Search results for: R2* relaxation rate

Authors: Eduardo C. Guardia, Jose W. M. Lima, Afonso H. M. Santos

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This paper presents a nonparametric method to obtain the hazard rate “Bathtub curve” for power system components. The model is a mixture of the three known phases of a component life, the decreasing failure rate (DFR), the constant failure rate (CFR) and the increasing failure rate (IFR) represented by three parametric Weibull models. The parameters are obtained from a simultaneous fitting process of the model to the Kernel nonparametric hazard rate curve. From the Weibull parameters and failure rate curves the useful lifetime and the characteristic lifetime were defined. To demonstrate the model the historic time-to-failure of distribution transformers were used as an example. The resulted “Bathtub curve” shows the failure rate for the equipment lifetime which can be applied in economic and replacement decision models.

Keywords: bathtub curve, failure analysis, lifetime estimation, parameter estimation, Weibull distribution

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Authors: Jin Sung Kim, Hoon Huh

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The material properties of OFHC copper film was investigated with the High-Speed Material Micro Testing Machine (HSMMTM) at the high strain rates. The rate-dependent stress-strain curves from the experiment and the Johnson-Cook curve fitting showed large discrepancies as the plastic strain increases since the constitutive model implies no rate-dependent strain hardening effect. A new constitutive model was proposed in consideration of rate-dependent strain hardening effect. The strain rate hardening term in the new constitutive model consists of the strain rate sensitivity coefficients of the yield strength and strain hardening.

Keywords: rate dependent material properties, dynamic constitutive model, OFHC copper film, strain rate

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Authors: Anton G. Akulichev, Avinash Tiwari, Ben Alcock, Andreas Echtermeyer

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Low temperatures are known to pose a major threat for polymers; many are prone to excessive stiffness or even brittleness. There is a technology gap between the properties of existing elastomeric sealing materials and the properties needed for service in extremely cold regions. Moreover, some aspects of low temperature behaviour of rubber are not thoroughly studied and understood. The paper presents results of laboratory testing of a conventional oilfield HNBR (hydrogenated nitrile butadiene rubber) elastomer at low climatic temperatures above and below its glass transition point, as well as the performance of some filled HNBR formulations. Particular emphasis in the experiments is put on rubber viscoelastic characteristics studied by Dynamic Mechanical Analysis (DMA) and quasi-static mechanical testing results at low temperatures. As demonstrated by the stress relaxation and DMA experiments the transition region near Tg of the studied compound has the most striking features, like rapid stress relaxation, as compared to the glassy and rubbery plateau. In addition the quasi-static experiments show that molecular movement below Tg is not completely frozen, but rather evident and manifested in a certain stress decay as well. The effect of temperature and filler additions on typical mechanical and other properties of the materials is also discussed.

Keywords: characterization, filled elastomers, HNBR, low temperature

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Authors: Angrita Denziana, Haninun, Hepiana Patmarina, Ferdinan Fatah

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The aims of the study are to determine the effect of the company's financial performance with Return on Asset (ROA) and Return on Equity (ROE) indicators. The macroeconomic factors with the indicators of Indonesia interest rate (SBI) and exchange rate on stock returns of non-financial companies listed in IDX. The results of this study indicate that the variable of ROA has negative effect on stock returns, ROE has a positive effect on stock returns, and the variable interest rate and exchange rate of SBI has positive effect on stock returns. From the analysis data by using regression model, independent variables ROA, ROE, SBI interest rate and the exchange rate very significant (p value < 0.01). Thus, all the above variable can be used as the basis for investment decision making for investment in Indonesia Stock Exchange (IDX) mainly for shares in the non- financial companies.

Keywords: ROA, ROE, interest rate, exchange rate, stock return

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Authors: Yi Zhang, Yuan Tian, Jiehua Chen, Sihong Gu

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Chip-scale spin-exchange relaxation free (SERF) atomic magnetometer makes use of millimeter-scale vapor cells micro-fabricated by Micro-electromechanical Systems (MEMS) technique and SERF mechanism, resulting in the characteristics of high spatial resolution and high sensitivity. It is useful for biomagnetic imaging including magnetoencephalography and magnetocardiography. In a prevailing scheme, circularly polarized on-resonance laser beam is adapted for both pumping and probing the atomic polarization. And the magnetic-field-sensitive signal is extracted by transmission laser intensity enhancement as a result of atomic polarization increase on zero field level crossing resonance. The scheme is very suitable for integration, however, the laser amplitude modulation (AM) noise and laser frequency modulation to amplitude modulation (FM-AM) noise is superimposed on the photon shot noise reducing the signal to noise ratio (SNR). To suppress AM and FM-AM noise the paper puts forward a novel scheme which adopts circularly polarized on-resonance light pumping and linearly polarized frequency-detuning laser probing. The transmission beam is divided into transmission and reflection beams by a polarization analyzer, the angle between the analyzer's transmission polarization axis and frequency-detuning laser polarization direction is set to 45°. The magnetic-field-sensitive signal is extracted by polarization rotation enhancement of frequency-detuning laser which induces two beams intensity difference increase as the atomic polarization increases. Therefore, AM and FM-AM noise in two beams are common-mode and can be almost entirely canceled by differential detection. We have carried out an experiment to study our scheme. The experiment reveals that the noise in the differential signal is obviously smaller than that in each beam. The scheme is promising to be applied for developing more sensitive chip-scale magnetometer.

Keywords: atomic magnetometer, chip scale, differential detection, spin-exchange relaxation free

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Authors: Vahdettin Sariyel, Birol Dag

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In this research, it is aimed to determine the effects of several environmental factors on adaptation and some yield parameters of Saanen goats reared under intensive conditions at a private farm in Konya province. Gestation rate, twins rate and litter size were evaluated as reproductive traits. Gestation rate was determined as 93.8% and 90.5% for 2011 and 2012 years respectively. Twins rate was determined as 59.35 % and 70.00 % for 2011 and 2012 years respectively. Litter size was 1.49 and 1.46 for 2011 and 2012 years respectively. Survival rates of kids from birth to weaning at three months of age were found as 87.74 % and 98.54 % for 2011 and 2012 years respectively.

Keywords: gestation rate, reproduction, saanen, twins rate, vitality

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Authors: Wei-Neng Wang, Jhy-Yuan Shieh, Jhy-Hwa Chen, Juin-Jen Chang

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This paper incorporate tax evasion into a one-sector real business cycle (RBC) model to explores the quantitative interrelations between income tax rate and equilibrium (in)determinacy, and income tax rate is endogenously determined in order to balance the government budget. We find that the level of the effective income tax rate is key factor for equilibrium (in)determinacy, instead of the level of income tax rate in a tax evasion economy. Under an economy with tax evasion, the higher income tax rate is not sufficiently to lead to equilibrium indeterminate, it must combine with a necessary condition which is the lower fraction of tax evasion and that can result in agents' optimistic expectations to become self-fulfilling and sunspot fluctuation more likely to occur. On the other hand, an economy with tax evasion can see its macroeconomy become more stabilize, and a higher fraction of income tax evasion may has a stronger stabilizing effect.

Keywords: tax evasion, balanced-budget rule, equlibirium (in)determinacy, effective income tax rate

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Authors: Yu-Jen Chang, Yun Chen, Hei-Lam Wong

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The Economic Lot Scheduling Problem (ELSP) is a valuable mathematical model that can support decision-makers to make scheduling decisions. The basic period approach is effective for solving the ELSP. The assumption for applying the basic period approach is that a product must use its maximum production rate to be produced. However, a product can lower its production rate to reduce the average total cost when a facility has extra idle time. The past researches discussed how a product adjusts its production rate under the common cycle approach. To the best of our knowledge, no studies have addressed how a product lowers its production rate under the basic period approach. This research is the first paper to discuss this topic. The research develops a simple fixed rate approach that adjusts the production rate of a product under the basic period approach to solve the ELSP. Our numerical example shows our approach can find a better solution than the traditional basic period approach. Our mathematical model that applies the fixed rate approach under the basic period approach can serve as a reference for other related researches.

Keywords: economic lot, basic period, genetic algorithm, fixed rate

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Authors: Khobaib Khobaib, Alexander Mikkelsen, Zbigniew Rozynek

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Electric fields have proven useful for inducing droplet deformation and to structure particles adsorbed at droplet interfaces. In this experimental research, direct current electric fields were applied to deform particle-covered droplets made out of silicone oil and immersed in castor oil. The viscosity of the drop and surrounding fluid were changed by external heating. We designed an experimental system in such a way that electric field-induced electrohydrodynamic (EHD) flows were asymmetric and only present on one side of the drop, i.e., the droplet adjoined a washer and adhered to one of the electrodes constituting the sample cell. The study investigated the influence of viscosity on the steady-state deformation magnitude of particle-laden droplets, droplet compression, and relaxation, as well as particle arrangements at drop interfaces. Initially, before the application of an electric field, we changed the viscosity of the fluids by heating the sample cell at different temperatures. The viscosity of the fluids was varied by changing the temperature of the fluids from 25 to 50°C. Under the application of a uniform electric field of strength 290 Vmm⁻¹, electric stress was induced at the drop interface, yielding drop deformation. In our study, we found that by lowering the fluid viscosity, the velocity of the EHD flows was increased, which also increases the deformation of the drop.

Keywords: drop deformation and relaxation, electric field, electrohydrodynamic flow, particle assembly, viscosity

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Authors: Pravin M. Tirmali, Sagar M. Mane, Snehal L. Kadam, Shriniwas B. Kulkarni

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The La₂NiMnO₆ has been extensively studied for its ferromagnetic and magneto-dielectric properties. The La₂NiMnO₆ double perovskite is modified by partial substitution at B site by Fe transition metal. The La₂Ni₁₋ₓFeₓMnO₆ powder samples were synthesized by hydroxide co-precipitation method. The precipitate was dried and fine griended to form powder and pellet samples (2cm dia.) using hydraulic press. The powder and pellet samples of La₂Ni₁₋ₓFeₓMnO₆ were calcined at high temperature 1200°C to form a pure and stable composition. The nano polar regions (NPR) around Ni²⁺ or Mn⁴⁺ ions due to the cationic antisite disorder gives dielectric relaxation through their mutual interaction. The magneto-dielectric behavior is observed in substituted La₂NiMnO₆ shows Maxwell-Wagner and Debye relaxation due to grain boundary, interface and antisite defects. The magneto-dielectric properties of substituted La₂NiMnO₆ pellet sample were probed by Impedance spectroscopy measurements. The structural and magnetic investigations were also carried out by XRD, FESEM and VSM measurements of substituted La₂NiMnO₆ of powder samples. The synthesized La₂Ni₁₋ₓFeₓMnO₆ powder samples are polycrystalline and ferromagnetic in nature. The La₂Ni₁₋ₓFeₓMnO₆ samples exhibit ferromagnetic disorder with transition temperature near room temperature.

Keywords: La₂NiMnO₆, nano polar regions (NPR), antisite defects, magnetodielctric

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Authors: Trisiladi Supriyanto

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Although much research has been done on the pricing benchmark both in terms of fiqh or Islamic economic perspective, but no substitution for the concept of interest (rate of interest) up to now in the application of Islamic Banking because some of the jurists from the middle east even allow the use of a benchmark rate such as LIBOR (London Interbank Offered Rate) as a measure of Islamic financial asset prices, so in other words, they equate the concept of rate of interest with the concept of rate of profit, which is the core reason (raison detre) for the replacement of usury as instructed in the Quran. This study aims to find the concept of rate of profit on Islamic banking that can create economic justice and stability in Islamic Banking and Capital market. Rate of profit that creates economic justice and stability can be achieved through its role in maintaining the stability of the financial system in which there is an equitable distribution of income and wealth. To determine the role of the rate of profit as the basis of the sharing system implemented in the Islamic financial system, we can see the connection of rate of profit in creating financial stability, especially in the asset-liability management of financial institutions that generate a stable net margin or the rate of profit that is not affected by the ups and downs of the market risk factors including indirect effect on interest rates. Furthermore, Islamic financial stability can be seen from the role of the rate of profit on the stability of the Islamic financial assets that are measured from the Islamic financial asset price volatility in Islamic Bond Market in Capital Market.

Keywords: Rate of profit, economic justice, stability, equitable distribution of income, equitable distribution of wealth

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Authors: Vijay Khopkar, Balaram Sahoo

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Material with high value of dielectric constant has application in the electronics devices. Existing lead based materials have issues such as toxicity and problem with synthesis procedure. Double perovskite structured barium iron niobate (BaFe0.5Nb0.5O3, BFN) is the lead-free material, showing a high value of dielectric constant. Origin of high value of the dielectric constant in BFN is not clear. We studied the dielectric behavior of polycrystalline BFN sample over wide temperature and frequency range. A BFN sample synthesis by conventional solid states reaction method and phase pure dens pellet was used for dielectric study. The SEM and TEM study shows the presence of grain and grain boundary region. The dielectric measurement was done between frequency range of 40 Hz to 5 MHz and temperature between 20 K to 500 K. At 500 K temperature and lower frequency, there observed high value of dielectric constant which decreases with increase in frequency. The dipolar relaxation follows non-Debye type polarization with relaxation straight of 3560 at room temperature (300 K). Activation energy calculated from the dielectric and modulus formalism found to be 17.26 meV and 2.74 meV corresponds to the energy required for the motion of Fe3+ and Nb5+ ions within the oxygen octahedra. Our study shows that BFN is the order disorder type ferroelectric material.

Keywords: barium iron niobate, dielectric, ferroelectric, non-Debye

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Authors: Sif J. Friis, Mette Poulsen, Torben Strom Hansen, Peter Herskind, Jens V. Nygaard

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Gastric biomechanics governs a large range of scientific and engineering fields, from gastric health issues to interaction mechanisms between external devices and the tissue. Determination of mechanical properties of the stomach is, thus, crucial, both for understanding gastric pathologies as well as for the development of medical concepts and device designs. Although the field of gastric biomechanics is emerging, advances within medical devices interacting with the gastric tissue could greatly benefit from an increased understanding of tissue anisotropy and heterogeneity. Thus, in this study, uniaxial tensile tests of gastric tissue were executed in order to study biomechanical properties within the same individual as well as across individuals. With biomechanical tests in the strain domain, tissue from the antrum region of six porcine stomachs was tested using eight samples from each stomach (n = 48). The samples were cut so that they followed dominant fiber orientations. Accordingly, from each stomach, four samples were longitudinally oriented, and four samples were circumferentially oriented. A step-wise stress relaxation test with five incremental steps up to 25 % strain with 200 s rest periods for each step was performed, followed by a 25 % strain ramp test with three different strain rates. Theoretical analysis of the data provided stress-strain/time curves as well as 20 material parameters (e.g., stiffness coefficients, dissipative energy densities, and relaxation time coefficients) used for statistical comparisons between samples from the same stomach as well as in between stomachs. Results showed that, for the 20 material parameters, heterogeneity across individuals, when extracting samples from the same area, was in the same order of variation as the samples within the same stomach. For samples from the same stomach, the mean deviation percentage for all 20 parameters was 21 % and 18 % for longitudinal and circumferential orientations, compared to 25 % and 19 %, respectively, for samples across individuals. This observation was also supported by a nonparametric one-way ANOVA analysis, where results showed that the 20 material parameters from each of the six stomachs came from the same distribution with a level of statistical significance of P > 0.05. Direction-dependency was also examined, and it was found that the maximum stress for longitudinal samples was significantly higher than for circumferential samples. However, there were no significant differences in the 20 material parameters, with the exception of the equilibrium stiffness coefficient (P = 0.0039) and two other stiffness coefficients found from the relaxation tests (P = 0.0065, 0.0374). Nor did the stomach tissue show any significant differences between the three strain-rates used in the ramp test. Heterogeneity within the same region has not been examined earlier, yet, the importance of the sampling area has been demonstrated in this study. All material parameters found are essential to understand the passive mechanics of the stomach and may be used for mathematical and computational modeling. Additionally, an extension of the protocol used may be relevant for compiling a comparative study between the human stomach and the pig stomach.

Keywords: antrum region, gastric biomechanics, loading-unloading, stress relaxation, uniaxial tensile testing

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Authors: Siphat Lim

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The result of the study revealed that the interaction between money, exchange rate, and price level was mainly derived from the policy-induced by the central bank. Furthermore, the variation of inflation was explained weakly by exchange rate and money supply. In the period of twelfth-month, the variation of inflation which caused by exchange rate and money supply were not more than 1.78 percent and 9.77 percent, respectively.

Keywords: money supply, exchange rate, price level, VAR model

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Authors: Wong Hock Tsen

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This study aims to investigate the impact of exchange rate volatility on real export in Malaysia. The moving standard deviation with order three (MSD(3)) is used for the measurement of exchange rate volatility. The conventional and partially asymmetric autoregressive distributed lag (ARDL) models are used in the estimations. This study finds exchange rate volatility to have significant impact on real total export and some sub-categories of real total export. Moreover, this study finds that the positive or negative exchange rate volatility tends to have positive or negative impact on real export. Exchange rate volatility can be harmful to export of Malaysia.

Keywords: exchange rate volatility, autoregressive distributed lag, export, Malaysia

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Authors: Daniel E. Martin, Chenghai Yang

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Variable-rate aerial application systems are becoming more readily available; however, aerial applicators typically only use the systems for constant-rate application of materials, allowing the systems to compensate for upwind and downwind ground speed variations. Much of the resistance to variable-rate aerial application system adoption in the U.S. pertains to applicator’s trust in the systems to turn on and off automatically as desired. The objectives of this study were to evaluate a commercially available variable-rate aerial application system under field conditions to demonstrate both the response and accuracy of the system to desired application rate inputs. This study involved planting oats in a 35-acre fallow field during the winter months to establish a uniform green backdrop in early spring. A binary (on/off) prescription application map was generated and a variable-rate aerial application of glyphosate was made to the field. Airborne multispectral imagery taken before and two weeks after the application documented actual field deposition and efficacy of the glyphosate. When compared to the prescription application map, these data provided application system response and accuracy information. The results of this study will be useful for quantifying and documenting the response and accuracy of a commercially available variable-rate aerial application system so that aerial applicators can be more confident in their capabilities and the use of these systems can increase, taking advantage of all that aerial variable-rate technologies have to offer.

Keywords: variable-rate, aerial application, remote sensing, precision application

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Authors: M. A. Talha, M. Osman Gani, M. Ferdows

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This paper focuses on the study of two dimensional magnetohydrodynamic (MHD) steady incompressible viscous Williamson nanofluid with exponential internal heat generation containing gyrotactic microorganism over a stretching sheet. The governing equations and auxiliary conditions are reduced to a set of non-linear coupled differential equations with the appropriate boundary conditions using similarity transformation. The transformed equations are solved numerically through spectral relaxation method. The influences of various parameters such as Williamson parameter γ, power constant λ, Prandtl number P_r, magnetic field parameter M, Peclet number P_e, Lewis number Le, Bioconvection Lewis number Lb, Brownian motion parameter Nb, thermophoresis parameter Nt, and bioconvection constant σ are studied to obtain the momentum, heat, mass and microorganism distributions. Moment, heat, mass and gyrotactic microorganism profiles are explored through graphs and tables. We computed the heat transfer rate, mass flux rate and the density number of the motile microorganism near the surface. Our numerical results are in better agreement in comparison with existing calculations. The Residual error of our obtained solutions is determined in order to see the convergence rate against iteration. Faster convergence is achieved when internal heat generation is absent. The effect of magnetic parameter M decreases the momentum boundary layer thickness but increases the thermal boundary layer thickness. It is apparent that bioconvection Lewis number and bioconvection parameter has a pronounced effect on microorganism boundary. Increasing brownian motion parameter and Lewis number decreases the thermal boundary layer. Furthermore, magnetic field parameter and thermophoresis parameter has an induced effect on concentration profiles.

Keywords: convection flow, similarity, numerical analysis, spectral method, Williamson nanofluid, internal heat generation

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Authors: Uraporn Vongvatcharanon, Kochakorn Sukjan, Wandee Udomuksorn, Ekkasit Kumarnsit, Surapong Vongvatcharanon

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Sarcopenia is a loss of muscle mass, and strength frequently found in menopause. Estrogen replacement has been shown to improve such a loss of muscle functions. However, there is an increased risk of cancer that has to be considered because of the estrogen replacement therapy. Thus, phytoestrogen supplementation has been suggested as an alternative therapy. Pueraria mirifica (PM) is a plant in the family Leguminosae, that is known to be phytoestrogen-rich and has been traditionally used for the treatment of menopausal symptoms. It contains isoflavones and other compounds such as miroestrol and its derivatives. Parvalbumin (PV) is a calcium binding protein and functions as a relaxing factor in fast twitch muscle fibers. A decrease of the PV level results in a reduction of the speed of the twitch relaxation. Therefore, this study aimed to investigate the effect of an ethanolic extract from Pueraria mirifica on the estrogen levels, skeletal muscle functions and PV levels in the extensor digitorum longus (EDL) and gastrocnemius of ovariectomized rats. Twelve-week old female Wistar rats (200-250 g) were divided into 6 groups: SHAM (un-ovariectomized rats, that received double distilled water), PM-0 (ovariectomized rats, OVX, receiving double distilled water), E (OVX, receiving an estradiol benzoate dose of 0.04 mg/kg), PM-50 (OVX receiving PM 50 mg/kg), PM-500 (OVX receiving PM 500 mg/kg), PM-1000 (OVX receiving PM 1000 mg/kg) all for 90 days. The PM-0 group had estrogen levels, uterus weights, muscle mass, myofiber cross-section areas, peak tension, fatigue resistance, speed of relaxation and parvalbumin levels of both EDL and gastrocnemius that were significantly reduced compared to those of the SHAM group (p<0.05). Also the α and β estrogen receptor immunoreactivities and the parvalbumin immunoreactivities of both EDL and gastrocnemius were decreased in the PM-0 group. In contrast the E, PM-50, PM-500 and PM-1000 group had estrogen levels, uterus weights, muscle mass, myofiber cross-section areas, peak tension, fatigue resistance, speed of relaxation of both EDL and gastrocnemius that were significantly increased compared with PM-0 group (p<0.05). In addition, the α and β estrogen receptor immunoreactivities and parvalbumin immunoreactivity of both the EDL and gastrocnemius were increased in the E, PM-50, PM-500 and PM-1000 group. In addition the extract of Pueraria mirifica replacement group at 50 and 500 mg/kg had significantly increased parvalbumin levels in the EDL muscle but in the gastrocnemius, only the dose of 500 mg/kg increased the parvalbumin levels (p<0.05). These results have demonstrated that the use of the Pueraria mirifica extract as a replacement therapy for estrogen produced estrogenic activity that was similar to that produced by the estradiol benzoate replacement. It seems that the phytoestrogens could bind with the estrogen receptors and stimulate the transcriptional activity to synthesise muscle protein that caused an increase in muscle mass and parvalbumin levels. Thus, muscle synthesis may restore parvalbumin levels resulting in an enhanced relaxation efficiency that would lead to a shortened latent period before the next contraction.

Keywords: Puereria mirifica, Parvalbumin, estrogen, ovariectomized rats

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Authors: Souvik Das, Sandip Bhattacharya, Goutam Mukhopadhyay, Manashi Adhikary

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Wires breakages during cold drawing are a complex phenomenon; wire breakages may be induced by improper wire-rod quality, inappropriate heat-treated microstructure, and/or lubrication breakdown on the wire surface. A comprehensive metallurgical investigation of failed/broken wire samples is therefore essential for understanding the origin of failure. Frequent breakage of wires during drawing is a matter of serious concern to the wire drawers as it erodes their already slim margins through reduced productivity and loss in yield. The present paper highlights the failure investigation of wires of Low Relaxation Prestressed High Carbon grade during cold drawing due to entrapment of hard constituents detached from the roller entry guide during rolling operations. The hardness measurement of this entrapped location indicates 54.9 Rockwell Hardness as against the rest portion 33.4 Rockwell Hardness. The microstructure chemical analysis and X-ray mapping analysis data of the entrapment location confirmed complex chromium carbide originated from D2-steel used in entry guide during the rolling process. Since the harder entrapped phase could not be deformed in the same manner as the parent phase, the failure of the wire rod occurs during hot rolling.

Keywords: LRPC, D2-steel, chromium carbide, roller guide

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Authors: In Su Na, Gunwon Lee, Seiyong Kim

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This study analyzed the effect of area variables and economic variables on the length of each period of the project in order to analyze the effect of agreement rate on project implementation in housing renewal projects. In conclusion, as can be seen from these results, a low agreement rate may not translate into project promotion, and a higher agreement rate may not translate into project delay. The expectation of the policy is that the lower the agreement rate, the more projects would be promoted, but that is not the actual effect. From a policy consistency viewpoint, changing the agreement rate frequently, depending on the decision of the public, is not reasonable. The policy of using agreement rate as a necessary condition for project implementation should be reconsidered.

Keywords: Area and Economic Variables, Elapsed time, Housing Renewal Project

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Authors: Hong-Ming Chen

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This work considers the resolution of the Hull and White interest rate model with the jump process. A deterministic process is adopted to model the random behavior of interest rate variation as deterministic perturbations, which is depending on the time t. The Brownian motion and jumps uncertainty are denoted as the integral functions piecewise constant function w(t) and point function θ(t). It shows that the interest rate function and the yield function of the Hull and White interest rate model with jump process can be obtained by solving a nonlinear semi-infinite programming problem. A relaxed cutting plane algorithm is then proposed for solving the resulting optimization problem. The method is calibrated for the U.S. treasury securities at 3-month data and is used to analyze several effects on interest rate prices, including interest rate variability, and the negative correlation between stock returns and interest rates. The numerical results illustrate that our approach essentially generates the yield functions with minimal fitting errors and small oscillation.

Keywords: optimization, interest rate model, jump process, deterministic

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Authors: Richard Renou, Laurent Soulard

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Lasers are widely used in glass material processing, from waveguide fabrication to channel drilling. The gradual damage of glass optics under UV lasers is also an important issue to be addressed. Glass materials (including metallic glasses) can undergo a permanent densification under laser-induced shock loading. Despite increased interest on interactions between laser and glass materials, little is known about the structural mechanisms involved under shock loading. For example, the densification process in silica glasses occurs between 8 GPa and 30 GPa. Above 30 GPa, the glass material returns to the original density after relaxation. Investigating these unusual mechanisms in silica glass will provide an overall better understanding in glass behaviour. Non-Equilibrium Molecular Dynamics simulations (NEMD) were carried out in order to gain insight on the silica glass microscopic structure under shock loading. The shock was generated by the use of a piston impacting the glass material at high velocity (from 100m/s up to 2km/s). Periodic boundary conditions were used in the directions perpendicular to the shock propagation to model an infinite system. One-dimensional shock propagations were therefore studied. Simulations were performed with the STAMP code developed by the CEA. A very specific structure is observed in a silica glass. Oxygen atoms around Silicon atoms are organized in tetrahedrons. Those tetrahedrons are linked and tend to form rings inside the structure. A significant amount of empty cavities is also observed in glass materials. In order to understand how a shock loading is impacting the overall structure, the tetrahedrons, the rings and the cavities were thoroughly analysed. An elastic behaviour was observed when the shock pressure is below 8 GPa. This is consistent with the Hugoniot Elastic Limit (HEL) of 8.8 GPa estimated experimentally for silica glasses. Behind the shock front, the ring structure and the cavity distribution are impacted. The ring volume is smaller, and most cavities disappear with increasing shock pressure. However, the tetrahedral structure is not affected. The elasticity of the glass structure is therefore related to a ring shrinking and a cavity closing. Above the HEL, the shock pressure is high enough to impact the tetrahedral structure. An increasing number of hexahedrons and octahedrons are formed with the pressure. The large rings break to form smaller ones. The cavities are however not impacted as most cavities are already closed under an elastic shock. After the material relaxation, a significant amount of hexahedrons and octahedrons is still observed, and most of the cavities remain closed. The overall ring distribution after relaxation is similar to the equilibrium distribution. The densification process is therefore related to two structural mechanisms: a change in the coordination of silicon atoms and a cavity closing. To sum up, non-equilibrium molecular dynamics were carried out to investigate silica behaviour under shock loading. Analysing the structure lead to interesting conclusions upon the elastic and the densification mechanisms in glass materials. This work will be completed with a detailed study of the mechanism occurring above 30 GPa, where no sign of densification is observed after the material relaxation.

Keywords: densification, molecular dynamics simulations, shock loading, silica glass

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Authors: K. Melouk, M. Dellakrachaï

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Analytical formula for the optical gain based on a simple parabolic-band by introducing theoretical expressions for the quantized energy is presented. The model used in this treatment take into account the effects of intraband relaxation. It is shown, as a result, that the gain for the TE mode is larger than that for TM mode and the presence of acceptor impurity increase the peak gain.

Keywords: InGaAsP, laser, quantum well, semiconductor

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Authors: Yuexi Xiong, Jingwu He

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The structural components in an energy facility such as steam turbine machines are operated under high stress and elevated temperature in an endured time period and thus the creep deformation and creep rupture failure are important issues that need to be addressed in the design of such components. There are numerous creep models being used for creep analysis that have both advantages and disadvantages in terms of accuracy and efficiency. The Isochronous Creep Analysis is one of the simplified approaches in which a full-time dependent creep analysis is avoided and instead an elastic-plastic analysis is conducted at each time point. This approach has been established based on the rupture dependent creep equations using the well-known Larson-Miller parameter. In this paper, some fundamental aspects of creep deformation and the rupture dependent creep models are reviewed and the analysis procedures using isochronous creep curves are discussed. Four rupture failure criteria are examined from creep fundamental perspectives including criteria of Stress Damage, Strain Damage, Strain Rate Damage, and Strain Capability. The accuracy of these criteria in predicting creep life is discussed and applications of the creep analysis procedures and failure predictions of simple models will be presented. In addition, a new failure criterion is proposed to improve the accuracy and effectiveness of the existing criteria. Comparisons are made between the existing criteria and the new one using several examples materials. Both strain increase and stress relaxation form a full picture of the creep behaviour of a material under high temperature in an endured time period. It is important to bear this in mind when dealing with creep problems. Accordingly there are two sets of rupture dependent creep equations. While the rupture strength vs LMP equation shows how the rupture time depends on the stress level under load controlled condition, the strain rate vs rupture time equation reflects how the rupture time behaves under strain-controlled condition. Among the four existing failure criteria for rupture life predictions, the Stress Damage and Strain Damage Criteria provide the most conservative and non-conservative predictions, respectively. The Strain Rate and Strain Capability Criteria provide predictions in between that are believed to be more accurate because the strain rate and strain capability are more determined quantities than stress to reflect the creep rupture behaviour. A modified Strain Capability Criterion is proposed making use of the two sets of creep equations and therefore is considered to be more accurate than the original Strain Capability Criterion.

Keywords: creep analysis, high temperature mateials, rapture evalution, steam turbine machines

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Authors: Juan C. Torrado, Javier Gomez, Guadalupe Montero, German Montoro, M. Dolores Villalba

Abstract:

One of the most challenging aspects of the executive dysfunction of people with Autism Spectrum Disorders is the behavior control. This is related to a deficit in their ability to regulate, recognize and manage their own emotions. Some researchers have developed applications for tablets and smartphones to practice strategies of relaxation and emotion recognition. However, they cannot be applied to the very moment of temper outbursts, anger episodes or anxiety, since they require to carry the device, start the application and be helped by caretakers. Also, some of these systems are developed for either obsolete technologies (old versions of tablet devices, PDAs, outdated operative systems of smartphones) or specific devices (self-developed or proprietary ones) that create differentiation between the users and the rest of the individuals in their context. For this project we selected smartwatches. Focusing on emergent technologies ensures a wide lifespan of the developed products, because the derived products are intended to be available in the same moment the very technology gets popularized, not later. We also focused our research in commercial versions of smartwatches, since this way differentiation is easily avoided, so the users’ abandonment rate lowers. We have developed a smartwatch system along with a smartphone authoring tool to display self-regulation strategies. These micro-prompting strategies are conformed of pictograms, animations and temporizers, and they are designed by means of the authoring tool: When both devices synchronize their data, the smartwatch holds the self-regulation strategies, which are triggered when the smartwatch sensors detect a remarkable rise of heart rate and movement. The system is being currently tested in an educational center of people with ASD of Madrid, Spain.

Keywords: assistive technologies, emotion regulation, human-computer interaction, smartwatches

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Authors: Ifeoma Patricia Osamor, Ayotunde Qudus Saka, Godwin Omoregbee, Hikmat Oreoluwalomo Omolaja

Abstract:

Persistent fall in the value of Nigeria's currency compared to other foreign currencies, constant fluctuations in the exchange rate, and an increase in the price of goods and services necessitated the examination of the effects of exchange rate fluctuations on the economic performance of the manufacturing sector in Nigeria. An ex-post facto research design was adopted. Manufacturing gross domestic product (MGDP) was proxied for performance; Naira/Dollar exchange rate (NDE), Naira/Pounds exchange rate (NPE), Foreign exchange supply (FES) were used for exchange rate fluctuations; and inflation rate (INF) was a control variable. Data were collected from CBN Statistical Bulletin (2020) also World Development Indicators of the World Bank, while data collected were analysed using descriptive analysis, unit root, bounds cointegration test, and ARDL. Findings showed that changes in Naira/Dollar exchange rate (NDE) and Naira/Pound Sterling exchange rate negatively but significantly impact the economic performance of the manufacturing sector, while foreign exchange supply leads to an insignificant positive effect on the economic performance of the manufacturing. The study concludes that exchange rate fluctuations negatively impact the performance of the manufacturing sector in Nigeria and, therefore, recommends that government should encourage export diversification through agriculture, agro-investment, and agro-allied industries that would boost export in order to improve the value of the Naira, thereby stabilizing the exchange rate.

Keywords: exchange rate, economic performance, gross domestic product, inflation rate, foreign exchange supply

Procedia PDF Downloads 164

Authors: Mohammad Saleh Al-Aboody

Abstract:

In the present study 442 fecal samples from cattle, buffaloes, and sheep for contamination with helminthes. Samples were examined from 171 cattle, 128 buffaloes, and 143 sheep. The testing, during the period from May 2014 to April 2015, showed that 81 out of 171cattle were positive for helminthes infection (47.3%), with the rate of infection higher in females (55%) than in males (40%). In buffaloes, 41 of 128 tested were positive, a 32% rate of infection. Again, the infection rate was higher in females (47%) than in males (22%). In sheep, the rate of infection was highest of all three species. The results showed that, the infection rate among cattle were 50.3 % and Trichostrongyle species were the predominant parasites among both cattle and buffaloes. The prevalence rate was much higher in females than males. Regarding seasonal dynamics the highest infection rates with helminthes reported was in spring season.

Keywords: helminthes, prevalence, ruminants, trichostrongyle

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Authors: Mourad Zmami Oussema BenSalha

Abstract:

The current research aims to assess empirically the reaction of private investment to exchange rate fluctuations in Tunisia using a sample of 548 firms operating in manufacturing industries between 1997 and 2002. The micro-econometric model we estimate is based on an accelerator-profit specification investment model increased by two variables that measure the variation and the volatility of exchange rates. Estimates using the system the GMM method reveal that the effects of the exchange rate depreciation on investment are negative since it increases the cost of imported capital goods. Turning to the exchange rate volatility, as measured by the GARCH (1,1) model, our findings assign a significant role to the exchange rate uncertainty in explaining the sluggishness of private investment in Tunisia in the full sample of firms. Other estimation attempts based on various sub samples indicate that the elasticities of investment relative to the exchange rate volatility depend upon many firms’ specific characteristics such as the size and the ownership structure.

Keywords: investment, exchange rate volatility, manufacturing firms, system GMM, Tunisia

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Authors: Zahid Ahmad, Nosheen Imran, Nauman Ali, Farah Amir

Abstract:

The objective of the study is to forecast the US Dollar and Pak Rupee exchange rate by using time series models. For this purpose, daily exchange rates of US and Pakistan for the period of January 01, 2007 - June 2, 2017, are employed. The data set is divided into in sample and out of sample data set where in-sample data are used to estimate as well as forecast the models, whereas out-of-sample data set is exercised to forecast the exchange rate. The ADF test and PP test are used to make the time series stationary. To forecast the exchange rate ARIMA model and GARCH model are applied. Among the different Autoregressive Integrated Moving Average (ARIMA) models best model is selected on the basis of selection criteria. Due to the volatility clustering and ARCH effect the GARCH (1, 1) is also applied. Results of analysis showed that ARIMA (0, 1, 1 ) and GARCH (1, 1) are the most suitable models to forecast the future exchange rate. Further the GARCH (1,1) model provided the volatility with non-constant conditional variance in the exchange rate with good forecasting performance. This study is very useful for researchers, policymakers, and businesses for making decisions through accurate and timely forecasting of the exchange rate and helps them in devising their policies.

Keywords: exchange rate, ARIMA, GARCH, PAK/USD

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Authors: Ayuko Itsuki, Sachiyo Aburatani

Abstract:

We assessed the ecology of the organic and mineral soil layers of laurel-leaved (BB-1) and Cryptomeria japonica (BB-2 and Pw) forests in the Kasugayama Hill Primeval Forest (Nara, Japan). The soil respiration rate was higher in the deeper horizons (F and H) of organic layers than in those of mineral soil layers, suggesting organic layers may be where active microbial metabolism occurs. Respiration rates in the soil of BB-1, BB-2 and Pw forests were closely similar at 5 and 10°C. However, the soil respiration rate increased in proportion to temperatures of 15°C or above. We therefore consider the activity of soil microorganisms to markedly decrease at temperatures below 10°C. At a temperature of 15°C or above, the soil respiration rate in the BB-1 organic layers was higher than in those of the BB-2 and Pw organic layers, due to differences in forest vegetation that appeared to influence several salient soil properties, particularly pH and the carbon (C) and nitrogen (N) content of the F and H horizons.

Keywords: forest soil, mineralization rate, heterotroph, soil respiration rate

Procedia PDF Downloads 305