Search results for: Saigo's generalized fractional calculus

Authors: Petra Palic, Maruska Vizek

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We provide an in-depth analysis of interdependence of asset returns and volatilities in developed and developing countries. The analysis is split into three parts. In the first part, we use multivariate GARCH model in order to provide stylized facts on cross-market volatility spillovers. In the second part, we use a generalized vector autoregressive methodology developed by Diebold and Yilmaz (2009) in order to estimate separate measures of return spillovers and volatility spillovers among sovereign bond, equity, foreign exchange and commodity markets. In particular, our analysis is focused on cross-market return, and volatility spillovers in 19 developed and developing countries. In order to estimate named spillovers, we use daily data from 2008 to 2017. In the third part of the analysis, we use a generalized vector autoregressive framework in order to estimate total and directional volatility spillovers. We use the same daily data span for one developed and one developing country in order to characterize daily volatility spillovers across stock, bond, foreign exchange and commodities markets.

Keywords: cross-market spillovers, sovereign bond markets, equity markets, value at risk (VAR)

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Authors: Barenten Suciu

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In this paper, effectiveness of a machine design process is evaluated on the basis of the specific output calculus. Concretely, a screw-worm gear mechanical transmission is designed by using the classical and the 3D-CAD methods. Strength analysis and drawing of the designed parts is substantially aided by employing the SolidWorks software. Quality of the design process is assessed by manufacturing (printing) the parts, and by computing the efficiency, specific load, as well as the specific output (work) of the mechanical transmission. Influence of the stroke, travelling velocity and load on the mechanical output, is emphasized. Optimal design of the mechanical transmission becomes possible by the appropriate usage of the acquired results.

Keywords: mechanical transmission, design, screw, worm-gear, efficiency, specific output, 3D-printing

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Authors: Abhinav Bajpayee, Shubham Damke, Rupal Ranjan, Neha Bharti

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Polymer flooding is a dramatic improvement in water flooding and quickly becoming one of the EOR technologies. Used for improving oil recovery. With the increasing energy demand and depleting oil reserves EOR techniques are becoming increasingly significant .Since most oil fields have already begun water flooding, chemical EOR technique can be implemented by using fewer resources than any other EOR technique. Polymer helps in increasing the viscosity of injected water thus reducing water mobility and hence achieves a more stable displacement .Polymer flooding helps in increasing the injection viscosity as has been revealed through field experience. While the injection of a polymer solution improves reservoir conformance the beneficial effect ceases as soon as one attempts to push the polymer solution with water. It is most commonly applied technique because of its higher success rate. In polymer flooding, a water-soluble polymer such as Polyacrylamide is added to the water in the water flood. This increases the viscosity of the water to that of a gel making the oil and water greatly improving the efficiency of the water flood. It also improves the vertical and areal sweep efficiency as a consequence of improving the water/oil mobility ratio. Polymer flooding plays an important role in oil exploitation, but around 60 million ton of wastewater is produced per day with oil extraction together. Therefore the treatment and reuse of wastewater becomes significant which can be carried out by electro dialysis technology. This treatment technology can not only decrease environmental pollution, but also achieve closed-circuit of polymer flooding wastewater during crude oil extraction. There are three potential ways in which a polymer flood can make the oil recovery process more efficient: (1) through the effects of polymers on fractional flow, (2) by decreasing the water/oil mobility ratio, and (3) by diverting injected water from zones that have been swept. It has also been suggested that the viscoelastic behavior of polymers can improve displacement efficiency Polymer flooding may also have an economic impact because less water is injected and produced compared with water flooding. In future we need to focus on developing polymers that can be used in reservoirs of high temperature and high salinity, applying polymer flooding in different reservoir conditions and also combine polymer with other processes (e.g., surfactant/ polymer flooding).

Keywords: fractional flow, polymer, viscosity, water/oil mobility ratio

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Authors: Alena Zemanová, Jan Zeman, Michal Šejnoha

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The polymer foil used for manufacturing of laminated glass members behaves in a viscoelastic manner with temperature dependence. This contribution aims at incorporating the time/temperature-dependent behavior of interlayer to our earlier elastic finite element model for laminated glass beams. The model is based on a refined beam theory: each layer behaves according to the finite-strain shear deformable formulation by Reissner and the adjacent layers are connected via the Lagrange multipliers ensuring the inter-layer compatibility of a laminated unit. The time/temperature-dependent behavior of the interlayer is accounted for by the generalized Maxwell model and by the time-temperature superposition principle due to the Williams, Landel, and Ferry. The resulting system is solved by the Newton method with consistent linearization and the viscoelastic response is determined incrementally by the exponential algorithm. By comparing the model predictions against available experimental data, we demonstrate that the proposed formulation is reliable and accurately reproduces the behavior of the laminated glass units.

Keywords: finite element method, finite-strain Reissner model, Lagrange multipliers, generalized Maxwell model, laminated glass, Newton method, Williams-Landel-Ferry equation

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Authors: Hadush Kidane Meresa

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The hydrological extremes frequency analysis is the foundation for the hydraulic engineering design, flood protection, drought management and water resources management and planning to utilize the available water resource to meet the desired objectives of different organizations and sectors in a country. This spatial variation of the statistical characteristics of the extreme flood and drought events are key practice for regional flood and drought analysis and mitigation management. For different hydro-climate of the regions, where the data set is short, scarcity, poor quality and insufficient, the regionalization methods are applied to transfer at-site data to a region. This study aims in regional high and low flow frequency analysis for Poland River Basins. Due to high frequent occurring of hydrological extremes in the region and rapid water resources development in this basin have caused serious concerns over the flood and drought magnitude and frequencies of the river in Poland. The magnitude and frequency result of high and low flows in the basin is needed for flood and drought planning, management and protection at present and future. Hydrological homogeneous high and low flow regions are formed by the cluster analysis of site characteristics, using the hierarchical and C- mean clustering and PCA method. Statistical tests for regional homogeneity are utilized, by Discordancy and Heterogeneity measure tests. In compliance with results of the tests, the region river basin has been divided into ten homogeneous regions. In this study, frequency analysis of high and low flows using AM for high flow and 7-day minimum low flow series is conducted using six statistical distributions. The use of L-moment and LL-moment method showed a homogeneous region over entire province with Generalized logistic (GLOG), Generalized extreme value (GEV), Pearson type III (P-III), Generalized Pareto (GPAR), Weibull (WEI) and Power (PR) distributions as the regional drought and flood frequency distributions. The 95% percentile and Flow duration curves of 1, 7, 10, 30 days have been plotted for 10 stations. However, the cluster analysis performed two regions in west and east of the province where L-moment and LL-moment method demonstrated the homogeneity of the regions and GLOG and Pearson Type III (PIII) distributions as regional frequency distributions for each region, respectively. The spatial variation and regional frequency distribution of flood and drought characteristics for 10 best catchment from the whole region was selected and beside the main variable (streamflow: high and low) we used variables which are more related to physiographic and drainage characteristics for identify and delineate homogeneous pools and to derive best regression models for ungauged sites. Those are mean annual rainfall, seasonal flow, average slope, NDVI, aspect, flow length, flow direction, maximum soil moisture, elevation, and drainage order. The regional high-flow or low-flow relationship among one streamflow characteristics with (AM or 7-day mean annual low flows) some basin characteristics is developed using Generalized Linear Mixed Model (GLMM) and Generalized Least Square (GLS) regression model, providing a simple and effective method for estimation of flood and drought of desired return periods for ungauged catchments.

Keywords: flood , drought, frequency, magnitude, regionalization, stochastic, ungauged, Poland

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Authors: Omar Sorour, Michael Leahy, Thomas Irvine, Vladimir Koren

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Introduction: Covid encephalitis is a rare yet dangerous complication, particularly affecting the older and immunocompromised. Symptoms range from confusion to delirium, coma, and seizures. Although neurological manifestations have become more well-characterized in COVID patients, little is known about whether priorneurological abnormalities may predispose patients to COVID encephalopathy. Case Description: A 73 y.o. male with a CT and MRI-confirmed stable, prior 9 mm cavernoma in the right frontal lobe and no past history of seizures was hospitalized with generalized weakness, abdominal pain, nausea, and shortness of breath with subsequent COVID pneumonia. Three days after the initial presentation, the patient developed a spontaneous generalized tonic-clonic seizure consistent with presumed COVID encephalitis, along with somnolence and confusion. A day later, the patient had two other seizure episodes. Follow-up EEG suggested an inter-ictal epileptic focus with sharp waves corresponding to roughly the same location as the patient’s pre-existing cavernoma. The patient’s seizures stopped shortly thereafter, while his encephalopathy continued for days. Conclusion: We illustrate that a pre-existing anatomic cortical abnormality may act as a potential nidus for new-onset seizure activity in the context of suggested COVID encephalopathy. Future studies may further demonstrate that manifestations of COVIDencephalopathy in certain patients may be more predictable than initially assumed.

Keywords: cavernoma, covid, encephalopathy, seizures

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Authors: Zhang Haiyan, Su Zujun, Zhao Fengqi

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Lepidolite after extraction of Lithium by sulfate produced many jarosite slag which contains a lot of Rb and Cs.The separation and recovery of Rubidium(Rb) and Cesium(Cs) can make full of use of Lithium mica. XRF analysis showed that the slag mainly including K Rb Cs Al and etc. Fractional solvent extraction tests were carried out; the results show that using20% t-BAMBP plus 80% sulfonated kerosene, the separation of Rb and Cs can be achieved by adjusting the alkalinity. Extraction is the order of Cs Rb, ratio of Cs to Rb and ratio of Rb to K can reach above 1500 and 2500 respectively.

Keywords: cesium, jarosite slag, rubidium, solvent extraction, t-BAMBP

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Authors: Kwabena Asare, Ezekiel N. N. Nortey, Felix O. Mettle

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Modelling of extreme events has always been of interest in fields such as hydrology and meteorology. However, after the recent global financial crises, appropriate models for modelling of such rare events leading to these crises have become quite essential in the finance and risk management fields. This paper models the extreme values of the Ghana Stock Exchange All-Shares indices (2000-2010) by applying the Extreme Value Theory to fit a model to the tails of the daily stock returns data. A conditional approach of the EVT was preferred and hence an ARMA-GARCH model was fitted to the data to correct for the effects of autocorrelation and conditional heteroscedastic terms present in the returns series, before EVT method was applied. The Peak Over Threshold (POT) approach of the EVT, which fits a Generalized Pareto Distribution (GPD) model to excesses above a certain selected threshold, was employed. Maximum likelihood estimates of the model parameters were obtained and the model’s goodness of fit was assessed graphically using Q-Q, P-P and density plots. The findings indicate that the GPD provides an adequate fit to the data of excesses. The size of the extreme daily Ghanaian stock market movements were then computed using the Value at Risk (VaR) and Expected Shortfall (ES) risk measures at some high quantiles, based on the fitted GPD model.

Keywords: extreme value theory, expected shortfall, generalized pareto distribution, peak over threshold, value at risk

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Authors: Mohammad Namazi, Mohammad Sadeghzadeh Maharluie

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Predicting earnings management is vital for the capital market participants, financial analysts and managers. The aim of this research is attempting to respond to this query: Is there a significant difference between the regression model and neural networks’ models in predicting earnings management, and which one leads to a superior prediction of it? In approaching this question, a Linear Regression (LR) model was compared with two neural networks including Multi-Layer Perceptron (MLP), and Generalized Regression Neural Network (GRNN). The population of this study includes 94 listed companies in Tehran Stock Exchange (TSE) market from 2003 to 2011. After the results of all models were acquired, ANOVA was exerted to test the hypotheses. In general, the summary of statistical results showed that the precision of GRNN did not exhibit a significant difference in comparison with MLP. In addition, the mean square error of the MLP and GRNN showed a significant difference with the multi variable LR model. These findings support the notion of nonlinear behavior of the earnings management. Therefore, it is more appropriate for capital market participants to analyze earnings management based upon neural networks techniques, and not to adopt linear regression models.

Keywords: earnings management, generalized linear regression, neural networks multi-layer perceptron, Tehran stock exchange

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Authors: Najrullah Khan, Athar Ali Khan

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The Topp-Leone distribution was introduced by Topp- Leone in 1955. In this paper, an attempt has been made to fit Topp-Leone Generalized exponential (TPGE) distribution. A real survival data set is used for illustrations. Implementation is done using R and JAGS and appropriate illustrations are made. R and JAGS codes have been provided to implement censoring mechanism using both optimization and simulation tools. The main aim of this paper is to describe and illustrate the Bayesian modelling approach to the analysis of survival data. Emphasis is placed on the modeling of data and the interpretation of the results. Crucial to this is an understanding of the nature of the incomplete or 'censored' data encountered. Analytic approximation and simulation tools are covered here, but most of the emphasis is on Markov chain based Monte Carlo method including independent Metropolis algorithm, which is currently the most popular technique. For analytic approximation, among various optimization algorithms and trust region method is found to be the best. In this paper, TPGE model is also used to analyze the lifetime data in Bayesian paradigm. Results are evaluated from the above mentioned real survival data set. The analytic approximation and simulation methods are implemented using some software packages. It is clear from our findings that simulation tools provide better results as compared to those obtained by asymptotic approximation.

Keywords: Bayesian Inference, JAGS, Laplace Approximation, LaplacesDemon, posterior, R Software, simulation

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Authors: Nirupma Bhatti

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This empirical study was aimed to compare the effectiveness of Computer Assisted Instruction (CAI) and Conventional Method (CM) in attaining and retaining mathematical concepts. Instructional and measuring tools were developed for five units of Matrix Algebra, two of Calculus and five of Numerical Analysis. Reliability and validity of these tools were also examined in pilot study. Ninety undergraduates participated in this study. Pre-test – post-test equivalent – groups research design was used. SPSS v.16 was used for data analysis. Findings supported CAI as better mode of instruction for attainment and retention of basic mathematical concepts. Administrators should motivate faculty members to develop Computer Assisted Instructional Material (CAIM) in mathematics for higher education.

Keywords: attainment, CAI, CAIM, conventional method, retention

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Authors: Robert Caulk

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A generalized framework for adaptive machine learning deployments in algorithmic trading is introduced, tested, and released as open-source code. The presented software aims to test the hypothesis that recent data contains enough information to form a probabilistically favorable short-term price prediction. Further, the framework contains various adaptive machine learning techniques that are geared toward generating profit during strong trends and minimizing losses during trend changes. Results demonstrate that this adaptive machine learning approach is capable of capturing trends and generating profit. The presentation also discusses the importance of defining the parameter space associated with the dynamic training data-set and using the parameter space to identify and remove outliers from prediction data points. Meanwhile, the generalized architecture enables common users to exploit the powerful machinery while focusing on high-level feature engineering and model testing. The presentation also highlights common strengths and weaknesses associated with the presented technique and presents a broad range of well-tested starting points for feature set construction, target setting, and statistical methods for enforcing risk management and maintaining probabilistically favorable entry and exit points. The presentation also describes the end-to-end data processing tools associated with FreqAI, including automatic data fetching, data aggregation, feature engineering, safe and robust data pre-processing, outlier detection, custom machine learning and statistical tools, data post-processing, and adaptive training backtest emulation, and deployment of adaptive training in live environments. Finally, the generalized user interface is also discussed in the presentation. Feature engineering is simplified so that users can seed their feature sets with common indicator libraries (e.g. TA-lib, pandas-ta). The user also feeds data expansion parameters to fill out a large feature set for the model, which can contain as many as 10,000+ features. The presentation describes the various object-oriented programming techniques employed to make FreqAI agnostic to third-party libraries and external data sources. In other words, the back-end is constructed in such a way that users can leverage a broad range of common regression libraries (Catboost, LightGBM, Sklearn, etc) as well as common Neural Network libraries (TensorFlow, PyTorch) without worrying about the logistical complexities associated with data handling and API interactions. The presentation finishes by drawing conclusions about the most important parameters associated with a live deployment of the adaptive learning framework and provides the road map for future development in FreqAI.

Keywords: machine learning, market trend detection, open-source, adaptive learning, parameter space exploration

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Authors: Massimiliano Frezza, Sergio Bianchi, Augusto Pianese

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The relation between stock price volatility and trading volume represents a controversial issue which has received a remarkable attention over the past decades. In fact, an extensive literature shows a positive relation between price volatility and trading volume in the financial markets, but the causal relationship which originates such association is an open question, from both a theoretical and empirical point of view. In this regard, various models, which can be considered as complementary rather than competitive, have been introduced to explain this relationship. They include the long debated Mixture of Distributions Hypothesis (MDH); the Sequential Arrival of Information Hypothesis (SAIH); the Dispersion of Beliefs Hypothesis (DBH); the Noise Trader Hypothesis (NTH). In this work, we analyze whether stock market efficiency can explain the diversity of results achieved during the years. For this purpose, we propose an alternative measure of market efficiency, based on the pointwise regularity of a stochastic process, which is the Hurst–H¨older dynamic exponent. In particular, we model the stock market by means of the multifractional Brownian motion (mBm) that displays the property of a time-changing regularity. Mostly, such models have in common the fact that they locally behave as a fractional Brownian motion, in the sense that their local regularity at time t0 (measured by the local Hurst–H¨older exponent in a neighborhood of t0 equals the exponent of a fractional Brownian motion of parameter H(t0)). Assuming that the stock price follows an mBm, we introduce and theoretically justify the Hurst–H¨older dynamical exponent as a measure of market efficiency. This allows to measure, at any time t, markets’ departures from the martingale property, i.e. from efficiency as stated by the Efficient Market Hypothesis. This approach is applied to financial markets; using data for the SP500 index from 1978 to 2017, on the one hand we find that when efficiency is not accounted for, a positive contemporaneous relationship emerges and is stable over time. Conversely, it disappears as soon as efficiency is taken into account. In particular, this association is more pronounced during time frames of high volatility and tends to disappear when market becomes fully efficient.

Keywords: volume–volatility relationship, efficient market hypothesis, martingale model, Hurst–Hölder exponent

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Authors: S. Bennoud, S. Hocine, H. Slme

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Developments in turbine cooling technology play an important role in increasing the thermal efficiency and the power output of recent gas turbines, in particular the turbojets. Advanced turbojets operate at high temperatures to improve thermal efficiency and power output. These temperatures are far above the permissible metal temperatures. Therefore, there is a critical need to cool the blades in order to give theirs a maximum life period for safe operation. The focused objective of this work is to calculate the turbojet performances, as well as the calculation of turbine blades cooling. The developed application able the calculation of turbojet performances to different altitudes in order to find a point of optimal use making possible to maintain the turbine blades at an acceptable maximum temperature and to limit the local variations in temperatures in order to guarantee their integrity during all the lifespan of the engine.

Keywords: brayton cycle, turbine blades cooling, turbojet cycle, turbojet performances

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Authors: Elena M. Kopteva, Pavlina Jaluvkova, Zdenek Stuchlik

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In spite of the numerous attempts to close the discussion about the influence of cosmological expansion on local gravitationally bounded systems, this question arises in literature again and again and remains still far from its final resolution. Here one of the main problems is the problem of obtaining a physically adequate model of strongly gravitating object immersed in non-static cosmological background. Such objects are usually called ‘cosmological’ black holes and are of great interest in wide set of cosmological and astrophysical areas. In this work the set of new exact solutions of the Einstein equations is derived for the flat space that generalizes the known Lemaitre-Tolman-Bondi solution for the case of nonzero pressure. The solutions obtained are pretending to describe the black hole immersed in nonstatic cosmological background and give a possibility to investigate the hot problems concerning the effects of the cosmological expansion in gravitationally bounded systems, the structure formation in the early universe, black hole thermodynamics and other related problems. It is shown that each of the solutions obtained contains either the Reissner-Nordstrom or the Schwarzschild black hole in the central region of the space. It is demonstrated that the approach of the mass function use in solving of the Einstein equations allows clear physical interpretation of the resulting solutions, that is of much benefit to any their concrete application.

Keywords: exact solutions of the Einstein equations, cosmological black holes, generalized Lemaitre-Tolman-Bondi solutions, nonzero pressure

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Authors: Maryam Ghoreishi, Christian Larsen

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In this paper, we investigate the effect of stochastic inputs on problem of joint optimal pricing and lot-sizing decisions where the inventory cycle is divided into advance and spot sales periods. During the advance sales period, customer can make reservations while customer with reservations can cancel their order. However, during the spot sales period customers receive the order as soon as the order is placed, but they cannot make any reservation or cancellation during that period. We assume that the inter arrival times during the advance sales and spot sales period are exponentially distributed where the arrival rate is decreasing function of price. Moreover, we assume that the number of cancelled reservations is binomially distributed. In addition, we assume that deterioration process follows an exponential distribution. We investigate two cases. First, we consider two-state case where we find the optimal price during the spot sales period and the optimal price during the advance sales period. Next, we develop a generalized case where we extend two-state case also to allow dynamic prices during the spot sales period. We apply the Markov decision theory in order to find the optimal solutions. In addition, for the generalized case, we apply the policy iteration algorithm in order to find the optimal prices, the optimal lot-size and maximum advance sales amount.

Keywords: inventory control, pricing, Markov decision theory, advance sales system

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Authors: Kahlil Fredrick Cui, Marissa Pastor

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Earthquakes are complex phenomena, exhibiting complex correlations in space, time, and magnitude. Recently, the concept of complex networks has been used to shed light on the statistical and dynamical characteristics of regional seismicity. In this work, we study the relationships and interactions of seismic regions in Chile, Japan, and the Philippines through weighted and directed complex network analysis. Geographical areas are digitized into cells of fixed dimensions which in turn become the nodes of the network when an earthquake has occurred therein. Nodes are linked if a correlation exists between them as determined and measured by a correlation metric. The networks are found to be scale-free, exhibiting power-law behavior in the distributions of their different centrality measures: the in- and out-degree and the in- and out-strength. The evidence is also found of preferential interaction between seismically active regions through their degree-degree correlations suggesting that seismicity is dictated by the activity of a few active regions. The importance of a seismic region to the overall seismicity is measured using a generalized centrality metric taken to be an indicator of its activity or passivity. The spatial distribution of earthquake activity indicates the areas where strong earthquakes have occurred in the past while the passivity distribution points toward the likely locations an earthquake would occur whenever another one happens elsewhere. Finally, we propose a method that would project the location of the next possible earthquake using the generalized centralities coupled with correlations calculated between the latest earthquakes and a geographical point in the future.

Keywords: complex networks, correlations, earthquake, hazard assessment

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Authors: Babak Safaei, Ahmad Ghanbari, Arash Rahmani

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In the present study, the free vibration characteristics of double-walled carbon nanotubes (DWCNTs) are investigated. The small-scale effects are taken into account using the Eringen’s nonlocal elasticity theory. The nonlocal elasticity equations are implemented into the different classical beam theories namely as Euler-Bernoulli beam theory (EBT), Timoshenko beam theory (TBT), Reddy beam theory (RBT), and Levinson beam theory (LBT) to analyze the free vibrations of DWCNTs in which each wall of the nanotubes is considered as individual beam with van der Waals interaction forces. Generalized differential quadrature (GDQ) method is utilized to discretize the governing differential equations of each nonlocal beam model along with four commonly used boundary conditions. Then molecular dynamics (MD) simulation is performed for a series of armchair and zigzag DWCNTs with different aspect ratios and boundary conditions, the results of which are matched with those of nonlocal beam models to extract the appropriate values of the nonlocal parameter corresponding to each type of chirality, nonlocal beam model and boundary condition. It is found that the present nonlocal beam models with their proposed correct values of nonlocal parameter have good capability to predict the vibrational behavior of DWCNTs, especially for higher aspect ratios.

Keywords: double-walled carbon nanotubes, nonlocal continuum elasticity, free vibrations, molecular dynamics simulation, generalized differential quadrature method

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Authors: Olubukayo-Opeyemi Oyetayo, Oscar Mendez-Lucio, Andreas Bender, Hans Kiefer

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The thermal melting curve of a protein provides information on its conformational stability and could provide cues on its aggregation behavior. Naturally-occurring osmolytes have been shown to improve the thermal stability of most proteins in a concentration-dependent manner. They are therefore commonly employed as additives in therapeutic protein purification and formulation. A number of intertwined and seemingly conflicting mechanisms have been put forward to explain the observed stabilizing effects, the most prominent being the preferential exclusion mechanism. We attempted to probe and summarize molecular mechanisms for thermal stabilization of a monoclonal antibody (mAb) by developing quantitative structure-activity relationships using a rationally-selected library of 120 osmolyte-like compounds in the polyhydric alcohols, amino acids and methylamines classes. Thermal stabilization potencies were experimentally determined by thermal shift assays based on differential scanning fluorimetry. The cross-validated QSAR model was developed by partial least squares regression using descriptors generated from Molecular Operating Environment software. Careful evaluation of the results with the use of variable importance in projection parameter (VIP) and regression coefficients guided the selection of the most relevant descriptors influencing mAb thermal stability. For the mAb studied and at pH 7, the thermal stabilization effects of tested compounds correlated positively with their fractional polar surface area and inversely with their fractional hydrophobic surface area. We cannot claim that the observed trends are universal for osmolyte-protein interactions because of protein-specific effects, however this approach should guide the quick selection of (de)stabilizing compounds for a protein from a chemical library. Further work with a large variety of proteins and at different pH values would help the derivation of a solid explanation as to the nature of favorable osmolyte-protein interactions for improved thermal stability. This approach may be beneficial in the design of novel protein stabilizers with optimal property values, especially when the influence of solution conditions like the pH and buffer species and the protein properties are factored in.

Keywords: thermal stability, monoclonal antibodies, quantitative structure-activity relationships, osmolytes

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Authors: Carla Van De Sande, Jana Vandenberg

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Just like physical skills, cognitive skills grow rusty over time unless they are regularly used and practiced, so academic breaks can have negative consequences on student learning and success. The Keeping in School Shape (KiSS) program is an engaging, accessible, and cost-effective intervention that harnesses the benefits of retrieval practice by using technology to help students maintain proficiency over breaks from school by delivering a daily review problem via text message or email. A growth mindset is promoted through feedback messages encouraging students to try again if they get a problem wrong and to take on a challenging problem if they get a problem correct. This paper reports on the relationship between confidence, accuracy, and decision-making during the implementation of the KiSS Program at a large university during winter break for students enrolled in an engineering introductory Calculus course sequence.

Keywords: growth mindset, learning loss, on-the-go learning, retrieval practice

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Authors: Alex Fedoseyev

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This study investigates a generalized hydrodynamic equation (GHE) simplified model for the simulation of turbulent flow over a two-dimensional backward-facing step (BFS) at Reynolds number Re=132000. The GHE were derived from the generalized Boltzmann equation (GBE). GBE was obtained by first principles from the chain of Bogolubov kinetic equations and considers particles of finite dimensions. The GHE has additional terms, temporal and spatial fluctuations, compared to the Navier-Stokes equations (NSE). These terms have a timescale multiplier τ, and the GHE becomes the NSE when $\tau$ is zero. The nondimensional τ is a product of the Reynolds number and the squared length scale ratio, τ=Re*(l/L)², where l is the apparent Kolmogorov length scale, and L is a hydrodynamic length scale. The BFS flow modeling results obtained by 2D calculations cannot match the experimental data for Re>450. One or two additional equations are required for the turbulence model to be added to the NSE, which typically has two to five parameters to be tuned for specific problems. It is shown that the GHE does not require an additional turbulence model, whereas the turbulent velocity results are in good agreement with the experimental results. A review of several studies on the simulation of flow over the BFS from 1980 to 2023 is provided. Most of these studies used different turbulence models when Re>1000. In this study, the 2D turbulent flow over a BFS with height H=L/3 (where L is the channel height) at Reynolds number Re=132000 was investigated using numerical solutions of the GHE (by a finite-element method) and compared to the solutions from the Navier-Stokes equations, k–ε turbulence model, and experimental results. The comparison included the velocity profiles at X/L=5.33 (near the end of the recirculation zone, available from the experiment), recirculation zone length, and velocity flow field. The mean velocity of NSE was obtained by averaging the solution over the number of time steps. The solution with a standard k −ε model shows a velocity profile at X/L=5.33, which has no backward flow. A standard k−ε model underpredicts the experimental recirculation zone length X/L=7.0∓0.5 by a substantial amount of 20-25%, and a more sophisticated turbulence model is needed for this problem. The obtained data confirm that the GHE results are in good agreement with the experimental results for turbulent flow over two-dimensional BFS. A turbulence model was not required in this case. The computations were stable. The solution time for the GHE is the same or less than that for the NSE and significantly less than that for the NSE with the turbulence model. The proposed approach was limited to 2D and only one Reynolds number. Further work will extend this approach to 3D flow and a higher Re.

Keywords: backward-facing step, comparison with experimental data, generalized hydrodynamic equations, separation, reattachment, turbulent flow

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Authors: Henri El Zakhem, Christina Romanos, Charlie Bakhos, Hassan Chahal, Jessica Koura

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Squalene is a valuable component of the oil composed of 30 carbon atoms and is mainly used for cosmetic materials. The main concern of this article is to study the Squalene composition in the Lebanese olive oil and to compare it with foreign oil results. To our knowledge, extraction of Squalene from the Lebanese olive oil has not been conducted before. Three different techniques were studied and experiments were performed on three brands of olive oil, Al Wadi Al Akhdar, Virgo Bio and Boulos. The techniques performed are the Fractional Crystallization, the Soxhlet and the Esterification. By comparing the results, it is found that the Lebanese oil contains squalene and Soxhlet method is the most effective between the three methods extracting about 6.5E-04 grams of Squalene per grams of olive oil.

Keywords: squalene, extraction, crystallization, Soxhlet

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Authors: A.Abbad, H.A.Bentounes, W.Benstaali

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The full-potential linearized augmented plane wave method (FP-LAPW) within the Generalized Gradient Approximation (GGA) is used to calculate the magnetic and optical properties of quaternary GaFeMnN. The results show that the compound becomes magnetic and half metallic and there is an apparition of peaks at low frequencies for the optical properties.

Keywords: FP-LAPW, LSDA, magnetic moment, reflectivity

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Authors: Iyad Al-Attar

Abstract:

Air filters installed in HVAC equipment and gas turbine for power generation confront several atmospheric contaminants with various concentrations while operating in different environments (tropical, coastal, hot). This leads to engine performance degradation, as contaminants are capable of deteriorating components and fouling compressor assembly. Compressor fouling is responsible for 70 to 85% of gas turbine performance degradation leading to reduction in power output and availability and an increase in the heat rate and fuel consumption. Therefore, filter design must take into account face velocities, pleat count and its corresponding surface area; to verify filter performance characteristics (Efficiency and Pressure Drop). The experimental work undertaken in the current study examined two groups of four filters with different pleating densities were investigated for the initial pressure drop response and fractional efficiencies. The pleating densities used for this study is 28, 30, 32 and 34 pleats per 100mm for each pleated panel and measured for ten different flow rates ranging from 500 to 5000 m3/h with increment of 500m3/h. This experimental work of the current work has highlighted the underlying reasons behind the reduction in filter permeability due to the increase in face velocity and pleat density. The reasons that led to surface area losses of filtration media are due to one or combination of the following effects: pleat-crowding, deflection of the entire pleated panel, pleat distortion at the corner of the pleat and/or filtration medium compression. It is evident from entire array of experiments that as the particle size increases, the efficiency decreases until the MPPS is reached. Beyond the MPPS, the efficiency increases with increase in particle size. The MPPS shifts to a smaller particle size as the face velocity increases, while the pleating density and orientation did not have a pronounced effect on the MPPS. Throughout the study, an optimal pleat count which satisfies initial pressure drop and efficiency requirements may not have necessarily existed. The work has also suggested that a valid comparison of the pleat densities should be based on the effective surface area that participates in the filtration action and not the total surface area the pleat density provides.

Keywords: air filters, fractional efficiency, gas cleaning, glass fibre, HEPA filter, permeability, pressure drop

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Authors: Cem Çindaş, Serkan Şimşek

Abstract:

In this paper, the study and design of a 3-dB 90° directional coupler operating in the S-band is proposed. The coupler employs symmetrical multi-section coupled lines designed in a stripline technique. Design is realized in AWR Design Environment and CST Microwave Studio. Using these two programs played a key role in attaining outcomes swiftly and precisely. The simulation results show that the coupler maintains amplitude consistency within ± 0.3 dB, isolation and reflection losses better than 16 dB, and phase difference between two output ports of 88º±0.6˚ in the 1.7 – 4.35 GHz range. This simulation results indicate an improvement is achieved in fractional bandwidth (FBW) performance around the center frequency of f0 = 3 GHz.

Keywords: coupled stripline, directional coupler, multi-section coupler, symmetrical coupler

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Authors: Shabeer Khan

Abstract:

The main objective of Islamic Finance is to promote social justice thorough financial inclusion and redistribution of economic resources between rich and poor. The approach of Islamic finance is more comprehensive in nature and covers both formal and informal sectors of the economy, first, through reducing the gap between both sectors, and second by using specific Islamic values to reallocate the wealth between formal and informal sectors. Applying Generalized Method of Movements (GMM) to the annual data spanning from 1995-2015 for 141 countries, this study explores the determinants of informal business sector in Organization of Islamic Cooperation (OIC) countries and then compares with Non-OIC countries. Economic freedom and institutions variables as well as economic growth and money supply are found to reduce informal business sector in both OIC and Non-OIC nations while government expenditure are found to increase informal business sector in both group of nations. Informal Business sector remain the same in both types of countries but still the majority Muslim population in OIC economies create main difference between both groups of nations and justify the potential role of Islamic Finance in informal business sector in OIC nations. The study suggests that institutions quality should be improved and entrepreneurs’ friendly business environment must be provided. This study refines the main features of informal business sector and discuss their implications on policy designing and implementation, particularly in the context of Islamic finance fight against poverty, inequality and improving living standards of informal sector participants in OIC countries.

Keywords: Islamic finance, informal Business Sector, Generalized Method of Movements (GMM) and OIC

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Authors: Babak Safaei, A. M. Fattahi

Abstract:

Polymer/carbon nanotube nanocomposites have a wide range of promising applications Due to their enhanced properties. In this work, free vibration analysis of single-walled carbon nanotube-reinforced composite plates is conducted in which carbon nanotubes are embedded in an amorphous polyethylene. The rule of mixture based on various types of plate model namely classical plate theory (CLPT), first-order shear deformation theory (FSDT), and higher-order shear deformation theory (HSDT) was employed to obtain fundamental frequencies of the nanocomposite plates. Generalized differential quadrature (GDQ) method was used to discretize the governing differential equations along with the simply supported and clamped boundary conditions. The material properties of the nanocomposite plates were evaluated using molecular dynamic (MD) simulation corresponding to both short-(10,10) SWCNT and long-(10,10) SWCNT composites. Then the results obtained directly from MD simulations were fitted with those calculated by the rule of mixture to extract appropriate values of carbon nanotube efficiency parameters accounting for the scale-dependent material properties. The selected numerical results are presented to address the influences of nanotube volume fraction and edge supports on the value of fundamental frequency of carbon nanotube-reinforced composite plates corresponding to both long- and short-nanotube composites.

Keywords: nanocomposites, molecular dynamics simulation, free vibration, generalized, differential quadrature (GDQ) method

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Authors: Ibtissem Talbi

Abstract:

During the last decade, a variety of chaos-based cryptosystems have been investigated. Most of them are based on the structure of Fridrich, which is based on the traditional confusion-diffusion architecture proposed by Shannon. Compared with traditional cryptosystems (DES, 3DES, AES, etc.), the chaos-based cryptosystems are more flexible, more modular and easier to be implemented, which make them suitable for large scale-data encyption, such as images and videos. The heart of any chaos-based cryptosystem is the chaotic generator and so, a part of the efficiency (robustness, speed) of the system depends greatly on it. In this talk, we give an overview of the state of the art of chaos-based block ciphers and we describe some of our schemes already proposed. Also we will focus on the essential characteristics of the digital chaotic generator, The needed performance of a chaos-based block cipher in terms of security level and speed of calculus depends on the considered application. There is a compromise between the security and the speed of the calculation. The security of these block block ciphers will be analyzed.

Keywords: chaos-based cryptosystems, chaotic generator, security analysis, structure of Fridrich

Procedia PDF Downloads 657

Authors: M. P. Nanda Kumar, K. Dheeraj

Abstract:

The design of a feedback controller, so as to minimize a given performance criterion, for a general non-linear dynamical system is difficult; if not impossible. But for a large class of non-linear dynamical systems, the open loop control that minimizes a performance criterion can be obtained using calculus of variations and Pontryagin’s minimum principle. In this paper, the open loop optimal trajectories, that minimizes a given performance measure, is used to train the neural network whose inputs are state variables of non-linear dynamical systems and the open loop optimal control as the desired output. This trained neural network is used as the feedback controller. In other words, attempts are made here to solve the “inverse optimal control problem” by using the state and control trajectories that are optimal in an open loop sense.

Keywords: inverse optimal control, radial basis function, neural network, controller design

Procedia PDF Downloads 526

Authors: Nicolas Plamondon, Stuart Atkinson, Shuzi Zhou

Abstract:

The insurance industry is usually not the first topic one has in mind when thinking about applications of data science. However, the use of data science in the finance and insurance industry is growing quickly for several reasons, including an abundance of reliable customer data, ferocious competition requiring more accurate pricing, etc. Among the top use cases of data science, we find pricing optimization, customer segmentation, customer risk assessment, fraud detection, marketing, and triage analytics. The objective of this paper is to present an application of the generalized additive model (GAM) on a commercial automobile insurance product: an individually rated commercial automobile. These are vehicles used for commercial purposes, but for which there is not enough volume to apply pricing to several vehicles at the same time. The GAM model was selected as an improvement over GLM for its ease of use and its wide range of applications. The model was trained using the largest split of the data to determine model parameters. The remaining part of the data was used as testing data to verify the quality of the modeling activity. We used the Gini coefficient to evaluate the performance of the model. For long-term monitoring, commonly used metrics such as RMSE and MAE will be used. Another topic of interest in the insurance industry is to process of producing the model. We will discuss at a high level the interactions between the different teams with an insurance company that needs to work together to produce a model and then monitor the performance of the model over time. Moreover, we will discuss the regulations in place in the insurance industry. Finally, we will discuss the maintenance of the model and the fact that new data does not come constantly and that some metrics can take a long time to become meaningful.

Keywords: insurance, data science, modeling, monitoring, regulation, processes

Procedia PDF Downloads 52