the singularity is required. Computation of the gSIFs by SBFEM permits exceptional accuracy, however, when combined with hybrid quadtrees employing linear elements, this does not always hold. Nevertheless, it has been shown that crack propagation schemes are highly effective even given very coarse discretization since they only rely on the ratio of mode one to mode two gSIFs. The absolute values of the gSIFs may still be subject to large errors. Hence, we propose a post-processing scheme, which minimizes the error resulting from the approximation space of the cracked element, thus limiting the error in the gSIFs to the discretization error of the quadtree mesh. This is achieved by h- and/or p-refinement of the cracked element, which elevates the amount of modes present in the solution. The resulting numerical description of the element is highly accurate, with the main error source now stemming from its boundary displacement solution. Numerical examples show that this post-processing procedure can significantly improve the accuracy of the computed gSIFs with negligible computational cost even on coarse meshes resulting from hybrid quadtrees.

Keywords: linear elastic fracture mechanics, generalized stress intensity factors, scaled finite element method, hybrid quadtrees

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Authors: Josiane R. Pires, Marco A. S. González, Bruna L. Brenner, Luciana S. Roos

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The concern with sustainability brought the need for optimization of the buildings to reduce consumption of natural resources. Almost 1/3 of energy demanded by Brazilian housings is used to provide thermal solutions. AEC sector may contribute applying bioclimatic strategies on building design. The aim of this research is to investigate the viability of applying some alternative solutions in residential buildings. The research was developed with computational simulation on single family social housing, examining envelope type, absorptance, and insolation. The analysis of the thermal performance applied both Brazilian standard NBR 15575 and degree-hour method, in the scenery of Porto Alegre, a southern Brazilian city. We used BIM modeling through Revit/Autodesk and used Energy Plus to thermal simulation. The payback of the investment was calculated comparing energy savings and building costs, in a period of 50 years. The results shown that with the increment of envelope’s insulation there is thermal comfort improvement and energy economy, with a pay-back period of 24 to 36 years, in some cases.

Keywords: civil construction, design, thermal performance, energy, economic analysis

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Authors: Yudhajit Datta

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Will is a phenomenon that has puzzled humanity for a long time. It is a belief that Will Power of an individual affects the success achieved by an individual in life. It is thought that a person endowed with great will power can overcome even the most crippling setbacks of life while a person with a weak will cannot make the most of life even the greatest assets. Behavioral aspects of the human experience such as will are rarely subjected to quantitative study owing to the numerous uncontrollable parameters involved. This work is an attempt to subject the phenomena of will to the test of an artificial neural network. The claim being tested is that will power of an individual largely determines success achieved in life. In the study, an attempt is made to incorporate the behavioral phenomenon of will into a computational model using data pertaining to the success of individuals obtained from an experiment. A neural network is to be trained using data based upon part of the model, and subsequently used to make predictions regarding will corresponding to data points of success. If the prediction is in agreement with the model values, the model is to be retained as a candidate. Ultimately, the best-fit model from among the many different candidates is to be selected, and used for studying the correlation between success and will.

Keywords: will power, will, success, apathy factor, random factor, characteristic function, life story

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Authors: Khedidja Bouhadef, Imene Said Kouadri, Omar Rahli

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In this paper numerical investigation is performed to analyze natural convection heat transfer characteristics within a wavy-wall enclosure filled with fluid-saturated porous medium. The bottom wall which has the wavy geometry is maintained at a constant high temperature, while the top wall is straight and is maintained at a constant lower temperature. The left and right walls of the enclosure are both straight and insulated. The governing differential equations are solved by Finite-volume approach and grid generation is used to transform the physical complex domain to a computational regular space. The aim is to examine flow field, temperature distribution and heat transfer evolutions inside the cavity when Darcy number, Rayleigh number and undulations number values are varied. The results mainly indicate that the heat transfer is rather affected by the permeability and Rayleigh number values since increasing these values enhance the Nusselt number; although the exchanges are not highly affected by the undulations number.

Keywords: grid generation, natural convection, porous medium, wavy wall enclosure

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Authors: M. A. At-Tasneem, N. T. Rao, T. M. Y. S. Tuan Ya, M. S. Idris, M. Ammar

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River flow over micro hydro power (MHP) turbines of multiple arrays arrangement is simulated with computational fluid dynamics (CFD) software to obtain the flow characteristics. In this paper, CFD software is used to simulate the water flow over MHP turbines as they are placed in a river. Multiple arrays arrangement of MHP turbines lead to generate large amount of power. In this study, a river model is created and simulated in CFD software to obtain the water flow characteristic. The process then continued by simulating different types of arrays arrangement in the river model. A MHP turbine model consists of a turbine outer body and static propeller blade in it. Five types of arrangements are used which are parallel, series, triangular, square and rhombus with different spacing sizes. The velocity profiles on each MHP turbines are identified at the mouth of each turbine bodies. This study is required to obtain the arrangement with increasing spacing sizes that can produce highest power density through the water flow variation.

Keywords: micro hydro power, CFD, arrays arrangement, spacing sizes, velocity profile, power

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Authors: Ayaz Ahmad

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In this work, we present the effect of noise on the solution of a partial differential equation (PDE) in three different setting. We shall first consider random initial condition for two nonlinear dispersive PDE the non linear Schrodinger equation and the Kortteweg –de vries equation and analyse their effect on some special solution , the soliton solutions.The second case considered a linear partial differential equation , the wave equation with random initial conditions allow to substantially decrease the computational and data storage costs of an algorithm to solve the inverse problem based on the boundary measurements of the solution of this equation. Finally, the third example considered is that of the linear transport equation with a singular drift term, when we shall show that the addition of a multiplicative noise term forbids the blow up of solutions under a very weak hypothesis for which we have finite time blow up of a solution in the deterministic case. Here we consider the problem of wave propagation, which is modelled by a nonlinear dispersive equation with noisy initial condition .As observed noise can also be introduced directly in the equations.

Keywords: drift term, finite time blow up, inverse problem, soliton solution

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Authors: Pedro Gómez-del-Hoyo, Jose-Luis Bárcena-Humanes, Nerea del-Rey-Maestre, María-Pilar Jarabo-Amores, David Mata-Moya

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A study of achievable coverages using passive radar systems in terrestrial traffic monitoring applications is presented. The study includes the estimation of the bistatic radar cross section of different commercial vehicle models that provide challenging low values which make detection really difficult. A semi-urban scenario is selected to evaluate the impact of excess propagation losses generated by an irregular relief. A bistatic passive radar exploiting UHF frequencies radiated by digital video broadcasting transmitters is assumed. A general method of coverage estimation using electromagnetic simulators in combination with estimated car average bistatic radar cross section is applied. In order to reduce the computational cost, hybrid solution is implemented, assuming free space for the target-receiver path but estimating the excess propagation losses for the transmitter-target one.

Keywords: bistatic radar cross section, passive radar, propagation losses, radar coverage

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Authors: Ece A. Irmak, Amdulla O. Mekhrabov, M. Vedat Akdeniz

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There is a growing interest in the modeling and simulation of magnetic nanoalloys by various computational methods. Magnetic crystalline/amorphous nanoparticles (NP) are interesting materials from both the applied and fundamental points of view, as their properties differ from those of bulk materials and are essential for advanced applications such as high-performance permanent magnets, high-density magnetic recording media, drug carriers, sensors in biomedical technology, etc. As an important magnetic material, Fe-Ni based nanoalloys have promising applications in the chemical industry (catalysis, battery), aerospace and stealth industry (radar absorbing material, jet engine alloys), magnetic biomedical applications (drug delivery, magnetic resonance imaging, biosensor) and computer hardware industry (data storage). The physical and chemical properties of the nanoalloys depend not only on the particle or crystallite size but also on composition and atomic ordering. Therefore, computer modeling is an essential tool to predict structural, electronic, magnetic and optical behavior at atomistic levels and consequently reduce the time for designing and development of new materials with novel/enhanced properties. Although first-principles quantum mechanical methods provide the most accurate results, they require huge computational effort to solve the Schrodinger equation for only a few tens of atoms. On the other hand, molecular dynamics method with appropriate empirical or semi-empirical inter-atomic potentials can give accurate results for the static and dynamic properties of larger systems in a short span of time. In this study, structural evolutions, magnetic and electronic properties of Fe-Ni based nanoalloys have been studied by using molecular dynamics (MD) method in Large-scale Atomic/Molecular Massively Parallel Simulator (LAMMPS) and Density Functional Theory (DFT) in the Vienna Ab initio Simulation Package (VASP). The effects of particle size (in 2-10 nm particle size range) and temperature (300-1500 K) on stability and structural evolutions of amorphous and crystalline Fe-Ni bulk/nanoalloys have been investigated by combining molecular dynamic (MD) simulation method with Embedded Atom Model (EAM). EAM is applicable for the Fe-Ni based bimetallic systems because it considers both the pairwise interatomic interaction potentials and electron densities. Structural evolution of Fe-Ni bulk and nanoparticles (NPs) have been studied by calculation of radial distribution functions (RDF), interatomic distances, coordination number, core-to-surface concentration profiles as well as Voronoi analysis and surface energy dependences on temperature and particle size. Moreover, spin-polarized DFT calculations were performed by using a plane-wave basis set with generalized gradient approximation (GGA) exchange and correlation effects in the VASP-MedeA package to predict magnetic and electronic properties of the Fe-Ni based alloys in bulk and nanostructured phases. The result of theoretical modeling and simulations for the structural evolutions, magnetic and electronic properties of Fe-Ni based nanostructured alloys were compared with experimental and other theoretical results published in the literature.

Keywords: density functional theory, embedded atom model, Fe-Ni systems, molecular dynamics, nanoalloys

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Authors: Abdulrahman Alenezi

Abstract:

This research paper investigates the surface heat transfer characteristics using computational fluid dynamics for orthogonal and inclined impinging jet. A jet Reynolds number (Rₑ) of 10,000, jet-to- plate spacing (H/D) of two and eight and two angles of impingement (α) of 45° and 90° (orthogonal) were employed in this study. An unconfined jet impinges steadily a constant temperature flat surface using air as working fluid. The numerical investigation is validated with an experimental study. This numerical study employs grid dependency investigation and four different types of turbulence models including the transition SSD to accurately predict the second local maximum in Nusselt number. A full analysis of the effect of both turbulence models and mesh size is reported. Numerical values showed excellent agreement with the experimental data for the case of orthogonal impingement. For the case of H/D =6 and α=45° a maximum percentage error of approximately 8.8% occurs of local Nusselt number at stagnation point. Experimental and numerical correlations are presented for four different cases

Keywords: turbulence model, inclined jet impingement, single jet impingement, heat transfer, stagnation point

Procedia PDF Downloads 396

Authors: Maurice Ntahobari, Levin Kuhlmann, Mario Boley, Zhinoos Razavi Hesabi

Abstract:

For machine learning based epileptic seizure prediction, it is important for the model to be implemented in small implantable or wearable devices that can be used to monitor epilepsy patients; however, current state-of-the-art methods are complex and computationally intensive. We use Shapley Additive Explanation (SHAP) to find relevant intracranial electroencephalogram (iEEG) features and improve the computational efficiency of a state-of-the-art seizure prediction method based on the extra trees classifier while maintaining prediction performance. Results for a small contest dataset and a much larger dataset with continuous recordings of up to 3 years per patient from 15 patients yield better than chance prediction performance (p < 0.004). Moreover, while the performance of the SHAP-based model is comparable to that of the benchmark, the overall training and prediction time of the model has been reduced by a factor of 1.83. It can also be noted that the feature called zero crossing value is the best EEG feature for seizure prediction. These results suggest state-of-the-art seizure prediction performance can be achieved using efficient methods based on optimal feature selection.

Keywords: machine learning, seizure prediction, extra tree classifier, SHAP, epilepsy

Procedia PDF Downloads 111

Authors: Mohammedi Ferhate, Hakim Chadli, Laggoun Chaouki

Abstract:

The main objectives of work in this area are, first, obtaining the high laser energies in short time durations needed for the feasibility studies of laser induced thermodynamically exothermic chemical reactions , second, investigating the physical principles that can be used to make laser sources capable of delivering high average powers. We note that, in order to reach both objectives, one has to convert electrical or chemical energy into laser energy, using dense gaseous media.. We present results from the early development of an F atom source appropriate for HF and DF chemical laser research. We next explain the very important difficulties encountered in working with dense gases for that purpose, and we shall describe how, especially at Evaluation of downstream-mixing scheme –levels transitions (001) → (100) and (001) → (020) gas dynamic laser The physical phenomena that control the operation of presently existing laser devices are now sufficiently well understood, so that it is possible to predict that new generations of lasers could be designed in the future. The proposed model of excitation and relaxation levels was finally proved by the computational numerical code of Matlab toolboxes of different parameters of nozzle.

Keywords: hydrogen, combust, chemical laser, halogen atom

Procedia PDF Downloads 84

Authors: Sai Hung Cheung, Zhe Shao

Abstract:

It is of our great interest to quantify the risk to structural dynamic systems due to earthquake-induced tsunamis in view of recent earthquake-induced tsunamis in Padang, 2004 and Tohoku, 2011 which brought huge losses of lives and properties. Despite continuous advancement in computational simulation of the tsunami and wave-structure interaction modeling, it still remains computationally challenging to evaluate the reliability of a structural dynamic system when uncertainties related to the system and its modeling are taken into account. The failure of the structure in a tsunami-wave-structural system is defined as any response quantities of the system exceeding specified thresholds during the time when the structure is subjected to dynamic wave impact due to earthquake-induced tsunamis. In this paper, an approach based on a novel integration of a recently proposed moving least squares response surface approach for stochastic sampling and the Subset Simulation algorithm is proposed. The effectiveness of the proposed approach is discussed by comparing its results with those obtained from the Subset Simulation algorithm without using the response surface approach.

Keywords: response surface, stochastic simulation, structural reliability tsunami, risk

Procedia PDF Downloads 673