Search results for: drift flow model

Authors: Tengqin Han

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Delinquency has been a crucial factor in economics throughout the years. Commonly seen in credit card and mortgage, it played one of the crucial roles in causing the most recent financial crisis in 2008. In each case, a delinquency is a sign of the loaner being unable to pay off the debt, and thus may cause a lost of property in the end. Individually, one case of delinquency seems unimportant compared to the entire credit system. China, as an emerging economic entity, the national strength and economic strength has grown rapidly, and the gross domestic product (GDP) growth rate has remained as high as 8% in the past decades. However, potential risks exist behind the appearance of prosperity. Among the risks, the credit system is the most significant one. Due to long term and a large amount of balance of the mortgage, it is critical to monitor the risk during the performance period. In this project, about 300,000 mortgage account data are analyzed in order to develop a predictive model to predict the probability of delinquency. Through univariate analysis, the data is cleaned up, and through bivariate analysis, the variables with strong predictive power are detected. The project is divided into two parts. In the first part, the analysis data of 2005 are split into 2 parts, 60% for model development, and 40% for in-time model validation. The KS of model development is 31, and the KS for in-time validation is 31, indicating the model is stable. In addition, the model is further validation by out-of-time validation, which uses 40% of 2006 data, and KS is 33. This indicates the model is still stable and robust. In the second part, the model is improved by the addition of macroeconomic economic indexes, including GDP, consumer price index, unemployment rate, inflation rate, etc. The data of 2005 to 2010 is used for model development and validation. Compared with the base model (without microeconomic variables), KS is increased from 41 to 44, indicating that the macroeconomic variables can be used to improve the separation power of the model, and make the prediction more accurate.

Keywords: delinquency, mortgage, model development, model validation

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Authors: Priscila M. Lima, Corine A. P. de Almeida, Muriele R. de Lima, Fernando J. C. Magalhães Filho

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This work characterized the preliminary treatment in WWTPs in the state of Mato Grosso Do Sul (Brazil) and analyzed aspects of operation and maintenance of solid waste retained, and was evaluated the interference of this step in treatment efficiency beyond the relationship between solid waste generation with rainfall and seasonality in the region of each WTPs. The results shown that the standard setting in the preliminary treatment consists of grid along with Sand Trap, followed by Parshall that is used in 94.12% of WWTPs analyzed, and in 5.88% of WWTPs it was added the air-lift to the Sand Trap. Was concluded that the influence of rainfall, flow and seasonality associated with the rate of waste generation in the preliminary treatment, had little relation to the operation and maintenance of the primary treatment. But in some cases, precipitation data showed increased rainfall converging with increased flow and solid waste generation.

Keywords: pretreatment, sewage, solid waste, wastewater

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Authors: Mohammad Reza Dousti, Yaman Boluk, Vivek Bindiganavile

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Well cementing is one of the most crucial and important steps in any well completion. Oil well cement paste is employed to fill the annulus between the casing string and the well bore. However, since the cementing process takes place at the end of the drilling process, a satisfying and acceptable job may not be performed. During the cementing process, the cement paste must be pumped in the annulus, therefore concerns arise both in the workability and the flowability associated with the paste. On the other hand, the cement paste around the casing must demonstrate the adequate compressive strength in order to provide a suitable mechanical support for the casing and desirably prevent collapse of the formation. In this experimental study, the influence of cellulose nanocrystal particles on the workability, flowability and also mechanical properties of oil well cement paste has been investigated. The cementitious paste developed in this research is composed of water, class G oil well cement, bentonite and cellulose nanocrystals (CNC). Bentonite is used as a cross contamination component. Two method of testing were considered to understand the flow behavior of the samples: (1) a mini slump test and (2) a conventional flow table test were utilized to study the flowability of the cementitious paste under gravity and also under applied load (number of blows for the flow table test). Furthermore, the mechanical properties of hardened oil well cement paste dosed with CNC were assessed by performing a compression test on cylindrical specimens. Based on the findings in this study, the addition of CNC led to developing a more viscous cement paste with a reduced spread diameter. Also, by introducing a very small dosage of CNC particles (as an additive), a significant increase in the compressive strength of the oil well cement paste was observed.

Keywords: cellulose nanocrystal, cement workability, mechanical properties, oil well cement

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Authors: Mustafa Kamoona, Mohamed El-Sharkawy

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Although the latest Wireless Local Area Network technology Wi-Fi 802.11i standard addresses many of the security weaknesses of the antecedent Wired Equivalent Privacy (WEP) protocol, there are still scenarios where the network security are still vulnerable. The first security model that 802.11i offers is the Personal model which is very cheap and simple to install and maintain, yet it uses a Pre Shared Key (PSK) and thus has a low to medium security level. The second model that 802.11i provide is the Enterprise model which is highly secured but much more expensive and difficult to install/maintain and requires the installation and maintenance of an authentication server that will handle the authentication and key management for the wireless network. A central issue with the personal model is that the PSK needs to be shared with all the devices that are connected to the specific Wi-Fi network. This pre-shared key, unless changed regularly, can be cracked using offline dictionary attacks within a matter of hours. The key is burdensome to change in all the connected devices manually unless there is some kind of algorithm that coordinate this PSK update. The key idea of this paper is to propose a new algorithm that proactively and effectively coordinates the pre-shared key generation, management, and distribution in the cheap WPA/WPA2 personal security model using only a DD-WRT router.

Keywords: Wi-Fi, WPS, TLS, DD-WRT

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Authors: Syazreen N. Shair, Saiful A. Ishak, Aida Y. Yusof, Azizah Murad

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In this paper, we forecast age-specific Malaysian mortality rates and life expectancy at births by gender and ethnic groups including Malay, Chinese and Indian. Two mortality forecasting models are adopted the original Lee-Carter model and its recent modified version, the product ratio coherent model. While the first forecasts the mortality rates for each subpopulation independently, the latter accounts for the relationship between sub-populations. The evaluation of both models is performed using the out-of-sample forecast errors which are mean absolute percentage errors (MAPE) for mortality rates and mean forecast errors (MFE) for life expectancy at births. The best model is then used to perform the long-term forecasts up to the year 2030, the year when Malaysia is expected to become an aged nation. Results suggest that in terms of overall accuracy, the product ratio model performs better than the original Lee-Carter model. The association of lower mortality group (Chinese) in the subpopulation model can improve the forecasts of high mortality groups (Malay and Indian).

Keywords: coherent forecasts, life expectancy at births, Lee-Carter model, product-ratio model, mortality rates

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Authors: Wang Zhanquan, Yang Zeping, Gu Chunhua, Zhu Fazhi, Guo Weibin

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Recently, Massive Open Online Courses (MOOCs) are becoming the new trend of education. There are many problems under the environment of Database Principle curriculum teaching process in MOOCs, such as teaching ideas and theories which are out of touch with the reality, how to carry out the technical teaching and interactive practice in the MOOCs environment, thus the methods of database course under the environment of MOOCs are proposed. There are three processes to deal with problem solving in the research, which are problems proposed, problems solved, and inductive analysis. The present research includes the design of teaching contents, teaching methods in classroom, flipped classroom teaching mode under the environment of MOOCs, learning flow method and large practice homework. The database designing ability is systematically improved based on the researching methods.

Keywords: problem solving-driven, MOOCs, teaching art, learning flow;

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Authors: Keerthi S. Shetty, Annappa Basava

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In recent years, modelling of biological systems represented by biochemical reactions has become increasingly important in Systems Biology. Biological systems represented by biochemical reactions are highly stochastic in nature. Probabilistic model is often used to describe such systems. One of the main challenges in Systems biology is to combine absolute experimental data into probabilistic model. This challenge arises because (1) some molecules may be present in relatively small quantities, (2) there is a switching between individual elements present in the system, and (3) the process is inherently stochastic on the level at which observations are made. In this paper, we describe a novel idea of combining absolute experimental data into probabilistic model using tool R2. Through a case study of the Transcription Process in Prokaryotes we explain how biological systems can be written as probabilistic program to combine experimental data into the model. The model developed is then analysed in terms of intrinsic noise and exact sampling of switching times between individual elements in the system. We have mainly concentrated on inferring number of genes in ON and OFF states from experimental data.

Keywords: systems biology, probabilistic model, inference, biology, model

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Authors: Elena Puica

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This paper aims to investigate the impact of Supply Chain Management (SCM) on the environment by applying a Machine Learning model while pointing out the efficiency of the technology used. The Machine Learning model was used to derive the efficiency and optimization of technology used in SCM and the environmental impact of SCM processes. The model applied is a predictive classification model and was trained firstly to determine which stage of the SCM has more outputs and secondly to demonstrate the efficiency of using advanced technology in SCM instead of recuring to traditional SCM. The outputs are the emissions generated in the environment, the consumption from different steps in the life cycle, the resulting pollutants/wastes emitted, and all the releases to air, land, and water. This manuscript presents an innovative approach to applying advanced technology in SCM and simultaneously studies the efficiency of technology and the SCM's impact on the environment. Identifying the conceptual relationships between SCM practices and their impact on the environment is a new contribution to the research. The authors can take a forward step in developing recent studies in SCM and its effects on the environment by applying technology.

Keywords: machine-learning model in SCM, SCM processes, SCM and the environmental impact, technology in SCM

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Authors: Md. S. Ansari, S. S. Motsa

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In this paper, an analysis has been made on the flow of non-Newtonian viscoelastic nanofluid over a linearly stretching sheet under the influence of uniform magnetic field. Heat transfer characteristics is analyzed taking into the effect of nonlinear radiation and non-uniform heat source/sink. Transport equations contain the simultaneous effects of Brownian motion and thermophoretic diffusion of nanoparticles. The relevant partial differential equations are non-dimensionalized and transformed into ordinary differential equations by using appropriate similarity transformations. The transformed, highly nonlinear, ordinary differential equations are solved by spectral local linearisation method. The numerical convergence, error and stability analysis of iteration schemes are presented. The effects of different controlling parameters, namely, radiation, space and temperature-dependent heat source/sink, Brownian motion, thermophoresis, viscoelastic, Lewis number and the magnetic force parameter on the flow field, heat transfer characteristics and nanoparticles concentration are examined. The present investigation has many industrial and engineering applications in the fields of coatings and suspensions, cooling of metallic plates, oils and grease, paper production, coal water or coal–oil slurries, heat exchangers’ technology, and materials’ processing and exploiting.

Keywords: magnetic field, nonlinear radiation, non-uniform heat source/sink, similar solution, spectral local linearisation method, Rosseland diffusion approximation

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Authors: Ana Rahma Yuniarti, Ki Moo Lim

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Slowed myocardial conduction velocity (CV) and shortened action potential duration (APD) due to some reason are associated with an increased risk of re-entrant excitation, predisposing to cardiac arrhythmia. That is because both of CV reduction and APD shortening induces shortening of wavelength. In this study, we investigated quantitatively the cardiac mechanical responses under various CV and APD using multi-scale computational model of the heart. The model consisted of electrical model coupled with the mechanical contraction model together with a lumped model of the circulatory system. The electrical model consisted of 149.344 numbers of nodes and 183.993 numbers of elements of tetrahedral mesh, whereas the mechanical model consisted of 356 numbers of nodes and 172 numbers of elements of hexahedral mesh with hermite basis. We performed the electrical simulation with two scenarios: 1) by varying the CV values with constant APD and 2) by varying the APD values with constant CV. Then, we compared the electrical and mechanical responses for both scenarios. Our simulation showed that faster CV and longer APD induced largest resultants wavelength and generated better cardiac pumping efficacy by increasing the cardiac output and consuming less energy. This is due to the long wave propagation and faster conduction generated more synchronous contraction of whole ventricle.

Keywords: conduction velocity, action potential duration, mechanical contraction model, circulatory model

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Authors: Sonia Ben Hamza, Sabra Habli, Nejla Mahjoub Saïd, Hervé Bournot, Georges Le Palec

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This paper spots light on the effect of a point source pollution on streams, stemming out from intentional release caused by unconscious facts. The consequences of such contamination on ecosystems are very serious. Accordingly, effective tools are highly demanded in this respect, which enable us to come across an accurate progress of pollutant and anticipate different measures to be applied in order to limit the degradation of the environmental surrounding. In this context, we are eager to model a pollutant dispersion of a free surface flow which is ejected by an outfall sewer of an urban sewerage network in coastal water taking into account the influence of climatic parameters on the spread of pollutant. Numerical results showed that pollutant dispersion is merely due to the presence of vortices and turbulence. Hence, it was realized that the pollutant spread in seawater is strongly correlated with climatic conditions in this region.

Keywords: coastal waters, numerical simulation, pollutant dispersion, turbulent flows

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Authors: Yungtai Lo

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The current study follows an educational intervention on bottle-weaning to simultaneously evaluate the effect of the bottle-weaning intervention on reducing bottle use, daily milk intake from bottles, and daily energy intake in toddlers aged 11 to 13 months. A shared parameter model and a random effects model are used to jointly model bottle use, daily milk intake from bottles, and daily energy intake. We show in the two joint models that the bottle-weaning intervention promotes bottleweaning, and reduces daily milk intake from bottles in toddlers not off bottles and daily energy intake. We also show that the odds of drinking from a bottle were positively associated with the amount of milk intake from bottles and increased daily milk intake from bottles was associated with increased daily energy intake. The effect of bottle use on daily energy intake is through its effect on increasing daily milk intake from bottles that in turn increases daily energy intake.

Keywords: two-part model, semi-continuous variable, joint model, gamma regression, shared parameter model, random effects model

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Authors: Mohammed Eltayeb Salih Elamin

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This study discusses the concept of the artificial heart using engineering concepts, of the fluid mechanics and the characteristics of the non-Newtonian fluid. For the purpose to serve heart patients and improve aspects of their lives and since the Statistics review according to world health organization (WHO) says that heart disease and blood vessels are the first cause of death in the world. Statistics shows that 30% of the death cases in the world by the heart disease, so simply we can consider it as the number one leading cause of death in the entire world is heart failure. And since the heart implantation become a very difficult and not always available, the idea of the artificial heart become very essential. So it’s important that we participate in the developing this idea by searching and finding the weakness point in the earlier designs and hoping for improving it for the best of humanity. In this study a pump was designed in order to pump blood to the human body and taking into account all the factors that allows it to replace the human heart, in order to work at the same characteristics and the efficiency of the human heart. The pump was designed on the idea of the diaphragm pump. Three models of blood obtained from the blood real characteristics and all of these models were simulated in order to study the effect of the pumping work on the fluid. After that, we study the properties of this pump by using Ansys15 software to simulate blood flow inside the pump and the amount of stress that it will go under. The 3D geometries modeling was done using SOLID WORKS and the geometries then imported to Ansys design modeler which is used during the pre-processing procedure. The solver used throughout the study is Ansys FLUENT. This is a tool used to analysis the fluid flow troubles and the general well-known term used for this branch of science is known as Computational Fluid Dynamics (CFD). Basically, Design Modeler used during the pre-processing procedure which is a crucial step before the start of the fluid flow problem. Some of the key operations are the geometry creations which specify the domain of the fluid flow problem. Next is mesh generation which means discretization of the domain to solve governing equations at each cell and later, specify the boundary zones to apply boundary conditions for the problem. Finally, the pre–processed work will be saved at the Ansys workbench for future work continuation.

Keywords: Artificial heart, computational fluid dynamic heart chamber, design, pump

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Authors: Ł. Kaczmarek, T. Wejrzanowski, M. Maksimczuk

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The study presents the use of the numerical calculations based on high-resolution computed microtomography in analysis of fluid flow through Miocene sandstones. Therefore, the permeability studies of rocks were performed. Miocene samples were taken from well S-3, located in the eastern part of the Carpathian Foredeep. For aforementioned analysis, two series of X-ray irradiation were performed. The first set of samples was selected to obtain the spatial distribution of grains and pores. At this stage of the study length of voxel side amounted 27 microns. The next set of X-ray irradation enabled recognition of microstructural components as well as petrophysical features. The length of voxel side in this stage was up to 2 µm. Based on this study, the samples were broken down into two distinct groups. The first one represents conventional reservoir deposits, in opposite to second one - unconventional type. Appropriate identification of petrophysical parameters such as porosity and permeability of the formation is a key element for optimization of the reservoir development.

Keywords: grains, permeability, pores, pressure distribution

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Authors: R. Monteiro, A. Abarca

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Large scale seismic risk assessment has become increasingly popular to evaluate the physical vulnerability of a given region to seismic events, by putting together hazard, exposure and vulnerability components. This study, developed within the scope of the EU-funded project ITERATE (Improved Tools for Disaster Risk Mitigation in Algeria), explains the steps and expected results for the development of an integrated seismic risk model for assessment of the vulnerability of residential buildings in Northern Algeria. For this purpose, the model foresees the consideration of an updated seismic hazard model, as well as ad-hoc exposure and physical vulnerability models for local residential buildings. The first results of this endeavor, such as the hazard model and a specific taxonomy to be used for the exposure and fragility components of the model are presented, using as starting point the province of Blida, in Algeria. Specific remarks and conclusions regarding the characteristics of the Northern Algerian in-built are then made based on these results.

Keywords: Northern Algeria, risk, seismic hazard, vulnerability

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Authors: M. Kharazmi, M. Zakeri, M. Packirisamy, J. Faraji

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Micro/Nanorobotics or manipulation of nanoparticles by Atomic Force Microscopic (AFM) is one of the most important solutions for controlling the movement of atoms, particles and micro/nano metrics components and assembling of them to design micro/nano-meter tools. Accurate modelling of manipulation requires identification of forces and mechanical knowledge in the Nanoscale which are different from macro world. Due to the importance of the adhesion forces and the interaction of surfaces at the nanoscale several friction models were presented. In this research, friction and normal forces that are applied on the AFM by using of the dynamic bending-torsion model of AFM are obtained based on Hurtado-Kim friction model (HK), Johnson-Kendall-Robert contact model (JKR) and Greenwood-Williamson roughness model (GW). Finally, the effect of standard deviation of asperities height on the normal load, friction force and friction coefficient are studied.

Keywords: atomic force microscopy, contact model, friction coefficient, Greenwood-Williamson model

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Authors: Pouya Molana, Zeinab Alimohammadi

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Determining wind wave characteristics is essential for implementing projects related to Coastal and Marine engineering such as designing coastal and marine structures, estimating sediment transport rates and coastal erosion rates in order to predict significant wave height (H_s), this study applies the third generation spectral wave model, Mike 21 SW, along with CEM model. For SW model calibration and verification, two data sets of meteorology and wave spectroscopy are used. The model was exposed to time-varying wind power and the results showed that difference ratio mean, standard deviation of difference ratio and correlation coefficient in SW model for H_s parameter are 1.102, 0.279 and 0.983, respectively. Whereas, the difference ratio mean, standard deviation and correlation coefficient in The Choice Experiment Method (CEM) for the same parameter are 0.869, 1.317 and 0.8359, respectively. Comparing these expected results it is revealed that the Choice Experiment Method CEM has more errors in comparison to MIKE 21 SW third generation spectral wave model and higher correlation coefficient does not necessarily mean higher accuracy.

Keywords: MIKE 21 SW, CEM method, significant wave height, difference ratio

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Authors: Hadi Mousavi, Majid Davoudi Nasr

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Executives can maximize profits by recognizing the factors that affect investment and using them to obtain the optimal level of investment. Inefficient markets have shortcomings that can impact the optimal level of investment, leading to the process of over-investment or under-investment. In the present study, the relationship between the overconfidence of senior managers and abnormal cash fluctuations with respect to financial flexibility in companies listed in the Tehran stock exchange from 2009 to 2013 were evaluated. In this study, the sample consists of 84 companies selected by a systematic elimination method and 420 year-companies in total. In this research, EVIEWS software was used to test the research hypotheses by linear regression and correlation coefficient and after designing and testing the research hypothesis. After designing and testing research hypotheses that have been used to each hypothesis, it was concluded that there was a significant relationship between the overconfidence of senior managers and abnormal cash fluctuations, and this relationship was not significant at any level of financial flexibility. Moreover, the findings of the research showed that there was a significant relationship between senior manager’s overconfidence and positive abnormal cash flow fluctuations in firms, and this relationship is significant only at the level of companies with high financial flexibility. Finally, the results indicate that there is no significant relationship between senior managers 'overconfidence and negative cash flow abnormalities, and the relationship between senior managers' overconfidence and negative cash flow fluctuations at the level of companies with high financial flexibility was confirmed.

Keywords: abnormal cash fluctuations, overconfidence of senior managers, financial flexibility, accounting

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Authors: H. K. Esfahani, B. Datta

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Groundwater is one of the most important natural resources in many parts of the world; however it is widely polluted due to human activities. Currently, effective and reliable groundwater management and remediation strategies are obtained using characterization of groundwater pollution sources, where the measured data in monitoring locations are utilized to estimate the unknown pollutant source location and magnitude. However, accurately identifying characteristics of contaminant sources is a challenging task due to uncertainties in terms of predicting source flux injection, hydro-geological and geo-chemical parameters, and the concentration field measurement. Reactive transport of chemical species in contaminated groundwater systems, especially with multiple species, is a complex and highly non-linear geochemical process. Although sufficient concentration measurement data is essential to accurately identify sources characteristics, available data are often sparse and limited in quantity. Therefore, this inverse problem-solving method for characterizing unknown groundwater pollution sources is often considered ill-posed, complex and non- unique. Different methods have been utilized to identify pollution sources; however, the linked simulation-optimization approach is one effective method to obtain acceptable results under uncertainties in complex real life scenarios. With this approach, the numerical flow and contaminant transport simulation models are externally linked to an optimization algorithm, with the objective of minimizing the difference between measured concentration and estimated pollutant concentration at observation locations. Concentration measurement data are very important to accurately estimate pollution source properties; therefore, optimal design of the monitoring network is essential to gather adequate measured data at desired times and locations. Due to budget and physical restrictions, an efficient and effective approach for groundwater pollutant source characterization is to design an optimal monitoring network, especially when only inadequate and arbitrary concentration measurement data are initially available. In this approach, preliminary concentration observation data are utilized for preliminary source location, magnitude and duration of source activity identification, and these results are utilized for monitoring network design. Further, feedback information from the monitoring network is used as inputs for sequential monitoring network design, to improve the identification of unknown source characteristics. To design an effective monitoring network of observation wells, optimization and interpolation techniques are used. A simulation model should be utilized to accurately describe the aquifer properties in terms of hydro-geochemical parameters and boundary conditions. However, the simulation of the transport processes becomes complex when the pollutants are chemically reactive. Three dimensional transient flow and reactive contaminant transport process is considered. The proposed methodology uses HYDROGEOCHEM 5.0 (HGCH) as the simulation model for flow and transport processes with chemically multiple reactive species. Adaptive Simulated Annealing (ASA) is used as optimization algorithm in linked simulation-optimization methodology to identify the unknown source characteristics. Therefore, the aim of the present study is to develop a methodology to optimally design an effective monitoring network for pollution source characterization with reactive species in polluted aquifers. The performance of the developed methodology will be evaluated for an illustrative polluted aquifer sites, for example an abandoned mine site in Queensland, Australia.

Keywords: monitoring network design, source characterization, chemical reactive transport process, contaminated mine site

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Authors: Nivaldo Ferreira do Nascimento, Matheus Pereira-Santos, Nycolas Levy-Pereira, José Augusto Senhorini, George Shigueki Yasui, Laura Satiko Okada Nakaghi

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Tetraploid individuals, which could produce diploid gametes, can be used for production of 100% triploid fish. Therefore, the aim of this study was to develop a tetraploidization protocol for A. altiparanae. We tested the effect of heat shock (40 °C; 2 min) at 16, 18, 20, 22, 24 and 26 minutes post fertilization (mpf). Untreated eggs were used as control. After hatching, ploidy status of the larvae was checked by flow cytometry. No difference were observed for the hatching rate between all treatments (P = 0.5974). However, we observed an increase in the larval abnormality in the heat shock treatments, in special at 22 (82.17 ± 6.66%) 24 (78.31 ±7.28%) and 26 mpf (79.01 ± 7.85%) in comparison with the control group (12.87 ± 4.46%). No tetraploid was observed at 16 and 18 mpf. The higher number of tetraploid individuals (52/55) was observed at 26 mpf. Our results showed that high percentages of tetraploids are obtained by heat shock (40°C; 2min) at 26 mpf, which could enable the mass production of triploid individuals in A. altiparanae.

Keywords: chromosome manipulation, polyploidy, flow cytometry, tetraploidization

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Authors: Sibel Celik, Hüseyin Ergin

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The paper aims to find the best volatility forecasting model for stock markets in Turkey. For this purpose, we compare performance of different volatility models-both traditional GARCH model and high frequency based volatility models- and conclude that both in pre-crisis and crisis period, the performance of high frequency based volatility models are better than traditional GARCH model. The findings of paper are important for policy makers, financial institutions and investors.

Keywords: volatility, GARCH model, realized volatility, high frequency data

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Authors: Ashley Wei-Ting Wang, Wen-Yau Hsu

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Objectives: The current study applies and expands the Tripartite Model to elaborate the link between non-suicidal self-injury (NSSI) and suicidal behavior. We propose a structural model of NSSI and suicidal risk, in which negative affect (NA) predicts both anxiety and depression, positive affect (PA) predicts depression only, anxiety is linked to NSSI, and depression is linked to suicidal risk. Method: Four hundreds and eighty seven undergraduates participated. Data were collected by administering self-report questionnaires. We performed hierarchical regression and structural equation modeling to test the proposed structural model. Results: The results largely support the proposed structural model, with one exception: anxiety was strongly associated with NSSI and to a lesser extent with suicidal risk. Conclusions: We conclude that the co-occurrence of NSSI and suicidal risk is due to NA and anxiety, and suicidal risk can be differentiated by depression. Further theoretical and practical implications are discussed.

Keywords: non-suicidal self-injury, suicidal risk, anxiety, depression, the tripartite model, hierarchical relationship

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Authors: Shih-Kuei Lin

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The characterization of the arbitrage-free dynamics of interest rates is developed in this study under the presence of Markov jump risks, when the term structure of the interest rates is modeled through simple forward rates. We consider Markov jump risks by allowing randomness in jump sizes, independence between jump sizes and jump times. The Markov jump diffusion model is used to capture empirical phenomena and to accurately describe interest jump risks in a financial market. We derive the arbitrage-free model of simple forward rates under the spot measure. Moreover, the analytical pricing formulas for a cap and a floor are derived under the forward measure when the jump size follows a lognormal distribution. In our empirical analysis, we find that the LIBOR market model with Markov jump risk better accounts for changes from/to different states and different rates.

Keywords: arbitrage-free, cap and floor, Markov jump diffusion model, simple forward rate model, volatility smile, EM algorithm

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Authors: Christopher Godwin Udomboso, Angela Unna Chukwu, Isaac Kwame Dontwi

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In selecting a Statistical Neural Network model, the Network Information Criterion (NIC) has been observed to be sample biased, because it does not account for sample sizes. The selection of a model from a set of fitted candidate models requires objective data-driven criteria. In this paper, we derived and investigated the Adjusted Network Information Criterion (ANIC), based on Kullback’s symmetric divergence, which has been designed to be an asymptotically unbiased estimator of the expected Kullback-Leibler information of a fitted model. The analyses show that on a general note, the ANIC improves model selection in more sample sizes than does the NIC.

Keywords: statistical neural network, network information criterion, adjusted network, information criterion, transfer function

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Authors: Oliver Marunțălu, Elena Elisabeta Manea, Lăcrămioara Diana Robescu, Mihai Necșoiu, Gheorghe Lăzăroiu, Dana Andreya Bondrea

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In order to obtain efficient pollutants removal in small-scale wastewater treatment plants, uniform water flow has to be achieved. The experimental setup, designed for treating high-load wastewater (leachate), consists of two aerobic biological reactors and a lamellar settler. Both biological tanks were aerated by using three different types of aeration systems - perforated pipes, membrane air diffusers and tube ceramic diffusers. The possibility of homogenizing the water mass with each of the air diffusion systems was evaluated comparatively. The oxygen concentration was determined by optical sensors with data logging. The experimental data was analyzed comparatively for all three different air dispersion systems aiming to identify the oxygen concentration variation during different operational conditions. The Oxygenation Capacity was calculated for each of the three systems and used as performance and selection parameter. The global mass transfer coefficients were also evaluated as important tools in designing the aeration system. Even though using the tubular porous diffusers leads to higher oxygen concentration compared to the perforated pipe system (which provides medium-sized bubbles in the aqueous solution), it doesn’t achieve the threshold limit of 80% oxygen saturation in less than 30 minutes. The study has shown that the optimal solution for the studied configuration was the radial air diffusers which ensure an oxygen saturation of 80% in 20 minutes. An increment of the values was identified when the air flow was increased.

Keywords: flow, aeration, bioreactor, oxygen concentration

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Authors: Gulsah Olgun, Ozgur Bozdag, Yildirim Ertutar

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This paper mainly focuses on performance assessment of buildings by associating the damage level with the damage cost. For this purpose a methodology is explained and applied to the representative mid-rise concrete building residing in Izmir. In order to consider uncertainties in occurrence of earthquakes, the structural analyses are conducted for all possible earthquakes in the region through the hazard curve. By means of the analyses, probability of the structural response being in different limit states are obtained and used to calculate expected damage cost. The expected damage cost comprises diverse cost components related to earthquake such as cost of casualties, replacement or repair cost of building etc. In this study, inter-story drift is used as an effective response variable to associate expected damage cost with different damage levels. The structural analysis methods performed to obtain inter story drifts are response spectrum method as a linear one, accurate push-over and time history methods to demonstrate the nonlinear effects on loss estimation. Comparison of the results indicates that each method provides similar values of expected damage cost. To sum up, this paper explains an approach which enables to minimize the expected damage cost of buildings and relate performance level to damage cost.

Keywords: expected damage cost, limit states, loss estimation, performance based design

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Authors: Naci Büyükkaracığan

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Today, the need for water sources is swiftly increasing due to population growth. At the same time, it is known that some regions will face with shortage of water and drought because of the global warming and climate change. In this context, evaluation and analysis of hydrological data such as the observed trends, drought and flood prediction of short term flow has great deal of importance. The most accurate selection probability distribution is important to describe the low flow statistics for the studies related to drought analysis. As in many basins In Turkey, Gediz River basin will be affected enough by the drought and will decrease the amount of used water. The aim of this study is to derive appropriate probability distributions for frequency analysis of annual minimum flows at 6 gauging stations of the Gediz Basin. After applying 10 different probability distributions, six different parameter estimation methods and 3 fitness test, the Pearson 3 distribution and general extreme values distributions were found to give optimal results.

Keywords: Gediz Basin, goodness-of-fit tests, minimum flows, probability distribution

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Authors: J. Fernandez, N. Aguilar, R. Fernandez de Canete, J. C. Ramos-Diaz

Abstract:

In this paper, a simulation model of the glucose-insulin system for a patient undergoing diabetes Type 1 is developed by using a causal modeling approach under system dynamics. The OpenModelica simulation environment has been employed to build the so called causal model, while the glucose-insulin model parameters were adjusted to fit recorded mean data of a diabetic patient database. Model results under different conditions of a three-meal glucose and exogenous insulin ingestion patterns have been obtained. This simulation model can be useful to evaluate glucose-insulin performance in several circumstances, including insulin infusion algorithms in open-loop and decision support systems in closed-loop.

Keywords: causal modeling, diabetes, glucose-insulin system, diabetes, causal modeling, OpenModelica software

Procedia PDF Downloads 330

Authors: Tareq Oshan

Abstract:

Facility location and size decisions are important to any company because they affect profitability and success. However, warehouses are exposed to various risks of failure that affect their activity. This paper presents a mixed-integer non-linear mathematical model that can be used to determine optimal warehouse locations and sizes, which warehouses to fortify, and which branches should be assigned to specific warehouses when there is a risk of warehouse failure. Every branch is assigned to a fortified primary warehouse or a nonfortified primary warehouse and a fortified backup warehouse. The standard method and an introduced method, based on the average probabilities, for linearizing this mathematical model were used. A Canadian case study was used to demonstrate the developed mathematical model, followed by some sensitivity analysis.

Keywords: supply chain network design, fortified warehouse, mixed-integer mathematical model, warehouse failure risk

Procedia PDF Downloads 243

Authors: Hsueh-Hsing Lu, Thi-Cuc Le, Tung-Sheng Tsai, Chuen-Jinn Tsai

Abstract:

This study designed and tested a novel wet electrostatic precipitators (WEP) system featuring a Pulse-Air-Jet-Assisted Water Flow (PJWF) to shorten water cleaning time, reduce water usage, and maintain high particle removal efficiency. The PJWF injected cleaning water tangentially at the cylinder wall, rapidly enhancing the momentum of the water flow for efficient dust cake removal. Each PJWF cycle uses approximately 4.8 liters of cleaning water in 18 seconds. Comprehensive laboratory tests were conducted using a single-tube WEP prototype within a flow rate range of 3.0 to 6.0 cubic meters per minute(CMM), operating voltages between -35 to -55 kV, and high-frequency power supply. The prototype, consisting of 72 sets of double-spike rigid discharge electrodes, demonstrated that with the PJWF, -35 kV, and 3.0 CMM, the PM2.5 collection efficiency remained as high as the initial value of 88.02±0.92% after loading with Al2O3 particles at 35.75± 2.54 mg/Nm3 for 20-hr continuous operation. In contrast, without the PJWF, the PM2.5 collection efficiency drastically dropped from 87.4% to 53.5%. Theoretical modeling closely matched experimental results, confirming the robustness of the system's design and its scalability for larger industrial applications. Future research will focus on optimizing the PJWF system, exploring its performance with various particulate matter, and ensuring long-term operational stability and reliability under diverse environmental conditions. Recently, this WEP was combined with a preceding CT (cooling tower) and a HWS (honeycomb wet scrubber) and pilot-tested (40 CMM) to remove SO2 and PM2.5 emissions in a sintering plant of an integrated steel making plant. Pilot-test results showed that the removal efficiencies for SO2 and PM2.5 emissions are as high as 99.7 and 99.3 %, respectively, with ultralow emitted concentrations of 0.3 ppm and 0.07 mg/m3, respectively, while the white smoke is also eliminated at the same time. These new technologies are being used in the industry and the application in different fields is expected to be expanded to reduce air pollutant emissions substantially for a better ambient air quality.

Keywords: wet electrostatic precipitator, pulse-air-jet-assisted water flow, particle removal efficiency, air pollution control

Procedia PDF Downloads 20