Search results for: reduced order macro models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 22454

Search results for: reduced order macro models

22214 Preliminary Conceptions of 3D Prototyping Model to Experimental Investigation in Hypersonic Shock Tunnels

Authors: Thiago Victor Cordeiro Marcos, Joao Felipe de Araujo Martos, Ronaldo de Lima Cardoso, David Romanelli Pinto, Paulo Gilberto de Paula Toro, Israel da Silveira Rego, Antonio Carlos de Oliveira

Abstract:

Currently, the use of 3D rapid prototyping, also known as 3D printing, has been investigated by some universities around the world as an innovative technique, fast, flexible and cheap for a direct plastic models manufacturing that are lighter and with complex geometries to be tested for hypersonic shock tunnel. Initially, the purpose is integrated prototyped parts with metal models that actually are manufactured through of the conventional machining and hereafter replace them with completely prototyped models. The mechanical design models to be tested in hypersonic shock tunnel are based on conventional manufacturing processes, therefore are limited forms and standard geometries. The use of 3D rapid prototyping offers a range of options that enables geometries innovation and ways to be used for the design new models. The conception and project of a prototyped model for hypersonic shock tunnel should be rethought and adapted when comparing the conventional manufacturing processes, in order to fully exploit the creativity and flexibility that are allowed by the 3D prototyping process. The objective of this paper is to compare the conception and project of a 3D rapid prototyping model and a conventional machining model, while showing the advantages and disadvantages of each process and the benefits that 3D prototyping can bring to the manufacture of models to be tested in hypersonic shock tunnel.

Keywords: 3D printing, 3D prototyping, experimental research, hypersonic shock tunnel

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22213 High Performance Computing Enhancement of Agent-Based Economic Models

Authors: Amit Gill, Lalith Wijerathne, Sebastian Poledna

Abstract:

This research presents the details of the implementation of high performance computing (HPC) extension of agent-based economic models (ABEMs) to simulate hundreds of millions of heterogeneous agents. ABEMs offer an alternative approach to study the economy as a dynamic system of interacting heterogeneous agents, and are gaining popularity as an alternative to standard economic models. Over the last decade, ABEMs have been increasingly applied to study various problems related to monetary policy, bank regulations, etc. When it comes to predicting the effects of local economic disruptions, like major disasters, changes in policies, exogenous shocks, etc., on the economy of the country or the region, it is pertinent to study how the disruptions cascade through every single economic entity affecting its decisions and interactions, and eventually affect the economic macro parameters. However, such simulations with hundreds of millions of agents are hindered by the lack of HPC enhanced ABEMs. In order to address this, a scalable Distributed Memory Parallel (DMP) implementation of ABEMs has been developed using message passing interface (MPI). A balanced distribution of computational load among MPI-processes (i.e. CPU cores) of computer clusters while taking all the interactions among agents into account is a major challenge for scalable DMP implementations. Economic agents interact on several random graphs, some of which are centralized (e.g. credit networks, etc.) whereas others are dense with random links (e.g. consumption markets, etc.). The agents are partitioned into mutually-exclusive subsets based on a representative employer-employee interaction graph, while the remaining graphs are made available at a minimum communication cost. To minimize the number of communications among MPI processes, real-life solutions like the introduction of recruitment agencies, sales outlets, local banks, and local branches of government in each MPI-process, are adopted. Efficient communication among MPI-processes is achieved by combining MPI derived data types with the new features of the latest MPI functions. Most of the communications are overlapped with computations, thereby significantly reducing the communication overhead. The current implementation is capable of simulating a small open economy. As an example, a single time step of a 1:1 scale model of Austria (i.e. about 9 million inhabitants and 600,000 businesses) can be simulated in 15 seconds. The implementation is further being enhanced to simulate 1:1 model of Euro-zone (i.e. 322 million agents).

Keywords: agent-based economic model, high performance computing, MPI-communication, MPI-process

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22212 Enhancing Model Interoperability and Reuse by Designing and Developing a Unified Metamodel Standard

Authors: Arash Gharibi

Abstract:

Mankind has always used models to solve problems. Essentially, models are simplified versions of reality, whose need stems from having to deal with complexity; many processes or phenomena are too complex to be described completely. Thus a fundamental model requirement is that it contains the characteristic features that are essential in the context of the problem to be solved or described. Models are used in virtually every scientific domain to deal with various problems. During the recent decades, the number of models has increased exponentially. Publication of models as part of original research has traditionally been in in scientific periodicals, series, monographs, agency reports, national journals and laboratory reports. This makes it difficult for interested groups and communities to stay informed about the state-of-the-art. During the modeling process, many important decisions are made which impact the final form of the model. Without a record of these considerations, the final model remains ill-defined and open to varying interpretations. Unfortunately, the details of these considerations are often lost or in case there is any existing information about a model, it is likely to be written intuitively in different layouts and in different degrees of detail. In order to overcome these issues, different domains have attempted to implement their own approaches to preserve their models’ information in forms of model documentation. The most frequently cited model documentation approaches show that they are domain specific, not to applicable to the existing models and evolutionary flexibility and intrinsic corrections and improvements are not possible with the current approaches. These issues are all because of a lack of unified standards for model documentation. As a way forward, this research will propose a new standard for capturing and managing models’ information in a unified way so that interoperability and reusability of models become possible. This standard will also be evolutionary, meaning members of modeling realm could contribute to its ongoing developments and improvements. In this paper, the current 3 of the most common metamodels are reviewed and according to pros and cons of each, a new metamodel is proposed.

Keywords: metamodel, modeling, interoperability, reuse

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22211 Exploring Barriers and Pathways to Wellbeing and Sources of Resilience of Refugee Mothers in Calgary during the COVID-19 Pandemic: The Role of Home Instruction for Parents of Preschool Youngsters (HIPPY)

Authors: Chloe Zivot, Natasha Vattikonda, Debbie Bell

Abstract:

We conducted interviews with refugee mothers (n=28) participating in the Home Instruction for Parents of Preschool Youngsters (HIPPY) program in Calgary to explore experiences of wellbeing and resilience during the COVID-19 pandemic. Disruptions to education and increased isolation, and parental duties contributed to decreased wellbeing. Mothers identified tangible protective factors at the micro, meso, and macro levels. HIPPY played a substantial role in pandemic resilience, speaking to the potential of home-based intervention models in mitigating household adversity.

Keywords: refugee resettlement, family wellbeing, COVID-19, motherhood, resilience, gender, health

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22210 Models, Methods and Technologies for Protection of Critical Infrastructures from Cyber-Physical Threats

Authors: Ivan Župan

Abstract:

Critical infrastructure is essential for the functioning of a country and is designated for special protection by governments worldwide. Due to the increase in smart technology usage in every facet of the industry, including critical infrastructure, the exposure to malicious cyber-physical attacks has grown in the last few years. Proper security measures must be undertaken in order to defend against cyber-physical threats that can disrupt the normal functioning of critical infrastructure and, consequently the functioning of the country. This paper provides a review of the scientific literature of models, methods and technologies used to protect from cyber-physical threats in industries. The focus of the literature was observed from three aspects. The first aspect, resilience, concerns itself with the robustness of the system’s defense against threats, as well as preparation and education about potential future threats. The second aspect concerns security risk management for systems with cyber-physical aspects, and the third aspect investigates available testbed environments for testing developed models on scaled models of vulnerable infrastructure.

Keywords: critical infrastructure, cyber-physical security, smart industry, security methodology, security technology

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22209 Application of Statistical Linearized Models for Investigations of Digital Dynamic Pulse-Frequency Control Systems

Authors: B. H. Aitchanov, Sh. K. Aitchanova, O. A. Baimuratov

Abstract:

This paper is focused on dynamic pulse-frequency modulation (DPFM) control systems. Currently, the control law based on DPFM control signals is widely used in direct digital control subsystems introduced in the automated control systems of technological processes. Statistical analysis of automatic control systems is reduced to its construction of functional relationships between the statistical characteristics of the errors processes and input processes. Structural and dynamic Volterra models of digital pulse-frequency control systems can be used to develop methods for generating the dependencies, differing accuracy, requiring the amount of information about the statistical characteristics of input processes and computing labor intensity of their use.

Keywords: digital dynamic pulse-frequency control systems, dynamic pulse-frequency modulation, control object, discrete filter, impulse device, microcontroller

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22208 Hybrid Inventory Model Optimization under Uncertainties: A Case Study in a Manufacturing Plant

Authors: E. Benga, T. Tengen, A. Alugongo

Abstract:

Periodic and continuous inventory models are the two classical management tools used to handle inventories. These models have advantages and disadvantages. The implementation of both continuous (r,Q) inventory and periodic (R, S) inventory models in most manufacturing plants comes with higher cost. Such high inventory costs are due to the fact that most manufacturing plants are not flexible enough. Since demand and lead-time are two important variables of every inventory models, their effect on the flexibility of the manufacturing plant matter most. Unfortunately, these effects are not clearly understood by managers. The reason is that the decision parameters of the continuous (r, Q) inventory and periodic (R, S) inventory models are not designed to effectively deal with the issues of uncertainties such as poor manufacturing performances, delivery performance supplies performances. There is, therefore, a need to come up with a predictive and hybrid inventory model that can combine in some sense the feature of the aforementioned inventory models. A linear combination technique is used to hybridize both continuous (r, Q) inventory and periodic (R, S) inventory models. The behavior of such hybrid inventory model is described by a differential equation and then optimized. From the results obtained after simulation, the continuous (r, Q) inventory model is more effective than the periodic (R, S) inventory models in the short run, but this difference changes as time goes by. Because the hybrid inventory model is more cost effective than the continuous (r,Q) inventory and periodic (R, S) inventory models in long run, it should be implemented for strategic decisions.

Keywords: periodic inventory, continuous inventory, hybrid inventory, optimization, manufacturing plant

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22207 Microscale observations of a gas cell wall rupture in bread dough during baking and confrontation to 2/3D Finite Element simulations of stress concentration

Authors: Kossigan Bernard Dedey, David Grenier, Tiphaine Lucas

Abstract:

Bread dough is often described as a dispersion of gas cells in a continuous gluten/starch matrix. The final bread crumb structure is strongly related to gas cell walls (GCWs) rupture during baking. At the end of proofing and during baking, part of the thinnest GCWs between expanding gas cells is reduced to a gluten film of about the size of a starch granule. When such size is reached gluten and starch granules must be considered as interacting phases in order to account for heterogeneities and appropriately describe GCW rupture. Among experimental investigations carried out to assess GCW rupture, no experimental work was performed to observe the GCW rupture in the baking conditions at GCW scale. In addition, attempts to numerically understand GCW rupture are usually not performed at the GCW scale and often considered GCWs as continuous. The most relevant paper that accounted for heterogeneities dealt with the gluten/starch interactions and their impact on the mechanical behavior of dough film. However, stress concentration in GCW was not discussed. In this study, both experimental and numerical approaches were used to better understand GCW rupture in bread dough during baking. Experimentally, a macro-scope placed in front of a two-chamber device was used to observe the rupture of a real GCW of 200 micrometers in thickness. Special attention was paid in order to mimic baking conditions as far as possible (temperature, gas pressure and moisture). Various differences in pressure between both sides of GCW were applied and different modes of fracture initiation and propagation in GCWs were observed. Numerically, the impact of gluten/starch interactions (cohesion or non-cohesion) and rheological moduli ratio on the mechanical behavior of GCW under unidirectional extension was assessed in 2D/3D. A non-linear viscoelastic and hyperelastic approach was performed to match the finite strain involved in GCW during baking. Stress concentration within GCW was identified. Simulated stresses concentration was discussed at the light of GCW failure observed in the device. The gluten/starch granule interactions and rheological modulus ratio were found to have a great effect on the amount of stress possibly reached in the GCW.

Keywords: dough, experimental, numerical, rupture

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22206 Operational Measures for Greenhouse Gas Reduction from Ships

Authors: Gorana Jelic Mrcelic

Abstract:

In order to reduce greenhouse gas emissions from ships, technical and operational measures can be used. Operational measures are easier and cheaper compared to technical measures, so are well recommended. One of the most cost-effective operational measure is fuel consumption. Fuel consumption can be reduced by various options but it sometimes needs investments in new equipment, new procedures and crew education. In order to implement operational measures in everyday procedures and routines on board, good understanding of the mechanisms by which these measures work is essential for the seamen.

Keywords: green shipping, gas emission reduction, operational measures, seamen

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22205 A Comparative Study of High Order Rotated Group Iterative Schemes on Helmholtz Equation

Authors: Norhashidah Hj. Mohd Ali, Teng Wai Ping

Abstract:

In this paper, we present a high order group explicit method in solving the two dimensional Helmholtz equation. The presented method is derived from a nine-point fourth order finite difference approximation formula obtained from a 45-degree rotation of the standard grid which makes it possible for the construction of iterative procedure with reduced complexity. The developed method will be compared with the existing group iterative schemes available in literature in terms of computational time, iteration counts, and computational complexity. The comparative performances of the methods will be discussed and reported.

Keywords: explicit group method, finite difference, helmholtz equation, rotated grid, standard grid

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22204 Life Prediction Method of Lithium-Ion Battery Based on Grey Support Vector Machines

Authors: Xiaogang Li, Jieqiong Miao

Abstract:

As for the problem of the grey forecasting model prediction accuracy is low, an improved grey prediction model is put forward. Firstly, use trigonometric function transform the original data sequence in order to improve the smoothness of data , this model called SGM( smoothness of grey prediction model), then combine the improved grey model with support vector machine , and put forward the grey support vector machine model (SGM - SVM).Before the establishment of the model, we use trigonometric functions and accumulation generation operation preprocessing data in order to enhance the smoothness of the data and weaken the randomness of the data, then use support vector machine (SVM) to establish a prediction model for pre-processed data and select model parameters using genetic algorithms to obtain the optimum value of the global search. Finally, restore data through the "regressive generate" operation to get forecasting data. In order to prove that the SGM-SVM model is superior to other models, we select the battery life data from calce. The presented model is used to predict life of battery and the predicted result was compared with that of grey model and support vector machines.For a more intuitive comparison of the three models, this paper presents root mean square error of this three different models .The results show that the effect of grey support vector machine (SGM-SVM) to predict life is optimal, and the root mean square error is only 3.18%. Keywords: grey forecasting model, trigonometric function, support vector machine, genetic algorithms, root mean square error

Keywords: Grey prediction model, trigonometric functions, support vector machines, genetic algorithms, root mean square error

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22203 Models Development of Graphical Human Interface Using Fuzzy Logic

Authors: Érick Aragão Ribeiro, George André Pereira Thé, José Marques Soares

Abstract:

Graphical Human Interface, also known as supervision software, are increasingly present in industrial processes supported by Supervisory Control and Data Acquisition (SCADA) systems and so it is evident the need for qualified developers. In order to make engineering students able to produce high quality supervision software, method for the development must be created. In this paper we propose model, based on the international standards ISO/IEC 25010 and ISO/IEC 25040, for the development of graphical human interface. When compared with to other methods through experiments, the model here presented leads to improved quality indexes, therefore help guiding the decisions of programmers. Results show the efficiency of the models and the contribution to student learning. Students assessed the training they have received and considered it satisfactory.

Keywords: software development models, software quality, supervision software, fuzzy logic

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22202 Two-Warehouse Inventory Model for Deteriorating Items with Inventory-Level-Dependent Demand under Two Dispatching Policies

Authors: Lei Zhao, Zhe Yuan, Wenyue Kuang

Abstract:

This paper studies two-warehouse inventory models for a deteriorating item considering that the demand is influenced by inventory levels. The problem mainly focuses on the optimal order policy and the optimal order cycle with inventory-level-dependent demand in two-warehouse system for retailers. It considers the different deterioration rates and the inventory holding costs in owned warehouse (OW) and rented warehouse (RW), and the conditions of transportation cost, allowed shortage and partial backlogging. Two inventory models are formulated: last-in first-out (LIFO) model and first-in-first-out (FIFO) model based on the policy choices of LIFO and FIFO, and a comparative analysis of LIFO model and FIFO model is made. The study finds that the FIFO policy is more in line with realistic operating conditions. Especially when the inventory holding cost of OW is high, and there is no difference or big difference between deterioration rates of OW and RW, the FIFO policy has better applicability. Meanwhile, this paper considers the differences between the effects of warehouse and shelf inventory levels on demand, and then builds retailers’ inventory decision model and studies the factors of the optimal order quantity, the optimal order cycle and the average inventory cost per unit time. To minimize the average total cost, the optimal dispatching policies are provided for retailers’ decisions.

Keywords: FIFO model, inventory-level-dependent, LIFO model, two-warehouse inventory

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22201 Developing Models for Predicting Physiologically Impaired Arm Reaching Paths

Authors: Nina Robson, Kenneth John Faller II, Vishalkumar Ahir, Mustafa Mhawesh, Reza Langari

Abstract:

This paper describes the development of a model of an impaired human arm performing a reaching motion, which will be used to predict hand path trajectories for people with reduced arm joint mobility. Assuming that the arm was in contact with a surface during the entire movement, the contact conditions at the initial and final task locations were determined and used to generate the entire trajectory. The model was validated by comparing it to experimental data, which simulated an arm joint impairment by physically constraining the joint motion with a brace. Future research will include using the model in the development of physical training protocols that avoid early recruitment of “healthy” Degrees-Of-Freedom (DOF) for reaching motions, thus facilitating an Active Range-Of-Motion Recovery (AROM) for a particular impaired joint.

Keywords: higher order kinematic specifications, human motor coordination, impaired movement, kinematic synthesis

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22200 Nonlinear Structural Behavior of Micro- and Nano-Actuators Using the Galerkin Discretization Technique

Authors: Hassen M. Ouakad

Abstract:

In this paper, the influence of van der Waals, as well as electrostatic forces on the structural behavior of MEMS and NEMS actuators, has been investigated using of a Euler-Bernoulli beam continuous model. In the proposed nonlinear model, the electrostatic fringing-fields and the mid-plane stretching (geometric nonlinearity) effects have been considered. The nonlinear integro-differential equation governing the static structural behavior of the actuator has been derived. An original Galerkin-based reduced-order model has been developed to avoid problems arising from the nonlinearities in the differential equation. The obtained reduced-order model equations have been solved numerically using the Newton-Raphson method. The basic design parameters such as the pull-in parameters (voltage and deflection at pull-in), as well as the detachment length due to the van der Waals force of some investigated micro- and nano-actuators have been calculated. The obtained numerical results have been compared with some other existing methods (finite-elements method and finite-difference method) and the comparison showed good agreement among all assumed numerical techniques.

Keywords: MEMS, NEMS, fringing-fields, mid-plane stretching, Galerkin

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22199 Effects of Different Food Matrices on Viscosity and Protein Degradation during in vitro Digestion

Authors: Gulay Oncu Ince, Sibel Karakaya

Abstract:

Food is a worldwide concern. Among the factors that have influences on human health, food, nutrition and life style have been regarded as the most important factors since they can be intervened. While some parts of the world has been faced with food shortages and hence, chronic metabolic diseases, the other part of the world have been emerged from over consumption of food. Both situations can result in shorter life expectancy and represent a major global health problem. Hunger, satiety and appetite sensation form a balance ensures the operation of feeding behavior between food intake and energy consumption. Satiety is one of the approaches that is effective in ensuring weight control and avoid eating more in the postprandial period. By manipulating the microstructure of food macro and micronutrient bioavailability may be increased or reduced. For the food industry appearance, texture, taste structural properties as well as the gastrointestinal tract behavior of the food after the consumption is becoming increasingly important. Also, this behavior has been the subject of several researches in recent years by the scientific community. Numerous studies have been published about changing the food matrix in order to increase expected impacts. In this study, yogurts were enriched with caseinomacropeptide (CMP), whey protein (WP), CMP and sodium alginate (SA), and WP + SA in order to produce goat yogurts having different food matrices. SDS Page profiles of the samples after in vitro digestion and viscosities of the stomach digesta at different share rates were determined. Energy values were 62.11kcal/100 g, 70.27 kcal/100 g, 70.61 kcal/100 g, 71.20 kcal/100 g and 71.67 kcal/100 g for control, CMP added WP added, WP + SA added, and CMP + SA added yogurts respectively. The results of viscosity analysis showed that control yogurt had the lowest viscosity value and this was followed by CMP added, WP added, CMP + SA added and WP + SA added yogurts, respectively. Protein contents of the stomach and duedonal digests of the samples after subjected to two different in vitro digestion methods were changed between 5.34-5.91 mg protein / g sample and 16.93-19.75 mg protein /g of sample, respectively. Viscosity measurements of the stomach digests showed that CMP + SA added yogurt displayed the highest viscosity value in both in vitro digestion methods. There were differences between the protein profiles of the stomach and duedonal digests obtained by two different in vitro digestion methods (p<0.05).

Keywords: caseinomacropeptide, protein profile, whey protein, yogurt

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22198 Astragaioside IV Inhibits Type2 Allergic Contact Dermatitis in Mice and the Mechanism Through TLRs-NF-kB Pathway

Authors: Xiao Wei, Dandan Sheng, Xiaoyan Jiang, Lili Gui, Huizhu Wang, Xi Yu, Hailiang Liu, Min Hong

Abstract:

Objective: Mice Type2 allergic contact dermatitis was utilized in this study to explore the effect of AS-IV on Type 2 allergic inflammatory. Methods: The mice were topically sensitized on the shaved abdomens with 1.5% FITC solution on abdominal skin in the day 1 and day 2 and elicited on the right ear with 0.5% FITC solution at day 6. Mice were treated with either AS-IV or normal saline from day 1 to day 5 (induction phase). Auricle swelling was measured 24 h after the elicitation. Ear pathohistological examination was carried out by HE staining. IL-4\IL-13, and IL-9 levels of ear tissue were detected by ELISA. Mice were treated with AS-IV at the initial stage of induction phase, ear tissue was taked at day 3.TSLP level of ear tissue was detected by ELISA and TSLPmRNA\NF-kBmRNA\TLRs(TLR2\TLR3\TLR8\TLR9)mRNA were detected by PCR. Results: AS-IV induction phase evidently inhibited the auricle inflam-mation of the models; pathohistological results indicated that AS-IV induction phase alleviated local edema and angiectasis of mice models and reduced lymphocytic infiltration. AS-IV induction phase markedly decreased IL-4\IL-13, and IL-9 levels in ear tissue. Moreover, at the initial stage of induction pha-se, AS-IV significantly reduced TSLP\TSLPmRNA\NF-kBmRNA\TLR2mRNA\TLR8 mRNA levels in ear tissue. Conclusion: Administration with AS-IV in induction phase could inhibit Type 2 allergic contact dermatitis in mice significantly, and the mechanism may be related with regulating TSLP through TLRs-NF-kB pathway.

Keywords: Astragaioside IV, allergic contact dermatitis, TSLP, interleukin-4, interleukin-13, interleukin-9

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22197 Determination of Direct Solar Radiation Using Atmospheric Physics Models

Authors: Pattra Pukdeekiat, Siriluk Ruangrungrote

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This work was originated to precisely determine direct solar radiation by using atmospheric physics models since the accurate prediction of solar radiation is necessary and useful for solar energy applications including atmospheric research. The possible models and techniques for a calculation of regional direct solar radiation were challenging and compulsory for the case of unavailable instrumental measurement. The investigation was mathematically governed by six astronomical parameters i.e. declination (δ), hour angle (ω), solar time, solar zenith angle (θz), extraterrestrial radiation (Iso) and eccentricity (E0) along with two atmospheric parameters i.e. air mass (mr) and dew point temperature at Bangna meteorological station (13.67° N, 100.61° E) in Bangkok, Thailand. Analyses of five models of solar radiation determination with the assumption of clear sky were applied accompanied by three statistical tests: Mean Bias Difference (MBD), Root Mean Square Difference (RMSD) and Coefficient of determination (R2) in order to validate the accuracy of obtainable results. The calculated direct solar radiation was in a range of 491-505 Watt/m2 with relative percentage error 8.41% for winter and 532-540 Watt/m2 with relative percentage error 4.89% for summer 2014. Additionally, dataset of seven continuous days, representing both seasons were considered with the MBD, RMSD and R2 of -0.08, 0.25, 0.86 and -0.14, 0.35, 3.29, respectively, which belong to Kumar model for winter and CSR model for summer. In summary, the determination of direct solar radiation based on atmospheric models and empirical equations could advantageously provide immediate and reliable values of the solar components for any site in the region without a constraint of actual measurement.

Keywords: atmospheric physics models, astronomical parameters, atmospheric parameters, clear sky condition

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22196 Comparative Study and Parallel Implementation of Stochastic Models for Pricing of European Options Portfolios using Monte Carlo Methods

Authors: Vinayak Bassi, Rajpreet Singh

Abstract:

Over the years, with the emergence of sophisticated computers and algorithms, finance has been quantified using computational prowess. Asset valuation has been one of the key components of quantitative finance. In fact, it has become one of the embryonic steps in determining risk related to a portfolio, the main goal of quantitative finance. This study comprises a drawing comparison between valuation output generated by two stochastic dynamic models, namely Black-Scholes and Dupire’s bi-dimensionality model. Both of these models are formulated for computing the valuation function for a portfolio of European options using Monte Carlo simulation methods. Although Monte Carlo algorithms have a slower convergence rate than calculus-based simulation techniques (like FDM), they work quite effectively over high-dimensional dynamic models. A fidelity gap is analyzed between the static (historical) and stochastic inputs for a sample portfolio of underlying assets. In order to enhance the performance efficiency of the model, the study emphasized the use of variable reduction methods and customizing random number generators to implement parallelization. An attempt has been made to further implement the Dupire’s model on a GPU to achieve higher computational performance. Furthermore, ideas have been discussed around the performance enhancement and bottleneck identification related to the implementation of options-pricing models on GPUs.

Keywords: monte carlo, stochastic models, computational finance, parallel programming, scientific computing

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22195 Elastic Collisions of Electrons with DNA and Water From 10 eV to 100 KeV: Scar Macro Investigation

Authors: Aouina Nabila Yasmina, Zine El Abidine Chaoui

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Recently, understanding the interactions of electrons with the DNA molecule and its components has attracted considerable interest because DNA is the main site damaged by ionizing radiation. The interactions of radiation with DNA induce a variety of molecular damage such as single-strand breaks, double-strand breaks, basic damage, cross-links between proteins and DNA, and others, or the formation of free radicals, which, by chemical reactions with DNA, can also lead to breakage of the strand. One factor that can contribute significantly to these processes is the effect of water hydration on the formation and reaction of radiation induced by these radicals in and / or around DNA. B-DNA requires about 30% by weight of water to maintain its native conformation in the crystalline state. The transformation depends on various factors such as sequence, ion composition, concentration and water activity. Partial dehydration converts it to DNA-A. The present study shows the results of theoretical calculations for positrons and electrons elastic scattering with DNA medium and water over a broad energy range from 10 eV to 100 keV. Indeed, electron elastic cross sections and elastic mean free paths are calculated using a corrected form of the independent atom method, taking into account the geometry of the biomolecule (SCAR macro). Moreover, the elastic scattering of electrons and positrons by atoms of the biomolecule was evaluated by means of relativistic (Dirac) partial wave analysis. Our calculated results are compared with theoretical data available in the literature in the absence of experimental data, in particular for positron. As a central result, our electron elastic cross sections are in good agreement with existing theoretical data in the range of 10 eV to 1 keV.

Keywords: elastic cross scrion, elastic mean free path, scar macro method, electron collision

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22194 Cationic Solid Lipid Nanoparticles Conjugated with Anti-Melantransferrin and Apolipoprotein E for Delivering Doxorubicin to U87MG Cells

Authors: Yung-Chih Kuo, Yung-I Lou

Abstract:

Cationic solid lipid nanoparticles (CSLNs) with anti-melanotransferrin (AMT) and apolipoprotein E (ApoE) were used to carry antimitotic doxorubicin (Dox) across the blood–brain barrier (BBB) for glioblastoma multiforme (GBM) treatment. Dox-loaded CSLNs were prepared in microemulsion, grafted covalently with AMT and ApoE, and applied to human brain microvascular endothelial cells (HBMECs), human astrocytes, and U87MG cells. Experimental results revealed that an increase in the weight percentage of stearyl amine (SA) from 0% to 20% increased the size of AMT-ApoE-Dox-CSLNs. In addition, an increase in the stirring rate from 150 rpm to 450 rpm decreased the size of AMT-ApoE-Dox-CSLNs. An increase in the weight percentage of SA from 0% to 20% enhanced the zeta potential of AMT-ApoE-Dox-CSLNs. Moreover, an increase in the stirring rate from 150 rpm to 450 rpm reduced the zeta potential of AMT-ApoE-Dox-CSLNs. AMT-ApoE-Dox-CSLNs exhibited a spheroid-like geometry, a minor irregular boundary deviating from spheroid, and a somewhat distorted surface with a few zigzags and sharp angles. The encapsulation efficiency of Dox in CSLNs decreased with increasing weight percentage of Dox and the order in the encapsulation efficiency of Dox was 10% SA > 20% SA > 0% SA. However, the reverse order was true for the release rate of Dox, suggesting that AMT-ApoE-Dox-CSLNs containing 10% SA had better-sustained release characteristics. An increase in the concentration of AMT from 2.5 to 7.5 μg/mL slightly decreased the grafting efficiency of AMT and an increase in that from 7.5 to 10 μg/mL significantly decreased the grafting efficiency. Furthermore, an increase in the concentration of ApoE from 2.5 to 5 μg/mL slightly reduced the grafting efficiency of ApoE and an increase in that from 5 to 10 μg/mL significantly reduced the grafting efficiency. Also, AMT-ApoE-Dox-CSLNs at 10 μg/mL of ApoE could slightly reduce the transendothelial electrical resistance (TEER) and increase the permeability of propidium iodide (PI). An incorporation of 10 μg/mL of ApoE could reduce the TEER and increase the permeability of PI. AMT-ApoE-Dox-CSLNs at 10 μg/mL of AMT and 5-10 μg/mL of ApoE could significantly enhance the permeability of Dox across the BBB. AMT-ApoE-Dox-CSLNs did not induce serious cytotoxicity to HBMECs. The viability of HBMECs was in the following order: AMT-ApoE-Dox-CSLNs = AMT-Dox-CSLNs = Dox-CSLNs > Dox. The order in the efficacy of inhibiting U87MG cells was AMT-ApoE-Dox-CSLNs > AMT-Dox-CSLNs > Dox-CSLNs > Dox. A surface modification of AMT and ApoE could promote the delivery of AMT-ApoE-Dox-CSLNs to cross the BBB via melanotransferrin and low density lipoprotein receptor. Thus, AMT-ApoE-Dox-CSLNs have appropriate physicochemical properties and can be a potential colloidal delivery system for brain tumor chemotherapy.

Keywords: anti-melanotransferrin, apolipoprotein E, cationic catanionic solid lipid nanoparticle, doxorubicin, U87MG cells

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22193 Dividend Policy, Overconfidence and Moral Hazard

Authors: Richard Fairchild, Abdullah Al-Ghazali, Yilmaz Guney

Abstract:

This study analyses the relationship between managerial overconfidence, dividends, and firm value by developing theoretical models that examine the condition under which managerial overconfident, dividends, and firm value may be positive or negative. Furthermore, the models incorporate moral hazard, in terms of managerial effort shirking, and the potential for the manager to choose negative NPV projects, due to private benefits. Our models demonstrate that overconfidence can lead to higher dividends (when the manager is overconfident about his current ability) or lower dividends (when the manager is overconfident about his future ability). The models also demonstrate that higher overconfidence may result in an increase or a decrease in firm value. Numerical examples are illustrated for both models which interestingly support the models’ propositions.

Keywords: behavioural corporate finance, dividend policy, overconfidence, moral hazard

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22192 Statistical Analysis of Natural Images after Applying ICA and ISA

Authors: Peyman Sheikholharam Mashhadi

Abstract:

Difficulties in analyzing real world images in classical image processing and machine vision framework have motivated researchers towards considering the biology-based vision. It is a common belief that mammalian visual cortex has been adapted to the statistics of the real world images through the evolution process. There are two well-known successful models of mammalian visual cortical cells: Independent Component Analysis (ICA) and Independent Subspace Analysis (ISA). In this paper, we statistically analyze the dependencies which remain in the components after applying these models to the natural images. Also, we investigate the response of feature detectors to gratings with various parameters in order to find optimal parameters of the feature detectors. Finally, the selectiveness of feature detectors to phase, in both models is considered.

Keywords: statistics, independent component analysis, independent subspace analysis, phase, natural images

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22191 Wobbled Laser Beam Welding for Macro-to Micro-Fabrication Process

Authors: Farzad Vakili-Farahani, Joern Lungershausen, Kilian Wasmer

Abstract:

Wobbled laser beam welding, fast oscillations of a tiny laser beam within a designed path (weld geometry) during the laser pulse illumination, opens new possibilities to improve the marco-to micro-manufacturing process. The present work introduces the wobbled laser beam welding as a robust welding strategy for improving macro-to micro-fabrication process, e.g., the laser processing for gap-bridging and packaging industry. The typical requisites and relevant equipment for the development of a wobbled laser processing unit are addressed, including a suitable laser source, light delivery system, optics, proper beam deflection system and the design geometry. In addition, experiments have been carried out on titanium plate to compare the results of wobbled laser welding with conventional pulsed laser welding. As compared to the pulsed laser welding, the wobbled laser welding offers a much greater fusion area (i.e. additional molten material) while minimizing the HAZ and provides a better confinement of the material microstructural changes.

Keywords: wobbled laser beam welding, wobbling function, beam oscillation, micro welding

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22190 Assessing Effects of an Intervention on Bottle-Weaning and Reducing Daily Milk Intake from Bottles in Toddlers Using Two-Part Random Effects Models

Authors: Yungtai Lo

Abstract:

Two-part random effects models have been used to fit semi-continuous longitudinal data where the response variable has a point mass at 0 and a continuous right-skewed distribution for positive values. We review methods proposed in the literature for analyzing data with excess zeros. A two-part logit-log-normal random effects model, a two-part logit-truncated normal random effects model, a two-part logit-gamma random effects model, and a two-part logit-skew normal random effects model were used to examine effects of a bottle-weaning intervention on reducing bottle use and daily milk intake from bottles in toddlers aged 11 to 13 months in a randomized controlled trial. We show in all four two-part models that the intervention promoted bottle-weaning and reduced daily milk intake from bottles in toddlers drinking from a bottle. We also show that there are no differences in model fit using either the logit link function or the probit link function for modeling the probability of bottle-weaning in all four models. Furthermore, prediction accuracy of the logit or probit link function is not sensitive to the distribution assumption on daily milk intake from bottles in toddlers not off bottles.

Keywords: two-part model, semi-continuous variable, truncated normal, gamma regression, skew normal, Pearson residual, receiver operating characteristic curve

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22189 Analytical Description of Disordered Structures in Continuum Models of Pattern Formation

Authors: Gyula I. Tóth, Shaho Abdalla

Abstract:

Even though numerical simulations indeed have a significant precursory/supportive role in exploring the disordered phase displaying no long-range order in pattern formation models, studying the stability properties of this phase and determining the order of the ordered-disordered phase transition in these models necessitate an analytical description of the disordered phase. First, we will present the results of a comprehensive statistical analysis of a large number (1,000-10,000) of numerical simulations in the Swift-Hohenberg model, where the bulk disordered (or amorphous) phase is stable. We will show that the average free energy density (over configurations) converges, while the variance of the energy density vanishes with increasing system size in numerical simulations, which suggest that the disordered phase is a thermodynamic phase (i.e., its properties are independent of the configuration in the macroscopic limit). Furthermore, the structural analysis of this phase in the Fourier space suggests that the phase can be modeled by a colored isotropic Gaussian noise, where any instant of the noise describes a possible configuration. Based on these results, we developed the general mathematical framework of finding a pool of solutions to partial differential equations in the sense of continuous probability measure, which we will present briefly. Applying the general idea to the Swift-Hohenberg model we show, that the amorphous phase can be found, and its properties can be determined analytically. As the general mathematical framework is not restricted to continuum theories, we hope that the proposed methodology will open a new chapter in studying disordered phases.

Keywords: fundamental theory, mathematical physics, continuum models, analytical description

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22188 A Bayesian Multivariate Microeconometric Model for Estimation of Price Elasticity of Demand

Authors: Jefferson Hernandez, Juan Padilla

Abstract:

Estimation of price elasticity of demand is a valuable tool for the task of price settling. Given its relevance, it is an active field for microeconomic and statistical research. Price elasticity in the industry of oil and gas, in particular for fuels sold in gas stations, has shown to be a challenging topic given the market and state restrictions, and underlying correlations structures between the types of fuels sold by the same gas station. This paper explores the Lotka-Volterra model for the problem for price elasticity estimation in the context of fuels; in addition, it is introduced multivariate random effects with the purpose of dealing with errors, e.g., measurement or missing data errors. In order to model the underlying correlation structures, the Inverse-Wishart, Hierarchical Half-t and LKJ distributions are studied. Here, the Bayesian paradigm through Markov Chain Monte Carlo (MCMC) algorithms for model estimation is considered. Simulation studies covering a wide range of situations were performed in order to evaluate parameter recovery for the proposed models and algorithms. Results revealed that the proposed algorithms recovered quite well all model parameters. Also, a real data set analysis was performed in order to illustrate the proposed approach.

Keywords: price elasticity, volume, correlation structures, Bayesian models

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22187 Prediction on Housing Price Based on Deep Learning

Authors: Li Yu, Chenlu Jiao, Hongrun Xin, Yan Wang, Kaiyang Wang

Abstract:

In order to study the impact of various factors on the housing price, we propose to build different prediction models based on deep learning to determine the existing data of the real estate in order to more accurately predict the housing price or its changing trend in the future. Considering that the factors which affect the housing price vary widely, the proposed prediction models include two categories. The first one is based on multiple characteristic factors of the real estate. We built Convolution Neural Network (CNN) prediction model and Long Short-Term Memory (LSTM) neural network prediction model based on deep learning, and logical regression model was implemented to make a comparison between these three models. Another prediction model is time series model. Based on deep learning, we proposed an LSTM-1 model purely regard to time series, then implementing and comparing the LSTM model and the Auto-Regressive and Moving Average (ARMA) model. In this paper, comprehensive study of the second-hand housing price in Beijing has been conducted from three aspects: crawling and analyzing, housing price predicting, and the result comparing. Ultimately the best model program was produced, which is of great significance to evaluation and prediction of the housing price in the real estate industry.

Keywords: deep learning, convolutional neural network, LSTM, housing prediction

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22186 Reliability Estimation of Bridge Structures with Updated Finite Element Models

Authors: Ekin Ozer

Abstract:

Assessment of structural reliability is essential for efficient use of civil infrastructure which is subjected hazardous events. Dynamic analysis of finite element models is a commonly used tool to simulate structural behavior and estimate its performance accordingly. However, theoretical models purely based on preliminary assumptions and design drawings may deviate from the actual behavior of the structure. This study proposes up-to-date reliability estimation procedures which engages actual bridge vibration data modifying finite element models for finite element model updating and performing reliability estimation, accordingly. The proposed method utilizes vibration response measurements of bridge structures to identify modal parameters, then uses these parameters to calibrate finite element models which are originally based on design drawings. The proposed method does not only show that reliability estimation based on updated models differs from the original models, but also infer that non-updated models may overestimate the structural capacity.

Keywords: earthquake engineering, engineering vibrations, reliability estimation, structural health monitoring

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22185 Physics-Based Earthquake Source Models for Seismic Engineering: Analysis and Validation for Dip-Slip Faults

Authors: Percy Galvez, Anatoly Petukhin, Paul Somerville, Ken Miyakoshi, Kojiro Irikura, Daniel Peter

Abstract:

Physics-based dynamic rupture modelling is necessary for estimating parameters such as rupture velocity and slip rate function that are important for ground motion simulation, but poorly resolved by observations, e.g. by seismic source inversion. In order to generate a large number of physically self-consistent rupture models, whose rupture process is consistent with the spatio-temporal heterogeneity of past earthquakes, we use multicycle simulations under the heterogeneous rate-and-state (RS) friction law for a 45deg dip-slip fault. We performed a parametrization study by fully dynamic rupture modeling, and then, a set of spontaneous source models was generated in a large magnitude range (Mw > 7.0). In order to validate rupture models, we compare the source scaling relations vs. seismic moment Mo for the modeled rupture area S, as well as average slip Dave and the slip asperity area Sa, with similar scaling relations from the source inversions. Ground motions were also computed from our models. Their peak ground velocities (PGV) agree well with the GMPE values. We obtained good agreement of the permanent surface offset values with empirical relations. From the heterogeneous rupture models, we analyzed parameters, which are critical for ground motion simulations, i.e. distributions of slip, slip rate, rupture initiation points, rupture velocities, and source time functions. We studied cross-correlations between them and with the friction weakening distance Dc value, the only initial heterogeneity parameter in our modeling. The main findings are: (1) high slip-rate areas coincide with or are located on an outer edge of the large slip areas, (2) ruptures have a tendency to initiate in small Dc areas, and (3) high slip-rate areas correlate with areas of small Dc, large rupture velocity and short rise-time.

Keywords: earthquake dynamics, strong ground motion prediction, seismic engineering, source characterization

Procedia PDF Downloads 139