Search results for: catastrophe modeling

Authors: Djaafar F., Hadri B., Bachir G.

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We studied mainly the influence of temperature, thickness, molar fraction and the doping of the various layers (emitter, base, BSF and window) on the performances of a photovoltaic solar cell. In a first stage, we optimized the performances of the InGaP/GaAs dual-junction solar cell while varying its operation temperature from 275°K to 375 °K with an increment of 25°C using a virtual wafer fabrication TCAD Silvaco. The optimization at 300°K led to the following result Icc =14.22 mA/cm2, Voc =2.42V, FF =91.32 %, η = 22.76 % which is close with those found in the literature. In a second stage ,we have varied the molar fraction of different layers as well their thickness and the doping of both emitters and bases and we have registered the result of each variation until obtaining an optimal efficiency of the proposed solar cell at 300°K which was of Icc=14.35mA/cm2,Voc=2.47V,FF=91.34,and η =23.33% for In(1-x)Ga(x)P molar fraction( x=0.5).The elimination of a layer BSF on the back face of our cell, enabled us to make a remarkable improvement of the short-circuit current (Icc=14.70 mA/cm2) and a decrease in open circuit voltage Voc and output η which reached 1.46V and 11.97% respectively. Therefore, we could determine the critical parameters of the cell and optimize its various technological parameters to obtain the best performance for a dual junction solar cell. This work opens the way with new prospects in the field of the photovoltaic one. Such structures will thus simplify the manufacturing processes of the cells; will thus reduce the costs while producing high outputs of photovoltaic conversion.

Keywords: modeling, simulation, multijunction, optimization, silvaco ATLAS

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Authors: Dua K. S. Y. Klaas, Monzur A. Imteaz, Ika Sudiayem, Elkan M. E. Klaas, Eldav C. M. Klaas

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Due to its porous nature, karst terrains – geomorphologically developed from dissolved formations, is vulnerable to water shortage and deteriorated water quality. Therefore, a solid comprehension on sub-surface flow of karst landscape is essential to assess the long-term availability of groundwater resources. In this paper, a single-continuum model using a finite difference model, MODLFOW, was constructed to represent an unconfined carbonate aquifer in a tropical karst island of Rote in Indonesia. The model, spatially discretized in 20 x 20 m grid cells, was calibrated and validated using available groundwater level and atmospheric variables. In the calibration and validation steps, Parameter Estimation (PEST) and geostatistical pilot point methods were employed to estimate hydraulic conductivity and specific yield values. The results show that the model is able to represent the sub-surface flow indicated by good model performances both in calibration and validation steps. The final model can be used as a robust representation of the system for future study on climate and land use scenarios.

Keywords: carbonate aquifer, karst, sub-surface flow, groundwater model

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Authors: Chih-Jer Lin, Chun-Ying Lee, Ying Liu, Chiang-Ho Cheng

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The main objective of this article is to present the semi-active vibration control using an electro-rheological fluid embedded sandwich structure for a cantilever beam. ER fluid is a smart material, which cause the suspended particles polarize and connect each other to form chain. The stiffness and damping coefficients of the ER fluid can be changed in 10 micro seconds; therefore, ERF is suitable to become the material embedded in the tunable vibration absorber to become a smart absorber. For the ERF smart material embedded structure, the fuzzy control law depends on the experimental expert database and the proposed self-tuning strategy. The electric field is controlled by a CRIO embedded system to implement the real application. This study investigates the different performances using the Type-1 fuzzy and interval Type-2 fuzzy controllers. The Interval type-2 fuzzy control is used to improve the modeling uncertainties for this ERF embedded shock absorber. The self-tuning vibration controllers using Type-1 and Interval Type-2 fuzzy law are implemented to the shock absorber system. Based on the resulting performance, Internal Type-2 fuzzy is better than the traditional Type-1 fuzzy control for this vibration control system.

Keywords: electro-rheological fluid, semi-active vibration control, shock absorber, type 2 fuzzy control

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Authors: O. Afshar

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A solar receiver is designed for operation under extremely uneven heat flux distribution, cyclic weather, and cloud transient cycle conditions, which can include large thermal stress and even receiver failure. In this study, the effect of different oil velocity on convection coefficient factor and impact of wind velocity on local Nusselt number by Finite Volume Method will be analyzed. This study is organized to give an overview of the numerical modeling using a MATLAB software, as an accurate, time efficient and economical way of analyzing the heat transfer trends over stationary receiver tube for different Reynolds number. The results reveal when oil velocity is below 0.33m/s, the value of convection coefficient is negligible at low temperature. The numerical graphs indicate that when oil velocity increases up to 1.2 m/s, heat convection coefficient increases significantly. In fact, a reduction in oil velocity causes a reduction in heat conduction through the glass envelope. In addition, the different local Nusselt number is reduced when the wind blows toward the concave side of the collector and it has a significant effect on heat losses reduction through the glass envelope.

Keywords: receiver tube, heat convection, heat conduction, Nusselt number

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Authors: Vusumzi E. Pakade, Themba D. Ntuli, Augustine E. Ofomaja

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Macadamia nutshell biosorbents treated in three different methods (raw Macadamia nutshell powder (RMN), acid-treated Macadamia nutshell (ATMN) and base-treated Macadamia nutshell (BTMN)) were investigated for the adsorption of Cr(VI) from aqueous solutions. Fourier transform infrared spectroscopy (FT-IR) spectra of free and Cr(VI)-loaded sorbents as well as thermogravimetric analysis (TGA) revealed that the acid and base treatments modified the surface properties of the sorbents. The optimum conditions for the adsorption of Cr(VI) by sorbents were pH 2, contact time 10 h, adsorbent dosage 0.2 g L-1, and concentration 100 mg L-1. The different treatment methods altered the surface characteristics of the sorbents and produced different maximum binding capacities of 42.5, 40.6 and 37.5 mg g-1 for RMN, ATMN and BTMN, respectively. The data was fitted into the Langmuir, Freundlich, Redlich-Peterson and Sips isotherms. No single model could clearly explain the data perhaps due to the complexity of process taking place. The kinetic modeling results showed that the process of Cr(VI) biosorption with Macadamia sorbents was better described by a process of chemical sorption in pseudo-second order. These results showed that the three treatment methods yielded different surface properties which then influenced adsorption of Cr(VI) differently.

Keywords: biosorption, chromium(VI), isotherms, Macadamia, reduction, treatment

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Authors: Rong Liu, Kuiying Chen, Ju Chen, Jingrong Zhao, Ming Liang

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This article presents modeling studies of NiAl alloy under solid-particle erosion and liquid-drop erosion. In the solid particle erosion simulation, attention is paid to the oxide scale thickness variation on the alloy in high-temperature erosion environments. The erosion damage is assumed to be deformation wear and cutting wear mechanisms, incorporating the influence of the oxide scale on the eroded surface; thus the instantaneous oxide thickness is the result of synergetic effect of erosion and oxidation. For liquid-drop erosion, special interest is in investigating the effects of drop velocity and drop size on the damage of the target surface. The models of impact stress wave, mean depth of penetration, and maximum depth of erosion rate (Max DER) are employed to develop various maps for NiAl alloy, including target thickness vs. drop size (diameter), rate of mean depth of penetration (MDRP) vs. drop impact velocity, and damage threshold velocity (DTV) vs. drop size.

Keywords: liquid-drop erosion, NiAl alloy, oxide scale thickness, solid-particle erosion

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Authors: Mohsin Ali Shaikh, Song Weiguo, Muhammad Kashan Surahio, Usman Shahid, Rehmat Karim

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When the area of a structure that is threatened by a disaster affects personal safety, the effectiveness of disaster prevention, evacuation, and rescue operations can be summarized by three assessment indicators: personal safety, property preservation, and attribution of responsibility. These indicators are applicable regardless of the disaster that affects the building. People need to get out of the hazardous area and to a safe place as soon as possible because there's no other way to respond. The results of the tragedy are thus closely related to how quickly people are advised to evacuate and how quickly they are rescued. This study considers present fire prevention systems to address catastrophes and improve building safety. It proposes the methods of Prevention Level for Deployment in Advance and Spatial Transformation by Human-Machine Collaboration. We present and prototype a real-time fire protection system architecture for building disaster prevention, evacuation, and rescue operations. The design encourages the use of simulations to check the efficacy of evacuation, rescue, and disaster prevention procedures throughout the planning and design phase of the structure.

Keywords: prevention level, building information modeling, quality management system, simulated reality

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Authors: Siddharth Ojha, Varun Dua

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Classified as one of the most important reasons of aerodynamic drag in the sedan automobiles is the fluid flow separation near the vehicle’s rear end. To retard the separation of flow, bump-shaped vortex generators are being tested for its implementation to the roof end of a sedan vehicle. Frequently used in the aircrafts to prevent the separation of fluid flow, vortex generators themselves produce drag, but they also substantially reduce drag by preventing flow separation at the downstream. The net effects of vortex generators can be calculated by summing the positive and negative impacts and effects. Since this effect depends on dimensions and geometry of vortex generators, those present on the vehicle roof are optimized for maximum efficiency and performance. The model was tested through ANSYS CFD analysis and modeling. The model was tested in the wind tunnel for observing it’s properties such as aerodynamic drag and flow separation and a major time lag was gained by employing vortex generators in the scaled model. Major conclusions which were recorded during the analysis were a substantial 24% reduction in the aerodynamic drag and 14% increase in the efficiency of the sedan automobile as the flow separation from the surface is delayed. This paper presents the results of optimization, the effect of vortex generators in the flow field and the mechanism by which these effects occur and are regulated.

Keywords: aerodynamics, aerodynamic devices, body, computational fluid dynamics (CFD), flow visualization

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Authors: Abdulsamee Halahla, Emad Allout

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The purpose of this research is to study the behavior of exterior beam-column joints (BCJs) strengthened with ultra-high performance concrete (UHPC), in terms of the shear strength and maximum displacement using pushover analysis at the tip of the beam. A finite element (F.E) analysis was performed to study three main parameters – the level of the axial load in the column (N), the beam shear reinforcement (Av/s)B, and the effect of using UHPC. The normal concrete at the studied joint region was replaced by UHPC. The model was verified by using experimental results taken from the literature. The results showed that the UHPC contributed to the transference of the plastic hinge from the joint to the beam-column interface. In addition, the strength of the UHPC-strengthened joints was enhanced dramatically from 8% to 38% for the joints subjected to 12.8MPa and zero axial loads, respectively. Moreover, the UHPC contributed in improving the maximum deflection. This improvement amounted to 1% and 176% for the joints subjected to zero and 12.8MPa axial load, respectively.

Keywords: ultra high performance concrete, ductility, reinforced concrete joints, finite element modeling, nonlinear behavior; pushover analysis

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Authors: Shoaib Yousaf

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The main purpose of this research is to the empirical investigation of the bullwhip effect under sensitivity analysis in the two-tier supply chain. The simulation modeling technique has been applied in this research as a research methodology to see the sensitivity analysis of the bullwhip effect in the rice industry of Pakistan. The research comprises two case studies that have been chosen as a sample. The results of this research have confirmed that reduction in production delay reduces the bullwhip effect, which conforms to the time compressing paradigm and the significance of the reduction in production delay to lessen demand amplification. The result of this research also indicates that by increasing the value of time to adjust inventory decreases the bullwhip effect. Furthermore, by decreasing the value of alpha increases the damping effect of the exponential smoother, it is not surprising that it also reduces the bullwhip effect. Moreover, by reducing the value of time to work in progress also reduces the bullwhip effect. This research will help practitioners and operation managers to reduces the major costs of their products in three ways. They can reduce their i) inventory levels, ii) better utilize their capacity and iii) improve their forecasting techniques. However, this study is based on two tier supply chain, while in reality the supply chain has got many tiers. Hence, future work will be extended across more than two-tier supply chains.

Keywords: bullwhip effect, rice industry, supply chain dynamics, simulation, sensitivity analysis

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Authors: Andra Blumberga, Uldis Bariss, Anna Kubule, Dagnija Blumberga

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European Union Energy Efficiency Directive provides a set of binding energy efficiency measures to reach. Each of the member states can use either energy efficiency obligation scheme or alternative policy measures or combination of both. Latvian government has decided to divide savings among obligation scheme (65%) and alternative measures (35%). This decision might lead to significant energy tariff increase hence impact on the national economy. To assess impact of alternative policy measures focusing on energy management scheme based on ISO 50001 and ability to decrease share of obligation scheme a System Dynamics modeling was used. Simulation results show that energy efficiency goal can be met with alternative policy measure to large energy consumers in industrial, tertiary and public sectors by applying the energy tax exemption for implementers of energy management system. A delay in applying alternative policy measures plays very important role in reaching the energy efficiency goal. One year delay in implementation of this policy measure reduces cumulative energy savings from 2016 to 2017 from 5200 GWh to 3000 GWh in 2020.

Keywords: system dynamics, energy efficiency, policy measure, energy management system, obligation scheme

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Authors: Y. Long, L. Liu, K. V. Branin

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One challenge faced by procurement decision-maker during the acquisition process is how to compare similar products from different suppliers and allocate orders among different products or services. This work focuses on allocating orders among multiple suppliers considering rebate. The objective function is to minimize the total acquisition cost including purchasing cost and rebate benefit. Rebate benefit is complex and difficult to estimate at the ordering step. Rebate rules vary for different suppliers and usually change over time. In this work, we developed a system to collect the rebate policies, standardized the rebate policies and developed two-stage optimization models for ordering allocation. Rebate policy with multi-tiers is considered in modeling. The discontinuous cost function of rebate benefit is formulated for different scenarios. A piecewise linear function is used to approximate the discontinuous cost function of rebate benefit. And a Mixed Integer Programing (MIP) model is built for order allocation problem with multi-tier rebate. A case study is presented and it shows that our optimization model can reduce the total acquisition cost by considering rebate rules.

Keywords: discontinuous cost function, mixed integer programming, optimization, procurement, rebate

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Authors: Sajjad Baghernezhad

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Meta-heuristic and hybrid algorithms have high adeer in modeling medical problems. In this study, a neural network was used to predict covid-19 among high-risk and low-risk patients. This study was conducted to collect the applied method and its target population consisting of 550 high-risk and low-risk patients from the Kerman University of medical sciences medical center to predict the coronavirus. In this study, the memetic algorithm, which is a combination of a genetic algorithm and a local search algorithm, has been used to update the weights of the neural network and develop the accuracy of the neural network. The initial study showed that the accuracy of the neural network was 88%. After updating the weights, the memetic algorithm increased by 93%. For the proposed model, sensitivity, specificity, positive predictivity value, value/accuracy to 97.4, 92.3, 95.8, 96.2, and 0.918, respectively; for the genetic algorithm model, 87.05, 9.20 7, 89.45, 97.30 and 0.967 and for logistic regression model were 87.40, 95.20, 93.79, 0.87 and 0.916. Based on the findings of this study, neural network models have a lower error rate in the diagnosis of patients based on individual variables and vital signs compared to the regression model. The findings of this study can help planners and health care providers in signing programs and early diagnosis of COVID-19 or Corona.

Keywords: COVID-19, decision support technique, neural network, genetic algorithm, memetic algorithm

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Authors: Shivkumar Krishnamurti, Ruchi Agarwal

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The study examines the influence of marital status on consumers of products and services using blogs as a source of information. A pre-designed questionnaire was used to collect the primary data from the respondents (experiences). Data were collected from one hundred and eighty seven respondents residing in and around the Emirates of Sharjah and Dubai of the United Arab Emirates. The collected data was analyzed with the help of statistical tools such as averages, percentages, factor analysis, student’s t-test and structural equation modeling technique. Objectives of the study are to know the reasons how married and unmarried or single consumers of products and services are motivated to use blogs as a source of information, to know whether the consumers of products and services irrespective of their marital status share their views and experiences with other bloggers and to know the respondents’ future intentions towards blogging. The study revealed the following: Majority of the respondents have the motivation to blog because they are willing to receive comments on what they post about services, convenience of blogs to search for information about services and products, by blogging respondents share information on the symptoms of a disease/ disorder that may be experienced by someone, helps to share information about ready to cook mix products and are keen to spend more time blogging in the future.

Keywords: blog, consumer, information, marital status

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Authors: Ramin Vafadary, Maryam Khanbaghi

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Forecasting electricity load is important for various purposes like planning, operation, and control. Forecasts can save operating and maintenance costs, increase the reliability of power supply and delivery systems, and correct decisions for future development. This paper compares various time series methods to forecast 24 hours ahead of electricity load. The methods considered are the Holt-Winters smoothing, SARIMA Modeling, LSTM Network, Fbprophet, and Tensorflow probability. The performance of each method is evaluated by using the forecasting accuracy criteria, namely, the mean absolute error and root mean square error. The National Renewable Energy Laboratory (NREL) residential energy consumption data is used to train the models. The results of this study show that the SARIMA model is superior to the others for 24 hours ahead forecasts. Furthermore, a Bagging technique is used to make the predictions more robust. The obtained results show that by Bagging multiple time-series forecasts, we can improve the robustness of the models for 24 hours ahead of electricity load forecasting.

Keywords: bagging, Fbprophet, Holt-Winters, LSTM, load forecast, SARIMA, TensorFlow probability, time series

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Authors: F. Amirarfaei, K. Khorasani

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In this paper, reconfigurable consensus achievement of a team of agents with marginally stable linear dynamics and single input channel has been considered. The control algorithm is based on a first order linear protocol. After occurrence of a LOE fault in one of the actuators, using the imperfect information of the effectiveness of the actuators from fault detection and identification module, the control gain is redesigned in a way to still reach consensus. The idea is based on the modeling of change in effectiveness as change of Laplacian matrix. Then as special cases of this class of systems, a team of single integrators as well as double integrators are considered and their behavior subject to a LOE fault is considered. The well-known relative measurements consensus protocol is applied to a leaderless team of single integrator as well as double integrator systems, and Gersgorin disk theorem is employed to determine whether fault occurrence has an effect on system stability and team consensus achievement or not. The analyses show that loss of effectiveness fault in actuator(s) of integrator systems affects neither system stability nor consensus achievement.

Keywords: multi-agent system, actuator fault, stability analysis, consensus achievement

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Authors: Apisaraporn Baicharoen, Prapasiri Pongprayoon

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Betaine aldehyde dehydrogenase 2 (BADH2) is an enzyme that inhibits the accumulation of 2-acetyl-1-pyrroline (2AP), a potent flavor compound in rice fragrance. BADH2 contains three domains (NAD-binding, substrate-binding, and oligomerization domains). It catalyzes the oxidation of amino aldehydes. The lack of BADH2 results in the formation of 2AP and consequently an increase in rice fragrance. To date, inadequate data on BADH2 structure and function are available. An insight into the nature of BADH2 can serve as one of key starting points for the production of high quality fragrant rice. In this study, we therefore constructed the homology model of BADH2 and employed 500-ns Molecular Dynamics simulations (MD) to primarily understand the structural and dynamic properties of BADH2. Initially, Ramachandran plot confirms the good quality of modeled protein structure. Principle Component Analysis (PCA) was also calculated to capture the protein dynamics. Among 3 domains, the results show that NAD binding site is found to be more flexible. Moreover, interactions from key amino acids (N162, E260, C294, and Y419) that are crucial for function are investigated.

Keywords: betaine aldehyde dehydrogenase 2, fragrant rice, homology modeling, molecular dynamics simulations

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Authors: David Kriebel, Jan Edgar Mehner

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The paper introduces a method to efficiently simulate nonlinear changing electrostatic fields occurring in micro-electromechanical systems (MEMS). Large deflections of the capacitor electrodes usually introduce nonlinear electromechanical forces on the mechanical system. Traditional finite element methods require a time-consuming remeshing process to capture exact results for this physical domain interaction. In order to accelerate the simulation process and eliminate the remeshing process, a formulation of a strongly coupled electromechanical transducer element will be introduced, which uses a combination of finite-element with an advanced mesh morphing technique using radial basis functions (RBF). The RBF allows large geometrical changes of the electric field domain while retaining the high element quality of the deformed mesh. Coupling effects between mechanical and electrical domains are directly included within the element formulation. Fringing field effects are described accurately by using traditional arbitrary shape functions.

Keywords: electromechanical, electric field, transducer, simulation, modeling, finite-element, mesh morphing, radial basis function

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Authors: Yomna Ibrahim El-Gazzar, Hussien Ibrahim El-Subbagh, Hanan Hanaa Georgey, Ghada S. Hassan Hassan

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Dihydrofolate reductase (DHFR) is an enzyme that has pivotal importance in biochemistry and medicinal chemistry. It catalyzes the reduction of dihydrofolate to tetrahydrofolate and intimately couples with thymidylate synthase. Thymidylate synthase is a crucial enzyme that catalyzes the reductive methylation of (dUMP) to (dTMP) utilizing N5, N10-methylenetetrahydrofolate as a cofactor. A new series of 2-substituted thio-quinazolin-4-one analogs was designed that possessed electron withdrawing or donating functional groups (Cl or OCH3) at position 6- or 7-, 4-methoxyphenyl function at position 3-.The thiol function is used to connect to either 1,2,4-triazole, or 1,3,4-thiadiazole via a methylene bridge. Most of the functional groups designed to be accommodated on the quinazoline ring such as thioether, alkyl to increase lipid solubility of polar compounds, a character very much needed in the nonclassical DHFR inhibitors. The target compounds were verified with spectral data and elemental analysis. DHFR inhibitions, as well as antitumor activity, were applied on three cell lines (MCF-7, CACO-2, HEPG-2).

Keywords: nonclassical antifolates, DHFR Inhibitors, antitumor activity, quinazoline ring

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Authors: Solomon Weldegebriel Gebrelibanos

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Water is one of the most important substances in human life that can give a human liberality with its cost and availability. Water comes from rainfall and runoff and reaches the ground as runoff that is stored in a river, ponds, and big water bodies, including sea and ocean and the remaining water portion is infiltrated into the ground to store in the aquifer. Water can serve human beings in various ways, including irrigation, water supply, hydropower and soon. Water supply is the main pillar of the water service to the human being. Water supply distribution in Addis Ababa arises from Legedadi, Akakai, and Gefersa. The objective of the study is to measure the performance of the water supply distribution in Addis Ababa city. The water supply distribution model is developed by computer-aided design software. The model can analyze the operational change, loss of water, and performance of the network. The two design criteria that have been employed to analyze the network system are velocity and pressure. The result shows that the customers are using the water at high pressure with low demand. The water distribution system is older than the expected service life with more leakage. Hence the study recommended that fixing Pressure valves and new distribution facilities can resolve the performance of the water supply system

Keywords: distribution, model, pressure, velocity

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Authors: William Xiu Shun Wong, Myungsu Lim, Yoonjin Hyun, Chen Liu, Seongi Choi, Dasom Kim, Kee-Young Kwahk, Namgyu Kim

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Recently, many users have begun to frequently share their opinions on diverse issues using various social media. Therefore, numerous governments have attempted to establish or improve national policies according to the public opinions captured from various social media. In this paper, we indicate several limitations of the traditional approaches to analyze public opinion on science and technology and provide an alternative methodology to overcome these limitations. First, we distinguish between the science and technology analysis phase and the social issue analysis phase to reflect the fact that public opinion can be formed only when a certain science and technology is applied to a specific social issue. Next, we successively apply a start list and a stop list to acquire clarified and interesting results. Finally, to identify the most appropriate documents that fit with a given subject, we develop a new logical filter concept that consists of not only mere keywords but also a logical relationship among the keywords. This study then analyzes the possibilities for the practical use of the proposed methodology thorough its application to discover core issues and public opinions from 1,700,886 documents comprising SNS, blogs, news, and discussions.

Keywords: big data, social network analysis, text mining, topic modeling

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Authors: Yousef Naserzadeh, Niloufar Mahmoudi

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The spotted-wing drosophila, Drosophila suzukii (Matsumura) (Diptera: Drosophilidae), a vinegar fly native to South East Asia, has recently invaded Europe, North- and South America and is spreading rapidly. Species distribution modeling has been widely employed to indicate probable areas of invasion and to guide management strategies. Drosophila sp. is native to Asia, but since 2015, it has invaded almost every country in the world, including Africa, Australia, India, and most recently, the Americas. The growth of this species of Drosophila suzukii has been rapidly multiplying and spreading in the last decade. In fact, we examine and model the potential geographical distribution of D. suzukii for both present and future scenarios. Finally, we determine the environmental variables that affect its distribution, as well as assess the risk of encroachment on protected areas. D.suzukii has the potential to expand its occurrence, especially on continents that have already been invaded. The predictive models obtained in this study indicate potential regions that could be at risk of invasion by D. suzukii, including protected areas. These results are important and can assist in the establishment of management plans to avoid the possible harm caused by biological invasions.

Keywords: climate change, Drosophila suzukii, environmental variables, host preference, host plant, nutrition

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Authors: Salah Alrabeei, Mohammad Yousuf

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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, , L-stable methods, pricing European options, Jump–diffusion model

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Authors: Taimoor Hussain Alvi, Syed Toqueer Akhter

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The focus of this research is to identify Pak-India bilateral trade spillover effects upon Pakistan’s Growth rate. Cross-country spillover growth Effects have been linked with openness and access to markets. In this research, we intend to see the short run and long run effects of Pak-India Bilateral Trade Openness upon economic growth in Pakistan. Trade Openness has been measured as the sum of bilateral exports and imports between the two countries. Increased emphasis on the condition and environment of financial markets is laid in light of globalization and trade liberalization. This research paper makes use of the Univariate Autoregressive Distributed Lagged Model to analyze the effects of bilateral trade variables upon the growth pattern of Pakistan in the short run and long run. Key findings of the study empirically support the notion that increased bilateral trade will be beneficial for Pakistan in the short run because of cost advantage and knowledge spillover in terms of increased technical and managerial ability from multinational firms. However, contrary to extensive literature, increased bilateral trade measures will affect Pakistan’s growth rate negatively in the long run because of the industrial size differential and increased integration of Indian economy with the world.

Keywords: bilateral trade openness, spillover, comparative advantage, univariate

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Authors: Laszlo Szerb, Zsofia Voros

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In this article, we seek to answer why many attempts to empirically link entrepreneurial self-efficacy to growth expectations have failed. While doing so, we reconcile the literature on entrepreneurial self-efficacy and overconfidence. By analyzing GEM APS (Global Entrepreneurship Monitor Adult Population Survey) data, we show that early-stage entrepreneurs’ self-efficacy statements are systematically inflated. Our results also indicate that entrepreneurial overconfidence is fading and its form changes as business owners learn and gather experience. In addition, by using Ajzen’s Theory of Planned Behavior (2006) as a modeling framework, we illustrate that early stage business owners’ overconfidence results in overly high firm growth expectations. However, the changes in the form of overconfidence and the adjustments of expectations on market conditions as a venture ages alter the relationship between overconfidence and growth expectations across the business life-cycle stages. Overall, our study empirically links young entrepreneurs’ overconfidence to their growth expectations at the firm level. This link is important to establish as expected growth was linked to realized growth both on micro and macro levels. Moreover, we detected several moderators of this relationship providing a potential answer to why many studies failed to link entrepreneurial self-efficacy to growth expectations.

Keywords: self-efficacy, overconfidence, entrepreneurship, expected growth

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Authors: Ekaterina M. Myasnikova, Andrey A. Makashov, Alexander V. Spirov

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First manifestation of a segmentation pattern in the early Drosophila development is the formation of expression domains (along with the main embryo axis) of genes belonging to the trunk gene class. Highly variable expression of genes from gap family in early Drosophila embryo is strongly reduced by the start of gastrulation due to the gene cross-regulation. The dynamics of gene expression is described by a gene circuit model for a system of four gap genes. It is shown that for the formation of a steep and stationary border by the model it is necessary that there existed a nucleus (modeling point) in which the gene expression level is constant in time and hence is described by a stationary equation. All the rest genes expressed in this nucleus are in a dynamic equilibrium. The mechanism of border formation associated with the existence of a stationary nucleus is also confirmed by the experiment. An important advantage of this approach is that properties of the system in a stationary nucleus are described by algebraic equations and can be easily handled analytically. Thus we explicitly characterize the cross-regulation properties necessary for the robustness and formulate the conditions providing this effect through the properties of the initial input data. It is shown that our formally derived conditions are satisfied for the previously published model solutions.

Keywords: drosophila, gap genes, reaction-diffusion model, robustness

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Authors: Tsai-Yun Liao, Fang-Yi Hsu

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Consumer behavior and consumption patterns have changed in reacting to the threat of COVID-19 pandemic situations. In order to explore the factors affecting customers’ purchase intention under the influence of the COVID-19 pandemic, this research uses structural equation modeling to explore the effect of media effect, conformity, and personality on customers’ purchase intention. Four essential objectives are investigated: how does media affect the conformity and perceived value of customers; the effect of media effect, conformity, and personality on customers’ purchase intention; the moderating effect of personality; and the mediating effect of perceived value toward purchase intention. By convenience sampling method, 428 questionnaires were collected, and the total number of valid samples was 406. Data analysis and results indicate that: (1) The media effect positively affects conformity. (2) The media effect positively affects perceived value. (3) Both conformity and perceived value positively affect purchase intention. (4) Consumer’s personality of openness to experience moderates the relationship between conformity and purchase intention. (5) Media effect affects purchase intention through the mediating effect of perceived value. This study contributes to the research by providing the factors affecting customers’ purchase intention and to the enterprises by maintaining incumbent customers and attracting potential customers.

Keywords: COVID-19, media effect, conformity, personality, purchase intention

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Authors: A. Brahma

Abstract:

Drying is a phenomenon that accompanies the hardening of hydraulic materials. It can, if it is not prevented, lead to significant spontaneous dimensional variations, which the cracking is one of events. In this context, cracking promotes the transport of aggressive agents in the material, which can affect the durability of concrete structures. Drying shrinkage develops over a long period almost 30 years although most occurred during the first three years. Drying shrinkage stabilizes when the material is water balance with the external environment. The drying shrinkage of cementitious materials is due to the formation of capillary tensions in the pores of the material, which has the consequences of bringing the solid walls of each other. Knowledge of the shrinkage characteristics of concrete is a necessary starting point in the design of structures for crack control. Such knowledge will enable the designer to estimate the probable shrinkage movement in reinforced or prestressed concrete and the appropriate steps can be taken in design to accommodate this movement. This study is concerned the modelling of drying shrinkage of the hydraulic materials and the prediction of the rate of spontaneous deformations of hydraulic materials during hardening. The model developed takes in consideration the main factors affecting drying shrinkage. There was agreement between drying shrinkage predicted by the developed model and experimental results. In last we show that developed model describe the evolution of the drying shrinkage of high performances concretes correctly.

Keywords: drying, hydraulic concretes, shrinkage, modeling, prediction

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Authors: Abdelli Soulaima, Belhadj Besma

Abstract:

The paper examines the choice of the central bank toward the movements of the nominal exchange rate and evaluates its effects on the volatility of the output growth and the inflation. The novel hybrid method of the dynamic stochastic general equilibrium called the DSGE-VAR is proposed for analyzing this policy experiment in a small scale open economy in particular Tunisia. The contribution is provided to the empirical literature as we apply the Tunisian data with this model, which is rarely used in this context. Note additionally that the issue of treating the degree of response of the central bank to the exchange rate in Tunisia is special. To ameliorate the estimation, the Bayesian technique is carried out for the sample 1980:q1 to 2011 q4. Our results reveal that the central bank should not react or softly react to the exchange rate. The variance decomposition displayed that the overall inflation volatility is more pronounced with the fixed exchange rate regime for most of the shocks except for the productivity and the interest rate. The output volatility is also higher with this regime with the majority of the shocks exempting the foreign interest rate and the interest rate shocks.

Keywords: DSGE-VAR modeling, exchange rate, monetary policy, Bayesian estimation

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Authors: Zoran Jovanovic, Zoran Masonicic, S. Dragutinovic, Z. Sakota

Abstract:

In this paper, results concerning flame propagation of various fuels in a particular combustion chamber with four tilted valves were elucidated. Flame propagation was represented by the evolution of spatial distribution of temperature in various cut-planes within combustion chamber while the flame front location was determined by dint of zones with maximum temperature gradient. The results presented are only a small part of broader on-going scrutinizing activity in the field of multidimensional modeling of reactive flows in combustion chambers with complicated geometries encompassing various models of turbulence, different fuels and combustion models. In the case of turbulence two different models were applied i.e. standard k-ε model of turbulence and k-ξ-f model of turbulence. In this paper flame propagation results were analyzed and presented for two different hydrocarbon fuels, such as CH4 and C8H18. In the case of combustion all differences ensuing from different turbulence models, obvious for non-reactive flows are annihilated entirely. Namely the interplay between fluid flow pattern and flame propagation is invariant as regards turbulence models and fuels applied. Namely the interplay between fluid flow pattern and flame propagation is entirely invariant as regards fuel variation indicating that the flame propagation through unburned mixture of CH4 and C8H18 fuels is not chemically controlled.

Keywords: automotive flows, flame propagation, combustion modelling, CNG

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