Search results for: lumped mass parameter

Authors: Neelma Ashraf

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Actinomycetes, particularly genus Streptomyces is of great importance due to their role in the discovery of new natural products, particularly antimicrobial secondary metabolites in the medicinal science and biotechnology industry. Different Streptomyces strains were isolated from Helianthus annuus plants and tested for antibacterial and antifungal activities. The most promising five strains were chosen for further investigation, and growth conditions for antibiotic synthesis were optimised. The supernatants were extracted in different solvents, and the extracted products were analyzed using liquid chromatography-mass spectrometry (LC-MS) and biological testing. From one of the potent strains Streptomyces globusus sp. BR123, a compound lavendamycin was identified using these analytical techniques. In addition, this potent strain also produces a strong antifungal polyene compound with a quasimolecular ion of 2072. Streptomyces sp. BR123 was genome sequenced because of its promising antimicrobial potential in order to identify the gene cluster responsible for analyzed compound “lavendamycin”. The genome analysis yielded candidate genes responsible for the production of this potent compound. The genome sequence of 8.15 Mb of Streptomyces sp. isolate BR123 with a GC content of 72.63% and 8103 protein coding genes was attained. Many antimicrobial, antiparasitic, and anticancerous compounds were detected through multiple biosynthetic gene clusters predicted by in-Silico analysis. Though, the novelty of metabolites was determined through the insignificant resemblance with known biosynthetic gene clusters. The current study gives insight into the bioactive potential of Streptomyces sp. isolate BR123 with respect to the synthesis of bioactive secondary metabolites through genomic and spectrometric analysis. Moreover, the comparative genome study revealed the connection of isolate BR123 with other Streptomyces strains, which could expand the knowledge of this genus and the mechanism involved in the discovery of new antimicrobial metabolites.

Keywords: streptomyces, secondary metabolites, genome, biosynthetic gene clusters, high performance liquid chromatography, mass spectrometry

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Authors: B. Bakchiche, H. Guenane, M. Bireche, A. Noureddinne, A. Gherib

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The chemical composition of the essential oils obtained by hydrodistillation from Artemisia campestris L (family Asteraceae) collected in Djebel Amour (Sahara Atlas, Algeria). Aerial parts were also evaluated by gas chromatography (GC) and gas chromatography coupled to mass spectrometry (GC-MS). The analyses for leaves and fruits of A. campestris resulted in the identification of thirty-one compounds, representing 91.8 % of the total oil and the yields were 0.33% (v/dry weight). The main components were β-pinene and sabinene (25.6% and 17% respectively) followed by α-pinene (9.9%), limonene (6.6 %) and p-cymene (4.1%).

Keywords: essential oil, GC-MS, Artemesia campestris, Algeria

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Authors: Anuar Ishak

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The mixed convection stagnation point flow toward a vertical plate is investigated. The external flow impinges normal to the heated plate and the surface temperature is assumed to vary linearly with the distance from the stagnation point. The governing partial differential equations are transformed into a set of ordinary differential equations, which are then solved numerically using MATLAB routine boundary value problem solver bvp4c. Numerical results show that dual solutions are possible for a certain range of the mixed convection parameter. A stability analysis is performed to determine which solution is linearly stable and physically realizable.

Keywords: dual solutions, heat transfer, mixed convection, stability analysis

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Authors: Kahil Amar, Nekmouche Aghiles, Titouche Billal, Hamizi Mohand, Hannachi Naceur Eddine

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The ductility is an important parameter in the nonlinear behavior of portal structures reinforced concrete. It may be explained by the ability of the structure to deform in the plastic range, or the geometric characteristics in the map may influence the overall ductility. Our study is based on the influence of geometric slenderness (Lx / Ly) on the overall ductility of these structures, a study is made on a structure has 05 floors with varying the column section of 900 cm², 1600 cm² and 1225 cm². A slight variation in global ductility is noticed as (Lx/Ly) varies; however, column sections can control satisfactorily the plastic behavior of buildings.

Keywords: ductility, nonlinear behavior, pushover analysis, geometric slenderness, structural behavior

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Authors: Jian-Heng Wu, Bor-Shen Lin

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The temperature-salinity relationship is one of the most important characteristics used for identifying water masses in marine research. Temperature-salinity characteristics, however, may change dynamically with respect to the geographic location and is quite sensitive to the depth at the same location. When depth is taken into consideration, however, it is not easy to compare the characteristics of different water masses efficiently for a wide range of areas of the ocean. In this paper, the Gaussian mixture model was proposed to analyze the temperature-salinity-depth characteristics of water masses, based on which comparison between water masses may be conducted. Gaussian mixture model could model the distribution of a random vector and is formulated as the weighting sum for a set of multivariate normal distributions. The temperature-salinity-depth data for different locations are first used to train a set of Gaussian mixture models individually. The distance between two Gaussian mixture models can then be defined as the weighting sum of pairwise Bhattacharyya distances among the Gaussian distributions. Consequently, the distance between two water masses may be measured fast, which allows the automatic and efficient comparison of the water masses for a wide range area. The proposed approach not only can approximate the distribution of temperature, salinity, and depth directly without the prior knowledge for assuming the regression family, but may restrict the complexity by controlling the number of mixtures when the amounts of samples are unevenly distributed. In addition, it is critical for knowledge discovery in marine research to represent, manage and share the temperature-salinity-depth characteristics flexibly and responsively. The proposed approach has been applied to a real-time visualization system of ocean data, which may facilitate the comparison of water masses by aggregating the data without degrading the discriminating capabilities. This system provides an interface for querying geographic locations with similar temperature-salinity-depth characteristics interactively and for tracking specific patterns of water masses, such as the Kuroshio near Taiwan or those in the South China Sea.

Keywords: water mass, Gaussian mixture model, data visualization, system framework

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Authors: U. Arjun, K. Brinda, M. Padmanabhan, R. Nath

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Polycrystalline samples of rare-earth oxy-carbonates Ln2O2CO3 (Ln = Nd, Sm, and Dy) are synthesized, and their structural and magnetic properties are investigated. All of them crystallize in a hexagonal structure with space group P6_3/mmc. They form a double layered structure with frustrated triangular arrangement of rare-earth magnetic ions. An antiferromagnetic transition is observed at TN ≈ 1.25 K, 0.61 K, and 1.21 K for Nd2O2CO3, Sm2O2CO3, and Dy2O2CO3, respectively. From the analysis of magnetic susceptibility, the value of the Curie-Weiss temperature θ_CW is obtained to be ≈ 21.7 K, 18 K, and 10.6 K for Nd2O2CO3, Sm2O2CO3, and Dy2O2CO3, respectively. The magnetic frustration parameter f ( = |θ_CW|/T_N) is calculated to be ≈ 17.4, 31, and 8.8 for Nd2O2CO3, Sm2O2CO3, and Dy2O2CO3, respectively which indicates that Sm2O2CO3 is strongly frustrated compared to its Nd and Dy analogues.

Keywords: chemical synthesis, exchange and superexchange, heat capacity, magnetically ordered materials

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Authors: Haider K. Raad

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In this paper, a compact wide-band, ultra-thin and flexible slot antenna intended for wearable applications is presented. The presented antenna is designed to provide Wireless Local Area Network (WLAN) and Long Term Evolution (LTE) connectivity. The presented design exhibits a relatively wide bandwidth (1600-3500 MHz below -6 dB impedance bandwidth limit). The antenna is positioned on a 33 mm x 30 mm flexible substrate with a thickness of 50 µm. Antenna properties, such as the far-field radiation patterns, scattering parameter S₁₁ are provided. The presented compact, thin and flexible design along with excellent radiation characteristics are deemed suitable for integration into flexible and wearable devices.

Keywords: wearable electronics, slot Antenna, LTE, WLAN

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Authors: Yisau Adelaja Odusote, Olakanmi Felix Akinto

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The associative tendency between like atoms in molten Cd-Ga and Cd-In alloy systems has been studied by using the Quasi-Chemical Approximation Model (QCAM). The concentration dependence of the microscopic functions (the concentration-concentration fluctuations in the long-wavelength limits, Scc(0), the chemical short-range order (CSRO) parameter α1 as well as the chemical diffusion) and the mixing properties as the free energy of mixing, GM, enthalpy of mixing and entropy of mixing of the two molten alloys have been determined. Thermodynamic properties of both systems deviate positively from Raoult's law, while the systems are characterized by positive interaction energy. The role of atomic size ratio on the alloying properties was discussed.

Keywords: homo-pairs, interchange energy, enthalpy, entropy, Cd-Ga, Cd-In

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Authors: Pawel Flaszynski, Piotr Doerffer, Jan Holnicki-Szulc, Grzegorz Mikulowski

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Results of numerical simulations for transonic flow in a piezoelectric valve are presented. The valve is the main part of an adaptive pneumatic shock absorber. Flow structure in the valve domain and the influence of the flow non-uniformity in the valve on a mass flow rate is investigated. Numerical simulation results are compared with experimental data.

Keywords: pneumatic valve, transonic flow, numerical simulations, piezoelectric valve

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Authors: Tajudeen Ojo Ibraheem

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In a world characterized by greed and the lust for power and its attendant trappings, abuse of legal power is nothing new to most of us. Legal abuses of power abound in all fields of human endeavour. Accounts of such abuses dominate the mass media and for the average individual, no single day goes by without his getting to hear about at least one such occurrence. This paper briefly looks at the meaning of legal power, what legal abuse is all about, its causes, and some of its manifestations in the society. Its consequences will also be discussed and some suggestions for reform will be made. In the course of the paper, references will be made to various jurisdictions around the world.

Keywords: abuse, legal, power, society

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Authors: G. Vishnu, T. V. Bharat

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Rainfall plays a major role in the stability of natural slopes in tropical and subtropical regions. These slopes usually have high slope angles and are stable during the dry season. The critical rainfall intensity that might trigger a landslide may not be the highest rainfall. In addition to geological discontinuities and anthropogenic factors, water content, suction, and hydraulic conductivity also play a role. A thorough geotechnical investigation with the principles of unsaturated soil mechanics is required to predict the failures in these cases. The study discusses three landslide events that had occurred in residual hills of Guwahati, India. Rainfall data analysis, history image analysis, land use, and slope maps of the region were analyzed and discussed. The landslide occurred on June (24, 26, and 28) 2020, on the respective sites, but the highest rainfall was on June (6 and 17) 2020. The factors that lead to the landslide occurrence is the combination of critical events initiated with rainfall, causing a reduction in suction. The sites consist of a mixture of rocks and soil. The slope failure occurs due to the saturation of the soil layer leading to loss of soil strength resulting in the flow of the entire soil rock mass. The land-use change, construction activities, other human and natural activities that lead to faster disintegration of rock mass may accelerate the landslide events. Landslides in these slopes are inevitable, and the development of an early warning system (EWS) to save human lives and resources is a feasible way. The actual time of failure of a slope can be better predicted by considering all these factors rather than depending solely on the rainfall intensities. An effective EWS is required with less false alarms in these regions by proper instrumentation of slope and appropriate climatic downscaling.

Keywords: early warning system, historic image analysis, slope instrumentation, unsaturated soil mechanics

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Authors: Hikmet Cicek

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Metal nitrides show excellence tribological properties and they used for especially on machine parts. In this work, the vacuum gas nitriding proses were applied to the titanium, D2 and 52100 steel substrates at three different proses temperatures (500 °C, 600°C and 700 °C). Structural, mechanical and tribological properties of the samples were characterized. X-Ray diffractometer, scanning electron microscope and energy dispersive spectroscopy analyses were conducted to determine structural properties. Microhardness test and pin-on-disc wear test were made to observe tribological properties. Coefficient of friction, wear rate and wear traces were examined comparatively. According to the test results, the process temperature very effective parameter for the vacuum gas nitriding method.

Keywords: gas nitriding, tribology, wear, coating

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Authors: M. Schapira, S. Françoise, F. Maheux, O. Pierre-Duplessix, E. Rabiller, B. Simon, R. Le Gendre

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Pico- and nano-phytoplankton are abundant and ecologically critical components of the autotrophic communities in the pelagic realm. While the role of physical forcing related to tidal cycle, water mass intrusion, nutrient availability, mixing and stratification on microphytoplankton blooms have been widely investigated, these are often overlooked for pico- and nano-phytoplankton especially in estuarine waters. This study investigates changes in abundances and community composition of pico- and nano-phytoplankton under different estuarine tidal conditions in the mouth of the Seine River in relation to nutrient availability, water column stratification and spatially localized currents. Samples were collected each day at high tide, over spring tide to neap tide cycle, from 21 stations homogeneously distributed in the Seine river month in May 2011. Vertical profiles of temperature, salinity and fluorescence were realized at each sampling station. Sub-surface water samples (i.e. 1 m depth) were collected for nutrients (i.e. N, P and Si), phytoplankton biomass (i.e. Chl a) and pico- and nano-phytoplankton enumeration and identification. Pico- and nano-phytoplankton populations were identified and quantified using flow cytometry. Total abundances tend to decrease from spring tide to neap tide. Samples were characterized by high abundances of Synechococcus and Cryptophyceae. The composition of the pico- and nano-phytoplankton varied greatly under the different estuarine tidal conditions. Moreover, at the scale of the river mouth, the pico- and nano-phytoplankton population exhibited patchy distribution patterns that were closely controlled by water mass intrusion from the Sea, freshwater inputs from the Seine River and the geomorphology of the river mouth. This study highlights the importance of physical forcing to the community composition of pico- and nano-phytoplankton that may be critical for the structure of the pelagic food webs in estuarine and adjacent coastal seas.

Keywords: nanophytoplancton, picophytoplankton, physical forcing, river mouth, tidal cycle

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Authors: Bandari Shanker, Alfunsa Prathiba

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The influence of viscous dissipation on MHD Casson 3-D fluid flow in two perpendicular directions past a linearly stretching sheet in the presence of a chemical reaction is explored in this work. For exceptional circumstances, self-similar solutions are obtained and compared to the given data. The enhancement in the values Ecert number the temperature boundary layer increases. Further, the current findings are observed to be in great accord with the existing data. In both directions, non - dimensional velocities and stress distribution are achieved. The relevant data are graphed and explained quantitatively in relation to changes in the Casson fluid parameter as well as other fluid flow parameters.

Keywords: viscous dissipation, 3-D Casson flow, chemical reaction, Ecert number

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Authors: Naqvi Shraddha Rathi

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During the aging process, physical frailty may develop. A more sedentary lifestyle, a reduction in metabolic cell mass and, consequently, lower energy expenditure and dietary intake are important contributors to the progression of frailty. A decline in intake is in turn associated with the risk of developing a suboptimal nutritional state or multiple micro nutrient deficiencies.The tantalizing potential of nanotechnology is to fabricate and combine nano scale approaches and building blocks to make useful tools and, ultimately, interventions for medical science, including nutritional science, at the scale of ∼1–100 nm.

Keywords: aging, cells frailty, micronutrients, biochemical reactivity

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Authors: Adam M. Yates, Julie E. Byles

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Hypertension has been identified as a prominent co-morbidity of obesity. To improve clinical intervention of hypertension, it is critical to identify metrics that most accurately reflect risk for increased morbidity. Two of the most relevant and accurate measures for increased risk of hypertension due to excess adipose tissue are Body Mass Index (BMI) and Waist-Height Ratio (WHtR). Previous research has examined these measures in cross-national and cross-ethnic studies, but has most often relied on secondary means such as meta-analysis to identify and evaluate the efficacy of individual body mass measures. In this study, we instead use cross-sectional analysis to assess the cross-ethnic discriminative power of BMI and WHtR to predict risk of hypertension. Using the WHO SAGE survey, which collected anthropometric and biometric data from respondents in six middle-income countries (China, Ghana, India, Mexico, Russia, South Africa), we implement logistic regression to examine the discriminative power of measured BMI and WHtR with a known population of hypertensive and non-hypertensive respondents. We control for gender and age to identify whether optimum cut-off points that are adequately sensitive as tests for risk of hypertension may be different between groups. We report results for OR, RR, and ROC curves for each of the six SAGE countries. As seen in existing literature, results demonstrate that both WHtR and BMI are significant predictors of hypertension (p < .01). For these six countries, we find that cut-off points for WHtR may be dependent upon gender, age and ethnicity. While an optimum omnibus cut-point for WHtR may be 0.55, results also suggest that the gender and age relationship with WHtR may warrant the development of individual cut-offs to optimize health outcomes. Trends through multiple countries show that the optimum cut-point for WHtR increases with age while the area under the curve (AUROC) decreases for both men and women. Comparison between BMI and WHtR indicate that BMI may remain more robust than WHtR. Implications for public health policy are discussed.

Keywords: hypertension, obesity, Waist-Height ratio, SAGE

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Authors: Rabea Sefrin, Christian Glock, Juergen Schnell

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The preservation of existing structures is of great economic interest because it contributes to higher sustainability and resource conservation. In the case of existing buildings, in addition to repair and maintenance, modernization or reconstruction works often take place in the course of adjustments or changes in use. Since the structural framework and the associated load level are usually changed in the course of the structural measures, the stability of the structure must be verified in accordance with the currently valid regulations. The concrete compressive strength of the existing structures concrete and the derived mechanical parameters are of central importance for the recalculation and verification. However, the compressive strength of the existing concrete is usually set comparatively low and thus underestimated. The reasons for this are too small numbers, and large scatter of material properties of the drill cores, which are used for the experimental determination of the design value of the compressive strength. Within a structural component, the load is usually transferred over the area with higher stiffness and consequently with higher compressive strength. Therefore, existing strength variations within a component only play a subordinate role due to rearrangement effects. This paper deals with the experimental and numerical determination of such rearrangement effects in order to calculate the concrete compressive strength of existing structures more realistic and economical. The influence of individual parameters such as the specimen geometry (prism or cylinder) or the coefficient of variation of the concrete compressive strength is analyzed in experimental small-part tests. The coefficients of variation commonly used in practice are adjusted by dividing the test specimens into several layers consisting of different concretes, which are monolithically connected to each other. From each combination, a sufficient number of the test specimen is produced and tested to enable evaluation on a statistical basis. Based on the experimental tests, FE simulations are carried out to validate the test results. In the frame of a subsequent parameter study, a large number of combinations is considered, which had not been investigated in the experimental tests yet. Thus, the influence of individual parameters on the size and characteristic of the rearrangement effect is determined and described more detailed. Based on the parameter study and the experimental results, a calculation model for a more realistic determination of the in situ concrete compressive strength is developed and presented. By considering rearrangement effects in concrete during recalculation, a higher number of existing structures can be maintained without structural measures. The preservation of existing structures is not only decisive from an economic, sustainable, and resource-saving point of view but also represents an added value for cultural and social aspects.

Keywords: existing structures, in-situ concrete compressive strength, rearrangement effects, recalculation

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Authors: Basma Khelfa, Antoine Tordeux, Ibrahima Ba

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We present a descriptive analysis data of lane-changing events in multi-lane roads. The data are provided from The Highway Drone Dataset (HighD), which are microscopic trajectories in highway. This paper describes and analyses the role of the different parameters and their significance. Thanks to HighD data, we aim to find the most frequent reasons that motivate drivers to change lanes. We used the programming language R for the processing of these data. We analyze the involvement and relationship of different variables of each parameter of the ego vehicle and the four vehicles surrounding it, i.e., distance, speed difference, time gap, and acceleration. This was studied according to the class of the vehicle (car or truck), and according to the maneuver it undertook (overtaking or falling back).

Keywords: autonomous driving, physical traffic model, prediction model, statistical learning process

Procedia PDF Downloads 261

Authors: N. Ammouchi

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We have studied the effect of milling time on the structural and hyperfine properties of Ni45Al45Fe10 compound elaborated by mechanical alloying. The elaboration was performed by using the planetary ball mill at different milling times. The as milled powders were characterized by X-ray diffraction (XRD) and Mӧssbauer spectroscopy. From XRD diffraction spectra, we show that the β NiAl(Fe) was completely formed after 24 h of milling time. When the milling time increases, the lattice parameter increases, whereas the grain size decreases to a few nanometres and the mean level of microstrains increases. The analysis of Mӧssbauer spectra indicates that, in addition to a ferromagnetic phase, α-Fe, a paramagnetic disordered phase Ni Al (Fe) solid solution is observed after 2h and only this phase is present after 12h.

Keywords: NiAlFe, nanostructured powders, X-ray diffraction, Mӧssbauer spectroscopy

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Authors: Timine Suoware, Sylvester Edelugo, Charles Amgbari

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Natural fibre composites (NFC) are becoming very attractive especially for automotive interior and non-structural building applications because they are biodegradable, low cost, lightweight and environmentally friendly. NFC are known to release high combustible products during exposure to heat atmosphere and this behaviour has raised concerns to end users. To improve on their fire response, flame retardants (FR) such as aluminium tri-hydroxide (ATH) and ammonium polyphosphate (APP) are incorporated during processing to delay the start and spread of fire. In this paper, APP was modified with Gum Arabic powder (GAP) and synergized with carbon black (CB) to form new FR species. Four FR species at 0, 12, 15 and 18% loading ratio were added to oil palm fibre polyester composite (OPFC) panels as follows; OPFC12%APP-GAP, OPFC15%APP-GAP/CB, OPFC18%ATH/APP-GAP and OPFC18%ATH/APPGAP/CB. The panels were produced using hand lay-up compression moulding and cured at room temperature. Specimens were cut from the panels and these were tested for ignition time (Tig), peak heat released rate (HRRp), average heat release rate (HRRavg), peak mass loss rate (MLRp), residual mass (Rm) and average smoke production rate (SPRavg) using cone calorimeter apparatus as well as the available flame energy (ɸ) in driving the flame using radiant panel flame spread apparatus. From the ignitability data obtained at 50 kW/m2 heat flux (HF), it shows that the hybrid FR modified with APP that is OPFC18%ATH/APP-GAP exhibited superior flame retardancy and the improvement was based on comparison with those without FR which stood at Tig = 20 s, HRRp = 86.6 kW/m2, HRRavg = 55.8 kW/m2, MLRp =0.131 g/s, Rm = 54.6% and SPRavg = 0.05 m2/s representing respectively 17.6%, 67.4%, 62.8%, 50.9%, 565% and 62.5% improvements less than those without FR (OPFC0%). In terms of flame spread, the least flame energy (ɸ) of 0.49 kW2/s3 for OPFC18%ATH/APP-GAP caused early flame regression. This was less than 39.6 kW2/s3 compared to those without FR (OPFC0%). It can be concluded that hybrid FR modified with APP could be useful in the automotive and building industries to delay the start and spread of fire.

Keywords: flame retardant, flame regression, oil palm fibre, composite panel

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Authors: Andres F. Ramirez, Carlos F. Valencia

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The increasing interest in renewable energies strategies application and the path for diminishing the use of carbon related energy sources have encouraged the development of novel strategies for integration of solar energy into the electricity network. A correct inclusion of the fluctuating energy output of a photovoltaic (PV) energy system into an electric grid requires improvements in the forecasting and simulation methodologies for solar energy potential, and the understanding not only of the mean value of the series but the associated underlying stochastic process. We present a methodology for synthetic generation of solar irradiance (shortwave flux) and air temperature bivariate time series based on copula functions to represent the cross-dependence and temporal structure of the data. We explore the advantages of using this nonlinear time series method over traditional approaches that use a transformation of the data to normal distributions as an intermediate step. The use of copulas gives flexibility to represent the serial variability of the real data on the simulation and allows having more control on the desired properties of the data. We use discrete zero mass density distributions to assess the nature of solar irradiance, alongside vector generalized linear models for the bivariate time series time dependent distributions. We found that the copula autoregressive methodology used, including the zero mass characteristics of the solar irradiance time series, generates a significant improvement over state of the art strategies. These results will help to better understand the fluctuating nature of solar energy forecasting, the underlying stochastic process, and quantify the potential of a photovoltaic (PV) energy generating system integration into a country electricity network. Experimental analysis and real data application substantiate the usage and convenience of the proposed methodology to forecast solar irradiance time series and solar energy across northern hemisphere, southern hemisphere, and equatorial zones.

Keywords: copula autoregressive, solar irradiance forecasting, solar energy forecasting, time series generation

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Authors: S. Suman, G. N. Singh

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The present manuscript addresses the estimation procedure of population parameter using Poisson probability distribution when characteristic under study possesses a rare sensitive attribute. The generalized form of unrelated randomized response model is suggested in order to acquire the truthful responses from respondents. The resultant estimators have been proposed for two situations when the information on an unrelated rare non-sensitive characteristic is known as well as unknown. The properties of the proposed estimators are derived, and the measure of confidentiality of respondent is also suggested for respondents. Empirical studies are carried out in the support of discussed theory.

Keywords: Poisson distribution, randomized response model, rare sensitive attribute, non-sensitive attribute

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Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

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This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model

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Authors: Aleksandr I. Korobov, Natalia V. Shirgina, Aleksey I. Kokshaiskiy, Vyacheslav M. Prokhorov

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The paper presents the results of an experimental study of the effect of reverse mechanical load-unloading on the mechanical, linear, and nonlinear elastic properties of n-AMg6/C60 nanocomposite. Samples for experimental studies of n-AMg6/C60 nanocomposite were obtained by grinding AMg6 polycrystalline alloy in a planetary mill with 0.3 wt % of C60 fullerite in an argon atmosphere. The resulting product consisted of 200-500-micron agglomerates of nanoparticles. X-ray coherent scattering (CSL) method has shown that the average nanoparticle size is 40-60 nm. The resulting preform was extruded at high temperature. Modifications of C60 fullerite interferes the process of recrystallization at grain boundaries. In the samples of n-AMg6/C60 nanocomposite, the load curve is measured: the dependence of the mechanical stress σ on the strain of the sample ε under its multi-cycle load-unloading process till its destruction. The hysteresis dependence σ = σ(ε) was observed, and insignificant residual strain ε < 0.005 were recorded. At σ≈500 MPa and ε≈0.025, the sample was destroyed. The destruction of the sample was fragile. Microhardness was measured before and after destruction of the sample. It was found that the loading-unloading process led to an increase in its microhardness. The effect of the reversible mechanical stress on the linear and nonlinear elastic properties of the n-AMg6/C60 nanocomposite was studied experimentally by ultrasonic method on the automated complex Ritec RAM-5000 SNAP SYSTEM. In the n-AMg6/C60 nanocomposite, the velocities of the longitudinal and shear bulk waves were measured with the pulse method, and all the second-order elasticity coefficients and their dependence on the magnitude of the reversible mechanical stress applied to the sample were calculated. Studies of nonlinear elastic properties of the n-AMg6/C60 nanocomposite at reversible load-unloading of the sample were carried out with the spectral method. At arbitrary values of the strain of the sample (up to its breakage), the dependence of the amplitude of the second longitudinal acoustic harmonic at a frequency of 2f = 10MHz on the amplitude of the first harmonic at a frequency f = 5MHz of the acoustic wave is measured. Based on the results of these measurements, the values of the nonlinear acoustic parameter in the n-AMg6/C60 nanocomposite sample at different mechanical stress were determined. The obtained results can be used in solid-state physics, materials science, for development of new techniques for nondestructive testing of structural materials using methods of nonlinear acoustic diagnostics. This study was supported by the Russian Science Foundation (project №14-22-00042).

Keywords: nanocomposite, generation of acoustic harmonics, nonlinear acoustic parameter, hysteresis

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Authors: K. Ebrahimi, Sh. Shahid, M. Mohammadi Ghaleni, M. H. Omid

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The longitudinal dispersion coefficient is a crucial parameter for 1-D water quality analysis of riverine flows. So far, different types of empirical equations for estimation of the coefficient have been developed, based on various case studies. The main objective of this paper is to develop an empirical equation for estimation of the coefficient for a riverine flow. For this purpose, a set of tracer experiments was conducted, involving salt tracer, at three sections located in downstream of a lengthy canal. Tracer data were measured in three mixing lengths along the canal including; 45, 75 and 100m. According to the results, the obtained coefficients from new developed empirical equation gave an encouraging level of agreement with the theoretical values.

Keywords: coefficients, dispersion, river, tracer, water quality

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Authors: Pablo J. Valverde, Jaime E. Fernandez

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This paper shows under which conditions public corruption can emerge. The theoretical model includes variables such as the public employee wage (w), a control corruption parameter (c), and the group size of interactions (GS) between clusters of public officers and contractors. The system behavior is analyzed using phase diagrams based on combinations of such parameters (c, w, GS). Numerical simulations are implemented in order to contrast analytic results based on Nash equilibria of the theoretical model. Major findings include the functional relationship between wages and network topology, which attempts to reduce the emergence of corrupt behavior.

Keywords: public corruption, game theory, complex systems, Nash equilibrium.

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Authors: Shannon Steinmetz, Ellen Gethner

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In this paper, a theoretical foundation is developed for patterned segmentation of audio using the geometry of music and statistical manifold. We demonstrate image content clustering using conic space sonification. The algorithm takes a geodesic curve as a model estimator of the three-parameter Gamma distribution. The random variable is parameterized by musical centricity and centric velocity. Model parameters predict audio segmentation in the form of duration and frame count based on the likelihood of musical geometry transition. We provide an example using a database of randomly selected images, resulting in statistically significant clusters of similar image content.

Keywords: sonification, musical information geometry, image, content extraction, automated quantification, audio segmentation, pattern recognition

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Authors: A. A. Selaimia, H. Bensouilah, M. A. Yallese, I. Meddour, S. Belhadi, T. Mabrouki

Abstract:

The objective of this work is to model the output responses namely; surface roughness (Ra), cutting force (Fc), during the face milling of the austenitic stainless steel X2CrNi18-9 with coated carbide tools (GC4040). For raison, response surface methodology (RMS) is used to determine the influence of each technological parameter. A full factorial design (L27) is chosen for the experiments, and the ANOVA is used in order to evaluate the influence of the technological cutting parameters namely; cutting speed (Vc), feed per tooth, and depth of cut (ap) on the out-put responses. The results reveal that (Ra) is mostly influenced by (fz) and (Fc) is found considerably affected by (ap).

Keywords: austenitic stainless steel, ANOVA, coated carbide, response surface methodology (RSM)

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Authors: Yoonsuh Jung, Steven N. MacEachern

Abstract:

Check loss function is used to define quantile regression. In the prospect of cross validation, it is also employed as a validation function when underlying truth is unknown. However, our empirical study indicates that the validation with check loss often leads to choosing an over estimated fits. In this work, we suggest a modified or L2-adjusted check loss which rounds the sharp corner in the middle of check loss. It has a large effect of guarding against over fitted model in some extent. Through various simulation settings of linear and non-linear regressions, the improvement of check loss by L2 adjustment is empirically examined. This adjustment is devised to shrink to zero as sample size grows.

Keywords: cross-validation, model selection, quantile regression, tuning parameter selection

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Authors: Mueller Jann, Hoffmann Christian Hugo

Abstract:

Conventional quantitative risk management in banking is a risk factor of its own, because it rests on assumptions such as independence and availability of data which do not hold when rare events of extreme consequences are involved. There is a growing recognition of the need for alternative risk measures that do not make these assumptions. We propose a novel method for modeling the risk associated with investment products, in particular derivatives, by using a formal language for specifying financial contracts. Expressions in this language are interpreted in the category of values annotated with (a formal representation of) uncertainty. The choice of uncertainty formalism thus becomes a parameter of the model, so it can be adapted to the particular application and it is not constrained to classical probabilities. We demonstrate our approach using a simple logic-based uncertainty model and a case study in which we assess the risk of counter party default in a portfolio of collateralized loans.

Keywords: risk model, uncertainty monad, derivatives, contract algebra

Procedia PDF Downloads 576