Search results for: dynamic value stream mapping

Authors: A. Benmoussa, M. Bouanini, M. Rebhi

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The mixing and agitation of fluid in stirred tank is one of the most important unit operations for many industries such as chemical, biotechnological, pharmaceutical, petrochemical, cosmetic, and food processing. Therefore, determining the level of mixing and overall behaviour and performance of the mixing tanks are crucial from the product quality and process economics point of views. The most fundamental needs for the analysis of these processes from both a theoretical and industrial perspective is the knowledge of the hydrodynamic behaviour and the flow structure in such tanks. Depending on the purpose of the operation carried out in mixer, the best choice for geometry of the tank and agitator type can vary widely. Initially, a local and global study namely the velocity and power number on a typical agitation system agitated by a mobile-type two-blade straight (d/D=0.5) allowed us to test the reliability of the CFD, the result were compared with those of experimental literature, a very good concordance was observed. The stream function, the velocity profile, the velocity fields and power number are analyzed. It was shown that the hydrodynamics is modified by the curvature of the mobile which plays a key role.

Keywords: agitated tanks, curved blade agitator, laminar flow, CFD modelling

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Authors: Mario Gianni, Federico Nardi, Federico Ferri, Filippo Cantucci, Manuel A. Ruiz Garcia, Karthik Pushparaj, Fiora Pirri

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In this paper, we describe a Mixed-Initiative Operational Model (MIOM) which directly intervenes on the state of the functionalities embedded into a robot for Urban Search&Rescue (USAR) domain applications. MIOM extends the reasoning capabilities of the vehicle, i.e. mapping, path planning, visual perception and trajectory tracking, with operator knowledge. Especially in USAR scenarios, this coupled initiative has the main advantage of enhancing the overall performance of a rescue mission. In-field experiments with rescue responders have been carried out to evaluate the effectiveness of this operational model.

Keywords: mixed-initiative planning and control, operator control interfaces for rescue robotics, situation awareness, urban search, rescue robotics

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Authors: Vinayak Bassi, Rajpreet Singh

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Over the years, with the emergence of sophisticated computers and algorithms, finance has been quantified using computational prowess. Asset valuation has been one of the key components of quantitative finance. In fact, it has become one of the embryonic steps in determining risk related to a portfolio, the main goal of quantitative finance. This study comprises a drawing comparison between valuation output generated by two stochastic dynamic models, namely Black-Scholes and Dupire’s bi-dimensionality model. Both of these models are formulated for computing the valuation function for a portfolio of European options using Monte Carlo simulation methods. Although Monte Carlo algorithms have a slower convergence rate than calculus-based simulation techniques (like FDM), they work quite effectively over high-dimensional dynamic models. A fidelity gap is analyzed between the static (historical) and stochastic inputs for a sample portfolio of underlying assets. In order to enhance the performance efficiency of the model, the study emphasized the use of variable reduction methods and customizing random number generators to implement parallelization. An attempt has been made to further implement the Dupire’s model on a GPU to achieve higher computational performance. Furthermore, ideas have been discussed around the performance enhancement and bottleneck identification related to the implementation of options-pricing models on GPUs.

Keywords: monte carlo, stochastic models, computational finance, parallel programming, scientific computing

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Authors: Lenka Morávková, Zuzana Sedláková, Jiří Vejražka, Věra Jandová, Pavel Izák

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The need to minimize the costs of biogas upgrading leads to a continuous search for new and more effective membrane materials. The improvement of biogas combustion efficiency is connected with polar gases removal from a feed stream. One of the possibilities is the use of water–swollen polyamide layer of thin film composite reverse osmosis membrane for simultaneous carbon dioxide and hydrogen sulphide removal. Transport properties and basic characteristics of a thin film composite membrane were compared in the term of appropriate water-swollen membrane choice for biogas upgrading. SEM analysis showed that the surface of the best performing composites changed significantly upon swelling by water. The surface changes were found to be a proof that the selective skin polyamide layer was swollen well. Further, the presence of a sufficient number of associative centers, namely amido groups, inside the upper layer of the hydrophilic thin composite membrane can play an important role in the polar gas separation from a non-polar gas. The next key factor is a high porosity of the membrane support.

Keywords: biogas upgrading, carbon dioxide separation, hydrogen sulphide separation, water-swollen membrane

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Authors: Kavitha Madhu, Karthik K. Srinivasan, R. Sivanandan

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Indian traffic can be considered as mixed and heterogeneous due to the presence of various types of vehicles that operate with weak lane discipline. Consequently, vehicles can position themselves anywhere in the traffic stream depending on availability of gaps. The choice of lateral positioning is an important component in representing and characterizing mixed traffic. The field data provides evidence that the trajectory of vehicles in Indian urban roads have significantly varying longitudinal and lateral components. Further, the notion of headway which is widely used for homogeneous traffic simulation is not well defined in conditions lacking lane discipline. From field data it is clear that following is not strict as in homogeneous and lane disciplined conditions and neighbouring vehicles ahead of a given vehicle and those adjacent to it could also influence the subject vehicles choice of position, speed and acceleration. Given these empirical features, the suitability of using headway distributions to characterize mixed traffic in Indian cities is questionable, and needs to be modified appropriately. To address these issues, this paper attempts to analyze the time gap distribution between consecutive vehicles (in a time-sense) crossing a section of roadway. More specifically, to characterize the complex interactions noted above, the influence of composition, manoeuvre types, and lateral placement characteristics on time gap distribution is quantified in this paper. The developed model is used for evaluating various performance measures such as link speed, midblock delay and intersection delay which further helps to characterise the vehicular fuel consumption and emission on urban roads of India. Identifying and analyzing exact interactions between various classes of vehicles in the traffic stream is essential for increasing the accuracy and realism of microscopic traffic flow modelling. In this regard, this study aims to develop and analyze time gap distribution models and quantify it by lead lag pair, manoeuvre type and lateral position characteristics in heterogeneous non-lane based traffic. Once the modelling scheme is developed, this can be used for estimating the vehicle kilometres travelled for the entire traffic system which helps to determine the vehicular fuel consumption and emission. The approach to this objective involves: data collection, statistical modelling and parameter estimation, simulation using calibrated time-gap distribution and its validation, empirical analysis of simulation result and associated traffic flow parameters, and application to analyze illustrative traffic policies. In particular, video graphic methods are used for data extraction from urban mid-block sections in Chennai, where the data comprises of vehicle type, vehicle position (both longitudinal and lateral), speed and time gap. Statistical tests are carried out to compare the simulated data with the actual data and the model performance is evaluated. The effect of integration of above mentioned factors in vehicle generation is studied by comparing the performance measures like density, speed, flow, capacity, area occupancy etc under various traffic conditions and policies. The implications of the quantified distributions and simulation model for estimating the PCU (Passenger Car Units), capacity and level of service of the system are also discussed.

Keywords: lateral movement, mixed traffic condition, simulation modeling, vehicle following models

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Authors: Hossein Shokouhmand, Masoomeh Shadab, Rohallah Torabi

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Turbulent flow inside the seal chamber of a pump operating at nearly high Reynolds number is investigated. A comparison of a 3-D computational model for flow and thermal analysis of a mechanical seal with experimental thermal results is presented. The computational model adequately predicts the flow field in the seal chamber and thermal characteristics with the rotating and stationary rings and the twister flow around the seal parts by solving N-S and energy equations in ANSYS-CFX software. The Reynolds stress model (RSM) is applied as a turbulence model for this purpose. Experimental work is discussed which quantifies the temperature of five different points of the working fluid in chamber, mass flow at inlet and the fluid pressure at inlet and outlet. Experimental measurements are combined with computational modeling to obtain local and average heat transfer characteristics. Numerical results of three cases including different flush rates are reported.

Keywords: mechanical seal, CFD_CFX, reynolds stress model, flow field, heat transfer analysis, stream line, heat transfer coefficient, heat flux, nusselt

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Authors: Godwin Chigozie Okpara, Eugene Iheanacho

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This paper examined the dynamic behavior of stock market development and the growth of Nigerian economy. The variables; market capitalization ratio, turnover ratio and liquidity proxies by the ratio of market capitalization to gross domestic product were sourced and computed from the Nigerian stock exchange fact books and the CBN statistical bulletin of the Central Bank of Nigeria. The variables were tested and found stationary and cointregrated using the augumented Dickey Fuller unit root test and the Johnson cointegration test respectively. The dynamic behavior of the stock market development model was verified using the error correction model. The result shows that about 0.4l percent of the short run deviation is corrected every year and also reveals that market capitalization ratio and market liquidity are positive and significant function of economic growth. In other words market capitalization ratio and liquidity positively and significantly impact economic growth. Market development variables such as turnover ratio and market restriction can exert positive but insignificant impact on the growth of the economy suggesting that securities transaction relative to the size of the securities market are not high enough to significantly engender economic growth in Nigeria. In the light of this, the researchers recommend that the regulatory body as well as the government, should provide a conducive environment capable of encouraging the growth and development of the stock market. This if well articulated will enhance the market turnover and the growth of the economy.

Keywords: market capitalization ratio, turnover ratio, liquidity, unit root test, cointegration

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Authors: Mogens Saberi

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The focus of this article is to present the experience gained from the design of a grouted pile-sleeve connection and to present simple design expressions which can be used in the preliminary design phase of such connections. The grout pile-sleeve connection serves as a connection between an offshore jacket foundation and pre-installed piles located in the seabed. The jacket foundation supports a wind turbine generator resulting in significant dynamic loads on the connection. The connection is designed with shear keys in order to optimize the overall design but little experience is currently available in the use of shear keys in such connections. It is found that the consequence of introducing shear keys in the design is a very complex stress distribution which requires special attention due to significant fatigue loads. An optimal geometrical shape of the shear keys is introduced in order to avoid large stress concentration factors and a relatively easy fabrication. The connection is analysed in ANSYS Mechanical where the grout is modelled by a non-linear material model which allows for cracking of the grout material and captures the elastic-plastic behaviour of the grout material. Special types of finite elements are used in the interface between the pile sleeve and the grout material to model the slip surface between the grout material and the steel. Based on the performed finite element modelling simple design expressions are introduced.

Keywords: fatigue design, non-linear finite element modelling, structural dynamics, simple design expressions

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Authors: Emin Z. Mahmud

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This paper presents the observations from a series of shaking-table tests done on a 1:1 scaled confined masonry wall model, with opening for a door – specimens CMDuS (confined masonry wall with opening for a door before strengthening) and CMDS (confined masonry wall with opening for a door after strengthening). Frequency and stiffness changes before and after GFRP (Glass Fiber Reinforced Plastic) wall strengthening are analyzed. Definition of dynamic properties of the models was the first step of the experimental testing, which enabled acquiring important information about the achieved stiffness (natural frequencies) of the model. The natural frequency was defined in the Y direction of the model by applying resonant frequency search tests. It is important to mention that both specimens CMDuS and CMDS are subjected to the same effects. The tests are realized in the laboratory of the Institute of Earthquake Engineering and Engineering Seismology (IZIIS), Skopje. The specimens were examined separately on the shaking table, with uniaxial, in-plane excitation. After testing, samples were strengthened with GFRP and re-tested. The initial frequency of the undamaged model CMDuS is 13.55 Hz, while at the end of the testing, the frequency decreased to 6.38 Hz. This emphasizes the reduction of the initial stiffness of the model due to damage, especially in the masonry and tie-beam to tie-column connection. After strengthening of the damaged wall, the natural frequency increases to 10.89 Hz. This highlights the beneficial effect of the strengthening. After completion of dynamic testing at CMDS, the natural frequency is reduced to 6.66 Hz.

Keywords: behaviour of masonry structures, Eurocode, frequency, masonry, shaking table test, strengthening

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Authors: Tanapat Chongkamunkong

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The objective of this paper is to present a practical use of Geographic Information System (GIS) to the public health from spatial correlation between multiple factors and dengue fever outbreak. Meteorological factors, demographic factors and environmental factors are compiled using GIS techniques along with the Global Satellite Mapping Remote Sensing (RS) data. We use monthly dengue fever cases, population density, precipitation, Digital Elevation Model (DEM) data. The scope cover study area under climate change of the El Niño–Southern Oscillation (ENSO) indicated by sea surface temperature (SST) and study area in 12 provinces of Thailand as remote sensing (RS) data from January 2007 to December 2014.

Keywords: dengue fever, sea surface temperature, Geographic Information System (GIS), remote sensing

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Authors: Bhupinder Kaur, O. P. Pandey

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An automobile industry is using variety of materials for better comfort and utility. The present work describes the details of failure analysis done for windshield glass of a four-wheeler class. The failure occurred in two different models of the heavy duty class of four wheelers, which analysed separately. The company reported that the failure has occurred only in their rear windshield when vehicles parked under shade for several days. These glasses were characterised by dilatometer, differential thermal analyzer, and X-ray diffraction. The glasses were further investigated under scanning electron microscope with energy dispersive X-ray spectroscopy and X-ray dot mapping. The microstructural analysis of the glasses done at the surface as well as at the fractured area indicates that carbon as an impurity got segregated as banded structure throughout the glass. Since carbon absorbs higher heat, it causes thermal mismatch to the entire glass system, and glass shattered down. In this work, the details of sequential analysis done to predict the cause of failure are present.

Keywords: failure, windshield, thermal mismatch, carbon

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Authors: Zeenat Parveen, Ashiq Hussain

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This review paper consists of applications of PDMS (polydimethylsiloxane) materials for enhanced performance, optical fiber sensors in acousto-ultrasonic, mechanical measurements, current applications, sensing, measurements and interferometric optical fiber sensors. We will discuss the basic working principle of fiber optic sensing technology, various types of fiber optic and the PDMS as a coating material to increase the performance. Optical fiber sensing methods for detecting dynamic strain signals, including general sound and acoustic signals, high frequency signals i.e. ultrasonic/ultrasound, and other signals such as acoustic emission and impact induced dynamic strain. Optical fiber sensors have Industrial and civil engineering applications in mechanical measurements. Sometimes it requires different configurations and parameters of sensors. Optical fiber current sensors are based on Faraday Effect due to which we obtain better performance as compared to the conventional current transformer. Recent advancement and cost reduction has simulated interest in optical fiber sensing. Optical techniques are also implemented in material measurement. Fiber optic interferometers are used to sense various physical parameters including temperature, pressure and refractive index. There are four types of interferometers i.e. Fabry–perot, Mach-Zehnder, Michelson, and Sagnac. This paper also describes the future work of fiber optic sensors.

Keywords: fiber optic sensing, PDMS materials, acoustic, ultrasound, current sensor, mechanical measurements

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Authors: James Q. Feng

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Pneumatic nebulizers (as variations based on the Collison nebulizer) have been widely used for producing fine aerosol droplets from a liquid material. As qualitatively described by many authors, the basic working principle of those nebulizers involves utilization of the negative pressure associated with an expanding gas jet to syphon liquid into the jet stream, then to blow and shear into liquid sheets, filaments, and eventually droplets. But detailed quantitative analysis based on fluid mechanics theory has been lacking in the literature. The purpose of present work is to investigate the nature of negative pressure distribution associated with compressible gas jet flow in the Collison nebulizer by a computational fluid dynamics (CFD) analysis, using an OpenFOAM® compressible flow solver. The value of the negative pressure associated with a gas jet flow is examined by varying geometric parameters of the jet expansion channel adjacent to the jet orifice outlet. Such an analysis can provide valuable insights into fundamental mechanisms in liquid aspiration process, helpful for effective design of the pneumatic atomizer in the Aerosol Jet® direct-write system for micro-feature, high-aspect-ratio material deposition in additive manufacturing.

Keywords: collison nebulizer, compressible gas jet flow, liquid aspiration, pneumatic atomization

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Authors: Raymond Treacy, Paul Humphreys, Ronan McIvor, Trevor Cadden, Alan McKittrick

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This study employed event study methodology to examine the role of institutions, resources and dynamic capabilities in the relationship between the Environmental Management System ISO 14001 adoption and firm performance. Utilising financial data from 140 ISO 14001 certified firms and 320 non-certified firms, the results of the study suggested that the UK and Irish manufacturers were not implementing ISO 14001 solely to gain legitimacy. In contrast, the results demonstrated that firms were fully integrating the ISO 14001 standard within their operations as certified firms were able to improve both financial and operating performance when compared to non-certified firms. However, while there were significant and long lasting improvements for employee productivity, manufacturing cost efficiency, return on assets and sales turnover, the sample firms operating cycle and fixed asset efficiency displayed evidence of diminishing returns in the long-run, underlying the observation that no operating advantage based on incremental improvements can be everlasting. Hence, there is an argument for investing in dynamic capabilities which help renew and refresh the resource base and help the firm adapt to changing environments. Indeed, the results of the regression analysis suggest that dynamic capabilities for innovation acted as a moderator in the relationship between ISO 14001 certification and firm performance. This, in turn, will have a significant and symbiotic influence on sustainability practices within the participating organisations. The study not only provides new and original insights, but demonstrates pragmatically how firms can take advantage of environmental management systems as a moderator to significantly enhance firm performance. However, while it was shown that firm innovation aided both short term and long term ROA performance, adaptive market capabilities only aided firms in the short-term at the marketing strategy deployment stage. Finally, the results have important implications for firms operating in an economic recession as the results suggest that firms should scale back investment in R&D while operating in an economic downturn. Conversely, under normal trading conditions, consistent and long term investments in R&D was found to moderate the relationship between ISO 14001 certification and firm performance. Hence, the results of the study have important implications for academics and management alike.

Keywords: supply chain management, environmental management systems, quality management, sustainability, firm performance

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Authors: Mohsen Akhlaghi, Tahereh Ebrahimi

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Pricing strategy is a vital component in achieving the balance between customer value and business profitability. The aim of this study is to provide insights into the factors, techniques, and approaches involved in pricing decisions. The study utilizes a descriptive approach to discuss various aspects of pricing strategy in marketing, drawing on concepts from market research, consumer psychology, competitive analysis, and adaptability. This approach presents a comprehensive view of pricing decisions. The result of this exploration is a framework that highlights key factors influencing pricing decisions. The study examines how factors such as market positioning, product differentiation, and brand image shape pricing strategies. Additionally, it emphasizes the role of consumer psychology in understanding price elasticity, perceived value, and price-quality associations that influence consumer behavior. Various pricing techniques, including charm pricing, prestige pricing, and bundle pricing, are mentioned as methods to enhance sales by influencing consumer perceptions. The study also underscores the importance of adaptability in responding to market dynamics through regular price monitoring, dynamic pricing, and promotional strategies. It recognizes the role of digital platforms in enabling personalized pricing and dynamic pricing models. In conclusion, the study emphasizes that effective pricing strategies strike a balance between customer value and business profitability, ultimately driving sales, enhancing brand perception, and fostering lasting customer relationships.

Keywords: business, customer benefits, marketing, pricing

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Authors: B. C. Biermann

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This in-depth exploration investigates the transformative integration of urban vibrancy into contemporary interior design through the strategic incorporation of vivid wall pieces. Bridging the gap between public dynamism and private tranquility, this study delves into the nuanced methodologies, creative processes, and profound impacts of this innovative approach. Drawing inspiration from street art's dynamic language and the timeless allure of natural beauty, these artworks serve as conduits, orchestrating a dialogue that challenges traditional boundaries and redefines the relationship between external chaos and internal sanctuaries. The fusion of urban vibrancy with contemporary interior design represents a paradigm shift, where the inherent dynamism of public spaces harmoniously converges with the curated tranquility of private environments. This paper aims to explore the underlying principles, creative processes, and transformative impacts of integrating vivid wall pieces as instruments for bringing the "outside in." Employing an innovative and meticulous methodology, street art elements are synthesized with the refined aesthetics of contemporary design. This delicate balance necessitates a nuanced understanding of both artistic realms, ensuring a synthesis that captures the essence of urban energy while seamlessly blending with the sophistication of modern interior design. The creative process involves a strategic selection of street art motifs, colors, and textures that resonate with the organic beauty found in natural landscapes, creating a symbiotic relationship between the grittiness of the streets and the elegance of interior spaces. This groundbreaking approach defies traditional boundaries by integrating dynamic street art into interior spaces, blurring the demarcation between external chaos and internal tranquility. Vivid wall pieces serve as dynamic focal points, transforming physical spaces and challenging conventional perceptions of where art belongs. This redefinition asserts that boundaries are fluid and meant to be transcended. Case studies illustrate the profound impact of integrating vivid wall pieces on the aesthetic appeal of interior spaces. Urban vibrancy revitalizes the atmosphere, infusing it with palpable energy that resonates with the vivacity of public spaces. The curated tranquility of private interiors coexists harmoniously with the dynamic visual language of street art, fostering a unique and evolving relationship between inhabitants and their living spaces. Emphasizing harmonious coexistence, the paper underscores the potential for a seamless dialogue between public urban spaces and private interiors. The integration of vivid wall pieces acts as a bridge rather than a dichotomy, merging the dynamism of street art with the curated elegance of contemporary design. This unique visual tapestry transcends traditional categorizations, fostering a symbiotic relationship between contrasting worlds. In conclusion, this paper posits that the integration of vivid wall pieces represents a transformative tool for contemporary interior design, challenging and redefining conventional boundaries. By strategically bringing the "outside in," this approach transforms interior spaces and heralds a paradigm shift in the relationship between urban aesthetics and contemporary living. The ongoing narrative between urban vibrancy and interior design creates spaces that reflect the dynamic and ever-evolving nature of the surrounding environment.

Keywords: Art Integration, Contemporary Interior Design, Interior Space Transformation, Vivid Wall Pieces

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Authors: Saroj Kumar Rath

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India's Muslims represent 15 percent of the nation's population, the world's third largest group in any nation after Indonesia and Pakistan. Extremist groups like the Islamic State, Al Qaeda, the Taliban and the Haqqani network increasingly view India as a target. Several trends explain the rise: Terrorism threats in South Asia are linked and mobile - if one source is batted down, jihadists relocate to find another Islamic cause. As NATO withdraws from Afghanistan, some jihadists will eye India. Pakistan regards India as a top enemy and some officials even encourage terrorists to target areas like Kashmir or Mumbai. Meanwhile, a stream of Wahhabi preachers have visited India, offering hard-line messages; extremist groups like Al Qaeda and the Islamic State compete for influence, and militants even pay jihadists. Muslims as a minority population in India could offer fertile ground for the extremist recruiters. This paper argues that there is an urgent need for the Indian government to profile militants and examine social media sites to attack Wahhabi indoctrination while supporting education and entrepreneurship for all of India's citizens.

Keywords: Al Qaeda, terrorism, Islamic state, India, haqqani network, Pakistan, Taliban

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Authors: Ki-Ho Nam, Haksoo Han

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Tetrapod zinc oxide whiskers (TZnO-Ws) were successfully synthesized by a thermal oxidation method. A series of transparent polyimide (PI)/TZnO-W composites were successfully synthesized via a solution-blending method. The structural and morphological features of TZnO-Ws and PI/TZnO-W composites were characterized by Fourier transform infrared spectroscopy (FT-IR), wide-angle X-Ray diffraction (WAXD), and field emission scanning electron microscope (FE-SEM). Dynamic stress behaviors were investigated in-situ during thermal imidization of the soft-baked PI/TZnO-W composite precursor and thermally cured composite films using a thin film stress analyzer (TFSA) by wafer bending technique. The PI/TZnO-W composite films exhibited an optical transparency greater than 80% at 550 nm (≤ 0.5 wt% TZnO-W content), a low coefficient of thermal expansion (CTE), and enhanced glass transition temperature. However, the thermal decomposition temperature decreased as the TZnO-W content increased. The water diffusion coefficient and water uptake of the PI/TZNO-W composite films were obtained by best fits to a Fickian diffusion model. The water resistance capacity of PI was greatly enhanced and moisture diffusion in the pure PI was retarded by incorporating the TZnO-W. The PI composite films based on TZNO-W resultantly may have potential applications in optoelectronic manufacturing processes as a flexible transparent substrate.

Keywords: polyimide (PI), tetrapod ZnO whisker (TZnO-W), transparent, dynamic stress behavior, water resistance

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Authors: Francisco Bulnes

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Through the Fukaya conjecture and the wrapped Floer cohomology, the correspondences between paths in a loop space and states of a wrapping space of states in a Hamiltonian space (the ramification of field in this case is the connection to the operator that goes from TM to T*M) are demonstrated where these last states are corresponding to bosonic extensions of a spectrum of the space-time or direct image of the functor Spec, on space-time. This establishes a distinguished diffeomorphism defined by the mapping from the corresponding loops space to wrapping category of the Floer cohomology complex which furthermore relates in certain proportion D-branes (certain D-modules) with strings. This also gives to place to certain conjecture that establishes equivalences between moduli spaces that can be consigned in a moduli identity taking as space-time the Hitchin moduli space on G, whose dual can be expressed by a factor of a bosonic moduli spaces.

Keywords: Floer cohomology, Fukaya conjecture, Lagrangian submanifolds, quantum topological diffeomorphism

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Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

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A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic

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Authors: Amruta D. S. Pathare, Indira Hinduja, Kusum Zaveri

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Implantation failure (IF) even after the good-quality embryo transfer (ET) in the physiologically normal endometrium is the main obstacle in in vitro fertilization (IVF). Various microarray studies have been performed worldwide to elucidate the genes requisite for endometrial receptivity. These studies have included the population based on different phases of menstrual cycle during natural cycle and stimulated cycle in normal fertile women. Additionally, the literature is also available in recurrent implantation failure patients versus oocyte donors in natural cycle. However, for the first time, we aim to study the genomics of endometrial receptivity in IF patients under controlled ovarian stimulation (COS) during which ET is generally practised in IVF. Endometrial gene expression profiling in IF patients (n=10) and oocyte donors (n=8) were compared during window of implantation under COS by whole genome microarray (using Illumina platform). Enrichment analysis of microarray data was performed to determine dys-regulated biological functions and pathways using Database for Annotation, Visualization and Integrated Discovery, v6.8 (DAVID). The enrichment mapping was performed with the help of Cytoscape software. Microarray results were validated by real-time PCR. Localization of genes related to immune response (Progestagen-Associated Endometrial Protein (PAEP), Leukaemia Inhibitory Factor (LIF), Interleukin-6 Signal Transducer (IL6ST) was detected by immunohistochemistry. The study revealed 418 genes downregulated and 519 genes upregulated in IF patients compared to healthy fertile controls. The gene ontology, pathway analysis and enrichment mapping revealed significant downregulation in activation and regulation of immune and inflammation response in IF patients under COS. The lower expression of Progestagen Associated Endometrial Protein (PAEP), Leukemia Inhibitory Factor (LIF) and Interleukin 6 Signal Transducer (IL6ST) in cases compared to controls by real time and immunohistochemistry suggests the functional importance of these genes. The study was proved useful to uncover the probable reason of implantation failure being imbalance of immune and inflammatory regulation in our group of subjects. Based on the present study findings, a panel of significant dysregulated genes related to immune and inflammatory pathways needs to be further substantiated in larger cohort in natural as well as stimulated cycle. Upon which these genes could be screened in IF patients during window of implantation (WOI) before going for embryo transfer or any other immunological treatment. This would help to estimate the regulation of specific immune response during WOI in a patient. The appropriate treatment of either activation of immune response or suppression of immune response can be then attempted in IF patients to enhance the receptivity of endometrium.

Keywords: endometrial receptivity, immune and inflammatory response, gene expression microarray, window of implantation

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Authors: George R. Puno, Eric N. Bruno

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The natural landscape of the Philippine archipelago plus the current realities of climate change make the country vulnerable to flood hazards. Flooding becomes the recurring natural disaster in the country resulting to lose of lives and properties. Musimusi is among the rivers which exhibited inundation particularly at the inhabited floodplain portion of its watershed. During the event, rescue operations and distribution of relief goods become a problem due to lack of high resolution flood maps to aid local government unit identify the most affected areas. In the attempt of minimizing impact of flooding, hydrologic modelling with high resolution mapping is becoming more challenging and important. This study focused on the analysis of flood extent as a function of different geomorphologic characteristics of Musimusi watershed. The methods include the delineation of morphometric parameters in the Musimusi watershed using Geographic Information System (GIS) and geometric calculations tools. Digital Terrain Model (DTM) as one of the derivatives of Light Detection and Ranging (LiDAR) technology was used to determine the extent of river inundation involving the application of Hydrologic Engineering Center-River Analysis System (HEC-RAS) and Hydrology Modelling System (HEC-HMS) models. The digital elevation model (DEM) from synthetic Aperture Radar (SAR) was used to delineate watershed boundary and river network. Datasets like mean sea level, river cross section, river stage, discharge and rainfall were also used as input parameters. Curve number (CN), vegetation, and soil properties were calibrated based on the existing condition of the site. Results showed that the drainage density value of the watershed is low which indicates that the basin is highly permeable subsoil and thick vegetative cover. The watershed’s elongation ratio value of 0.9 implies that the floodplain portion of the watershed is susceptible to flooding. The bifurcation ratio value of 2.1 indicates higher risk of flooding in localized areas of the watershed. The circularity ratio value (1.20) indicates that the basin is circular in shape, high discharge of runoff and low permeability of the subsoil condition. The heavy rainfall of 167 mm brought by Typhoon Seniang last December 29, 2014 was characterized as high intensity and long duration, with a return period of 100 years produced 316 m3s-1 outflows. Portion of the floodplain zone (1.52%) suffered inundation with 2.76 m depth at the maximum. The information generated in this study is helpful to the local disaster risk reduction management council in monitoring the affected sites for more appropriate decisions so that cost of rescue operations and relief goods distribution is minimized.

Keywords: flooding, geomorphology, mapping, watershed

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Authors: B. Umaru Mohammed, Faris A. Al-Maziad, Mohammad Y. Numan

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One of the most important factors affecting the energy performance within a building is a carefully and efficiently designed facade. The primary aim of this research was to identify and present the potentiality of utilising Double-Skin Facade (DSF) construction and critically examine its effect on the energy consumption of an office building located within a maritime desert climate as to the conventional single-skin curtain wall system. A comparative analysis of the effect on the overall energy consumption within an office building was investigated in which a combination of various Double-Skin Facade configurations, systems, and cavity depths, glazing types and orientations were utilised. A computer dynamic modelling was utilised in order to ensure accurate calculations and efficient simulations of the various DSF systems due to the complex nature of the various functions within the Facade cavity. Through the use of the dynamic thermal modelling simulations, the best cavity size glazed type and orientation were determined to lead to a detailed analysis of the efficiency of each respective combination of Double-Skin Facade construction. As such the optimal facade combination for use within an office building located in a maritime desert climate was identified. Results demonstrated that a multi-story Facade, depending on its configuration, save up to 5% on annual cooling loads respect to a Corridor Facade and while vented can save unto 12% when compared to the single skin façade, on annual cooling load in the maritime desert climate. The selected configuration of the DSF from SSF saves an overall annual cooling load of 32%.A comparative analysis of the effect on the overall energy consumption within an office building was investigated in which a combination of various Double-Skin Facade configurations, systems, and cavity depths, glazing types and orientations were utilized. A computer dynamic modelling was utilized in order to ensure accurate calculations and efficient simulations of the various DSF systems due to the complex nature of the various functions within the Facade cavity. Through the use of the dynamic thermal modelling simulations, the best cavity size glazed type and orientation were determined to lead to a detailed analysis of the efficiency of each respective combination of Double-Skin Facade construction. As such the optimal facade combination for use within an office building located in a maritime desert climate was identified. Results demonstrated that a multi-story Facade, depending on its configuration, save up to 5% on annual cooling loads respect to a Corridor Facade and while vented can save unto 12% when compared to the single skin facade, on annual cooling load in the maritime desert climate. The selected configuration of the DSF from SSF saves an overall annual cooling load of 32%.

Keywords: computer dynamics modelling, comparative analysis, energy computation, double skin facade, single skin curtain wall, maritime desert climate

Procedia PDF Downloads 342

Authors: Mohamed Bendoukha, Mustapha Mosbah

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The Radiographic apparent assumed that the asymptomatic adjacent segment disease ASD is common after lumbar fusion, but this does not correlate with the functional outcomes while compensatory increased motion and stresses at the adjacent level of fusion is well-known to be associated to ASD. Newly developed, the hybrid stabilization are allocated to substituted for mostly the superior level of the fusion in an attempt to reduce the number of fusion levels and likelihood of degeneration process at the adjacent levels during the fusion with pedicle screws. Nevertheless, its biomechanical efficiencies still remain unknown and complications associated with failure of constructs such screw loosening and toggling should be elucidated In the current study, a finite element (FE) study was performed using a validated L2/S1 model subjected to a moment of 7.5 Nm and follower load of 400 N to assess the biomedical behavior of hybrid constructs based on dynamic topping off, semi rigid fusion. The residual range of motion (ROM), stress distribution at the fused and adjacent levels, stress distribution at the disc and the cage-endplate interface with respect to changes of bone quality were investigated. The hybrid instrumentation was associated with a reduction in compressive stresses compared to the fusion construct in the adjacent-level disc and showed high substantial axial force in the implant while fusion instrumentation increased the motion for both flexion and extension.

Keywords: intervertebral disc, lumbar spine, degenerative nuclesion, L4-L5, range of motion finite element model, hyperelasticy

Procedia PDF Downloads 185

Authors: Muhamad Azani Yahya, Vikneswaran Munikanan, Mohammed Alias Yusof

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Lean thinking holds the potential for improving the construction sector, and therefore, it is a concept that should be adopted by construction sector players and academicians in the real industry. Bridging from that, a learning process for construction sector players regarding this matter should be the agenda in gaining the knowledge in preparation for their career. Lean principles offer opportunities for reducing lead times, eliminating non-value adding activities, reducing variability, and are facilitated by methods such as pull scheduling, simplified operations and buffer reduction. Thus, the drive for rapid construction, which is a systematic approach in enhancing efficiency to deliver a project using time reduction, while lean is the continuous process of eliminating waste, meeting or exceeding all customer requirements, focusing on the entire value stream and pursuing perfection in the execution of a constructed project. The methodology presented is shown to be valid through literature, interviews and questionnaire. The results show that the majority of construction sector players unfamiliar with lean thinking and they agreed that it can improve the construction process flow. With this background knowledge established and identified, best practices and recommended action are drawn.

Keywords: construction improvement, rapid construction, time reduction, lean construction

Procedia PDF Downloads 373

Authors: Sue Hershberger Yoder, Jon Yoder

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“The appearance does not hide the essence, it reveals it; it is the essence.”—Jean-Paul Sartre, Being and Nothingness Three decades ago, transarchitect Marcos Novak developed an early form of algorithmic animation he called “liquid architecture.” In that project, digitally floating forms morphed seamlessly in cyberspace without claiming to evolve or improve. Change itself was seen as inevitable. And although some imagistic moments certainly stood out, none was hierarchically privileged over another. That project challenged longstanding assumptions about creativity and artistic genius by posing infinite parametric possibilities as inviting alternatives to traditional notions of stability, originality, and evolution. Through ephemeral processes of printing, milling, and projecting, the exhibition “Liquid Illumination” destabilizes the solid foundations of fashion and architecture. The installation is neither worn nor built in the conventional sense, but—like the sensual art forms of fashion and architecture—it is still radically embodied through the logics and techniques of design. Appearances are everything. Surface pattern and color are no longer understood as minor afterthoughts or vapid carriers of dubious content. Here, they become essential but ever-changing aspects of precisely fabricated images. Fourteen silk “colorways” (a term from the fashion industry) are framed selections from ongoing experiments with intricate pattern and complex color configurations. Whether these images are printed on fabric, milled in foam, or illuminated through projection, they explore and celebrate the untapped potentials of the surficial and superficial. Some components of individual prints appear to float in front of others through stereoscopic superimpositions; some figures appear to melt into others due to subtle changes in hue without corresponding changes in value; and some layers appear to vibrate via moiré effects that emerge from unexpected pattern and color combinations. The liturgical atmosphere of Liquid Illumination is intended to acknowledge that, like the simultaneously sacred and superficial qualities of rose windows and illuminated manuscripts, artistic and religious ideologies are also always malleable. The intellectual provocation of this paper pushes the boundaries of current thinking concerning viable applications for fashion print designs and architectural images—challenging traditional boundaries between fine art and design. The opportunistic installation of digital printing, CNC milling, and video projection mapping in a gallery that is normally reserved for fine art exhibitions raises important questions about cultural/commercial display, mass customization, digital reproduction, and the increasing prominence of surface effects (color, texture, pattern, reflection, saturation, etc.) across a range of artistic practices and design disciplines.

Keywords: fashion, print design, architecture, projection mapping, image, fabrication

Procedia PDF Downloads 88

Authors: Chao Xu

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Selecting ground motion intensity measures reasonably is one of the very important issues to affect the input ground motions selecting and the reliability of vulnerability analysis results. In this paper, inelastic spectral displacement is used as an alternative intensity measure to characterize the ground motion damage potential. The inelastic spectral displacement is calculated based modal pushover analysis and inelastic spectral displacement based incremental dynamic analysis is developed. Probability seismic demand analysis of a six story and an eleven story RC frame are carried out through cloud analysis and advanced incremental dynamic analysis. The sufficiency and efficiency of inelastic spectral displacement are investigated by means of regression and residual analysis, and compared with elastic spectral displacement. Vulnerability curves are developed based on inelastic spectral displacement. The study shows that inelastic spectral displacement reflects the impact of different frequency components with periods larger than fundamental period on inelastic structural response. The damage potential of ground motion on structures with fundamental period prolonging caused by structural soften can be caught by inelastic spectral displacement. To be compared with elastic spectral displacement, inelastic spectral displacement is a more sufficient and efficient intensity measure, which reduces the uncertainty of vulnerability analysis and the impact of input ground motion selection on vulnerability analysis result.

Keywords: vulnerability, probability seismic demand analysis, ground motion intensity measure, sufficiency, efficiency, inelastic time history analysis

Procedia PDF Downloads 354

Authors: Rui Liu, Klaus Greve

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The navigation information is a kind of dynamic geographic information, and the navigation information system is a kind of special geographic information system. At present, there are many researches on the application of centralized management and cross-integration application of basic geographic information. However, the idea of information integration and sharing is not deeply applied into the research of navigation information service. And the imperfection of navigation target coordination and navigation information sharing mechanism under certain navigation tasks has greatly affected the reliability and scientificity of navigation service such as path planning. Considering this, the project intends to study the multi-source information fusion and multi-objective united navigation information interaction mechanism: first of all, investigate the actual needs of navigation users in different areas, and establish the preliminary navigation information classification and importance level model; and then analyze the characteristics of the remote sensing and GIS vector data, and design the fusion algorithm from the aspect of improving the positioning accuracy and extracting the navigation environment data. At last, the project intends to analyze the feature of navigation information of the land, sea and air navigation targets, and design the united navigation data standard and navigation information sharing model under certain navigation tasks, and establish a test navigation system for united navigation simulation experiment. The aim of this study is to explore the theory of united navigation service and optimize the navigation information service model, which will lay the theory and technology foundation for the united navigation of land, sea and air targets.

Keywords: information fusion, united navigation, dynamic path planning, navigation information visualization

Procedia PDF Downloads 288

Authors: Junaid Kameran Ahmed

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A laminated plate composite of graphite/epoxy has been analyzed dynamically in the present work by using a quadratic element (8-node diso-parametric), and by depending on 1^st order shear deformation theory, every node in this element has 6-degrees of freedom (displacement in x, y, and z axis and twist about x, y, and z axis). The dynamic analysis in the present work covered parametric studies on a composite laminated plate (square plate) to determine its effect on the natural frequency of the plate. The parametric study is represented by set of changes (plate thickness, number of layers, support conditions, layer orientation), and the plates have been simulated by using ANSYS package 12. The boundary conditions considered in this study, at all four edges of the plate, are simply supported and fixed boundary condition. The results obtained from ANSYS program show that the natural frequency for both fixed and simply supported increases with increasing the number of layers, but this increase in the natural frequency for the first five modes will be neglected after 10 layers. And it is observed that the natural frequency of a composite laminated plate will change with the change of ply orientation, the natural frequency increases and it will be at maximum with angle 45 of ply for simply supported laminated plate, and maximum natural frequency will be with cross-ply (0/90) for fixed laminated composite plate. It is also observed that the natural frequency increase is approximately doubled when the thickness is doubled.

Keywords: laminated plate, orthotropic plate, square plate, natural frequency (free vibration), composite (graphite / epoxy)

Procedia PDF Downloads 348

Authors: Elmabruk Laias

Abstract:

IEEE Standard 802.16 provides QoS (Quality of Service) for the applications such as Voice over IP, video streaming and high bandwidth file transfer. With the ability of broadband wireless access of an IEEE 802.16 system, a WiMAX TDD frame contains one downlink subframe and one uplink subframe. The capacity allocated to each subframe is a system parameter that should be determined based on the expected traffic conditions. a proper resource allocation scheme for packet transmissions is imperatively needed. In this paper, we present a new resource allocation scheme, called additional bandwidth yielding (ABY), to improve transmission efficiency of an IEEE 802.16-based network. Our proposed scheme can be adopted along with the existing scheduling algorithms and the multi-priority scheme without any change. The experimental results show that by using our ABY, the packet queuing delay could be significantly improved, especially for the service flows of higher-priority classes.

Keywords: IEEE 802.16, WiMAX, OFDMA, resource allocation, uplink-downlink mapping

Procedia PDF Downloads 475