Search results for: dispersion model

Authors: Haggag H. Mohamed, Ghatass F. Zekry, Shalaby A. Elsayed

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Most sources of air pollution in Egypt are of anthropogenic origin. Alexandria Governorate is located at north of Egypt. The main contributing sectors of air pollution in Alexandria are industry, transportation and area source due to human activities. Alexandria includes more than 40% of the industrial activities in Egypt. Cement manufacture contributes a significant amount to the particulate pollution load. Alexandria Portland Cement Company (APCC) surrounding was selected to be the study area. APCC main kiln stack Total Suspended Particulate (TSP) continuous monitoring data was collected for assessment of dust emission control technology. Electro Static Precipitator (ESP) was fixed on the cement kiln since 2002. The collected data of TSP for first quarter of 2012 was compared to that one in first quarter of 2013 after installation of new bag house filter. In the present study, based on these monitoring data and metrological data a detailed air dispersion modeling investigation was carried out using the Industrial Source Complex Short Term model (ISC3-ST) to find out the impact of applying new bag house filter control technology on the neighborhood ambient air quality. The model results show a drastic reduction of the ambient TSP hourly average concentration from 44.94μg/m3 to 5.78μg/m3 which assures the huge positive impact on the ambient air quality by applying bag house filter technology on APCC cement kiln

Keywords: air pollution modeling, ambient air quality, baghouse filter, cement industry

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Authors: Kingsley Nnaemeka Ogbu, Constantine Mbajiorgu

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Vegetation has a marked effect on runoff and has become an important component in hydrologic model. The watershed Resources Management (WRM) model, a process-based, continuous, distributed parameter simulation model developed for hydrologic and soil erosion studies at the watershed scale lack a crop growth component. As such, this model assumes a constant parameter values for vegetation and hydraulic parameters throughout the duration of hydrologic simulation. Our approach is to develop a crop growth algorithm based on the original plant growth model used in the Environmental Policy Integrated Climate Model (EPIC) model. This paper describes the development of a single crop growth model which has the capability of simulating all crops using unique parameter values for each crop. Simulated crop growth processes will reflect the vegetative seasonality of the natural watershed system. An existing model was employed for evaluating vegetative resistance by hydraulic and vegetative parameters incorporated into the WRM model. The improved WRM model will have the ability to evaluate the seasonal variation of the vegetative roughness coefficient with depth of flow and further enhance the hydrologic model’s capability for accurate hydrologic studies

Keywords: crop yield, roughness coefficient, PAR, WRM model

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Authors: Anna Avramenko, Heikki Haario

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This paper reports the development and application of a 2D depth-averaged model. The main goal of this contribution is to apply the depth averaged equations to a wind park model in which the treatment of the geometry, introduced on the mathematical model by the mass and momentum source terms. The depth-averaged model will be used in future to find the optimal position of wind turbines in the wind park. K-E and 2D LES turbulence models were consider in this article. 2D CFD simulations for one hill was done to check the depth-averaged model in practise.

Keywords: depth-averaged equations, numerical modeling, CFD, wind park model

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Authors: O. I. H. Dimitry, N. A. Mansour, A. L. G. Saad

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Natural sodium montmorillonite (NaMMT), Cloisite Na⁺ and two organophilic montmorillonites (OMMTs), Cloisites 20A and 15A were used. Polycaprolactone (PCL)/MMT composites containing 1, 3, 5, and 10 wt% of Cloisite Na⁺ and PCL/OMMT nanocomposites containing 5 and 10 wt% of Cloisites 20A and 15A were prepared via solution intercalation technique to study the influence of organic modifier loading on particle dispersion of PCL/ NaMMT composites. Thermal stabilities of the obtained composites were characterized by thermal analysis using the thermogravimetric analyzer (TGA) which showed that in the presence of nitrogen flow the incorporation of 5 and 10 wt% of filler brings some decrease in PCL thermal stability in the sequence: Cloisite Na+>Cloisite 15A > Cloisite 20A, while in the presence of air flow these fillers scarcely influenced the thermoxidative stability of PCL by slightly accelerating the process. The interaction between PCL and silicate layers was studied by Fourier transform infrared (FTIR) spectroscopy which confirmed moderate interactions between nanometric silicate layers and PCL segments. The electrical conductivity (σ) which describes the ionic mobility of the systems was studied as a function of temperature and showed that σ of PCL was enhanced on increasing the modifier loading at filler content of 5 wt%, especially at higher temperatures in the sequence: Cloisite Na⁺<Cloisite 20A<Cloisite 15A, and was then decreased to some extent with a further increase to 10 wt%. The activation energy E_σ obtained from the dependency of σ on temperature using Arrhenius equation was found to be lowest for the nanocomposite containing 5 wt% of Cloisite 15A. The dispersed behavior of clay in PCL matrix was evaluated by X-ray diffraction (XRD) and scanning electron microscopy (SEM) analyses which revealed partial intercalated structures in PCL/NaMMT composites and semi-intercalated/semi-exfoliated structures in PCL/OMMT nanocomposites containing 5 wt% of Cloisite 20A or Cloisite 15A.

Keywords: electrical conductivity, montmorillonite, nanocomposite, organoclay, polycaprolactone

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Authors: Jui-Ching Chou

Abstract:

Numerical simulation is a popular method used to evaluate the effects of soil liquefaction on a structure or the effectiveness of a mitigation plan. Many constitutive models (UBCSAND model, PM4 model, SANISAND model, etc.) were presented to model the liquefaction phenomenon. In general, inputs of a constitutive model need to be calibrated against the soil cyclic resistance before being applied to the numerical simulation model. Then, simulation results can be compared with results from simplified liquefaction potential assessing methods. In this article, inputs of the UBCSAND model, a simple elastic-plastic stress-strain model, are calibrated against several popular generic liquefaction triggering curves of simplified liquefaction potential assessing methods via FLAC program. Calibrated inputs can provide engineers to perform a preliminary evaluation of an existing structure or a new design project.

Keywords: calibration, liquefaction, numerical simulation, UBCSAND Model

Procedia PDF Downloads 143

Authors: Kingsley Nnaemeka Ogbu, Constantine Mbajiorgu

Abstract:

Vegetation has a marked effect on runoff and has become an important component in hydrologic model. The watershed Resources Management (WRM) model, a process-based, continuous, distributed parameter simulation model developed for hydrologic and soil erosion studies at the watershed scale lack a crop growth component. As such, this model assumes a constant parameter values for vegetation and hydraulic parameters throughout the duration of hydrologic simulation. Our approach is to develop a crop growth algorithm based on the original plant growth model used in the Environmental Policy Integrated Climate Model (EPIC) model. This paper describes the development of a single crop growth model which has the capability of simulating all crops using unique parameter values for each crop. Simulated crop growth processes will reflect the vegetative seasonality of the natural watershed system. An existing model was employed for evaluating vegetative resistance by hydraulic and vegetative parameters incorporated into the WRM model. The improved WRM model will have the ability to evaluate the seasonal variation of the vegetative roughness coefficient with depth of flow and further enhance the hydrologic model’s capability for accurate hydrologic studies.

Keywords: runoff, roughness coefficient, PAR, WRM model

Procedia PDF Downloads 355

Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome

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This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.

Keywords: stock market prediction, social moods, regression model, DJIA

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Authors: Adji Achmad Rinaldo Fernandes

Abstract:

SEM analysis is a complex multivariate analysis because it involves a number of exogenous and endogenous variables that are interconnected to form a model. The measurement model is divided into two, namely, the reflective model (reflecting) and the formative model (forming). Before carrying out further tests on SEM, there are assumptions that must be met, namely the linearity assumption, to determine the form of the relationship. There are three modeling approaches to path analysis, including parametric, nonparametric and semiparametric approaches. The aim of this research is to develop semiparametric SEM and obtain the best model. The data used in the research is secondary data as the basis for the process of obtaining simulation data. Simulation data was generated with various sample sizes of 100, 300, and 500. In the semiparametric SEM analysis, the form of the relationship studied was determined, namely linear and quadratic and determined one and two knot points with various levels of error variance (EV=0.5; 1; 5). There are three levels of closeness of relationship for the analysis process in the measurement model consisting of low (0.1-0.3), medium (0.4-0.6) and high (0.7-0.9) levels of closeness. The best model lies in the form of the relationship X1Y1 linear, and. In the measurement model, a characteristic of the reflective model is obtained, namely that the higher the closeness of the relationship, the better the model obtained. The originality of this research is the development of semiparametric SEM, which has not been widely studied by researchers.

Keywords: semiparametric SEM, measurement model, structural model, reflective model, formative model

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Authors: Oluwatoyin Joseph Gbadeyan, Sarp Adali, Bright Glen, Bruce Sithole

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Sodium lauryl surfactant concentration optimization, for nanoparticle production, provided the platform for advanced research studies. Different concentrations (0.05 %, 0.1 %, and 0.2 %) of sodium lauryl surfactant was added to snail shells powder during milling processes for producing CaCO3 at smaller particle size. Epoxy nanocomposites prepared at filler content 2 wt.% synthesized with different volumes of sodium lauryl surfactant were fabricated using a conventional resin casting method. Mechanical properties such as tensile strength, stiffness, and hardness of prepared nanocomposites was investigated to determine the effect of sodium lauryl surfactant concentration on nanocomposite properties. It was observed that the loading of the synthesized nano-calcium carbonate improved the mechanical properties of neat epoxy at lower concentrations of sodium lauryl surfactant 0.05 %. Meaningfully, loading of achatina fulica snail shell nanoparticles manufactures, with small concentrations of sodium lauryl surfactant 0.05 %, increased the neat epoxy tensile strength by 26%, stiffness by 55%, and hardness by 38%. Homogeneous dispersion facilitated, by the addition of sodium lauryl surfactant during milling processes, improved mechanical properties. Research evidence suggests that nano-CaCO3, synthesized from achatina fulica snail shell, possesses suitable reinforcement properties that can be used for nanocomposite fabrication. The evidence showed that adding small concentrations of sodium lauryl surfactant 0.05 %, improved dispersion of nanoparticles in polymetrix material that provided mechanical properties improvement.

Keywords: sodium lauryl surfactant, mechanical properties , achatina fulica snail shel, calcium carbonate nanopowder

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Authors: Eunji Choi, Borang Park, Youngjae Choi, Jinwoo Moon

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In this study, a predictive model for estimating the metabolism (MET) of human body was developed for the optimal control of indoor thermal environment. Human body images for indoor activities and human body joint coordinated values were collected as data sets, which are used in predictive model. A deep learning algorithm was used in an initial model, and its number of hidden layers and hidden neurons were optimized. Lastly, the model prediction performance was analyzed after the model being trained through collected data. In conclusion, the possibility of MET prediction was confirmed, and the direction of the future study was proposed as developing various data and the predictive model.

Keywords: deep learning, indoor quality, metabolism, predictive model

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Authors: Alan Wan

Abstract:

In recent years, the body of literature on frequentist model averaging in statistics has grown significantly. Most of this work focuses on models with different mean structures but leaves out the variance consideration. In this paper, we consider a regression model with multiplicative heteroscedasticity and develop a model averaging method that combines maximum likelihood estimators of unknown parameters in both the mean and variance functions of the model. Our weight choice criterion is based on a minimisation of a plug-in estimator of the model average estimator's squared prediction risk. We prove that the new estimator possesses an asymptotic optimality property. Our investigation of finite-sample performance by simulations demonstrates that the new estimator frequently exhibits very favourable properties compared to some existing heteroscedasticity-robust model average estimators. The model averaging method hedges against the selection of very bad models and serves as a remedy to variance function misspecification, which often discourages practitioners from modeling heteroscedasticity altogether. The proposed model average estimator is applied to the analysis of two real data sets.

Keywords: heteroscedasticity-robust, model averaging, multiplicative heteroscedasticity, plug-in, squared prediction risk

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Authors: Myung Hwan Na, Ho- Chun Song, EunHee Hong

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We widely use normal linear mixed-effects model to analysis data in repeated measurement. In case of detecting heteroscedasticity and the non-normality of the population distribution at the same time, normal linear mixed-effects model can give improper result of analysis. To achieve more robust estimation, we use heavy tailed linear mixed-effects model which gives more exact and reliable analysis conclusion than standard normal linear mixed-effects model.

Keywords: reliability, tires, field data, linear mixed-effects model

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Authors: Abdoullah Fath-Allah, Laila Cheikhi, Rafa E. Al-Qutaish, Ali Idri

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The e-government emerging concept transforms the way in which the citizens are dealing with their governments. Thus, the citizens can execute the intended services online anytime and anywhere. This results in great benefits for both the governments (reduces the number of officers) and the citizens (more flexibility and time saving). Therefore, building a maturity model to assess the e-government portals becomes desired to help in the improvement process of such portals. This paper aims at proposing an e-government maturity model based on the measurement of the best practices’ presence. The main benefit of such maturity model is to provide a way to rank an e-government portal based on the used best practices, and also giving a set of recommendations to go to the higher stage in the maturity model.

Keywords: best practices, e-government portal, maturity model, quality model

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Authors: I. C. Tolias, A. G. Venetsanos, N. Markatos

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In the present work, CFD simulations of a large scale open deflagration experiment are performed. Stoichiometric hydrogen-air mixture occupies a 20 m hemisphere. Two combustion models are compared and are evaluated against the experiment. The Eddy Dissipation Model and a Multi-physics combustion model which is based on Yakhot’s equation for the turbulent flame speed. The values of models’ critical parameters are investigated. The effect of the turbulence model is also examined. k-ε model and LES approach were tested.

Keywords: CFD, deflagration, hydrogen, combustion model

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Authors: J. Rhodes, V. Cheng, P. Lok

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The aim of this study is to develop a parsimonious model that explains the effect of different stimulus on a tourist’s intention to visit a new destination. The model consists of destination trust and interest as the mediating variables. The model was tested using two different types of stimulus; both studies empirically supported the proposed model. Furthermore, the first study revealed that advertising has a stronger effect than positive online reviews. The second study found that the peripheral route of the elaboration likelihood model has a stronger influence power than the central route in this context.

Keywords: advertising, electronic word-of-mouth, elaboration likelihood model, intention to visit, trust

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Authors: Ahmad Sarfaraz, Raiyad Herwies

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In this paper, a multi-criteria decision making analysis is used to help any organization selects the best KM tool that fits and serves its needs. The AHP model is used based on a previous study to highlight and identify the main criteria and sub-criteria that are incorporated in the selection process. Different KM tools alternatives with different criteria are compared and weighted accurately to be incorporated in the GP model. The main goal is to combine the GP model with the AHP model to ensure that selecting the KM tool considers the resource constraints. Two important issues are discussed in this paper: how different factors could be taken into consideration in forming the AHP model, and how to incorporate the AHP results into the GP model for better results.

Keywords: knowledge management, analytical hierarchy process, goal programming, multi-criteria decision making

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Authors: Lu Zhao, Nadir Farhi, Yeltsin Valero, Zoi Christoforou, Nadia Haddadou

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In this paper, a long short-term memory (LSTM) neural network model is proposed to replicate simultaneously car-following and lane-changing behaviors in road networks. By combining two kinds of LSTM layers and three input designs of the neural network, six variants of the LSTM model have been created. These models were trained and tested on the NGSIM 101 dataset, and the results were evaluated in terms of longitudinal speed and lateral position, respectively. Then, we compared the LSTM model with a classical car-following model (the intelligent driving model (IDM)) in the part of speed decision. In addition, the LSTM model is compared with a model using classical neural networks. After the comparison, the LSTM model demonstrates higher accuracy than the physical model IDM in terms of car-following behavior and displays better performance with regard to both car-following and lane-changing behavior compared to the classical neural network model.

Keywords: traffic modeling, neural networks, LSTM, car-following, lane-change

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Authors: Y. Hamaizi, H. Triki, A. El-Akrmi

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In this paper, the reflection spectra, group delay and dispersion of a uniform fiber Bragg grating (FBG) are obtained. FBGs with two types of apodized variations of the refractive index were modeled to show how the side-lobes can be suppressed. Apodization techniques are used to get optimized reflection spectra. The simulation is based on solving coupled mode equations together with the transfer matrix method.

Keywords: fiber bragg gratings, coupled-mode theory, reflectivity, apodization

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Authors: Coskun Serefoglu

Abstract:

The study aims to analyse how a traditional sector such as agri-food could be mobilized through regional innovation strategies. A principal component analysis as well as qualitative information, such as in-depth interviews, focus group and surveys, were employed to find the priority sectors. An agri-food model was developed which includes both a linear model and interactive model. The model consists of two main components, one of which is technological integration and the other one is agricultural extension which is based on Land-grant university approach of U.S. which is not a common practice in Turkey.

Keywords: regional innovation strategy, interactive model, agri-food sector, local development, planning, regional development

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Authors: Sasiporn Rattanasupha, Settapat Chinviriyasit

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The treatment function adopts a continuous and differentiable function which can describe the effect of delayed treatment when the number of infected individuals increases and the medical condition is limited. In this paper, the SEIR epidemic model with treatment function is studied to investigate the dynamics of the model due to the effect of treatment. It is assumed that the treatment rate is proportional to the number of infective patients. The stability of the model is analyzed. The model is simulated to illustrate the analytical results and to investigate the effects of treatment on the spread of infection.

Keywords: basic reproduction number, local stability, SEIR epidemic model, treatment function

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Authors: Gargi Ghoshal, Ashay Jain, Deepika Thakur, U. S. Shivhare, O. P. Katare

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The main objectives of this work were the rheological characterization of dispersions, emulsions at different pH used in the microcapsules preparation and the microcapsules obtain from gum arabic (A), guar gum (G), casein (C) and whey protein isolate (W) to keep β-carotene protected from degradation using the complex coacervation microencapsulation technique (CCM). The evaluation of rheological properties of dispersions, emulsions of different pH and so obtained microencapsules manifest the changes occur in the molecular structure of wall materials during the encapsulation process of β-carotene. These dispersions, emulsions of different pH and formulated microencapsules were subjected to go through various conducted experiments (flow curve test, amplitude sweep, and frequency sweep test) using controlled stress dynamic rheometer. Flow properties were evaluated as a function of apparent viscosity under steady shear rate ranging from 0.1 to 100 s-1. The frequency sweep test was conducted to determine the extent of viscosity and elasticity present in the samples at constant strain under changing angular frequency range from 0.1 to 100 rad/s at 25ºC. The dispersions and emulsion exhibited a shear thinning non-Newtonian behavior whereas microencapsules are considered as shear-thickening respectively. The apparent viscosity for dispersion, emulsions were decreased at low shear rates 20 s-1 and for microencapsules, it decreases up to ~50 s-1 besides these value, it has shown constant pattern. Oscillatory shear experiments showed a predominant viscous liquid behavior up to crossover frequencies of dispersions of C, W, A at 49.47 rad/s, 57.60 rad/s and 21.45 rad/s emulsion sample of AW at pH 5.0 it was 17.85 rad/s and GW microencapsules 61.40 rad/s respectively whereas no such crossover was found in G dispersion, emulsion with C and microencapsules still it showed more viscous behavior. Storage and loss modulus decreases with time also a shift of the crossover towards lower frequencies for A, W and C was observed respectively. However, their microencapsules showed more viscous behavior as compared to samples prior to blending.

Keywords: viscosity, gums, proteins, frequency sweep test, apparent viscosity

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Authors: Rakesh Kumar Mishra, Tarun Kumar Dan

Abstract:

Lead-Lag based Internal Model Control method is proposed based on Internal Model Control (IMC) strategy. In this paper, we have designed the Lead-Lag based Internal Model Control for binary distillation column for SISO process (considering only bottom product). The transfer function has been taken from Wood and Berry model. We have find the composition control and disturbance rejection using Lead-Lag based IMC and comparing with the response of simple Internal Model Controller.

Keywords: SISO, lead-lag, internal model control, wood and berry, distillation column

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Authors: Mohamed S. Selim, Nesreen A. Fatthallah, Shimaa A. Higazy, Zhifeng Hao, Ping Jing Mo

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As marine fouling-release (FR) surfaces, two new superhydrophobic nanocomposite series of polydimethylsiloxane (PDMS) loaded with reduced graphene oxide (RGO) and graphene oxide/boehmite nanorods (GO-γ-AlOOH) nanofillers were created. The self-cleaning and antifouling capabilities were modified by controlling the nanofillers' shapes and distribution in the silicone matrix. With an average diameter of 10-20 nm and a length of 200 nm, γ-AlOOH nanorods showed a single crystallinity. RGO was made using a hydrothermal process, whereas GO-γ-AlOOH nanocomposites were made using a chemical deposition method for use as fouling-release coating materials. These nanofillers were disseminated in the silicone matrix using the solution casting method to explore the synergetic effects of graphene-based materials on the surface, mechanical, and FR characteristics. Water contact angle (WCA), scanning electron, and atomic force microscopes were used to investigate the surface's hydrophobicity and antifouling capabilities (SEM and AFM). The roughness, superhydrophobicity, and surface mechanical characteristics of coatings all increased the homogeneity of the nanocomposite dispersion. To examine the antifouling effects of the coating systems, laboratory tests were conducted for 30 days using specified bacteria.PDMS/GO-γ-AlOOH nanorod composite demonstrated superior antibacterial efficacy against several bacterial strains than PDMS/RGO nanocomposite. The high surface area and stabilizing effects of the GO-γ-AlOOH hybrid nanofillers are to blame for this. The biodegradability percentage of the PDMS/GO-γ-AlOOH nanorod composite (3 wt.%) was the lowest (1.6%), while the microbial endurability percentages for gram-positive, gram-negative, and fungi were 86.42%, 97.94%, and 85.97%, respectively. The homogeneity of the GO-γ-AlOOH (3 wt.%) dispersion, which had a WCA of 151° and a rough surface, was the most profound superhydrophobic antifouling nanostructured coating.

Keywords: superhydrophobic nanocomposite, fouling release, nanofillers, surface coating

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Authors: H. Namazi, H. T. N. Kuan

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It is known that in humans, the adaptation to a given odor occurs within a quite short span of time (typically one minute) after the odor is presented to the brain. Different models of human olfaction have been developed by scientists but none of these models consider the diffusion phenomenon in olfaction. A novel microscopic model of the human olfaction is presented in this paper. We develop this model by incorporating the transient diffusivity. In fact, the mathematical model is written based on diffusion of the odorant within the mucus layer. By the use of the model developed in this paper, it becomes possible to provide quantification of the objective strength of odor.

Keywords: diffusion, microscopic model, mucus layer, olfaction

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Authors: Yanshuang Zhang, Byungho Jeong

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There exists some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in calculating efficiency of decision making units (DMU). Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. This problem can be resolved a super-efficiency model. However, a super efficiency model sometimes causes infeasibility problem. This paper suggests an output oriented super-efficiency model for efficiency evaluation under the consideration of time lag effect. A case example using a long term research project is given to compare the suggested model with the MpO model

Keywords: DEA, Super-efficiency, Time Lag, research activities

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Authors: Maria Debora Braga, Luigi Riso, Maria Grazia Zoia

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Risk-based approaches to asset allocation are portfolio construction methods that do not rely on the input of expected returns for the asset classes in the investment universe and only use risk information. They include the Minimum Variance Strategy (MV strategy), the traditional (volatility-based) Risk Parity Strategy (SRP strategy), the Most Diversified Portfolio Strategy (MDP strategy) and, for many, the Equally Weighted Strategy (EW strategy). All the mentioned approaches were based on portfolio volatility as a reference risk measure but in 2023, the Kurtosis-based Risk Parity strategy (KRP strategy) and the Minimum Kurtosis strategy (MK strategy) were introduced. Understandably, they used the fourth root of the portfolio-fourth moment as a proxy for portfolio kurtosis to work with a homogeneous function of degree one. This paper contributes mainly theoretically and methodologically to the framework of risk-based asset allocation approaches with two steps forward. First, a new and more flexible objective function considering a linear combination (with positive coefficients that sum to one) of portfolio volatility and portfolio kurtosis is used to alternatively serve a risk minimization goal or a homogeneous risk distribution goal. Hence, the new basic idea consists in extending the achievement of typical risk-based approaches’ goals to a combined risk measure. To give the rationale behind operating with such a risk measure, it is worth remembering that volatility and kurtosis are expressions of uncertainty, to be read as dispersion of returns around the mean and that both preserve adherence to a symmetric framework and consideration for the entire returns distribution as well, but also that they differ from each other in that the former captures the “normal” / “ordinary” dispersion of returns, while the latter is able to catch the huge dispersion. Therefore, the combined risk metric that uses two individual metrics focused on the same phenomena but differently sensitive to its intensity allows the asset manager to express, in the context of an objective function by varying the “relevance coefficient” associated with the individual metrics, alternatively, a wide set of plausible investment goals for the portfolio construction process while serving investors differently concerned with tail risk and traditional risk. Since this is the first study that also implements risk-based approaches using a combined risk measure, it becomes of fundamental importance to investigate the portfolio effects triggered by this innovation. The paper also offers a second contribution. Until the recent advent of the MK strategy and the KRP strategy, efforts to highlight interesting properties of risk-based approaches were inevitably directed towards the traditional MV strategy and SRP strategy. Previous literature established an increasing order in terms of portfolio volatility, starting from the MV strategy, through the SRP strategy, arriving at the EQ strategy and provided the mathematical proof for the “equalization effect” concerning marginal risks when the MV strategy is considered, and concerning risk contributions when the SRP strategy is considered. Regarding the validity of similar conclusions when referring to the MK strategy and KRP strategy, the development of a theoretical demonstration is still pending. This paper fills this gap.

Keywords: risk parity, portfolio kurtosis, risk diversification, asset allocation

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Authors: Zainab Magaji Musa, Nordin M. A. Rahman, Julaily Aida Jusoh

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The web services applications for digital reference service (WSDRS) of LIS model is an informal model that claims to reduce the problems of digital reference services in libraries. It uses web services technology to provide efficient way of satisfying users’ needs in the reference section of libraries. The formal WSDRS model consists of the Z specifications of all the informal specifications of the model. This paper discusses the formal validation of the Z specifications of WSDRS model. The authors formally verify and thus validate the properties of the model using Z/EVES theorem prover.

Keywords: validation, verification, formal, theorem prover

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Authors: Matthew C. Best

Abstract:

Linear Multi-Input Multi-Output (MIMO) dynamic models can be identified, with no a priori knowledge of model structure or order, using a new Generalised Identifying Filter (GIF). Based on an Extended Kalman Filter, the new filter identifies the model iteratively, in a continuous modal canonical form, using only input and output time histories. The filter’s self-propagating state error covariance matrix allows easy determination of convergence and conditioning, and by progressively increasing model order, the best fitting reduced-order model can be identified. The method is shown to be resistant to noise and can easily be extended to identification of smoothly nonlinear systems.

Keywords: system identification, Kalman filter, linear model, MIMO, model order reduction

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Authors: Tejush Badal, Sanaa Alwidian

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Class diagrams are useful tools within the Unified Modelling Language (UML) to model and visualize the relationships between, and properties of objects within a system. As a system evolves over time and space (e.g., products), a series of models with several commonalities and variabilities create what is known as a model family. In circumstances where there are several versions of a model, examining each model individually, becomes expensive in terms of computation resources. To avoid performing redundant operations, this paper proposes an approach for representing a family of class diagrams into Union Models to represent model families using a single generic model. The paper aims to analyze and reason about a family of class diagrams using union models as opposed to individual analysis of each member model in the family. The union algorithm provides a holistic view of the model family, where the latter cannot be otherwise obtained from an individual analysis approach, this in turn, enhances the analysis performed in terms of speeding up the time needed to analyze a family of models together as opposed to analyzing individual models, one model at a time.

Keywords: analysis, class diagram, model family, unified modeling language, union model

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Authors: Mohammad Afkhami, Ali Hassanpour, Michael Fairweather

Abstract:

The work described in this paper was undertaken to gain insight into fundamental aspects of turbulent gas-particle flows with relevance to processes employed in a wide range of applications, such as oil and gas flow assurance in pipes, powder dispersion from dry powder inhalers, and particle resuspension in nuclear waste ponds, to name but a few. In particular, the influence of particle interaction and fluid phase behavior in turbulent flow on particle dispersion in a horizontal channel is investigated. The mathematical modeling technique used is based on the large eddy simulation (LES) methodology embodied in the commercial CFD code FLUENT, with flow solutions provided by this approach coupled to a second commercial code, EDEM, based on the discrete element method (DEM) which is used for the prediction of particle motion and interaction. The results generated by LES for the fluid phase have been validated against direct numerical simulations (DNS) for three different channel flows with shear Reynolds numbers, Reτ = 150, 300 and 590. Overall, the LES shows good agreement, with mean velocities and normal and shear stresses matching those of the DNS in both magnitude and position. The research work has focused on the prediction of those conditions favoring particle aggregation and deposition within turbulent flows. Simulations have been carried out to investigate the effects of particle size, density and concentration on particle agglomeration. Furthermore, particles with different surface properties have been simulated in three channel flows with different levels of flow turbulence, achieved by increasing the Reynolds number of the flow. The simulations mimic the conditions of two-phase, fluid-solid flows frequently encountered in domestic, commercial and industrial applications, for example, air conditioning and refrigeration units, heat exchangers, oil and gas suction and pressure lines. The particle size, density, surface energy and volume fractions selected are 45.6, 102 and 150 µm, 250, 1000 and 2159 kg m-3, 50, 500, and 5000 mJ m-2 and 7.84 × 10-6, 2.8 × 10-5, and 1 × 10-4, respectively; such particle properties are associated with particles found in soil, as well as metals and oxides prevalent in turbulent bounded fluid-solid flows due to erosion and corrosion of inner pipe walls. It has been found that the turbulence structure of the flow dominates the motion of the particles, creating particle-particle interactions, with most of these interactions taking place at locations close to the channel walls and in regions of high turbulence where their agglomeration is aided both by the high levels of turbulence and the high concentration of particles. A positive relationship between particle surface energy, concentration, size and density, and agglomeration was observed. Moreover, the results derived for the three Reynolds numbers considered show that the rate of agglomeration is strongly influenced for high surface energy particles by, and increases with, the intensity of the flow turbulence. In contrast, for lower surface energy particles, the rate of agglomeration diminishes with an increase in flow turbulence intensity.

Keywords: agglomeration, channel flow, DEM, LES, turbulence

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