Search results for: mathematical programming

Authors: Cristian Păuna

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After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction

Procedia PDF Downloads 176

Authors: Ferit Çakıcı, M. Kemal Leblebicioğlu

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In this study, characteristics and flight test analysis of a fixed-wing unmanned aerial vehicle (UAV) with hover capability is analyzed. The base platform is chosen as a conventional airplane with throttle, ailerons, elevator and rudder control surfaces, that inherently allows level flight. Then this aircraft is mechanically modified by the integration of vertical propellers as in multi rotors in order to provide hover capability. The aircraft is modeled using basic aerodynamical principles and linear models are constructed utilizing small perturbation theory for trim conditions. Flight characteristics are analyzed by benefiting from linear control theory’s state space approach. Distinctive features of the aircraft are discussed based on analysis results with comparison to conventional aircraft platform types. A hybrid control system is proposed in order to reveal unique flight characteristics. The main approach includes design of different controllers for different modes of operation and a hand-over logic that makes flight in an enlarged flight envelope viable. Simulation tests are performed on mathematical models that verify asserted algorithms. Flight tests conducted in real world revealed the applicability of the proposed methods in exploiting fixed-wing and rotary wing characteristics of the aircraft, which provide agility, survivability and functionality.

Keywords: flight test, flight characteristics, hybrid aircraft, unmanned aerial vehicle

Procedia PDF Downloads 319

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

Procedia PDF Downloads 124

Authors: Madhu Aneja, Sapna Sharma

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Thermal conductivity of ordinary heat transfer fluids is not adequate to meet today’s cooling rate requirements. Nanoparticles have been shown to increase the thermal conductivity and convective heat transfer to the base fluids. One of the possible mechanisms for anomalous increase in the thermal conductivity of nanofluids is the Brownian motions of the nanoparticles in the basefluid. In this paper, the natural convection of incompressible nanofluid over a nonlinear stretching sheet in the presence of magnetic field is studied. The flow and heat transfer induced by stretching sheets is important in the study of extrusion processes and is a subject of considerable interest in the contemporary literature. Appropriate similarity variables are used to transform the governing nonlinear partial differential equations to a system of nonlinear ordinary (similarity) differential equations. For computational purpose, Finite Element Method is used. The effective thermal conductivity and viscosity of nanofluid are calculated by KKL (Koo – Klienstreuer – Li) correlation. In this model effect of Brownian motion on thermal conductivity is considered. The effect of important parameter i.e. nonlinear parameter, volume fraction, Hartmann number, heat source parameter is studied on velocity and temperature. Skin friction and heat transfer coefficients are also calculated for concerned parameters.

Keywords: Brownian motion, convection, finite element method, magnetic field, nanofluid, stretching sheet

Procedia PDF Downloads 208

Authors: Ibrahim M. Metwally

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Have you ever thought that earth was not the same earth we live on? Was it bigger or smaller? Was it a great continent surrounded by huge ocean as Alfred Wegener (1912) claimed? Earth is the most amazing planet in our Milky Way galaxy and may be in the universe. It is the only deformed planet that has a variable orbit around the sun and the only planet that has water on its surface. How did earth deformation take place? What does cause earth to deform? What are the results of earth deformation? How does its orbit around the sun change? First earth size computation can be achieved only considering the quantum of iron and nickel rested into earth core. This paper introduces a new theory “Earth expansion Theory”. The principles of “Earth Expansion Theory” are leading to new approaches and concepts to interpret whole earth dynamics and its geological and environmental changes. This theory is not an attempt to unify the two divergent dominant theories of continental drift, plate tectonic theory and earth expansion theory. The new theory is unique since it has a mathematical derivation, explains all the change to and around earth in terms of geological and environmental changes, and answers all unanswered questions in other theories. This paper presents the basic of the introduced theory and discusses the mechanism of earth expansion and how it took place, the forces that made the expansion. The mechanisms of earth size change from its spherical shape with radius about 3447.6 km to an elliptic shape of major radius about 6378.1 km and minor radius of about 6356.8 km and how it took place, are introduced and discussed. This article also introduces, in a more realistic explanation the formation of oceans and seas, the preparation of river formation. It also addresses the role of iron in earth size enlargement process within the continuum mechanics framework.

Keywords: earth size, earth expansion, continuum mechanics, continental and ocean formation

Procedia PDF Downloads 445

Authors: A. A. Dare, E. U. Iniegbedion

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Industrial furnaces generally involve enclosures of fire typically initiated by the combustion of gases. The fire leads to temperature distribution inside the enclosure. A proper understanding of the temperature and velocity distribution within the enclosure is often required for optimal design and use of the furnace. This study was therefore directed at numerical modeling of temperature distribution inside an enclosure as typical in a furnace. A mathematical model was developed from the conservation of mass, momentum and energy. The stream function-vorticity formulation of the governing equations was solved by an alternating direction implicit (ADI) finite difference technique. The finite difference formulation obtained were then developed into a computer code. This was used to determine the temperature, velocities, stream function and vorticity. The effect of the wall heat conduction was also considered, by assuming a one-dimensional heat flow through the wall. The computer code (MATLAB program) developed was used for the determination of the aforementioned variables. The results obtained showed that the transient temperature distribution assumed a uniform profile which becomes more chaotic with increasing time. The vertical velocity showed increasing turbulent behavior with time, while the horizontal velocity assumed decreasing laminar behavior with time. All of these behaviours were equally reported in the literature. The developed model has provided understanding of heat transfer process in an industrial furnace.

Keywords: heat source, modelling, enclosure, furnace

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Authors: Hale Kirer Silva Lecuna, Beyza Aydin

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Health is one of the main components of human capital and sustainable development, and it is very important for economic growth. Health economics, which is an indisputable part of the science of economics, has five stages in general. These are health and development, financing of health services, economic regulation in the health, allocation of resources and efficiency of health services. A well-developed and efficient health sector plays a major role by increasing the level of development of countries. The most crucial pillars of the health sector are the hospitals that are divided into public and private. The main purpose of the hospitals is to provide more efficient services. Therefore the aim is to meet patients’ satisfaction by increasing the service quality. Health-related studies in Turkey date back to the Ottoman and Seljuk Empires. In the near past, Turkey applied 'Health Sector Transformation Programs' under different titles between 2003 and 2010. Our aim in this paper is to measure how effective these transformation programs are for the health sector, to see how much they can increase the efficiency of hospitals over the years, to see the return of investments, to make comments and suggestions on the results, and to provide a new reference for the literature. Within this framework, the public and private hospitals in Balıkesir, Bilecik, Bursa, Çanakkale, Edirne, Istanbul, Kirklareli, Kocaeli, Sakarya, Tekirdağ, Yalova will be examined by using Data Envelopment Analysis (DEA) for the years between 2000 and 2019. DEA is a linear programming-based technique, which gives relatively good results in multivariate studies. DEA basically estimates an efficiency frontier and make a comparison. Constant returns to scale and variable returns to scale are two most commonly used DEA methods. Both models are divided into two as input and output-oriented. To analyze the data, the number of personnel, number of specialist physicians, number of practitioners, number of beds, number of examinations will be used as input variables; and the number of surgeries, in-patient ratio, and crude mortality rate as output variables. 11 hospitals belonging to the Marmara region were included in the study. It is seen that these hospitals worked effectively only in 7 provinces (Balıkesir, Bilecik, Bursa, Edirne, İstanbul, Kırklareli, Yalova) for the year 2001 when no transformation program was implemented. After the transformation program was implemented, for example, in 2014 and 2016, 10 hospitals (Balıkesir, Bilecik, Bursa, Çanakkale, Edirne, İstanbul, Kocaeli, Kırklareli, Tekirdağ, Yalova) were found to be effective. In 2015, ineffective results were observed for Sakarya, Tekirdağ and Yalova. However, since these values are closer to 1 after the transformation program, we can say that the transformation program has positive effects. For Sakarya alone, no effective results have been achieved in any year. When we look at the results in general, it shows that the transformation program has a positive effect on the effectiveness of hospitals.

Keywords: data envelopment analysis, efficiency, health sector, Marmara region

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Authors: Tsetsegmaa A., Bayarsuren B., Altantsetseg Ts.

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To make the best decision on reducing harmful emissions from buses, we need to have a clear understanding of the current state of their actual emissions. The emissions from city buses running on high sulfur fuel, particularly particulate matter (PM) and nitrogen oxides (NOx) from the exhaust gases of conventional diesel engines, have been studied and measured with and without diesel particulate filter (DPF) in Ulaanbaatar city. The study was conducted by using the PEMS (Portable Emissions Measurement System) and gravimetric method in real traffic conditions. The obtained data were used to determine the actual emission rates and to evaluate the effectiveness of the selected particulate filters. Actual road and daily PM emissions from city buses were determined during the warm and cold seasons. A bus with an average daily mileage of 242 km was found to emit 166.155 g of PM into the city's atmosphere on average per day, with 141.3 g in summer and 175.8 g in winter. The actual PM of the city bus is 0.6866 g/km. The concentration of NOx in the exhaust gas averages 1410.94 ppm. The use of DPF reduced the exhaust gas opacity of 24 buses by an average of 97% and filtered a total of 340.4 kg of soot from these buses over a period of six months. Retrofitting an old conventional diesel engine with cassette-type silicon carbide (SiC) DPF, despite the laboriousness of cleaning, can significantly reduce particulate matter emissions. Innovation: First comprehensive road PM and NOx emission dataset and actual road emissions from public buses have been identified. PM and NOx mathematical model equations have been estimated as a function of the bus technical speed and engine revolution with and without DPF.

Keywords: conventional diesel, silicon carbide, real-time onboard measurements, particulate matter, diesel retrofit, fuel sulphur

Procedia PDF Downloads 155

Authors: Umesh Kumar Sinha, Y. K. Nayak, N. Kumar, Swapnil Saurav, Monika Kashyap

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The authors investigate the effect of system and operating parameters on the performance of high temperature solar concentrator for power generation. The effects of system and operating parameters were investigated using the developed mathematical expressions for collector efficiency, heat removal factor, fluid outlet temperature and power, etc. The results were simulated using C++program. The simulated results were plotted for investigation like effect of thermal loss parameter and radiative loss parameters on the collector efficiency, heat removal factor, fluid outlet temperature, rise of temperature and effect of mass flow rate of the fluid outlet temperature. In connection with the power generation, plots were drawn for the effect of (TM–TAMB) on the variation of concentration efficiency, concentrator irradiance on PM/PMN, evaporation temperature on thermal to electric power efficiency (Conversion efficiency) of the plant and overall efficiency of solar power plant.

Keywords: parabolic trough solar collector, radiative and thermal loss parameters, collector efficiency, heat removal factor, fluid outlet and inlet temperatures, rise of temperature, mass flow rate, conversion efficiency, concentrator irradiance

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Authors: Pratibha, Jyoti Kori

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Particles in industry, harvesting, coal mines, etc. may not necessarily be spherical in shape. In general, it is difficult to find perfectly spherical particle. The prediction of movement and deposition of non spherical particle in distinct airway generation is much more difficult as compared to spherical particles. Moreover, there is extensive inflexibility in deposition between ducts of a particular generation and inside every alveolar duct since particle concentrations can be much bigger than the mean acinar concentration. Consequently, a large number of particles fail to be exhaled during expiration. This study presents a mathematical model for the movement and deposition of those non-spherical particles by using particle aspect ratio and shape factor. We analyse the pulsatile behavior underneath sinusoidal wall oscillation due to periodic breathing condition through a non-Darcian porous medium or inside pulmonary region. Since the fluid is viscous and Newtonian, the generalized Navier-Stokes equation in two-dimensional coordinate system (r, z) is used with boundary-layer theory. Results are obtained for various values of Reynolds number, Womersley number, Forchsheimer number, particle aspect ratio and shape factor. Numerical computation is done by using finite difference scheme for very fine mesh in MATLAB. It is found that the overall air velocity is significantly increased by changes in aerodynamic diameter, aspect ratio, alveoli size, Reynolds number and the pulse rate; while velocity is decreased by increasing Forchheimer number.

Keywords: deposition, interstitial lung diseases, non-Darcian medium, numerical simulation, shape factor

Procedia PDF Downloads 178

Authors: Vemula Amalakrishna, S. Pushpavanam

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Change and motion characterize and persistently reshape the world around us, on scales from molecular to global. The subtle interplay between change (Reaction) and motion (Diffusion) gives rise to an astonishing intricate spatial or temporal pattern. These pattern formation in nature has been intellectually appealing for many scientists since antiquity. Periodic precipitation patterns, also known as Liesegang patterns (LP), are one of the stimulating examples of such self-assembling reaction-diffusion (RD) systems. LP formation has a great potential in micro and nanotechnology. So far, the research on LPs has been concentrated mostly on how these patterns are forming, retrieving information to build a universal mathematical model for them. Researchers have developed various theoretical models to comprehensively construct the geometrical diversity of LPs. To the best of our knowledge, simulation studies of LPs assume an arbitrary value of RD parameters to explain experimental observation qualitatively. In this work, existing models were studied to understand the mechanism behind this phenomenon and challenges pertaining to models were understood and explained. These models are not computationally effective due to the presence of discontinuous precipitation rate in RD equations. To overcome the computational challenges, smoothened Heaviside functions have been introduced, which downsizes the computational time as well. Experiments were performed using a conventional LP system (AgNO₃-K₂Cr₂O₇) to understand the effects of different gels and temperatures on formed LPs. The model is extended for real parameter values to compare the simulated results with experimental data for both 1-D (Cartesian test tubes) and 2-D(cylindrical and Petri dish).

Keywords: reaction-diffusion, spatio-temporal patterns, nucleation and growth, supersaturation

Procedia PDF Downloads 148

Authors: Alexander Cho, Harsho Sanyal, Joseph Cataldo

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A quantitative analysis of the different variables on both the South and North green roofs of the Jacob K. Javits Convention Center was taken to find mathematical relationships between net radiation and evapotranspiration (ET), average outside temperature, and the lysimeter weight. Groups of datasets were analyzed, and the relationships were plotted on linear and semi-log graphs to find consistent relationships. Antecedent conditions for each rainstorm were also recorded and plotted against the volumetric water difference within the lysimeter. The first relation was the inverse parabolic relationship between the lysimeter weight and the net radiation and ET. The peaks and valleys of the lysimeter weight corresponded to valleys and peaks in the net radiation and ET respectively, with the 8/22/15 and 1/22/16 datasets showing this trend. The U-shaped and inverse U-shaped plots of the two variables coincided, indicating an inverse relationship between the two variables. Cross variable relationships were examined through graphs with lysimeter weight as the dependent variable on the y-axis. 10 out of 16 of the plots of lysimeter weight vs. outside temperature plots had R² values > 0.9. Antecedent conditions were also recorded for rainstorms, categorized by the amount of precipitation accumulating during the storm. Plotted against the change in the volumetric water weight difference within the lysimeter, a logarithmic regression was found with large R² values. The datasets were compared using the Mann Whitney U-test to see if the datasets were statistically different, using a significance level of 5%; all datasets compared showed a U test statistic value, proving the null hypothesis of the datasets being different from being true.

Keywords: green roof, green infrastructure, Javits Center, evapotranspiration, net radiation, lysimeter

Procedia PDF Downloads 111

Authors: Maria Amodeo, Pasquale Arpaia, Marco Buzio, Vincenzo Di Capua, Francesco Donnarumma

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Different deep neural network architectures have been compared and tested to predict magnetic hysteresis in the context of pulsed electromagnets for experimental physics applications. Modelling quasi-static or dynamic major and especially minor hysteresis loops is one of the most challenging topics for computational magnetism. Recent attempts at mathematical prediction in this context using Preisach models could not attain better than percent-level accuracy. Hence, this work explores neural network approaches and shows that the architecture that best fits the measured magnetic field behaviour, including the effects of hysteresis and eddy currents, is the nonlinear autoregressive exogenous neural network (NARX) model. This architecture aims to achieve a relative RMSE of the order of a few 100 ppm for complex magnetic field cycling, including arbitrary sequences of pseudo-random high field and low field cycles. The NARX-based architecture is compared with the state-of-the-art, showing better performance than the classical operator-based and differential models, and is tested on a reference quadrupole magnetic lens used for CERN particle beams, chosen as a case study. The training and test datasets are a representative example of real-world magnet operation; this makes the good result obtained very promising for future applications in this context.

Keywords: deep neural network, magnetic modelling, measurement and empirical software engineering, NARX

Procedia PDF Downloads 127

Authors: Jatupon Em-Udom, Nirand Pisutha-Arnond

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The phase-field-crystal, PFC, approach is a density-functional-type material model with an atomic resolution on a diffusive timescale. Spatially, the model incorporates periodic nature of crystal lattices and can naturally exhibit elasticity, plasticity and crystal defects such as grain boundaries and dislocations. Temporally, the model operates on a diffusive timescale which bypasses the need to resolve prohibitively small atomic-vibration time steps. The PFC model has been used to study many material phenomena such as grain growth, elastic and plastic deformations and solid-solid phase transformations. In this study, the pressure-controlled dynamic equation for the PFC model was developed to simulate a single-component system under externally applied pressure; these coupled equations are important for studies of deformable systems such as those under constant pressure. The formulation is based on the non-equilibrium thermodynamics and the thermodynamics of crystalline solids. To obtain the equations, the entropy variation around the equilibrium point was derived. Then the resulting driving forces and flux around the equilibrium were obtained and rewritten as conventional thermodynamic quantities. These dynamics equations are different from the recently-proposed equations; the equations in this study should provide more rigorous descriptions of the system dynamics under externally applied pressure.

Keywords: driving forces and flux, evolution equation, non equilibrium thermodynamics, Onsager’s reciprocal relation, phase field crystal model, thermodynamics of single-component solid

Procedia PDF Downloads 299

Authors: O. J. Akinsola, Yinan Zheng, Rose Anorlu, F. T. Ogunsola, Lifang Hou, Robert Leo-Murphy

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Cervical Cancer (CC) is the 2nd most common cancer among women living in low and middle-income countries, with no associated symptoms during formative periods. With the advancement and innovative medical research, there are numerous preventive measures being utilized, but the incidence of cervical cancer cannot be truncated with the application of only screening tests. The mortality associated with this invasive cervical cancer can be nipped in the bud through the important role of early-stage detection. This study research selected an array of different top features selection techniques which was aimed at developing a model that could validly diagnose the risk factors of cervical cancer. A retrospective clinic-based cohort study was conducted on 178 HIV-associated cervical cancer patients in Lagos University teaching Hospital, Nigeria (U54 data repository) in April 2022. The outcome measure was the automated prediction of the HIV-associated cervical cancer cases, while the predictor variables include: demographic information, reproductive history, birth control, sexual history, cervical cancer screening history for invasive cervical cancer. The proposed technique was assessed with R and Python programming software to produce the model by utilizing the classification algorithms for the detection and diagnosis of cervical cancer disease. Four machine learning classification algorithms used are: the machine learning model was split into training and testing dataset into ratio 80:20. The numerical features were also standardized while hyperparameter tuning was carried out on the machine learning to train and test the data. Logistic Regression (LR), Decision Tree (DT), Random Forest (RF), and K-Nearest Neighbor (KNN). Some fitting features were selected for the detection and diagnosis of cervical cancer diseases from selected characteristics in the dataset using the contribution of various selection methods for the classification cervical cancer into healthy or diseased status. The mean age of patients was 49.7±12.1 years, mean age at pregnancy was 23.3±5.5 years, mean age at first sexual experience was 19.4±3.2 years, while the mean BMI was 27.1±5.6 kg/m2. A larger percentage of the patients are Married (62.9%), while most of them have at least two sexual partners (72.5%). Age of patients (OR=1.065, p<0.001**), marital status (OR=0.375, p=0.011**), number of pregnancy live-births (OR=1.317, p=0.007**), and use of birth control pills (OR=0.291, p=0.015**) were found to be significantly associated with HIV-associated cervical cancer. On top ten 10 features (variables) considered in the analysis, RF claims the overall model performance, which include: accuracy of (72.0%), the precision of (84.6%), a recall of (84.6%) and F1-score of (74.0%) while LR has: an accuracy of (74.0%), precision of (70.0%), recall of (70.0%) and F1-score of (70.0%). The RF model identified 10 features predictive of developing cervical cancer. The age of patients was considered as the most important risk factor, followed by the number of pregnancy livebirths, marital status, and use of birth control pills, The study shows that data mining techniques could be used to identify women living with HIV at high risk of developing cervical cancer in Nigeria and other sub-Saharan African countries.

Keywords: associated cervical cancer, data mining, random forest, logistic regression

Procedia PDF Downloads 79

Authors: Hasan Basaran, Emre Unal

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Formation flying of satellites is a mission that involves a relative position keeping of different satellites in the constellation. In this study, different control algorithms are compared with one another in terms of ΔV, velocity increment, and tracking error. Various control methods, covering continuous and impulsive approaches are implemented and tested for satellites flying in low Earth orbit. Feedback linearization, sliding mode control, and model predictive control are designed and compared with an impulsive feedback law, which is based on mean orbital elements. Feedback linearization and sliding mode control approaches have identical mathematical models that include second order Earth oblateness effects. The model predictive control, on the other hand, does not include any perturbations and assumes circular chief orbit. The comparison is done with 4 different initial errors and achieved with velocity increment, root mean square error, maximum steady state error, and settling time. It was observed that impulsive law consumed the least ΔV, while produced the highest maximum error in the steady state. The continuous control laws, however, consumed higher velocity increments and produced lower amounts of tracking errors. Finally, the inversely proportional relationship between tracking error and velocity increment was established.

Keywords: chief-deputy satellites, feedback linearization, follower-leader satellites, formation flight, fuel consumption, model predictive control, rendezvous, sliding mode

Procedia PDF Downloads 93

Authors: Waqed H. Almohammed, Mohammed Y. Fattah, Sajjad E. Rasheed

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Dynamic traffic loads cause deformation of underground pipes, resulting in vehicle discomfort. This makes it necessary to reinforce the layers of soil above underground pipes. In this study, the subbase layer was reinforced. Finite element software (PLAXIS 3D) was used to in the simulation, which includes geocell reinforcement, vehicle loading, soil layers and Glass Fiber Reinforced Plastic (GRP) pipe. Geocell reinforcement was modeled using a geogrid element, which was defined as a slender structure element that has the ability to withstand axial stresses but not to resist bending. Geogrids cannot withstand compression but they can withstand tensile forces. Comparisons have been made between the numerical models and experimental works, and a good agreement was obtained. Using the mathematical model, the performance of three different pipes of diameter 600 mm, 800 mm, and 1000 mm, and three different vehicular speeds of 20 km/h, 40 km/h, and 60 km/h, was examined to determine their impact on surface settlement and vertical pressure at the pipe crown for two cases: with and without geocell reinforcement. The results showed that, for a pipe diameter of 600 mm under geocell reinforcement, surface settlement decreases by 94 % when the speed of the vehicle is 20 km/h and by 98% when the speed of the vehicle is 60 km/h. Vertical pressure decreases by 81 % when the diameter of the pipe is 600 mm, while the value decreases to 58 % for a pipe with diameter 1000 mm. The results show that geocell reinforcement causes a significant and positive reduction in surface settlement and vertical stress above the pipe crown, leading to an increase in pipe safety.

Keywords: dynamic loading, finite element, geocell-reinforcement, GRP pipe, PLAXIS 3D, surface settlement

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Authors: Owen Cegielski, Kristi Maida, Danny Morales, Sylvia L. Mendez

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This study explores the challenges and threats US secondary educators experience in incorporating culturally relevant education (CRE) practices in their classrooms. CRE is a social justice pedagogical practice used to connect student’s cultural references to academic skills and content, to promote critical reflection, to facilitate cultural competence, and to critique discourses of power and oppression. Empirical evidence on CRE demonstrates positive student educational outcomes in terms of achievement, engagement, and motivation. Additionally, due to the direct focus on uplifting diverse cultures through the curriculum, students experience greater feelings of belonging, increased interest in the subject matter, and stronger racial/ethnic identities. When these teaching practices are in place, educators develop deeper relationships with their students and appreciate the multitude of gifts they (and their families) bring to the classroom environment. Yet, educators regularly report being unprepared to incorporate CRE in their daily teaching practice and identify substantive gaps in their knowledge and skills in this area. Often, they were not exposed to CRE in their educator preparation program, nor do they receive adequate support through school- or district-wide professional development programming. Through a descriptive phenomenological research design, 20 interviews were conducted with a diverse set of secondary school educators to explore the challenges and threats they experience in incorporating CRE practices in their classrooms. The guiding research question for this study is: What are the challenges and threats US secondary educators face when seeking to incorporate CRE practices in their classrooms? Interviews were grounded by the theory of challenge and threat states, which highlights the ways in which challenges and threats are appraised and how resources factor into emotional valence and perception, as well as the potential to meet the task at hand. Descriptive phenomenological data analysis strategies were utilized to develop an essential structure of the educators’ views of challenges and threats in regard to incorporating CRE practices in their secondary classrooms. The attitude of the phenomenological reduction method was adopted, and the data were analyzed through five steps: sense of the whole, meaning units, transformation, structure, and essential structure. The essential structure that emerged was while secondary educators display genuine interest in learning how to successfully incorporate CRE practices, they perceive it to be a challenge (and not a threat) due to lack of exposure which diminishes educator capacity, comfort, and confidence in employing CRE practices. These findings reveal the value of attending to emotional valence and perception of CRE in promoting this social justice pedagogical practice. Findings also reveal the importance of appropriately resourcing educators with CRE support to ensure they develop and utilize this practice.

Keywords: culturally relevant education, descriptive phenomenology, social justice practice, US secondary education

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Authors: Petra Gruber, Ariana Rupp, Peter Niewiarowski

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This paper presents a concept for a biomimetic fablab as a physical space for education, research and development of innovation inspired by nature. Biomimetics as a discipline finds increasing recognition in academia and has started to be institutionalized at universities in programs and centers. The Biomimicry Research and Innovation Center was founded in 2012 at the University of Akron as an interdisciplinary venture for the advancement of innovation inspired by nature and is part of a larger community fostering the approach of bioimimicry in the Great Lakes region of the US. With 30 faculty members the center has representatives from Colleges of Arts and Sciences (e.g., biology, chemistry, geoscience, and philosophy) Engineering (e.g., mechanical, civil, and biomedical), Polymer Science, and Myers School of Arts. A platform for training PhDs in Biomimicry (17 students currently enrolled) is co-funded by educational institutions and industry partners. Research at the center touches on many areas but is also currently biased towards materials and structures, with highlights being materials based on principles found in spider silk and gecko attachment mechanisms. As biomimetics is also a novel scientific discipline, there is little standardisation in programming and the equipment of research facilities. As a field targeting innovation, design and prototyping processes are fundamental parts of the developments. For experimental design and prototyping, MIT's maker space concept seems to fit well to the requirements, but facilities need to be more specialised in terms of accessing biological systems and knowledge, specific research, production or conservation requirements. For the education and research facility BRIC we conceptualize the concept of a biomimicry fablab, that ties into the existing maker space concept and creates the setting for interdisciplinary research and development carried out in the program. The concept takes on the process of biomimetics as a guideline to define core activities that shall be enhanced by the allocation of specific spaces and tools. The limitations of such a facility and the intersections to further specialised labs housed in the classical departments are of special interest. As a preliminary proof of concept two biomimetic design courses carried out in 2016 are investigated in terms of needed tools and infrastructure. The spring course was a problem based biomimetic design challenge in collaboration with an innovation company interested in product design for assisted living and medical devices. The fall course was a solution based biomimetic design course focusing on order and hierarchy in nature with the goal of finding meaningful translations into art and technology. The paper describes the background of the BRIC center, identifies and discusses the process of biomimetics, evaluates the classical maker space concept and explores how these elements can shape the proposed research facility of a biomimetic fablab by examining two examples of design courses held in 2016.

Keywords: biomimetics, biomimicry, design, biomimetic fablab

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Authors: Damian Graham, Ashleigh H. Hall, Damani R. Sulph, Michael A. James, Shawn B. Vassell

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This paper assesses the design and feasibility of a Materials Recovery Facility (MRF) in Jamaica as a possible green industry approach to the nation’s economic and solid waste management problems. Jamaica is a developing nation that is vulnerable to climate change that can affect its blue economy and tourism on which it is heavily reliant. Jamaica’s National Solid Waste Management Authority (NSWMA) collects only a fraction of all the solid waste produced annually which is then transported to dumpsites. The remainder is either burnt by the population or disposed of illegally. These practices negatively impact the environment, threaten the sustainability of economic growth from blue economy and tourism and its waste management system is predominantly a cost centre. The implementation of an MRF could boost the manufacturing sector, contribute to economic growth, and be a catalyst in creating a green industry with multiple downstream value chains with supply chain linkages. Globally, there is a trend to reuse and recycle that created an international market for recycled solid waste. MRFs enable the efficient sorting of solid waste into desired recoverable materials thus providing a gateway for entrance to the international trading of recycled waste. Research into the current state and effort to improve waste management in Jamaica in contrast with the similar and more advanced territories are outlined. The study explores the concept of green industrialization and its applicability to vulnerable small state economies like Jamaica. The study highlights the possible contributions and benefits derived from MRFs as a seeding factory that can anchor the reverse and forward logistics of other green industries as part of a logistic-cantered economy. Further, the study showcases an engineering economic analysis that assesses the viability of the implementation of an MRF in Jamaica. This research outlines the potential cost of constructing and operating an MRF and provides a realistic cash flow estimate to establish a baseline for profitability. The approach considers quantitative and qualitative data, assumptions, and modelling using industrial engineering tools and techniques that are outlined. Techniques of facility planning, system analysis and operations research with a focus on linear programming techniques are expressed. Approaches to overcome some implementation challenges including policy, technology and public education are detailed. The results of this study present a reasonable judgment of the prospects of incorporating an MRF to improve Jamaica’s solid waste management and contribute to socioeconomic and environmental benefits and an alternate pathway for economic sustainability.

Keywords: engineering-economic analysis, facility design, green industry, MRF, manufacturing, plant layout, solid-waste management, sustainability, waste disposal

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Authors: Yih-Wenn Laih

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In recent times, the dependence and co-movement among international financial markets have become stronger than in the past, as evidenced by commentaries in the news media and the financial sections of newspapers. Studying the co-movement between returns in financial markets is an important issue for portfolio management and risk management. The realization of co-movement helps investors to identify the opportunities for international portfolio management in terms of asset allocation and pricing. Since the election of the new Prime Minister, Shinzo Abe, in November 2012, the yen has weakened against the US dollar from the 80 to the 120 level. The policies, known as “Abenomics,” are to encourage private investment through a more aggressive mix of monetary and fiscal policy. Given the close economic relations and competitions among Asia markets, it is interesting to discover the co-movement relations, affected by the depreciation of yen, between stock market of Japan and 5 major Asia stock markets, including China, Hong Kong, Korea, Singapore, and Taiwan. Specifically, we devote ourselves to measure the co-movement of stock markets between Japan and each one of the 5 Asia stock markets in terms of rank correlation coefficients. To compute the coefficients, return series of each stock market is first fitted by a skewed-t GARCH (generalized autoregressive conditional heteroscedasticity) model. Secondly, to measure the dependence structure between matched stock markets, we employ the symmetrized Joe-Clayton (SJC) copula to calculate the probability density function of paired skewed-t distributions. The joint probability density function is then utilized as the scoring scheme to optimize the sequence alignment by dynamic programming method. Finally, we compute the rank correlation coefficients (Kendall's  and Spearman's ) between matched stock markets based on their aligned sequences. We collect empirical data of 6 stock indexes from Taiwan Economic Journal. The data is sampled at a daily frequency covering the period from January 1, 2013 to July 31, 2015. The empirical distributions of returns indicate fatter tails than the normal distribution. Therefore, the skewed-t distribution and SJC copula are appropriate for characterizing the data. According to the computed Kendall’s τ, Korea has the strongest co-movement relation with Japan, followed by Taiwan, China, and Singapore; the weakest is Hong Kong. On the other hand, the Spearman’s ρ reveals that the strength of co-movement between markets with Japan in decreasing order are Korea, China, Taiwan, Singapore, and Hong Kong. We explore the effects of “Abenomics” on Asia stock markets by measuring the co-movement relation between Japan and five major Asia stock markets in terms of rank correlation coefficients. The matched markets are aligned by a hybrid method consisting of GARCH, copula and sequence alignment. Empirical experiments indicate that Korea has the strongest co-movement relation with Japan. The strength of China and Taiwan are better than Singapore. The Hong Kong market has the weakest co-movement relation with Japan.

Keywords: co-movement, depreciation of Yen, rank correlation, stock market

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Authors: Mahmoud A. Mahmoud, Ashraf Osman

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In this study, the different approaches currently followed by design codes to assess the stability of buildings utilizing concrete moment resisting frames structural system are evaluated. For such purpose, a parametric study was performed. It involved analyzing group of concrete moment resisting frames having different slenderness ratios (height/width ratios), designed for different lateral loads to vertical loads ratios and constructed using ordinary reinforced concrete and high strength concrete for stability check and overall buckling using code approaches and computer buckling analysis. The objectives were to examine the influence of such parameters that directly linked to frames’ lateral stiffness on the buildings’ stability and evaluates the code approach in view of buckling analysis results. Based on this study, it was concluded that, the most susceptible buildings to instability and magnification of second order effects are buildings having high aspect ratios (height/width ratio), having low lateral to vertical loads ratio and utilizing construction materials of high strength. In addition, the study showed that the instability limits imposed by codes are mainly mathematical to ensure reliable analysis not a physical ones and that they are in general conservative. Also, it has been shown that the upper limit set by one of the codes that second order moment for structural elements should be limited to 1.4 the first order moment is not justified, instead, the overall story check is more reliable.

Keywords: buckling, lateral stability, p-delta, second order

Procedia PDF Downloads 250

Authors: Joseph Bertrand Iboum Kissaaka, Charles Fonyuy Ngum Tchioben, Paul Gustave Fowe Kwetche, Jeannette Ngo Elogan Ntem, Joseph Binyet Njebakal, Ribert Yvan Makosso-Tchapi, François Mvondo Owono, Marie Joseph Ntamak-Nida

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Located in the Gulf of Guinea, the Kribi-Campo sub-basin belongs to the Aptian salt basins along the West African Margin. In this paper, we investigated the tectono-stratigraphic architecture of the basin, focusing on the role of salt tectonics and strike-slip faults along the Kribi Fracture Zone with implications for reservoir prediction. Using 2D seismic data and well data interpreted through sequence stratigraphy with integrated seismic attributes analysis with Python Programming and unsupervised Machine Learning, at least six second-order sequences, indicating three main stages of tectono-stratigraphic evolution, were determined: pre-salt syn-rift, post-salt rift climax and post-rift stages. The pre-salt syn-rift stage with KTS1 tectonosequence (Barremian-Aptian) reveals a transform rifting along NE-SW transfer faults associated with N-S to NNE-SSW syn-rift longitudinal faults bounding a NW-SE half-graben filled with alluvial to lacustrine-fan delta deposits. The post-salt rift-climax stage (Lower to Upper Cretaceous) includes two second-order tectonosequences (KTS2 and KTS3) associated with the salt tectonics and Campo High uplift. During the rift-climax stage, the growth of salt diapirs developed syncline withdrawal basins filled by early forced regression, mid transgressive and late normal regressive systems tracts. The early rift climax underlines some fine-grained hangingwall fans or delta deposits and coarse-grained fans from the footwall of fault scarps. The post-rift stage (Paleogene to Neogene) contains at least three main tectonosequences KTS4, KTS5 and KTS6-7. The first one developed some turbiditic lobe complexes considered as mass transport complexes and feeder channel-lobe complexes cutting the unstable shelf edge of the Campo High. The last two developed submarine Channel Complexes associated with lobes towards the southern part and braided delta to tidal channels towards the northern part of the Kribi-Campo sub-basin. The reservoir distribution in the Kribi-Campo sub-basin reveals some channels, fan lobes reservoirs and stacked channels reaching up to the polygonal fault systems.

Keywords: tectono-stratigraphic architecture, Kribi-Campo sub-basin, machine learning, pre-salt sequences, post-salt sequences

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Authors: Seyed M. Khatami, H. Naderpour, R. Vahdani, R. C. Barros

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Many previous studies have been carried out to calculate the impact force and the dissipated energy between two neighboring buildings during seismic excitation, when they collide with each other. Numerical studies are an important part of impact, which several researchers have tried to simulate the impact by using different formulas. Estimation of the impact force and the dissipated energy depends significantly on some parameters of impact. Mass of bodies, stiffness of spring, coefficient of restitution, damping ratio of dashpot and impact velocity are some known and unknown parameters to simulate the impact and measure dissipated energy during collision. Collision is usually shown by force-displacement hysteresis curve. The enclosed area of the hysteresis loop explains the dissipated energy during impact. In this paper, the effect of using different types of impact models is investigated in order to calculate the impact force. To increase the accuracy of impact model and to optimize the results of simulations, a new damping equation is assumed and is validated to get the best results of impact force and dissipated energy, which can show the accuracy of suggested equation of motion in comparison with other formulas. This relation is called "n-m". Based on mathematical relation, an initial value is selected for the mentioned coefficients and kinetic energy loss is calculated. After each simulation, kinetic energy loss and energy dissipation are compared with each other. If they are equal, selected parameters are true and, if not, the constant of parameters are modified and a new analysis is performed. Finally, two unknown parameters are suggested to estimate the impact force and calculate the dissipated energy.

Keywords: impact force, dissipated energy, kinetic energy loss, damping relation

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Authors: Miled Amel, Ben Maad Hatem, Askri Faouzi, Ben Nasrallah Sassi

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Metal hydride water pumping system uses hydrogen as working fluid to pump water for low head and high discharge. The principal operation of this pump is based on the desorption of hydrogen at high pressure and its absorption at low pressure by a metal hydride. This work is devoted to study a concept of the dynamic behavior of a metal hydride pump using unsteady model and LaNi5 as hydriding alloy. This study shows that with MHP, it is possible to pump 340l/kg-cycle of water in 15 000s using 1 Kg of LaNi5 at a desorption temperature of 360 K, a pumping head equal to 5 m and a desorption gear ratio equal to 33. This study reveals also that the error given by the steady model, using LaNi5 is about 2%.A dimensional mathematical model and the governing equations of the pump were presented to predict the coupled heat and mass transfer within the MHP. Then, a numerical simulation is carried out to present the time evolution of the specific water discharge and to test the effect of different parameters (desorption temperature, absorption temperature, desorption gear ratio) on the performance of the water pumping system (specific water discharge, pumping efficiency and pumping time). In addition, a comparison between results obtained with steady and unsteady model is performed with different hydride mass. Finally, a geometric configuration of the reactor is simulated to optimize the pumping time.

Keywords: dynamic behavior, LaNi5, performance of water pumping system, unsteady model

Procedia PDF Downloads 196

Authors: Swapnila V. Shinde, Hemant P. Joshi, Sumit R. Dhas, Dhananjaysingh B. Rajput

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The objective of the present study is to develop hydro-dynamically balanced system for atenolol, β-blocker as a single unit floating tablet. Atenolol shows pH dependent solubility resulting into a bioavailability of 36%. Thus, site specific oral controlled release floating drug delivery system was developed. Formulation includes novice use of rate controlling polymer such as locust bean gum (LBG) in combination of HPMC K4M and gas generating agent sodium bicarbonate. Tablet was prepared by direct compression method and evaluated for physico-mechanical properties. The statistical method was utilized to optimize the effect of independent variables, namely amount of HPMC K4M, LBG and three dependent responses such as cumulative drug release, floating lag time, floating time. Graphical and mathematical analysis of the results allowed the identification and quantification of the formulation variables influencing the selected responses. To study the gastrointestinal transit of the optimized gastro-retentive formulation, in vivo gamma scintigraphy was carried out in six healthy rabbits, after radio labeling the formulation with 99mTc. The transit profiles demonstrated that the dosage form was retained in the stomach for more than 5 hrs. The study signifies the potential of the developed system for stomach targeted delivery of atenolol with improved bioavailability.

Keywords: floating tablet, factorial design, gamma scintigraphy, antihypertensive model drug, HPMC, locust bean gum

Procedia PDF Downloads 273

Authors: Subham Kharel, Sudha Ravindranath, A. Vidya, B. Chandrasekaran, K. Ganesha Raj, T. Shesadri

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Digitization of urban features is a tedious and time-consuming process when done manually. In addition to this problem, Indian cities have complex habitat patterns and convoluted clustering patterns, which make it even more difficult to map features. This paper makes an attempt to classify urban objects in the satellite image using object-oriented classification techniques in which various classes such as vegetation, water bodies, buildings, and shadows adjacent to the buildings were mapped semi-automatically. Building layer obtained as a result of object-oriented classification along with already available building layers was used. The main focus, however, lay in the extraction of high-rise buildings using spatial technology, digital image processing, and modeling, which would otherwise be a very difficult task to carry out manually. Results indicated a considerable rise in the total number of buildings in the city. High-rise buildings were successfully mapped using satellite imagery, spatial technology along with logical reasoning and mathematical considerations. The results clearly depict the ability of Remote Sensing and GIS to solve complex problems in urban scenarios like studying urban sprawl and identification of more complex features in an urban area like high-rise buildings and multi-dwelling units. Object-Oriented Technique has been proven to be effective and has yielded an overall efficiency of 80 percent in the classification of high-rise buildings.

Keywords: object oriented classification, shadow extraction, high-rise buildings, satellite imagery, spatial technology

Procedia PDF Downloads 146

Authors: Moustafa Osman Mohammed

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This paper will explore formation of HCl aerosol at atmospheric boundary layers and encourages the uptake of environmental modeling systems (EMSs) as a practice evaluation of gaseous emissions (“framework measures”) from small and medium-sized enterprises (SMEs). The conceptual model predicts greenhouse gas emissions to ecological points beyond landfill site operations. It focuses on incorporation traditional knowledge into baseline information for both measurement data and the mathematical results, regarding parameters influence model variable inputs. The paper has simplified parameters of aerosol processes based on the more complex aerosol process computations. The simple model can be implemented to both Gaussian and Eulerian rural dispersion models. Aerosol processes considered in this study were (i) the coagulation of particles, (ii) the condensation and evaporation of organic vapors, and (iii) dry deposition. The chemical transformation of gas-phase compounds is taken into account photochemical formulation with exposure effects according to HCl concentrations as starting point of risk assessment. The discussion set out distinctly aspect of sustainability in reflection inputs, outputs, and modes of impact on the environment. Thereby, models incorporate abiotic and biotic species to broaden the scope of integration for both quantification impact and assessment risks. The later environmental obligations suggest either a recommendation or a decision of what is a legislative should be achieved for mitigation measures of landfill gas (LFG) ultimately.

Keywords: air pollution, landfill emission, environmental management, monitoring/methods and impact assessment

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Authors: Maryam Ziaei, Saeedeh Rafiei, Leila Mivehi, Akbar Khodaparast Haghi

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Carbon nanofibers possess properties that are rarely present in any other types of carbon adsorbents, including a small cross-sectional area, combined with a multitude of slit shaped nanopores that are suitable for adsorption of certain types of molecules. Because of their unique properties these materials can be used for the selective adsorption of organic molecules. On the other hand, activated carbon fiber (ACF) has been widely applied as an effective adsorbent for micro-pollutants in recent years. ACF effectively adsorbs and removes a full spectrum of harmful substances. Although there are various methods of fabricating carbon nanofibres, electrospinning is perhaps the most versatile procedure. This technique has been given great attention in current decades because of the nearly simple, comfortable and low cost. Spinning process control and achieve optimal conditions is important in order to effect on its physical properties, absorbency and versatility with different industrial purposes. Modeling and simulation are suitable methods to obtain this approach. In this paper, activated carbon nanofibers were produced during electrospinning of polyacrylonitrile solution. Stabilization, carbonization and activation of electrospun nanofibers in optimized conditions were achieved, and mathematical modelling of electrosinning process done by focusing on governing equations of electrified fluid jet motion (using FeniCS software). Experimental and theoretical results will be compared with each other in order to estimate the accuracy of the model. The simulation can provide the possibility of predicting essential parameters, which affect the electrospinning process.

Keywords: carbon nanofibers, electrospinning, electrospinning modeling, simulation

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Authors: Fadi Eleiwi, Taous Meriem Laleg-Kirati

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This paper presents a complete dynamic modeling of a membrane distillation process. The model contains two consistent dynamic models. A 2D advection-diffusion equation for modeling the whole process and a modified heat equation for modeling the membrane itself. The complete model describes the temperature diffusion phenomenon across the feed, membrane, permeate containers and boundary layers of the membrane. It gives an online and complete temperature profile for each point in the domain. It explains heat conduction and convection mechanisms that take place inside the process in terms of mathematical parameters, and justify process behavior during transient and steady state phases. The process is monitored for any sudden change in the performance at any instance of time. In addition, it assists maintaining production rates as desired, and gives recommendations during membrane fabrication stages. System performance and parameters can be optimized and controlled using this complete dynamic model. Evolution of membrane boundary temperature with time, vapor mass transfer along the process, and temperature difference between membrane boundary layers are depicted and included. Simulations were performed over the complete model with real membrane specifications. The plots show consistency between 2D advection-diffusion model and the expected behavior of the systems as well as literature. Evolution of heat inside the membrane starting from transient response till reaching steady state response for fixed and varying times is illustrated.

Keywords: membrane distillation, dynamical modeling, advection-diffusion equation, thermal equilibrium, heat equation

Procedia PDF Downloads 263