Search results for: euler bernoulli beam theory
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5533

Search results for: euler bernoulli beam theory

3913 The Effect of Behavioral and Risk Factors of Investment Growth on Stock Returns

Authors: Majid Lotfi Ghahroud, Seyed Jalal Tabatabaei, Ebrahim Karami, AmirArsalan Ghergherechi, Amir Ali Saeidi

Abstract:

In this study, the relationship between investment growth and stock returns of companies listed in Tehran Stock Exchange and whether their relationship -behavioral or risk factors- are discussed. Generally, there are two perspectives; risk-based approach and behavioral approach. According to the risk-based approach due to increase investment, systemic risk and consequently the stock returns are reduced. But due to the second approach, an excessive optimism or pessimism leads to assuming stock price with high investment growth in the past, higher than its intrinsic value and the price of stocks with lower investment growth, less than its intrinsic value. The investigation period is eight years from 2007 to 2014. The sample consisted of all companies listed on the Tehran Stock Exchange. The method is a portfolio test, and the analysis is based on the t-student test (t-test). The results indicate that there is a negative relationship between investment growth and stock returns of companies and this negative correlation is stronger for firms with higher cash flow. Also, the negative relationship between asset growth and stock returns is due to behavioral factors.

Keywords: behavioral theory, investment growth, risk-based theory, stock returns

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3912 Computational Approaches to Study Lineage Plasticity in Human Pancreatic Ductal Adenocarcinoma

Authors: Almudena Espin Perez, Tyler Risom, Carl Pelz, Isabel English, Robert M. Angelo, Rosalie Sears, Andrew J. Gentles

Abstract:

Pancreatic ductal adenocarcinoma (PDAC) is one of the most deadly malignancies. The role of the tumor microenvironment (TME) is gaining significant attention in cancer research. Despite ongoing efforts, the nature of the interactions between tumors, immune cells, and stromal cells remains poorly understood. The cell-intrinsic properties that govern cell lineage plasticity in PDAC and extrinsic influences of immune populations require technically challenging approaches due to the inherently heterogeneous nature of PDAC. Understanding the cell lineage plasticity of PDAC will improve the development of novel strategies that could be translated to the clinic. Members of the team have demonstrated that the acquisition of ductal to neuroendocrine lineage plasticity in PDAC confers therapeutic resistance and is a biomarker of poor outcomes in patients. Our approach combines computational methods for deconvolving bulk transcriptomic cancer data using CIBERSORTx and high-throughput single-cell imaging using Multiplexed Ion Beam Imaging (MIBI) to study lineage plasticity in PDAC and its relationship to the infiltrating immune system. The CIBERSORTx algorithm uses signature matrices from immune cells and stroma from sorted and single-cell data in order to 1) infer the fractions of different immune cell types and stromal cells in bulked gene expression data and 2) impute a representative transcriptome profile for each cell type. We studied a unique set of 300 genomically well-characterized primary PDAC samples with rich clinical annotation. We deconvolved the PDAC transcriptome profiles using CIBERSORTx, leveraging publicly available single-cell RNA-seq data from normal pancreatic tissue and PDAC to estimate cell type proportions in PDAC, and digitally reconstruct cell-specific transcriptional profiles from our study dataset. We built signature matrices and optimized by simulations and comparison to ground truth data. We identified cell-type-specific transcriptional programs that contribute to cancer cell lineage plasticity, especially in the ductal compartment. We also studied cell differentiation hierarchies using CytoTRACE and predict cell lineage trajectories for acinar and ductal cells that we believe are pinpointing relevant information on PDAC progression. Collaborators (Angelo lab, Stanford University) has led the development of the Multiplexed Ion Beam Imaging (MIBI) platform for spatial proteomics. We will use in the very near future MIBI from tissue microarray of 40 PDAC samples to understand the spatial relationship between cancer cell lineage plasticity and stromal cells focused on infiltrating immune cells, using the relevant markers of PDAC plasticity identified from the RNA-seq analysis.

Keywords: deconvolution, imaging, microenvironment, PDAC

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3911 Solar Radiation Studies for Islamabad, Pakistan

Authors: Sidra A. Shaikh, M. A. Ahmed, M. W. Akhtar

Abstract:

Global and diffuse solar radiation studies have been carried out for Islamabad (Lat: 330 43’ N, Long: 370 71’) to access the solar potential of the area using sunshine hour data. A detailed analysis of global solar radiation values measured using several methods is presented. These values are then compared with the NASA SSE model. The variation in direct and diffuse components of solar radiation is observed in summer and winter months for Islamabad along with the clearness index KT. The diffuse solar radiation is found maximum in the month of July. Direct and beam radiation is found to be high in the month of April to June. From the results it appears that with the exception of monsoon months, July and August, solar radiation for electricity generation can be utilized very efficiently throughout the year. Finally, the mean bias error (MBE), root mean square error (RMSE) and mean percent error (MPE) for global solar radiation are also presented.

Keywords: solar potential, global and diffuse solar radiation, Islamabad, errors

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3910 A Real-World Roadmap and Exploration of Quantum Computers Capacity to Trivialise Internet Security

Authors: James Andrew Fitzjohn

Abstract:

This paper intends to discuss and explore the practical aspects of cracking encrypted messages with quantum computers. The theory of this process has been shown and well described both in academic papers and headline-grabbing news articles, but with all theory and hyperbole, we must be careful to assess the practicalities of these claims. Therefore, we will use real-world devices and proof of concept code to prove or disprove the notion that quantum computers will render the encryption technologies used by many websites unfit for purpose. It is time to discuss and implement the practical aspects of the process as many advances in quantum computing hardware/software have recently been made. This paper will set expectations regarding the useful lifespan of RSA and cipher lengths and propose alternative encryption technologies. We will set out comprehensive roadmaps describing when and how encryption schemes can be used, including when they can no longer be trusted. The cost will also be factored into our investigation; for example, it would make little financial sense to spend millions of dollars on a quantum computer to factor a private key in seconds when a commodity GPU could perform the same task in hours. It is hoped that the real-world results depicted in this paper will help influence the owners of websites who can take appropriate actions to improve the security of their provisions.

Keywords: quantum computing, encryption, RSA, roadmap, real world

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3909 Poz and Play: Exploring the Effectiveness of the Online Teleserye 'Mga Batang Poz' in Influencing the Reproductive Health Practices of Filipino Teenagers

Authors: Arlan Jay Jondonero

Abstract:

The study explores the potential of teleseryes in improving the reproductive health practices of its Filipino teenage viewers. This includes the identification of the elements of teleseryes and the conditions that make it suitable for teleseryes to influence the practices of its viewers, as well as the assessment of how the Sabido methodology was applied in other countries to see if it can be applied in the Philippine context. It discusses the historical context of teleseryes in the Philippines, which are now in the online digital media platform. The study recognizes the role of the social cognitive theory and dramatic theory in a viewer’s acquisition of better reproductive health practices and evaluates if these theories can be applied in the Philippine context. Using the quasi-experimental approach, the study aims to determine if there is a causal relationship between how the online teleserye “Mga Batang Poz” is perceived by the Filipino teenage audience through its characters and storylines and the development of the audience’s knowledge, perceptions, and behaviors surrounding HIV/AIDS. The study looked into the components of the teleserye that made it relatable to the Filipino youth, as well as factors that should be taken into consideration to significantly influence the reproductive health practices of the Filipino youth.

Keywords: entertainment-education, HIV, quasi-experimental, Sabido methodology, teleserye

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3908 A New Fuzzy Fractional Order Model of Transmission of Covid-19 With Quarantine Class

Authors: Asma Hanif, A. I. K. Butt, Shabir Ahmad, Rahim Ud Din, Mustafa Inc

Abstract:

This paper is devoted to a study of the fuzzy fractional mathematical model reviewing the transmission dynamics of the infectious disease Covid-19. The proposed dynamical model consists of susceptible, exposed, symptomatic, asymptomatic, quarantine, hospitalized and recovered compartments. In this study, we deal with the fuzzy fractional model defined in Caputo’s sense. We show the positivity of state variables that all the state variables that represent different compartments of the model are positive. Using Gronwall inequality, we show that the solution of the model is bounded. Using the notion of the next-generation matrix, we find the basic reproduction number of the model. We demonstrate the local and global stability of the equilibrium point by using the concept of Castillo-Chavez and Lyapunov theory with the Lasalle invariant principle, respectively. We present the results that reveal the existence and uniqueness of the solution of the considered model through the fixed point theorem of Schauder and Banach. Using the fuzzy hybrid Laplace method, we acquire the approximate solution of the proposed model. The results are graphically presented via MATLAB-17.

Keywords: Caputo fractional derivative, existence and uniqueness, gronwall inequality, Lyapunov theory

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3907 Lateral Torsional Buckling of Steel Thin-Walled Beams with Lateral Restraints

Authors: Ivan Balázs, Jindřich Melcher

Abstract:

Metal thin-walled members have been widely used in building industry. Usually they are utilized as purlins, girts or ceiling beams. Due to slenderness of thin-walled cross-sections these structural members are prone to stability problems (e.g. flexural buckling, lateral torsional buckling). If buckling is not constructionally prevented their resistance is limited by buckling strength. In practice planar members of roof or wall cladding can be attached to thin-walled members. These elements reduce displacement of thin-walled members and therefore increase their buckling strength. If this effect is taken into static assessment more economical sections of thin-walled members might be utilized and certain savings of material might be achieved. This paper focuses on problem of determination of critical load of steel thin-walled beams with lateral continuous restraint which is crucial for lateral torsional buckling assessment.

Keywords: beam, buckling, numerical analysis, stability, steel

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3906 Managing the Cognitive Load of Medical Students during Anatomy Lecture

Authors: Siti Nurma Hanim Hadie, Asma’ Hassan, Zul Izhar Ismail, Ahmad Fuad Abdul Rahim, Mohd. Zarawi Mat Nor, Hairul Nizam Ismail

Abstract:

Anatomy is a medical subject, which contributes to high cognitive load during learning. Despite its complexity, anatomy remains as the most important basic sciences subject with high clinical relevancy. Although anatomy knowledge is required for safe practice, many medical students graduated without having sufficient knowledge. In fact, anatomy knowledge among the medical graduates was reported to be declining and this had led to various medico-legal problems. Applying cognitive load theory (CLT) in anatomy teaching particularly lecture would be able to address this issue since anatomy information is often perceived as cognitively challenging material. CLT identifies three types of loads which are intrinsic, extraneous and germane loads, which combine to form the total cognitive load. CLT describe that learning can only occur when the total cognitive load does not exceed human working memory capacity. Hence, managing these three types of loads with the aim of optimizing the working memory capacity would be beneficial to the students in learning anatomy and retaining the knowledge for future application.

Keywords: cognitive load theory, intrinsic load, extraneous load, germane load

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3905 A Principal-Agent Model for Sharing Mechanism in Integrated Project Delivery Context

Authors: Shan Li, Qiuwen Ma

Abstract:

Integrated project delivery (IPD) is a project delivery method distinguished by a shared risk/rewards mechanism and multiparty agreement. IPD has drawn increasingly attention from construction industry because of its efficiency of solving adversarial problems and reliability to deliver high-performing buildings. However, some evidence showed that some project participants obtained less profit from IPD projects than the typical projects. They attributed it to the unfair IPD sharing mechanism, which resulted in additional time and cost of negotiation on the sharing fractions among project participants. The study is aimed to investigate the reward distribution by constructing a principal-agent model. Based on cooperative game theory, it is examined how to distribute the shared project rewards between client and non-client parties, and identify the sharing fractions among non-client parties. It is found that at least half of the project savings should be allocated to the non-client parties to motivate them to create more project value. Second, the client should raise his sharing fractions when the integration among project participants is efficient. In addition, the client should allocate higher sharing fractions to the non-client party who is more able. This study can help the IPD project participants make fair and motivated sharing mechanisms.

Keywords: cooperative game theory, IPD, principal agent model, sharing mechanism

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3904 Acoustic Radiation from an Infinite Cylindrical Shell with Periodic Lengthwise Ribs

Authors: Yunzhe Tong, Jun Fan, Bin Wang

Abstract:

The vibroacoustic behavior of an immersed infinite cylindrical shell with periodic lengthwise ribs has been studied in this paper. The motions of the shell are described by the Donnell equations. Each lengthwise rib is modeled as an elastic beam. The motions of the bulkheads are decomposed into the longitudinal motions and flexural motions. The analytical expressions of the shell motions can be obtained through circumferential mode expansion, Fourier Transform and periodic boundary condition in the circumferential direction. Furthermore, the far-field radiated pressure has been obtained using the stationary phase. The analysis of wavenumber domain shows that periodic lengthwise stiffeners in the circumferential direction can produce flexural Bloch waves. The dominant feature in far-field pressure amplitude is the resonance of the supersonic components of the flexural Bloch waves in the circumferential direction.

Keywords: flexural Bloch wave, stiffened shell, vibroacoustics, wavenumber analysis

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3903 Social and Cognitive Stress Impact on Neuroscience and PTSD

Authors: Sadra Abbasi

Abstract:

The complex connection between psychological stress and the onset of different diseases has been an ongoing issue in the mental health field for a long time. Multiple studies have demonstrated that long-term stress can greatly heighten the likelihood of developing health issues like heart disease, cancer, arthritis, and severe depression. Recent research in cognitive science has provided insight into the intricate processes involved in posttraumatic stress disorder (PTSD), suggesting that distinct memory systems are accountable for both vivid reliving and normal autobiographical memories of traumatic incidents, as proposed by dual representation theory. This theory has important consequences for our comprehension of the neural mechanisms involved in fear and behavior related to threats, highlighting the amygdala-hippocampus-medial prefrontal cortex circuit as a crucial component in this process. This particular circuit, extensively researched in behavioral neuroscience, is essential for regulating the body's reactions to stress and trauma. This review will examine how incorporating a modern neuroscience viewpoint into an integrative case formulation offers a current way to comprehend the intricate connections among psychological stress, trauma, and disease.

Keywords: social, cognitive, stress, neuroscience, behavior, PTSD

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3902 Communicating Corporate Social Responsibility in Kuwait: Assessment of Environmental Responsibility Efforts and Targeted Stakeholders

Authors: Manaf Bashir

Abstract:

Corporate social responsibility (CSR) has become a tool for corporations to meet the expectations of different stakeholders about economic, social and environmental issues. It has become indispensable for an organization’s success, positive image and reputation. Equally important is how corporations communicate and report their CSR. Employing the stakeholder theory, the purpose of this research is to analyse CSR content of leading Kuwaiti corporations. No research analysis of CSR reporting has been conducted in Kuwait and this study is an attempt to redress in part this empirical deficit in the country and the region. It attempts to identify the issues and stakeholders of the CSR and if corporations are following CSR reporting standards. By analysing websites, annual and CSR reports of the top 100 Kuwaiti corporations, this study found low mentions of the CSR issues and even lower mentions of CSR stakeholders. Environmental issues were among the least mentioned despite an increasing global concern toward the environment. ‘Society’ was mentioned the most as a stakeholder and ‘The Environment’ was among the least mentioned. Cross-tabulations found few significant relationships between type of industry and the CSR issues and stakeholders. Independent sample t-tests found no significant difference between the issues and stakeholders that are mentioned on the websites and the reports. Only two companies from the sample followed reporting standards and both followed the Global Reporting Initiative. Successful corporations would be keen to identify the issues that meet the expectations of different stakeholders and address them through their corporate communication. Kuwaiti corporations did not show this keenness. As the stakeholder theory suggests, extending the spectrum of stakeholders beyond investors can open mutual dialogue and understanding between corporations and various stakeholders. However, Kuwaiti corporations focus on few CSR issues and even fewer CSR stakeholders. Kuwaiti corporations need to pay more attention to CSR and particularly toward environmental issues. They should adopt a strategic approach and allocate specialized personnel such as marketers and public relations practitioners to manage it. The government and non-profit organizations should encourage the private sector in Kuwait to do more CSR and meet the needs and expectations of different stakeholders and not only shareholders. This is in addition to reporting the CSR information professionally because of its benefits to corporate image, reputation, and transparency.

Keywords: corporate social responsibility, environmental responsibility, Kuwait, stakeholder theory

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3901 Investigating University Language Teacher’s Perception of Their Identities in the Algerian Multilingual Context

Authors: Yousra Drissi

Abstract:

This research explores language teacher identity in a multilingual context where both teachers and students come from different linguistic backgrounds. It seeks to understand how teachers perceive themselves as language teachers in this context in relation to different influencing factors, both internal and external. This study is being conducted due to the importance of language teacher identity (LTI) in the university context, which is being neglected in the present literature (in an attempt to address the gap in the present literature). The broader aim of this study is to bring attention to language teacher identity along with the different influencing elements which can either promote or hinder its development. In this research, we are using the sociocultural theory and post-structural theory. This research uses the mixed methods approach to collect and analyse relevant data. A structured survey was distributed to language teachers from different universities around Algeria, followed by in-depth interviews. Results are supposed to show the different points in self-perception that these teachers share or differ in. they will also help us identify the different internal and external factors that can be of influence. However, the results of this research can be used by institutions as well as decision-makers to better understand university teachers and help them improve their teaching practices by empowering their language teacher identity, starting from teacher education programs to continuous teacher development programs.

Keywords: identity, language teacher identity, multilingualism, university teacher

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3900 A Dose Distribution Approach Using Monte Carlo Simulation in Dosimetric Accuracy Calculation for Treating the Lung Tumor

Authors: Md Abdullah Al Mashud, M. Tariquzzaman, M. Jahangir Alam, Tapan Kumar Godder, M. Mahbubur Rahman

Abstract:

This paper presents a Monte Carlo (MC) method-based dose distributions on lung tumor for 6 MV photon beam to improve the dosimetric accuracy for cancer treatment. The polystyrene which is tissue equivalent material to the lung tumor density is used in this research. In the empirical calculations, TRS-398 formalism of IAEA has been used, and the setup was made according to the ICRU recommendations. The research outcomes were compared with the state-of-the-art experimental results. From the experimental results, it is observed that the proposed based approach provides more accurate results and improves the accuracy than the existing approaches. The average %variation between measured and TPS simulated values was obtained 1.337±0.531, which shows a substantial improvement comparing with the state-of-the-art technology.

Keywords: lung tumour, Monte Carlo, polystyrene, Elekta synergy, Monaco planning system

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3899 National Agency for Control of HIV/AIDS and International Response to its Scourge in Nigeria, 2000-2010

Authors: Ugwu Blessing Nkiruka

Abstract:

This paper seeks to examine Nigerian National Agency for the control of AIDS (NACA) and international response to the control of HIV/AIDS in Nigeria. The paper adopted the Functionalist theory alongside Liberalism and Idealism, but anchored extensively on functionalism. On the response of HIV/AIDS, Functionalist theory advocated for international corporation of both intergovernmental and non-governmental organisations as the basis for the reduction of the virus. the study adopted secondary source of data i.e journals, articles, newspapers and policy briefs to discuss the reduction of the pandemic (HIV/AIDS).This paper discovered that although HIV/AIDS is a global threat, especially to developing countries where the prevalence rate is still very high, yet international governmental and non-governmental organisation have been able to collaborate with National agencies like NACA in Nigeria and respond speedily through diverse initiatives and action plans to curb the spread of the virus. The study therefore recommends greater awareness on testing and early introduction of antiretroviral therapy, proper screening of blood before transfusion, absolute faithfulness among partners. Similarly, sharing of sharp objects like needles, knives and syringes should be avoided at all cost.

Keywords: HIV/AIDS, developing countries, Nigeria, international organizations, NACA

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3898 Optimizing the Passenger Throughput at an Airport Security Checkpoint

Authors: Kun Li, Yuzheng Liu, Xiuqi Fan

Abstract:

High-security standard and high efficiency of screening seem to be contradictory to each other in the airport security check process. Improving the efficiency as far as possible while maintaining the same security standard is significantly meaningful. This paper utilizes the knowledge of Operation Research and Stochastic Process to establish mathematical models to explore this problem. We analyze the current process of airport security check and use the M/G/1 and M/G/k models in queuing theory to describe the process. Then we find the least efficient part is the pre-check lane, the bottleneck of the queuing system. To improve passenger throughput and reduce the variance of passengers’ waiting time, we adjust our models and use Monte Carlo method, then put forward three modifications: adjust the ratio of Pre-Check lane to regular lane flexibly, determine the optimal number of security check screening lines based on cost analysis and adjust the distribution of arrival and service time based on Monte Carlo simulation results. We also analyze the impact of cultural differences as the sensitivity analysis. Finally, we give the recommendations for the current process of airport security check process.

Keywords: queue theory, security check, stochatic process, Monte Carlo simulation

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3897 Distance Learning in Vocational Mass Communication Courses during COVID-19 in Kuwait: A Media Richness Perspective of Students’ Perceptions

Authors: Husain A. Murad, Ali A. Dashti, Ali Al-Kandari

Abstract:

The outbreak of Coronavirus during the Spring semester of 2020 brought new challenges for the teaching of vocational mass communication courses at universities in Kuwait. Using the Media Richness Theory (MRT), this study examines the response of 252 university students on mass communication programs. A questionnaire regarding their perceptions and preferences concerning modes of instruction on vocational courses online, focusing on the four factors of MRT: immediacy of feedback, capacity to include personal focus, conveyance of multiple cues, and variety of language. The outcomes show that immediacy of feedback predicted all criterion variables: suitability of distance learning (DL) for teaching vocational courses, sentiments of students toward DL, perceptions of easiness of evaluation of DL coursework, and the possibility of retaking DL courses. Capacity to include personal focus was another positive predictor of the criterion variables. It predicted students’ sentiments toward DL and the possibility of retaking DL courses. The outcomes are discussed in relation to implications for using DL, as well as constructing an agenda for DL research.

Keywords: distance learning, media richness theory, traditional learning, vocational media courses

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3896 Comparative Numerical Simulations of Reaction-Coupled Annular and Free-Bubbling Fluidized Beds Performance

Authors: Adefarati Oloruntoba, Yongmin Zhang, Hongliang Xiao

Abstract:

An annular fluidized bed (AFB) is gaining extensive application in the process industry due to its efficient gas-solids contacting. But a direct evaluation of its reaction performance is still lacking. In this paper, comparative 3D Euler–Lagrange multiphase-particle-in-cell (MP-PIC) computations are performed to assess the reaction performance of AFB relative to a bubbling fluidized bed (BFB) in an FCC regeneration process. By using the energy-minimization multi-scale (EMMS) drag model with a suitable heterogeneity index, the MP-PIC simulation predicts the typical fountain region in AFB and solids holdup of BFB, which is consistent with an experiment. Coke combustion rate, flue gas and temperature profile are utilized as the performance indicators, while related bed hydrodynamics are explored to account for the different performance under varying superficial gas velocities (0.5 m/s, 0.6 m/s, and 0.7 m/s). Simulation results indicate that the burning rates of coke and its species are relatively the same in both beds, albeit marginal increase in BFB. Similarly, the shape and evolution time of flue gas (CO, CO₂, H₂O and O₂) curves are indistinguishable but match the coke combustion rates. However, AFB has high proclivity to high temperature-gradient as higher gas and solids temperatures are predicted in the freeboard. Moreover, for both beds, the effect of superficial gas velocity is only conspicuous on the temperature but negligible on combustion efficiency and effluent gas emissions due to constant gas volumetric flow rate and bed loading criteria. Cross-flow of solids from the annulus to the spout region as well as the high primary gas in the AFB directly assume the underlying mechanisms for its unique gas-solids hydrodynamics (pressure, solids holdup, velocity, mass flux) and local spatial homogeneity, which in turn influence the reactor performance. Overall, the study portrays AFB as a cheap alternative reactor to BFB for catalyst regeneration.

Keywords: annular fluidized bed, bubbling fluidized bed, coke combustion, flue gas, fountaining, CFD, MP-PIC, hydrodynamics, FCC regeneration

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3895 Analytical Investigation of Replaceable Links with Reduced Web Section for Link-to-Column Connections in Eccentrically Braced Frames

Authors: Daniel Y. Abebe, Sijeong Jeong, Jaehyouk Choi

Abstract:

The use of eccentrically braced frame (EBF) is increasing day by day as EBF possesses high elastic stiffness, stable inelastic response under cyclic lateral loading, and excellent ductility and energy dissipation capacity. The ductility and energy dissipation capacity of EBF depends on the active link beams. Recently, there are two types EBFs; these are conventional EBFs and EBFs with replaceable links. The conventional EBF has a disadvantage during maintenance in post-earthquake. The concept of removable active link beam in EBF is developed to overcome the limitation of the conventional EBF in post-earthquake. In this study, a replaceable link with reduced web section is introduced and design equations are suggested. In addition, nonlinear finite element analysis was conducted in order to evaluate the proposed links.

Keywords: EBFs, replaceable link, earthquake disaster, reduced section

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3894 A Multivariate 4/2 Stochastic Covariance Model: Properties and Applications to Portfolio Decisions

Authors: Yuyang Cheng, Marcos Escobar-Anel

Abstract:

This paper introduces a multivariate 4/2 stochastic covariance process generalizing the one-dimensional counterparts presented in Grasselli (2017). Our construction permits stochastic correlation not only among stocks but also among volatilities, also known as co-volatility movements, both driven by more convenient 4/2 stochastic structures. The parametrization is flexible enough to separate these types of correlation, permitting their individual study. Conditions for proper changes of measure and closed-form characteristic functions under risk-neutral and historical measures are provided, allowing for applications of the model to risk management and derivative pricing. We apply the model to an expected utility theory problem in incomplete markets. Our analysis leads to closed-form solutions for the optimal allocation and value function. Conditions are provided for well-defined solutions together with a verification theorem. Our numerical analysis highlights and separates the impact of key statistics on equity portfolio decisions, in particular, volatility, correlation, and co-volatility movements, with the latter being the least important in an incomplete market.

Keywords: stochastic covariance process, 4/2 stochastic volatility model, stochastic co-volatility movements, characteristic function, expected utility theory, veri cation theorem

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3893 Seismic Soil-Pile Interaction Considering Nonlinear Soil Column Behavior in Saturated and Dry Soil Conditions

Authors: Mohammad Moeini, Mehrdad Ghyabi, Kiarash Mohtasham Dolatshahi

Abstract:

This paper investigates seismic soil-pile interaction using the Beam on Nonlinear Winkler Foundation (BNWF) approach. Three soil types are considered to cover all the possible responses, as well as nonlinear site response analysis using finite element method in OpenSees platform. Excitations at each elevation that are output of the site response analysis are used as the input excitation to the soil pile system implementing multi-support excitation method. Spectral intensities of acceleration show that the extent of the response in sand is more severe than that of clay, in addition, increasing the PGA of ground strong motion will affect the sandy soil more, in comparison with clayey medium, which is an indicator of the sensitivity of soil-pile systems in sandy soil.

Keywords: BNWF method, multi-support excitation, nonlinear site response analysis, seismic soil-pile interaction

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3892 Experimental Characterization of the Shear Behavior of Fiber Reinforced Concrete Beam Elements in Chips

Authors: Djamal Atlaoui, Youcef Bouafia

Abstract:

This work deals with the experimental study of the mechanical behavior, by shear tests (fracture shear), elements of concrete beams reinforced with fibers in chips. These fibers come from the machining waste of the steel parts. The shear tests are carried out on prismatic specimens of dimensions 10 x 20 x 120 cm3. The fibers are characterized by mechanical resistance and tearing. The optimal composition of the concrete was determined by the workability test. Two fiber contents are selected for this study (W = 0.6% and W = 0.8%) and a BT control concrete (W = 0%) of the same composition as the matrix is developed to serve as a reference with a sand-to-gravel ratio (S/G) of concrete matrix equal to 1. The comparison of the different results obtained shows that the chips fibers confer a significant ductility to the material after cracking of the concrete. Also, the fibers used limit diagonal cracks in shear and improve strength and rigidity.

Keywords: characterization, chips fibers, cracking mode, ductility, undulation, shear

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3891 Border Security: Implementing the “Memory Effect” Theory in Irregular Migration

Authors: Iliuta Cumpanasu, Veronica Oana Cumpanasu

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This paper focuses on studying the conjunction between the new emerged theory of “Memory Effect” in Irregular Migration and Related Criminality and the notion of securitization, and its impact on border management, bringing about a scientific advancement in the field by identifying the patterns corresponding to the linkage of the two concepts, for the first time, and developing a theoretical explanation, with respect to the effects of the non-military threats on border security. Over recent years, irregular migration has experienced a significant increase worldwide. The U.N.'s refugee agency reports that the number of displaced people is at its highest ever - surpassing even post-World War II numbers when the world was struggling to come to terms with the most devastating event in history. This is also the fresh reality within the core studied coordinate, the Balkan Route of Irregular Migration, which starts from Asia and Africa and continues to Turkey, Greece, North Macedonia or Bulgaria, Serbia, and ends in Romania, where thousands of migrants find themselves in an irregular situation concerning their entry to the European Union, with its important consequences concerning the related criminality. The data from the past six years was collected by making use of semi-structured interviews with experts in the field of migration and desk research within some organisations involved in border security, pursuing the gathering of genuine insights from the aforementioned field, which was constantly addressed the existing literature and subsequently subjected to the mixed methods of analysis, including the use of the Vector Auto-Regression estimates model. Thereafter, the analysis of the data followed the processes and outcomes in Grounded Theory, and a new Substantive Theory emerged, explaining how the phenomena of irregular migration and cross-border criminality are the decisive impetus for implementing the concept of securitization in border management by using the proposed pattern. The findings of the study are therefore able to capture an area that has not yet benefitted from a comprehensive approach in the scientific community, such as the seasonality, stationarity, dynamics, predictions, or the pull and push factors in Irregular Migration, also highlighting how the recent ‘Pandemic’ interfered with border security. Therefore, the research uses an inductive revelatory theoretical approach which aims at offering a new theory in order to explain a phenomenon, triggering a practically handy contribution for the scientific community, research institutes or Academia and also usefulness to organizational practitioners in the field, among which UN, IOM, UNHCR, Frontex, Interpol, Europol, or national agencies specialized in border security. The scientific outcomes of this study were validated on June 30, 2021, when the author defended his dissertation for the European Joint Master’s in Strategic Border Management, a two years prestigious program supported by the European Commission and Frontex Agency and a Consortium of six European Universities and is currently one of the research objectives of his pending PhD research at the West University Timisoara.

Keywords: migration, border, security, memory effect

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3890 Explanation of the Electron Transfer Mechanism from β-Carotene to N-Pentyl Peroxyl Radical by Density Functional Theory Method

Authors: E. Esra Kasapbaşı, Büşra Yıldırım

Abstract:

Weak oxidizing radicals, such as alkyl peroxyl derivatives, react with carotenoids through hydrogen atom transfer to form neutral carotenoid radicals. Using the DFT method, it has been observed that s-cis-β-carotene is more stable than all-transforms. In the context of this study, an attempt is made to explain the reaction mechanism of the isomers of β-carotene, which exhibits antioxidant properties, with n-pentyl peroxide, one of the alkyl peroxyl molecules, using the Density Functional Theory (DFT) method. The cis and transforms of β-carotene are used in the study to determine which form is more reactive. For this purpose, Natural Bond Orbital (NBO) charges of all optimized structures are calculated, and electron transfer is determined by examining electron transitions between Highest Occupied Molecular Orbital (HOMO) and Lowest Unoccupied Molecular Orbital (LUMO). Additionally, the radical character and reaction mechanism of β-carotene in a radical environment are attempted to be explained based on the calculations. The theoretical inclination of whether β-carotene in cis or transforms is more active in reaction is also discussed. All these calculations are performed in the gas phase using the Integral Equation Formalism Polarizable Continuum Model IEFPCM method with dichloromethane as the solvent.

Keywords: β-carotene, n-pentyl peroxyl radical, DFT, TD-DFT

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3889 A Review of Literature on Theories of Construction Accident Causation Models

Authors: Samuel Opeyemi Williams, Razali Bin Adul Hamid, M. S. Misnan, Taki Eddine Seghier, D. I. Ajayi

Abstract:

Construction sites are characterized with occupational risks. Review of literature on construction accidents reveals that a lot of theories have been propounded over the years by different theorists, coupled with multifarious models developed by different proponents at different times. Accidents are unplanned events that are prominent in construction sites, involving materials, objects and people with attendant damages, loses and injuries. Models were developed to investigate the causations of accident with the aim of preventing its occurrence. Though, some of these theories were criticized, most especially, the Heinrich Domino theory, being mostly faulted for placing much blame on operatives rather than the management. The purpose of this paper is to unravel the significant construction accident causation theories and models for the benefit of understanding of the theories, and consequently enabling construction stakeholders identify the possible potential hazards on construction sites, as all stakeholders have significant roles to play in preventing accident. Accidents are preventable; hence, understanding the risk factors of accident and the causation theories paves way for its prevention. However, findings reveal that still some gaps missing in the existing models, while it is recommended that further research can be made in order to develop more models in order to maintain zero accident on construction sites.

Keywords: domino theory, construction site, site safety, accident causation model

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3888 A Conceptual Study for Investigating the Creation of Energy and Understanding the Properties of Nothing

Authors: Mahmoud Reza Hosseini

Abstract:

The universe is in a continuous expansion process, resulting in the reduction of its density and temperature. Also, by extrapolating back from its current state, the universe at its early times is studied, known as the big bang theory. According to this theory, moments after creation, the universe was an extremely hot and dense environment. However, its rapid expansion due to nuclear fusion led to a reduction in its temperature and density. This is evidenced through the cosmic microwave background and the universe structure at a large scale. However, extrapolating back further from this early state reaches singularity, which cannot be explained by modern physics, and the big bang theory is no longer valid. In addition, one can expect a nonuniform energy distribution across the universe from a sudden expansion. However, highly accurate measurements reveal an equal temperature mapping across the universe, which is contradictory to the big bang principles. To resolve this issue, it is believed that cosmic inflation occurred at the very early stages of the birth of the universe. According to the cosmic inflation theory, the elements which formed the universe underwent a phase of exponential growth due to the existence of a large cosmological constant. The inflation phase allows the uniform distribution of energy so that an equal maximum temperature can be achieved across the early universe. Also, the evidence of quantum fluctuations of this stage provides a means for studying the types of imperfections the universe would begin with. Although well-established theories such as cosmic inflation and the big bang together provide a comprehensive picture of the early universe and how it evolved into its current state, they are unable to address the singularity paradox at the time of universe creation. Therefore, a practical model capable of describing how the universe was initiated is needed. This research series aims at addressing the singularity issue by introducing a state of energy called a "neutral state," possessing an energy level that is referred to as the "base energy." The governing principles of base energy are discussed in detail in our second paper in the series "A Conceptual Study for Addressing the Singularity of the Emerging Universe," which is discussed in detail. To establish a complete picture, the origin of the base energy should be identified and studied. In this research paper, the mechanism which led to the emergence of this natural state and its corresponding base energy is proposed. In addition, the effect of the base energy in the space-time fabric is discussed. Finally, the possible role of the base energy in quantization and energy exchange is investigated. Therefore, the proposed concept in this research series provides a road map for enhancing our understating of the universe's creation from nothing and its evolution and discusses the possibility of base energy as one of the main building blocks of this universe.

Keywords: big bang, cosmic inflation, birth of universe, energy creation, universe evolution

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3887 A Survey and Theory of the Effects of Various Hamlet Videos on Viewers’ Brains

Authors: Mark Pizzato

Abstract:

How do ideas, images, and emotions in stage-plays and videos affect us? Do they evoke a greater awareness (or cognitive reappraisal of emotions) through possible shifts between left-cortical, right-cortical, and subcortical networks? To address these questions, this presentation summarizes the research of various neuroscientists, especially Bernard Baars and others involved in Global Workspace Theory, Matthew Lieberman in social neuroscience, Iain McGilchrist on left and right cortical functions, and Jaak Panksepp on the subcortical circuits of primal emotions. Through such research, this presentation offers an ‘inner theatre’ model of the brain, regarding major hubs of neural networks and our animal ancestry. It also considers recent experiments, by Mario Beauregard, on the cognitive reappraisal of sad, erotic, and aversive film clips. Finally, it applies the inner-theatre model and related research to survey results of theatre students who read and then watched the ‘To be or not to be’ speech in 8 different video versions (from stage and screen productions) of William Shakespeare’s Hamlet. Findings show that students become aware of left-cortical, right-cortical, and subcortical brain functions—and shifts between them—through staging and movie-making choices in each of the different videos.

Keywords: cognitive reappraisal, Hamlet, neuroscience, Shakespeare, theatre

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3886 Calculating Non-Unique Sliding Modes for Switched Dynamical Systems

Authors: Eugene Stepanov, Arkadi Ponossov

Abstract:

Ordinary differential equations with switching nonlinearities constitute a very useful tool in many applications. The solutions of such equations can usually be calculated analytically if they cross the discontinuities transversally. Otherwise, one has trajectories that slides along the discontinuity, and the calculations become less straightforward in this case. For instance, one of the problems one faces is non-uniqueness of the sliding modes. In the presentation, it is proposed to apply the theory of hybrid dynamical systems to calculate the solutions that are ‘hidden’ in the discontinuities. Roughly, one equips the underlying switched system with an explicitly designed discrete dynamical system (‘automaton’), which governs the dynamics of the switched system. This construction ‘splits’ the dynamics, which, as it is shown in the presentation, gives uniqueness of the resulting hybrid trajectories and at the same time provides explicit formulae for them. Projecting the hybrid trajectories back onto the original continuous system explains non-uniqueness of its trajectories. The automaton is designed with the help of the attractors of the specially constructed adjoint dynamical system. Several examples are provided in the presentation, which supports the efficiency of the suggested scheme. The method can be of interest in control theory, gene regulatory networks, neural field models and other fields, where switched dynamics is a part of the analysis.

Keywords: hybrid dynamical systems, singular perturbation analysis, sliding modes, switched dynamics

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3885 Waveguiding in an InAs Quantum Dots Nanomaterial for Scintillation Applications

Authors: Katherine Dropiewski, Michael Yakimov, Vadim Tokranov, Allan Minns, Pavel Murat, Serge Oktyabrsky

Abstract:

InAs Quantum Dots (QDs) in a GaAs matrix is a well-documented luminescent material with high light yield, as well as thermal and ionizing radiation tolerance due to quantum confinement. These benefits can be leveraged for high-efficiency, room temperature scintillation detectors. The proposed scintillator is composed of InAs QDs acting as luminescence centers in a GaAs stopping medium, which also acts as a waveguide. This system has appealing potential properties, including high light yield (~240,000 photons/MeV) and fast capture of photoelectrons (2-5ps), orders of magnitude better than currently used inorganic scintillators, such as LYSO or BaF2. The high refractive index of the GaAs matrix (n=3.4) ensures light emitted by the QDs is waveguided, which can be collected by an integrated photodiode (PD). Scintillation structures were grown using Molecular Beam Epitaxy (MBE) and consist of thick GaAs waveguiding layers with embedded sheets of modulation p-type doped InAs QDs. An AlAs sacrificial layer is grown between the waveguide and the GaAs substrate for epitaxial lift-off to separate the scintillator film and transfer it to a low-index substrate for waveguiding measurements. One consideration when using a low-density material like GaAs (~5.32 g/cm³) as a stopping medium is the matrix thickness in the dimension of radiation collection. Therefore, luminescence properties of very thick (4-20 microns) waveguides with up to 100 QD layers were studied. The optimization of the medium included QD shape, density, doping, and AlGaAs barriers at the waveguide surfaces to prevent non-radiative recombination. To characterize the efficiency of QD luminescence, low temperature photoluminescence (PL) (77-450 K) was measured and fitted using a kinetic model. The PL intensity degrades by only 40% at RT, with an activation energy for electron escape from QDs to the barrier of ~60 meV. Attenuation within the waveguide (WG) is a limiting factor for the lateral size of a scintillation detector, so PL spectroscopy in the waveguiding configuration was studied. Spectra were measured while the laser (630 nm) excitation point was scanned away from the collecting fiber coupled to the edge of the WG. The QD ground state PL peak at 1.04 eV (1190 nm) was inhomogeneously broadened with FWHM of 28 meV (33 nm) and showed a distinct red-shift due to self-absorption in the QDs. Attenuation stabilized after traveling over 1 mm through the WG, at about 3 cm⁻¹. Finally, a scintillator sample was used to test detection and evaluate timing characteristics using 5.5 MeV alpha particles. With a 2D waveguide and a small area of integrated PD, the collected charge averaged 8.4 x10⁴ electrons, corresponding to a collection efficiency of about 7%. The scintillation response had 80 ps noise-limited time resolution and a QD decay time of 0.6 ns. The data confirms unique properties of this scintillation detector which can be potentially much faster than any currently used inorganic scintillator.

Keywords: GaAs, InAs, molecular beam epitaxy, quantum dots, III-V semiconductor

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3884 Early Stage Hydration of Wollastonite: Kinetic Aspects of the Metal-Proton Exchange Reaction

Authors: Nicolas Giraudo, Peter Thissen

Abstract:

In this paper we bring up new aspects of the metal proton exchange reaction (MPER, also called early stage hydration): (1) its dependence of the number of protons consumed by the preferential exchanged cations on the pH value applied at the water/wollastonite interface and (2) strong anisotropic characteristics detected in atomic force microscopy (AFM) and low energy ion scattering spectroscopy measurements (LEIS). First we apply density functional theory (DFT) calculations to compare the kinetics of the reaction on different wollastonite surfaces, and combine it with ab initio thermodynamics to set up a model describing (1) the release of Ca in exchange with H coming from the water/wollastonite interface, (2) the dependence of the MPER on the chemical potential of protons. In the second part of the paper we carried out in-situ AFM and inductive coupled plasma atomic emission spectroscopy (ICP-OES) measurements in order to evaluate the predicted values. While a good agreement is found in the basic and neutral regime (pH values from 14-4), an increasing mismatch appears in the acidic regime (pH value lower 4). This is finally explained by non-equilibrium etching, dominating over the MPER in the very acidic regime.

Keywords: anisotropy, calcium silicate, cement, density functional theory, hydration

Procedia PDF Downloads 268