Search results for: dynamic stochastic general equilibrium
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9892

Search results for: dynamic stochastic general equilibrium

9682 Three-Stage Multivariate Stratified Sample Surveys with Probabilistic Cost Constraint and Random Variance

Authors: Sanam Haseen, Abdul Bari

Abstract:

In this paper a three stage multivariate programming problem with random survey cost and variances as random variables has been formulated as a non-linear stochastic programming problem. The problem has been converted into an equivalent deterministic form using chance constraint programming and modified E-modeling. An empirical study of the problem has been done at the end of the paper using R-simulation.

Keywords: chance constraint programming, modified E-model, stochastic programming, stratified sample surveys, three stage sample surveys

Procedia PDF Downloads 456
9681 Solving SPDEs by Least Squares Method

Authors: Hassan Manouzi

Abstract:

We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: least squares, wick product, SPDEs, finite element, wiener chaos expansion, gradient method

Procedia PDF Downloads 419
9680 High Performance Field Programmable Gate Array-Based Stochastic Low-Density Parity-Check Decoder Design for IEEE 802.3an Standard

Authors: Ghania Zerari, Abderrezak Guessoum, Rachid Beguenane

Abstract:

This paper introduces high-performance architecture for fully parallel stochastic Low-Density Parity-Check (LDPC) field programmable gate array (FPGA) based LDPC decoder. The new approach is designed to decrease the decoding latency and to reduce the FPGA logic utilisation. To accomplish the target logic utilisation reduction, the routing of the proposed sub-variable node (VN) internal memory is designed to utilize one slice distributed RAM. Furthermore, a VN initialization, using the channel input probability, is achieved to enhance the decoder convergence, without extra resources and without integrating the output saturated-counters. The Xilinx FPGA implementation, of IEEE 802.3an standard LDPC code, shows that the proposed decoding approach attain high performance along with reduction of FPGA logic utilisation.

Keywords: low-density parity-check (LDPC) decoder, stochastic decoding, field programmable gate array (FPGA), IEEE 802.3an standard

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9679 Ab Initio Calculation of Fundamental Properties of CaxMg1-xA (a = Se and Te) Alloys in the Rock-Salt Structure

Authors: M. A. Ghebouli, H. Choutri, B. Ghebouli , M. Fatmi, L. Louail

Abstract:

We employed the density-functional perturbation theory (DFPT) within the generalized gradient approximation (GGA), the local density approximation (LDA) and the virtual-crystal approximation (VCA) to study the effect of composition on the structure, stability, energy gaps, electron effective mass, the dynamic effective charge, optical and acoustical phonon frequencies and static and high dielectric constants of the rock-salt CaxMg1-xSe and CaxMg1-xTe alloys. The computed equilibrium lattice constant and bulk modulus show an important deviation from the linear concentration. From the Voigt-Reuss-Hill approximation, CaxMg1-xSe and CaxMg1-xTe present lower stiffness and lateral expansion. For Ca content ranging between 0.25-0.75, the elastic constants, energy gaps, electron effective mass and dynamic effective charge are predictions. The elastic constants and computed phonon dispersion curves indicate that these alloys are mechanically stable.

Keywords: CaxMg1-xSe, CaxMg1-xTe, band structure, phonon

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9678 Best Resource Recommendation for a Stochastic Process

Authors: Likewin Thomas, M. V. Manoj Kumar, B. Annappa

Abstract:

The aim of this study was to develop an Artificial Neural Network0 s recommendation model for an online process using the complexity of load, performance, and average servicing time of the resources. Here, the proposed model investigates the resource performance using stochastic gradient decent method for learning ranking function. A probabilistic cost function is implemented to identify the optimal θ values (load) on each resource. Based on this result the recommendation of resource suitable for performing the currently executing task is made. The test result of CoSeLoG project is presented with an accuracy of 72.856%.

Keywords: ADALINE, neural network, gradient decent, process mining, resource behaviour, polynomial regression model

Procedia PDF Downloads 390
9677 Solution of Insurance Pricing Model Giving Optimum Premium Level for Both Insured and Insurer by Game Theory

Authors: Betul Zehra Karagul

Abstract:

A game consists of strategies that each actor has in his/her own choice strategies, and a game regulates the certain rules in the strategies that the actors choose, express how they evaluate their knowledge and the utility of output results. Game theory examines the human behaviors (preferences) of strategic situations in which each actor of a game regards the action that others will make in spite of his own moves. There is a balance between each player playing a game with the final number of players and the player with a certain probability of choosing the players, and this is called Nash equilibrium. The insurance is a two-person game where the insurer and insured are the actors. Both sides have the right to act in favor of utility functions. The insured has to pay a premium to buy the insurance cover. The insured will want to pay a low premium while the insurer is willing to get a high premium. In this study, the state of equilibrium for insurance pricing was examined in terms of the insurer and insured with game theory.

Keywords: game theory, insurance pricing, Nash equilibrium, utility function

Procedia PDF Downloads 362
9676 Stochastic Repair and Replacement with a Single Repair Channel

Authors: Mohammed A. Hajeeh

Abstract:

This paper examines the behavior of a system, which upon failure is either replaced with certain probability p or imperfectly repaired with probability q. The system is analyzed using Kolmogorov's forward equations method; the analytical expression for the steady state availability is derived as an indicator of the system’s performance. It is found that the analysis becomes more complex as the number of imperfect repairs increases. It is also observed that the availability increases as the number of states and replacement probability increases. Using such an approach in more complex configurations and in dynamic systems is cumbersome; therefore, it is advisable to resort to simulation or heuristics. In this paper, an example is provided for demonstration.

Keywords: repairable models, imperfect, availability, exponential distribution

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9675 The Competitive Newsvendor Game with Overestimated Demand

Authors: Chengli Liu, C. K. M. Lee

Abstract:

The tradition competitive newsvendor game assumes decision makers are rational. However, there are behavioral biases when people make decisions, such as loss aversion, mental accounting and overconfidence. Overestimation of a subject’s own performance is one type of overconfidence. The objective of this research is to analyze the impact of the overestimated demand in the newsvendor competitive game with two players. This study builds a competitive newsvendor game model where newsvendors have private information of their demands, which is overestimated. At the same time, demands of each newsvendor forecasted by a third party institution are available. This research shows that the overestimation leads to demand steal effect, which reduces the competitor’s order quantity. However, the overall supply of the product increases due to overestimation. This study illustrates the boundary condition for the overestimated newsvendor to have the equilibrium order drop due to the demand steal effect from the other newsvendor. A newsvendor who has higher critical fractile will see its equilibrium order decrease with the drop of estimation level from the other newsvendor.

Keywords: bias, competing newsvendor, Nash equilibrium, overestimation

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9674 Pricing, Production and Inventory Policies Manufacturing under Stochastic Demand and Continuous Prices

Authors: Masoud Rabbani, Majede Smizadeh, Hamed Farrokhi-Asl

Abstract:

We study jointly determining prices and production in a multiple period horizon under a general non-stationary stochastic demand with continuous prices. In some periods we need to increase capacity of production to satisfy demand. This paper presents a model to aid multi-period production capacity planning by quantifying the trade-off between product quality and production cost. The product quality is estimated as the statistical variation from the target performances obtained from the output tolerances of the production machines that manufacture the components. We consider different tolerance for different machines that use to increase capacity. The production cost is estimated as the total cost of owning and operating a production facility during the planning horizon.so capacity planning has cost that impact on price. Pricing products often turns out to be difficult to measure them because customers have a reservation price to pay that impact on price and demand. We decide to determine prices and production for periods after enhance capacity and consider reservation price to determine price. First we use an algorithm base on fuzzy set of the optimal objective function values to determine capacity planning by determine maximize interval from upper bound in minimum objectives and define weight for objectives. Then we try to determine inventory and pricing policies. We can use a lemma to solve a problem in MATLAB and find exact answer.

Keywords: price policy, inventory policy, capacity planning, product quality, epsilon -constraint

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9673 Potentials and Influencing Factors of Dynamic Pricing in Business: Empirical Insights of European Experts

Authors: Christopher Reichstein, Ralf-Christian Härting, Martina Häußler

Abstract:

With a continuously increasing speed of information exchange on the World Wide Web, retailers in the E-Commerce sector are faced with immense possibilities regarding different online purchase processes like dynamic price settings. By use of Dynamic Pricing, retailers are able to set short time price changes in order to optimize producer surplus. The empirical research illustrates the basics of Dynamic Pricing and identifies six influencing factors of Dynamic Pricing. The results of a structural equation modeling approach show five main drivers increasing the potential of dynamic price settings in the E-Commerce. Influencing factors are the knowledge of customers’ individual willingness to pay, rising sales, the possibility of customization, the data volume and the information about competitors’ pricing strategy.

Keywords: e-commerce, empirical research, experts, dynamic pricing (DP), influencing factors, potentials

Procedia PDF Downloads 261
9672 Performance Evaluation of Dynamic Signal Control System for Mixed Traffic Conditions

Authors: Aneesh Babu, S. P. Anusha

Abstract:

A dynamic signal control system combines traditional traffic lights with an array of sensors to intelligently control vehicle and pedestrian traffic. The present study focus on evaluating the performance of dynamic signal control systems for mixed traffic conditions. Data collected from four different approaches to a typical four-legged signalized intersection at Trivandrum city in the Kerala state of India is used for the study. Performance of three other dynamic signal control methods, namely (i) Non-sequential method (ii) Webster design for consecutive signal cycle using flow as input, and (iii) dynamic signal control using RFID delay as input, were evaluated. The evaluation of the dynamic signal control systems was carried out using a calibrated VISSIM microsimulation model. Python programming was used to integrate the dynamic signal control algorithm through the COM interface in VISSIM. The intersection delay obtained from different dynamic signal control methods was compared with the delay obtained from fixed signal control. Based on the study results, it was observed that the intersection delay was reduced significantly by using dynamic signal control methods. The dynamic signal control method using delay from RFID sensors resulted in a higher percentage reduction in delay and hence is a suitable choice for implementation under mixed traffic conditions. The developed dynamic signal control strategies can be implemented in ITS applications under mixed traffic conditions.

Keywords: dynamic signal control, intersection delay, mixed traffic conditions, RFID sensors

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9671 Quantum Mechanism Approach for Non-Ruin Probability and Comparison of Path Integral Method and Stochastic Simulations

Authors: Ahmet Kaya

Abstract:

Quantum mechanism is one of the most important approaches to calculating non-ruin probability. We apply standard Dirac notation to model given Hamiltonians. By using the traditional method and eigenvector basis, non-ruin probability is found for several examples. Also, non-ruin probability is calculated for two different Hamiltonian by using the tensor product. Finally, the path integral method is applied to the examples and comparison is made for stochastic simulations and path integral calculation.

Keywords: quantum physics, Hamiltonian system, path integral, tensor product, ruin probability

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9670 Cost Efficiency of European Cooperative Banks

Authors: Karolína Vozková, Matěj Kuc

Abstract:

This paper analyzes recent trends in cost efficiency of European cooperative banks using efficient frontier analysis. Our methodology is based on stochastic frontier analysis which is run on a set of 649 European cooperative banks using data between 2006 and 2015. Our results show that average inefficiency of European cooperative banks is increasing since 2008, smaller cooperative banks are significantly more efficient than the bigger ones over the whole time period and that share of net fee and commission income to total income surprisingly seems to have no impact on bank cost efficiency.

Keywords: cooperative banks, cost efficiency, efficient frontier analysis, stochastic frontier analysis, net fee and commission income

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9669 A Mathematical Analysis of Behavioural Epidemiology: Drugs Users Transmission Dynamics Based on Level Education for Susceptible Population

Authors: Firman Riyudha, Endrik Mifta Shaiful

Abstract:

The spread of drug users is one kind of behavioral epidemiology that becomes a threat to every country in the world. This problem caused various crisis simultaneously, including financial or economic crisis, social, health, until human crisis. Most drug users are teenagers at school age. A new deterministic model would be constructed to determine the dynamics of the spread of drug users by considering level of education in a susceptible population. Based on the analytical model, two equilibria points were obtained; there were E₀ (zero user) and E₁ (endemic equilibrium). Existence of equilibrium and local stability of equilibria depended on the Basic Reproduction Ratio (R₀). This parameter was defined as the expected rate of secondary prevalence and primary prevalence in virgin population along spreading primary prevalence. The zero-victim equilibrium would be locally asymptotically stable if R₀ < 1 while if R₀ > 1 the endemic equilibrium would be locally asymptotically stable. The result showed that R₀ was proportional to the rate of interaction of each susceptible population based on educational level with the users' population. It is concluded that there was a need to be given a control in interaction, so that drug users population could be minimized. Numerical simulations were also provided to support analytical results.

Keywords: drugs users, level education, mathematical model, stability

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9668 Propagation of Weak Non-Linear Waves in Non-Equilibrium Flow

Authors: J. Jena, Monica Saxena

Abstract:

In this paper, the propagation of weak nonlinear waves in non-equilibrium flow has been studied in detail using the perturbation method. The expansive action of receding piston undergoing infinite acceleration has been discussed. Central expansion fan, compression waves and shock fronts have been discussed and the solutions up to the first order in the characteristic plane and physical plane have been obtained.

Keywords: Characteristic wave front, weak non-linear waves, central expansion fan, compression waves

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9667 The Shannon Entropy and Multifractional Markets

Authors: Massimiliano Frezza, Sergio Bianchi, Augusto Pianese

Abstract:

Introduced by Shannon in 1948 in the field of information theory as the average rate at which information is produced by a stochastic set of data, the concept of entropy has gained much attention as a measure of uncertainty and unpredictability associated with a dynamical system, eventually depicted by a stochastic process. In particular, the Shannon entropy measures the degree of order/disorder of a given signal and provides useful information about the underlying dynamical process. It has found widespread application in a variety of fields, such as, for example, cryptography, statistical physics and finance. In this regard, many contributions have employed different measures of entropy in an attempt to characterize the financial time series in terms of market efficiency, market crashes and/or financial crises. The Shannon entropy has also been considered as a measure of the risk of a portfolio or as a tool in asset pricing. This work investigates the theoretical link between the Shannon entropy and the multifractional Brownian motion (mBm), stochastic process which recently is the focus of a renewed interest in finance as a driving model of stochastic volatility. In particular, after exploring the current state of research in this area and highlighting some of the key results and open questions that remain, we show a well-defined relationship between the Shannon (log)entropy and the memory function H(t) of the mBm. In details, we allow both the length of time series and time scale to change over analysis to study how the relation modify itself. On the one hand, applications are developed after generating surrogates of mBm trajectories based on different memory functions; on the other hand, an empirical analysis of several international stock indexes, which confirms the previous results, concludes the work.

Keywords: Shannon entropy, multifractional Brownian motion, Hurst–Holder exponent, stock indexes

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9666 Enhanced Tensor Tomographic Reconstruction: Integrating Absorption, Refraction and Temporal Effects

Authors: Lukas Vierus, Thomas Schuster

Abstract:

A general framework is examined for dynamic tensor field tomography within an inhomogeneous medium characterized by refraction and absorption, treated as an inverse source problem concerning the associated transport equation. Guided by Fermat’s principle, the Riemannian metric within the specified domain is determined by the medium's refractive index. While considerable literature exists on the inverse problem of reconstructing a tensor field from its longitudinal ray transform within a static Euclidean environment, limited inversion formulas and algorithms are available for general Riemannian metrics and time-varying tensor fields. It is established that tensor field tomography, akin to an inverse source problem for a transport equation, persists in dynamic scenarios. Framing dynamic tensor tomography as an inverse source problem embodies a comprehensive perspective within this domain. Ensuring well-defined forward mappings necessitates establishing existence and uniqueness for the underlying transport equations. However, the bilinear forms of the associated weak formulations fail to meet the coercivity condition. Consequently, recourse to viscosity solutions is taken, demonstrating their unique existence within suitable Sobolev spaces (in the static case) and Sobolev-Bochner spaces (in the dynamic case), under a specific assumption restricting variations in the refractive index. Notably, the adjoint problem can also be reformulated as a transport equation, with analogous results regarding uniqueness. Analytical solutions are expressed as integrals over geodesics, facilitating more efficient evaluation of forward and adjoint operators compared to solving partial differential equations. Certainly, here's the revised sentence in English: Numerical experiments are conducted using a Nesterov-accelerated Landweber method, encompassing various fields, absorption coefficients, and refractive indices, thereby illustrating the enhanced reconstruction achieved through this holistic modeling approach.

Keywords: attenuated refractive dynamic ray transform of tensor fields, geodesics, transport equation, viscosity solutions

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9665 Structural Element Vibration Analysis with finite element method: Use of Rayleigh Quotient

Authors: Houari Boumediene University of Science, Technology.

Abstract:

"Various methods are typically used in the dynamic analysis of transversely vibrating beams. To achieve this, numerical methods are used to solve the general eigenvalue problem. The equations of equilibrium, which describe the motion, are derived from a fourth-order differential equation. Our study is based on the finite element method, and the results of the investigation are the vibration frequencies obtained using the Jacobi method. Two types of elementary mass matrices are considered: one representing a uniform distribution of mass along the element and the other consisting of concentrated masses located at fixed points whose number increases progressively with equal distances at each evaluation stage. The beams studied have different boundary constraints, representing several classical situations. Comparisons are made for beams where the distributed mass is replaced by n concentrated masses. As expected, the first calculation stage involves determining the lowest number of beam parts that gives a frequency comparable to that obtained from the Rayleigh formula. The obtained values are then compared to theoretical results based on the assumptions of the Bernoulli-Euler theory. These steps are repeated for the second type of mass representation in the same manner."

Keywords: finite element method, bernouilli eulertheory, structural analysis, vibration analysis, rayleigh quotient

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9664 Non-Parametric Changepoint Approximation for Road Devices

Authors: Loïc Warscotte, Jehan Boreux

Abstract:

The scientific literature of changepoint detection is vast. Today, a lot of methods are available to detect abrupt changes or slight drift in a signal, based on CUSUM or EWMA charts, for example. However, these methods rely on strong assumptions, such as the stationarity of the stochastic underlying process, or even the independence and Gaussian distributed noise at each time. Recently, the breakthrough research on locally stationary processes widens the class of studied stochastic processes with almost no assumptions on the signals and the nature of the changepoint. Despite the accurate description of the mathematical aspects, this methodology quickly suffers from impractical time and space complexity concerning the signals with high-rate data collection, if the characteristics of the process are completely unknown. In this paper, we then addressed the problem of making this theory usable to our purpose, which is monitoring a high-speed weigh-in-motion system (HS-WIM) towards direct enforcement without supervision. To this end, we first compute bounded approximations of the initial detection theory. Secondly, these approximating bounds are empirically validated by generating many independent long-run stochastic processes. The abrupt changes and the drift are both tested. Finally, this relaxed methodology is tested on real signals coming from a HS-WIM device in Belgium, collected over several months.

Keywords: changepoint, weigh-in-motion, process, non-parametric

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9663 Global Stability Of Nonlinear Itô Equations And N. V. Azbelev's W-method

Authors: Arcady Ponosov., Ramazan Kadiev

Abstract:

The work studies the global moment stability of solutions of systems of nonlinear differential Itô equations with delays. A modified regularization method (W-method) for the analysis of various types of stability of such systems, based on the choice of the auxiliaryequations and applications of the theory of positive invertible matrices, is proposed and justified. Development of this method for deterministic functional differential equations is due to N.V. Azbelev and his students. Sufficient conditions for the moment stability of solutions in terms of the coefficients for sufficiently general as well as specific classes of Itô equations are given.

Keywords: asymptotic stability, delay equations, operator methods, stochastic noise

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9662 Application of Stochastic Models to Annual Extreme Streamflow Data

Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

This study was designed to find the best stochastic model (using of time series analysis) for annual extreme streamflow (peak and maximum streamflow) of Karkheh River at Iran. The Auto-regressive Integrated Moving Average (ARIMA) model used to simulate these series and forecast those in future. For the analysis, annual extreme streamflow data of Jelogir Majin station (above of Karkheh dam reservoir) for the years 1958–2005 were used. A visual inspection of the time plot gives a little increasing trend; therefore, series is not stationary. The stationarity observed in Auto-Correlation Function (ACF) and Partial Auto-Correlation Function (PACF) plots of annual extreme streamflow was removed using first order differencing (d=1) in order to the development of the ARIMA model. Interestingly, the ARIMA(4,1,1) model developed was found to be most suitable for simulating annual extreme streamflow for Karkheh River. The model was found to be appropriate to forecast ten years of annual extreme streamflow and assist decision makers to establish priorities for water demand. The Statistical Analysis System (SAS) and Statistical Package for the Social Sciences (SPSS) codes were used to determinate of the best model for this series.

Keywords: stochastic models, ARIMA, extreme streamflow, Karkheh river

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9661 Heuristic Methods for the Capacitated Location- Allocation Problem with Stochastic Demand

Authors: Salinee Thumronglaohapun

Abstract:

The proper number and appropriate locations of service centers can save cost, raise revenue and gain more satisfaction from customers. Establishing service centers is high-cost and difficult to relocate. In long-term planning periods, several factors may affect the service. One of the most critical factors is uncertain demand of customers. The opened service centers need to be capable of serving customers and making a profit although the demand in each period is changed. In this work, the capacitated location-allocation problem with stochastic demand is considered. A mathematical model is formulated to determine suitable locations of service centers and their allocation to maximize total profit for multiple planning periods. Two heuristic methods, a local search and genetic algorithm, are used to solve this problem. For the local search, five different chances to choose each type of moves are applied. For the genetic algorithm, three different replacement strategies are considered. The results of applying each method to solve numerical examples are compared. Both methods reach to the same best found solution in most examples but the genetic algorithm provides better solutions in some cases.

Keywords: location-allocation problem, stochastic demand, local search, genetic algorithm

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9660 Housing Price Dynamics: Comparative Study of 1980-1999 and the New Millenium

Authors: Janne Engblom, Elias Oikarinen

Abstract:

The understanding of housing price dynamics is of importance to a great number of agents: to portfolio investors, banks, real estate brokers and construction companies as well as to policy makers and households. A panel dataset is one that follows a given sample of individuals over time, and thus provides multiple observations on each individual in the sample. Panel data models include a variety of fixed and random effects models which form a wide range of linear models. A special case of panel data models is dynamic in nature. A complication regarding a dynamic panel data model that includes the lagged dependent variable is endogeneity bias of estimates. Several approaches have been developed to account for this problem. In this paper, the panel models were estimated using the Common Correlated Effects estimator (CCE) of dynamic panel data which also accounts for cross-sectional dependence which is caused by common structures of the economy. In presence of cross-sectional dependence standard OLS gives biased estimates. In this study, U.S housing price dynamics were examined empirically using the dynamic CCE estimator with first-difference of housing price as the dependent and first-differences of per capita income, interest rate, housing stock and lagged price together with deviation of housing prices from their long-run equilibrium level as independents. These deviations were also estimated from the data. The aim of the analysis was to provide estimates with comparisons of estimates between 1980-1999 and 2000-2012. Based on data of 50 U.S cities over 1980-2012 differences of short-run housing price dynamics estimates were mostly significant when two time periods were compared. Significance tests of differences were provided by the model containing interaction terms of independents and time dummy variable. Residual analysis showed very low cross-sectional correlation of the model residuals compared with the standard OLS approach. This means a good fit of CCE estimator model. Estimates of the dynamic panel data model were in line with the theory of housing price dynamics. Results also suggest that dynamics of a housing market is evolving over time.

Keywords: dynamic model, panel data, cross-sectional dependence, interaction model

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9659 Dynamic Reliability for a Complex System and Process: Application on Offshore Platform in Mozambique

Authors: Raed KOUTA, José-Alcebiades-Ernesto HLUNGUANE, Eric Châtele

Abstract:

The search for and exploitation of new fossil energy resources is taking place in the context of the gradual depletion of existing deposits. Despite the adoption of international targets to combat global warming, the demand for fuels continues to grow, contradicting the movement towards an energy-efficient society. The increase in the share of offshore in global hydrocarbon production tends to compensate for the depletion of terrestrial reserves, thus constituting a major challenge for the players in the sector. Through the economic potential it represents, and the energy independence it provides, offshore exploitation is also a challenge for States such as Mozambique, which have large maritime areas and whose environmental wealth must be considered. The exploitation of new reserves on economically viable terms depends on available technologies. The development of deep and ultra-deep offshore requires significant research and development efforts. Progress has also been made in managing the multiple risks inherent in this activity. Our study proposes a reliability approach to develop products and processes designed to live at sea. Indeed, the context of an offshore platform requires highly reliable solutions to overcome the difficulties of access to the system for regular maintenance and quick repairs and which must resist deterioration and degradation processes. One of the characteristics of failures that we consider is the actual conditions of use that are considered 'extreme.' These conditions depend on time and the interactions between the different causes. These are the two factors that give the degradation process its dynamic character, hence the need to develop dynamic reliability models. Our work highlights mathematical models that can explicitly manage interactions between components and process variables. These models are accompanied by numerical resolution methods that help to structure a dynamic reliability approach in a physical and probabilistic context. The application developed makes it possible to evaluate the reliability, availability, and maintainability of a floating storage and unloading platform for liquefied natural gas production.

Keywords: dynamic reliability, offshore plateform, stochastic process, uncertainties

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9658 Reliability Based Topology Optimization: An Efficient Method for Material Uncertainty

Authors: Mehdi Jalalpour, Mazdak Tootkaboni

Abstract:

We present a computationally efficient method for reliability-based topology optimization under material properties uncertainty, which is assumed to be lognormally distributed and correlated within the domain. Computational efficiency is achieved through estimating the response statistics with stochastic perturbation of second order, using these statistics to fit an appropriate distribution that follows the empirical distribution of the response, and employing an efficient gradient-based optimizer. The proposed algorithm is utilized for design of new structures and the changes in the optimized topology is discussed for various levels of target reliability and correlation strength. Predictions were verified thorough comparison with results obtained using Monte Carlo simulation.

Keywords: material uncertainty, stochastic perturbation, structural reliability, topology optimization

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9657 Dynamic Modeling of Wind Farms in the Jeju Power System

Authors: Dae-Hee Son, Sang-Hee Kang, Soon-Ryul Nam

Abstract:

In this paper, we develop a dynamic modeling of wind farms in the Jeju power system. The dynamic model of wind farms is developed to study their dynamic effects on the Jeju power system. PSS/E is used to develop the dynamic model of a wind farm composed of 1.5-MW doubly fed induction generators. The output of a wind farm is regulated based on pitch angle control, in which the two controllable parameters are speed and power references. The simulation results confirm that the pitch angle is successfully controlled, regardless of the variation in wind speed and output regulation.

Keywords: dynamic model, Jeju power system, online limitation, pitch angle control, wind farm

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9656 Dynamic Analysis of Turbine Foundation

Authors: Mogens Saberi

Abstract:

This paper presents different design approaches for the design of turbine foundations. In the design process, several unknown factors must be considered such as the soil stiffness at the site. The main static and dynamic loads are presented and the results of a dynamic simulation are presented for a turbine foundation that is currently being built. A turbine foundation is an important part of a power plant since a non-optimal behavior of the foundation can damage the turbine itself and thereby stop the power production with large consequences.

Keywords: dynamic turbine design, harmonic response analysis, practical turbine design experience, concrete foundation

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9655 Comparative Study of Static and Dynamic Bending Forces during 3-Roller Cone Frustum Bending Process

Authors: Mahesh K. Chudasama, Harit K. Raval

Abstract:

3-roller conical bending process is widely used in the industries for manufacturing of conical sections and shells. It involves static as well dynamic bending stages. Analytical models for prediction of bending force during static as well as dynamic bending stage are available in the literature. In this paper, bending forces required for static bending stage and dynamic bending stages have been compared using the analytical models. It is concluded that force required for dynamic bending is very less as compared to the bending force required during the static bending stage.

Keywords: analytical modeling, cone frustum, dynamic bending, static bending

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9654 Kinetics, Equilibrium and Thermodynamics of the Adsorption of Triphenyltin onto NanoSiO₂/Fly Ash/Activated Carbon Composite

Authors: Olushola S. Ayanda, Olalekan S. Fatoki, Folahan A. Adekola, Bhekumusa J. Ximba, Cecilia O. Akintayo

Abstract:

In the present study, the kinetics, equilibrium and thermodynamics of the adsorption of triphenyltin (TPT) from TPT-contaminated water onto nanoSiO2/fly ash/activated carbon composite was investigated in batch adsorption system. Equilibrium adsorption data were analyzed using Langmuir, Freundlich, Temkin and Dubinin–Radushkevich (D-R) isotherm models. Pseudo first- and second-order, Elovich and fractional power models were applied to test the kinetic data and in order to understand the mechanism of adsorption, thermodynamic parameters such as ΔG°, ΔSo and ΔH° were also calculated. The results showed a very good compliance with pseudo second-order equation while the Freundlich and D-R models fit the experiment data. Approximately 99.999 % TPT was removed from the initial concentration of 100 mg/L TPT at 80oC, contact time of 60 min, pH 8 and a stirring speed of 200 rpm. Thus, nanoSiO2/fly ash/activated carbon composite could be used as effective adsorbent for the removal of TPT from contaminated water and wastewater.

Keywords: isotherm, kinetics, nanoSiO₂/fly ash/activated carbon composite, tributyltin

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9653 A Dynamic Round Robin Routing for Z-Fat Tree

Authors: M. O. Adda

Abstract:

In this paper, we propose a topology called Zoned fat tree (Z-Fat tree) which is a further extension to the classical fat trees. The extension relates to the provision of extra degree of connectivity to maximize the number of deployed ports per routing nodes, and hence increases the bisection bandwidth especially for slimmed fat trees. The extra links, when classical routing is used, tend, in deterministic environment, to be under-utilized for some traffic patterns, hence achieving poor performance. We suggest two versions of a dynamic round robin scheme that outperforms the classical D-mod-k and S-mod-K routing and show by simulation that our proposal utilize all the extra added links to the classical fat tree, and achieve better performance for general applications.

Keywords: deterministic routing, fat tree, interconnection, traffic pattern

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