Search results for: finite element model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 19093

Search results for: finite element model

16543 Development of a Predictive Model to Prevent Financial Crisis

Authors: Tengqin Han

Abstract:

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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16542 Interpreting Possibilities: Teaching Without Borders

Authors: Mira Kadric

Abstract:

The proposed paper deals with a new developed approach for interpreting teaching, combining traditional didactics with a new element. The fundamental principle of the approach is taken from the theatre pedagogy (Augusto Boal`s Theatre of the Oppressed) and includes the discussion on social power relations. From the point of view of education sociology this implies strengthening students’ individual potential for self-determination on a number of levels, especially in view of the present increase in social responsibility. This knowledge constitutes a starting point and basis for the process of self-determined action. This takes place in the context of a creative didactic policy which identifies didactic goals, provides clear sequences of content, specifies interdisciplinary methods and examines their practical adequacy and ultimately serves not only individual translators and interpreters, but all parties involved. The goal of the presented didactic model is to promote independent work and problem-solving strategies; this helps to develop creative potential and self-confident behaviour. It also conveys realistic knowledge of professional reality and thus also of the real socio-political and professional parameters involved. As well as providing a discussion of fundamental questions relevant to Translation and Interpreting Studies, this also serves to improve this interdisciplinary didactic approach which simulates interpreting reality and illustrates processes and strategies which (can) take place in real life. This idea is illustrated in more detail with methods taken from the Theatre of the Oppressed created by Augusto Boal. This includes examples from (dialogue) interpreting teaching based on documentation from recordings made in a seminar in the summer term 2014.

Keywords: augusto boal, didactic model, interpreting teaching, theatre of the oppressed

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16541 Proactive WPA/WPA2 Security Using DD-WRT Firmware

Authors: Mustafa Kamoona, Mohamed El-Sharkawy

Abstract:

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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16540 Automated, Short Cycle Production of Polymer Composite Applications with Special Regards to the Complexity and Recyclability of Composite Elements

Authors: Peter Pomlenyi, Orsolya Semperger, Gergely Hegedus

Abstract:

The purpose of the project is to develop a complex composite component with visible class ‘A’ surface. It is going to integrate more functions, including continuous fiber reinforcement, foam core, injection molded ribs, and metal inserts. Therefore we are going to produce recyclable structural composite part from thermoplastic polymer in serial production with short cycle time for automotive applications. Our design of the process line is determined by the principles of Industry 4.0. Accordingly, our goal is to map in details the properties of the final product including the mechanical properties in order to replace metal elements used in automotive industry, with special regard to the effect of each manufacturing process step on the afore mentioned properties. Period of the project is 3 years, which lasts from the 1st of December 2016 to the 30th November 2019. There are four consortium members in the R&D project evopro systems engineering Ltd., Department of Polymer Engineering of the Budapest University of Technology and Economics, Research Centre for Natural Sciences of Hungarian Academy of Sciences and eCon Engineering Ltd. One of the most important result that we can obtain short cycle time (up to 2-3 min) with in-situ polymerization method, which is an innovation in the field of thermoplastic composite production. Because of the mentioned method, our fully automated production line is able to manufacture complex thermoplastic composite parts and satisfies the short cycle time required by the automotive industry. In addition to the innovative technology, we are able to design, analyze complex composite parts with finite element method, and validate our results. We are continuously collecting all the information, knowledge and experience to improve our technology and obtain even more accurate results with respect to the quality and complexity of the composite parts, the cycle time of the production, and the design and analyzing method of the composite parts.

Keywords: T-RTM technology, composite, automotive, class A surface

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16539 Forecasting Age-Specific Mortality Rates and Life Expectancy at Births for Malaysian Sub-Populations

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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16538 Efficient Sampling of Probabilistic Program for Biological Systems

Authors: Keerthi S. Shetty, Annappa Basava

Abstract:

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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16537 Machine Learning Model Applied for SCM Processes to Efficiently Determine Its Impacts on the Environment

Authors: Elena Puica

Abstract:

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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16536 The Effect of Action Potential Duration and Conduction Velocity on Cardiac Pumping Efficacy: Simulation Study

Authors: Ana Rahma Yuniarti, Ki Moo Lim

Abstract:

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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16535 Application of Computational Flow Dynamics (CFD) Analysis for Surge Inception and Propagation for Low Head Hydropower Projects

Authors: M. Mohsin Munir, Taimoor Ahmad, Javed Munir, Usman Rashid

Abstract:

Determination of maximum elevation of a flowing fluid due to sudden rejection of load in a hydropower facility is of great interest to hydraulic engineers to ensure safety of the hydraulic structures. Several mathematical models exist that employ one-dimensional modeling for the determination of surge but none of these perfectly simulate real-time circumstances. The paper envisages investigation of surge inception and propagation for a Low Head Hydropower project using Computational Fluid Dynamics (CFD) analysis on FLOW-3D software package. The fluid dynamic model utilizes its analysis for surge by employing Reynolds’ Averaged Navier-Stokes Equations (RANSE). The CFD model is designed for a case study at Taunsa hydropower Project in Pakistan. Various scenarios have run through the model keeping in view upstream boundary conditions. The prototype results were then compared with the results of physical model testing for the same scenarios. The results of the numerical model proved quite accurate coherence with the physical model testing and offers insight into phenomenon which are not apparent in physical model and shall be adopted in future for the similar low head projects limiting delays and cost incurred in the physical model testing.

Keywords: surge, FLOW-3D, numerical model, Taunsa, RANSE

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16534 Reliability Levels of Reinforced Concrete Bridges Obtained by Mixing Approaches

Authors: Adrián D. García-Soto, Alejandro Hernández-Martínez, Jesús G. Valdés-Vázquez, Reyna A. Vizguerra-Alvarez

Abstract:

Reinforced concrete bridges designed by code are intended to achieve target reliability levels adequate for the geographical environment where the code is applicable. Several methods can be used to estimate such reliability levels. Many of them require the establishment of an explicit limit state function (LSF). When such LSF is not available as a close-form expression, the simulation techniques are often employed. The simulation methods are computing intensive and time consuming. Note that if the reliability of real bridges designed by code is of interest, numerical schemes, the finite element method (FEM) or computational mechanics could be required. In these cases, it can be quite difficult (or impossible) to establish a close-form of the LSF, and the simulation techniques may be necessary to compute reliability levels. To overcome the need for a large number of simulations when no explicit LSF is available, the point estimate method (PEM) could be considered as an alternative. It has the advantage that only the probabilistic moments of the random variables are required. However, in the PEM, fitting of the resulting moments of the LSF to a probability density function (PDF) is needed. In the present study, a very simple alternative which allows the assessment of the reliability levels when no explicit LSF is available and without the need of extensive simulations is employed. The alternative includes the use of the PEM, and its applicability is shown by assessing reliability levels of reinforced concrete bridges in Mexico when a numerical scheme is required. Comparisons with results by using the Monte Carlo simulation (MCS) technique are included. To overcome the problem of approximating the probabilistic moments from the PEM to a PDF, a well-known distribution is employed. The approach mixes the PEM and other classic reliability method (first order reliability method, FORM). The results in the present study are in good agreement whit those computed with the MCS. Therefore, the alternative of mixing the reliability methods is a very valuable option to determine reliability levels when no close form of the LSF is available, or if numerical schemes, the FEM or computational mechanics are employed.

Keywords: structural reliability, reinforced concrete bridges, combined approach, point estimate method, monte carlo simulation

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16533 Joint Modeling of Bottle Use, Daily Milk Intake from Bottles, and Daily Energy Intake in Toddlers

Authors: Yungtai Lo

Abstract:

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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16532 Use of Coconut Shell as a Replacement of Normal Aggregates in Rigid Pavements

Authors: Prakash Parasivamurthy, Vivek Rama Das, Ravikant Talluri, Veena Jawali

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India ranks among third in the production of coconut besides Philippines and Indonesia. About 92% of the total production in the country is contributed from four southern states especially, Kerala (45.22%), Tamil Nadu (26.56%), Karnataka (10.85%), and Andhra Pradesh (8.93%). Other states, such as Goa, Maharashtra, Odisha, West Bengal, and those in the northeast (Tripura and Assam) account for the remaining 8.44%. The use of coconut shell as coarse aggregate in concrete has never been a usual practice in the industry, particularly in areas where light weight concrete is required for non-load bearing walls, non-structural floors, and strip footings. The high cost of conventional building materials is a major factor affecting construction delivery in India. In India, where abundant agricultural and industrial wastes are discharged, these wastes can be used as potential material or replacement material in the construction industry. This will have double the advantages viz., reduction in the cost of construction material and also as a means of disposal of wastes. Therefore, an attempt has been made in this study to utilize the coconut shell (CS) as coarse aggregate in rigid pavement. The present study was initiated with the characterization of materials by the basic material testing. The casted moulds are cured and tests are conducted for hardened concrete. The procedure is continued with determination of fck (Characteristic strength), E (Modulus of Elasticity) and µ (Poisson Value) by the test results obtained. For the analytical studies, rigid pavement was modeled by the KEN PAVE software, finite element software developed specially for road pavements and simultaneously design of rigid pavement was carried out with Indian standards. Results show that physical properties of CSAC (Coconut Shell Aggregate Concrete) with 10% replacement gives better results. The flexural strength of CSAC is found to increase by 4.25% as compared to control concrete. About 13 % reduction in pavement thickness is observed using optimum coconut shell.

Keywords: coconut shell, rigid pavement, modulus of elasticity, poison ratio

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16531 A Numerical Model Simulation for an Updraft Gasifier Using High-Temperature Steam

Authors: T. M. Ismail, M. A. El-Salam

Abstract:

A mathematical model study was carried out to investigate gasification of biomass fuels using high-temperature air and steam as a gasifying agent using high-temperature air up to 1000°C. In this study, a 2D computational fluid dynamics model was developed to study the gasification process in an updraft gasifier, considering drying, pyrolysis, combustion, and gasification reactions. The gas and solid phases were resolved using a Euler−Euler multiphase approach, with exchange terms for the momentum, mass, and energy. The standard k−ε turbulence model was used in the gas phase, and the particle phase was modeled using the kinetic theory of granular flow. The results show that the present model giving a promising way in its capability and sensitivity for the parameter effects that influence the gasification process.

Keywords: computational fluid dynamics, gasification, biomass fuel, fixed bed gasifier

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16530 Multiphase Flow Model for 3D Numerical Model Using ANSYS for Flow over Stepped Cascade with End Sill

Authors: Dheyaa Wajid Abbood, Hanan Hussien Abood

Abstract:

Stepped cascade has been utilized as a hydraulic structure for years. It has proven to be the least costly aeration system in replenishing dissolved oxygen. Numerical modeling of stepped cascade with end sill is very complicated and challenging because of the high roughness and velocity re circulation regions. Volume of fluid multiphase flow model (VOF) is used .The realizable k-ξ model is chosen to simulate turbulence. The computational results are compared with lab-scale stepped cascade data. The lab –scale model was constructed in the hydraulic laboratory, Al-Mustansiriya University, Iraq. The stepped cascade was 0.23 m wide and consisted of 3 steps each 0.2m high and 0.6 m long with variable end sill. The discharge was varied from 1 to 4 l/s. ANSYS has been employed to simulate the experimental data and their related results. This study shows that ANSYS is able to predict results almost the same as experimental findings in some regions of the structure.

Keywords: stepped cascade weir, aeration, multiphase flow model, ansys

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16529 The Four Elements of Zoroastrianism and Sustainable Ecosystems with an Ecological Approach

Authors: Esmat Momeni, Shabnam Basari, Mohammad Beheshtinia

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The purpose of this study is to provide a symbolic explanation of the four elements in Zoroastrianism and sustainable ecosystems with an ecological approach. The research method is fundamental and deductive content analysis. Data collection has been done through library and documentary methods and through reading books and related articles. The population and sample of the present study are Yazd city and Iran country after discovering symbolic concepts derived from the theoretical foundations of Zoroastrianism in four elements of water, air, soil, fire and conformity with Iranian architecture with the ecological approach in Yazd city, the sustainable ecosystem it is explained by the system of nature. The validity and reliability of the results are based on the trust and confidence of the research literature. Research findings show that Yazd was one of the bases of Zoroastrianism in Iran. Many believe that the first person to discuss the elements of nature and respect Zoroastrians is the Prophet of this religion. Keeping the environment clean and pure by paying attention to and respecting these four elements. The water element is a symbol of existence in Zoroastrianism, so the people of Yazd used the aqueduct and designed a pool in front of the building. The soil element is a symbol of the raw material of human creation in the Zoroastrian religion, the most readily available material in the desert areas of Yazd, used as bricks and adobes, creating one of the most magnificent roof coverings is the dome. The wind element represents the invisible force of the soul in Creation in Zoroastrianism, the most important application of wind in the windy, which is a highly efficient cooling system. The element of fire, which is always a symbol of purity in Zoroastrianism, is located in a special place in Yazd's Ataskadeh (altar/ temple), where the most important religious prayers are held in and against the fire. Consequently, indigenous knowledge and attention to indigenous architecture is a part of the national capital of each nation that encompasses their beliefs, values, methods, and knowledge. According to studies on the four elements of Zoroastrianism, the link between these four elements are that due to the hot and dry fire at the beginning, it is the fire that begins to follow the nature of the movement in the stillness of the earth, and arises from the heat of the fire and because of vigor and its decreases, cold (wind) emerges, and from cold, humidity and wetness. And by examining books and resources on Yazd's architectural design with an ecological approach to the values of the four elements Zoroastrianism has been inspired, it can be concluded that in order to have environmentally friendly architecture, it is essential to use sustainable architectural principles, to link religious and sacrament culture and ecology through architecture.

Keywords: ecology, architecture, quadruple elements of air, soil, water, fire, Zoroastrian religion, sustainable ecosystem, Iran, Yazd city

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16528 Developing an Integrated Seismic Risk Model for Existing Buildings in Northern Algeria

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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16527 Modelling of Atomic Force Microscopic Nano Robot's Friction Force on Rough Surfaces

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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16526 Wind Wave Modeling Using MIKE 21 SW Spectral Model

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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16525 Superiority of High Frequency Based Volatility Models: Empirical Evidence from an Emerging Market

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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16524 Simulation and Design of an Aerospace Mission Powered by “Candy” Type Fuel Engines

Authors: N. Hernández Huertas, F. Rojas Mora

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Sounding rockets are aerospace vehicles that were developed in the mid-20th century, and since then numerous investigations have been executed with the aim of innovate in this type of technology. However, the costs associated to the production of this type of technology are usually quite high, and therefore the challenge that exists today is to be able to reduce them. In this way, the main objective of this document is to present the design process of a Colombian aerospace mission capable to reach the thermosphere using low-cost “Candy” type solid fuel engines. This mission is the latest development of the Uniandes Aerospace Project (PUA for its Spanish acronym), which is an undergraduate and postgraduate research group at Universidad de los Andes (Bogotá, Colombia), dedicated to incurring in this type of technology. In this way, the investigations that have been carried out on Candy-type solid fuel, which is a compound of potassium nitrate and sorbitol, have allowed the production of engines powerful enough to reach space, and which represents a unique technological advance in Latin America and an important development in experimental rocketry. In this way, following the engineering iterative design methodology was possible to design a 2-stage sounding rocket with 1 solid fuel engine in each one, which was then simulated in RockSim V9.0 software and reached an apogee of approximately 150 km above sea level. Similarly, a speed equal to 5 Mach was obtained, which after performing a finite element analysis, it was shown that the rocket is strong enough to be able to withstand such speeds. Under these premises, it was demonstrated that it is possible to build a high-power aerospace mission at low cost, using Candy-type solid fuel engines. For this reason, the feasibility of carrying out similar missions clearly depends on the ability to replicate the engines in the best way, since as mentioned above, the design of the rocket is adequate to reach supersonic speeds and reach space. Consequently, with a team of at least 3 members, the mission can be obtained in less than 3 months. Therefore, when publishing this project, it is intended to be a reference for future research in this field and benefit the industry.

Keywords: aerospace missions, Candy type solid propellant engines, design of solid rockets, experimental rocketry, low costs missions

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16523 Application of the Tripartite Model to the Link between Non-Suicidal Self-Injury and Suicidal Risk

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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16522 Valuation of Caps and Floors in a LIBOR Market Model with Markov Jump Risks

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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16521 An Adjusted Network Information Criterion for Model Selection in Statistical Neural Network Models

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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16520 Seismic Behavior and Loss Assessment of High–Rise Buildings with Light Gauge Steel–Concrete Hybrid Structure

Authors: Bing Lu, Shuang Li, Hongyuan Zhou

Abstract:

The steel–concrete hybrid structure has been extensively employed in high–rise buildings and super high–rise buildings. The light gauge steel–concrete hybrid structure, including light gauge steel structure and concrete hybrid structure, is a new–type steel–concrete hybrid structure, which possesses some advantages of light gauge steel structure and concrete hybrid structure. The seismic behavior and loss assessment of three high–rise buildings with three different concrete hybrid structures were investigated through finite element software, respectively. The three concrete hybrid structures are reinforced concrete column–steel beam (RC‒S) hybrid structure, concrete–filled steel tube column–steel beam (CFST‒S) hybrid structure, and tubed concrete column–steel beam (TC‒S) hybrid structure. The nonlinear time-history analysis of three high–rise buildings under 80 earthquakes was carried out. After simulation, it indicated that the seismic performances of three high–rise buildings were superior. Under extremely rare earthquakes, the maximum inter–storey drifts of three high–rise buildings are significantly lower than 1/50. The inter–storey drift and floor acceleration of high–rise building with CFST‒S hybrid structure were bigger than those of high–rise buildings with RC‒S hybrid structure, and smaller than those of high–rise building with TC‒S hybrid structure. Then, based on the time–history analysis results, the post-earthquake repair cost ratio and repair time of three high–rise buildings were predicted through an economic performance analysis method proposed in FEMA‒P58 report. Under frequent earthquakes, basic earthquakes and rare earthquakes, the repair cost ratio and repair time of three high-rise buildings were less than 5% and 15 days, respectively. Under extremely rare earthquakes, the repair cost ratio and repair time of high-rise buildings with TC‒S hybrid structure were the most among three high rise buildings. Due to the advantages of CFST-S hybrid structure, it could be extensively employed in high-rise buildings subjected to earthquake excitations.

Keywords: seismic behavior, loss assessment, light gauge steel–concrete hybrid structure, high–rise building, time–history analysis

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16519 Causal Modeling of the Glucose-Insulin System in Type-I Diabetic Patients

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
16518 A Low-Cost Long-Range 60 GHz Backhaul Wireless Communication System

Authors: Atabak Rashidian

Abstract:

In duplex backhaul wireless communication systems, two separate transmit and receive high-gain antennas are required if an antenna switch is not implemented. Although the switch loss, which is considerable and in the order of 1.5 dB at 60 GHz, is avoided, the large separate antenna systems make the design bulky and not cost-effective. To avoid two large reflectors for such a system, transmit and receive antenna feeds with a common phase center are required. The phase center should coincide with the focal point of the reflector to maximize the efficiency and gain. In this work, we present an ultra-compact design in which stacked patch antennas are used as the feeds for a 12-inch reflector. The transmit antenna is a 1 × 2 array and the receive antenna is a single element located in the middle of the transmit antenna elements. Antenna elements are designed as stacked patches to provide the required impedance bandwidth for four standard channels of WiGigTM applications. The design includes three metallic layers and three dielectric layers, in which the top dielectric layer is a 100 µm-thick protective layer. The top two metallic layers are specified to the main and parasitic patches. The bottom layer is basically ground plane with two circular openings (0.7 mm in diameter) having a center through via which connects the antennas to a single input/output Si-Ge Bi-CMOS transceiver chip. The reflection coefficient of the stacked patch antenna is fully investigated. The -10 dB impedance bandwidth is about 11%. Although the gap between transmit and receive antenna is very small (g = 0.525 mm), the mutual coupling is less than -12 dB over the desired frequency band. The three dimensional radiation patterns of the transmit and receive reflector antennas at 60 GHz is investigated over the impedance bandwidth. About 39 dBi realized gain is achieved. Considering over 15 dBm of output power of the silicon chip in the transmit side, the EIRP should be over 54 dBm, which is good enough for over one kilometer multi Gbps data communications. The performance of the reflector antenna over the bandwidth shows the peak gain is 39 dBi and 40 dBi for the reflector antenna with 2-element and single element feed, respectively. This type of the system design is cost-effective and efficient.

Keywords: Antenna, integrated circuit, millimeter-wave, phase center

Procedia PDF Downloads 122
16517 A Mathematical Optimization Model for Locating and Fortifying Capacitated Warehouses under Risk of Failure

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
16516 The Contemporary Dynamics of Board Composition and Executive Compensation for R&D Spending

Authors: Farheen Akram

Abstract:

Research and Development (R&D) is the most crucial element of the firm’s survival in a competitive business environment. R&D is a long-term investment; therefore, executives having the power to make the investment decisions may be pessimistic when their compensation is closely linked with short-term firm performance. Thus, the current study investigates the impact of board composition and executives’ compensation (cash or short-term benefits and LTIs) on R&D spending using a sample of 85 S&P/100 firms listed on the Australian Stock Exchange (ASX) in 2017. SmartPLS (v.3.2.7) was used to evaluate the proposed model of current research. The empirical findings of this study indicate that board composition has a significant and positive effect on R&D spending. While, as expected, executive cash compensation has negative and Long-Term-Incentives (LTIs) has a positive impact on R&D spending. Based on current findings, the study suggested that myopic behavior of CEOs and top management towards long-term value creation investment like R&D can be controlled by using long-term compensation rewards.

Keywords: cash compensation, LTIs, board composition, R&D spending

Procedia PDF Downloads 192
16515 Improving the Uniformity of Electrostatic Meter’s Spatial Sensitivity

Authors: Mohamed Abdalla, Ruixue Cheng, Jianyong Zhang

Abstract:

In pneumatic conveying, the solids are mixed with air or gas. In industries such as coal fired power stations, blast furnaces for iron making, cement and flour processing, the mass flow rate of solids needs to be monitored or controlled. However the current gas-solids two-phase flow measurement techniques are not as accurate as the flow meters available for the single phase flow. One of the problems that the multi-phase flow meters to face is that the flow profiles vary with measurement locations and conditions of pipe routing, bends, elbows and other restriction devices in conveying system as well as conveying velocity and concentration. To measure solids flow rate or concentration with non-even distribution of solids in gas, a uniform spatial sensitivity is required for a multi-phase flow meter. However, there are not many meters inherently have such property. The circular electrostatic meter is a popular choice for gas-solids flow measurement with its high sensitivity to flow, robust construction, low cost for installation and non-intrusive nature. However such meters have the inherent non-uniform spatial sensitivity. This paper first analyses the spatial sensitivity of circular electrostatic meter in general and then by combining the effect of the sensitivity to a single particle and the sensing volume for a given electrode geometry, the paper reveals first time how a circular electrostatic meter responds to a roping flow stream, which is much more complex than what is believed at present. The paper will provide the recent research findings on spatial sensitivity investigation at the University of Tees side based on Finite element analysis using Ansys Fluent software, including time and frequency domain characteristics and the effect of electrode geometry. The simulation results will be compared tothe experimental results obtained on a large scale (14” diameter) rig. The purpose of this research is paving a way to achieve a uniform spatial sensitivity for the circular electrostatic sensor by mean of compensation so as to improve overall accuracy of gas-solids flow measurement.

Keywords: spatial sensitivity, electrostatic sensor, pneumatic conveying, Ansys Fluent software

Procedia PDF Downloads 367
16514 Potential Application of Modified Diglycolamide Resin for Rare Earth Element Extraction

Authors: Junnile Romero, Ilhwan Park, Vannie Joy Resabal, Carlito Tabelin, Richard Alorro, Leaniel Silva, Joshua Zoleta, Takunda Mandu, Kosei Aikawa, Mayumi Ito, Naoki Hiroyoshi

Abstract:

Rare earth elements (REE) play a vital role in technological advancement due to their unique physical and chemical properties essential for various renewable energy applications. However, this increasing demand represents a challenging task for sustainability that corresponds to various research interests relating to the development of various extraction techniques, particularly on the extractant being used. In this study, TK221 (a modified polymer resin containing diglycolamide, carbamoyl methyl phosphine oxide (CMPO), and diglycolamide (DGA-N)) has been investigated as a conjugate extractant. FTIR and SEM analysis results confirmed the presence of CMPO and DGA-N being coated onto the PS-DVB support of TK221. Moreover, the kinetic rate law and adsorption isotherm batch test was investigated to understand the corresponding adsorption mechanism. The results show that REEs’ (Nd, Y, Ce, and Er) obtained pseudo-second-order kinetics and Langmuir isotherm, suggesting that the adsorption mechanism undergoes a single monolayer adsorption site via a chemisorption process. The Qmax values of Nd, Ce, Er, Y, and Fe were 45.249 mg/g, 43.103 mg/g, 35.088 mg/g, 15.552 mg/g, and 12.315 mg/g, respectively. This research further suggests that TK221 polymer resin can be used as an alternative absorbent material for an effective REE extraction.

Keywords: rare earth element, diglycolamide, characterization, extraction resin

Procedia PDF Downloads 117