Search results for: Total horizontal derivative

Authors: Adil Hassabo

Abstract:

In this paper, a horizontal circular curve computations calculator is developed in Microsoft Windows. The developed calculator can be used for determining the necessary information required for setting out horizontal curves. Three methods are applied in the developed program namely: incremental chord method, total chord method, and the coordinates method. Computations of horizontal curves by the developed calculator is faster, easier, accurate, and less subject to errors comparable to the traditional method of calculations. Finally, the results obtained by the traditional method and by the developed calculator are presented for checking the behavior of the developed calculator.

Keywords: calculator, circular, computations, curve

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Authors: B. Keawaram, P. Dumrongchai

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The volume of overburden and coal excavations in open-pit mine is generally determined by conventional survey such as total station. This study aimed to evaluate the accuracy of terrestrial laser scanner (TLS) used to measure overburden and coal excavations, and to compare TLS survey data sets with the data of the total station. Results revealed that, the reference points measured with the total station showed 0.2 mm precision for both horizontal and vertical coordinates. When using TLS on the same points, the standard deviations of 4.93 cm and 0.53 cm for horizontal and vertical coordinates, respectively, were achieved. For volume measurements covering the mining areas of 79,844 m², TLS yielded the mean difference of about 1% and the surface error margin of 6 cm at the 95% confidence level when compared to the volume obtained by total station.

Keywords: mine, survey, terrestrial laser scanner, total station

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Authors: M. Lghoul, N. El Goumi, M. Guernouche

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In order to predict the structural and tectonic framework of the Bahira basin and to have a 3D geological modeling of the basin, an integrated multidisciplinary work has been conducted using gravity, magnetic and geological data. The objective of the current study is delineating the subsurfacefeatures, faults, and geological limits, using airborne magnetic and gravity data analysis of the Bahira basin. To achieve our goal, we have applied different enhanced techniques on magnetic and gravity data: power spectral analysis techniques, reduction to pole (RTP), upward continuation, analytical signal, tilt derivative, total horizontal derivative, 3D Euler deconvolutionand source parameter imagining. The major lineaments/faults trend are: NE–SW, NW-SE, ENE–WSW, and WNW–ESE. The 3D Euler deconvolution analysis highlighted a number of fault trend, mainly in the ENE-WSW, WNW-ESE directions. The depth tothe top of the basement sources in the study area ranges between 200 m, in the southern and northern part of the Bahira basin, to 5000 m located in the Eastern part of the basin.

Keywords: magnetic, gravity, structural trend, depth to basement

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Authors: Shatha S. Alhily

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The purpose of this research paper is to show all the possible values of the pth power of the integrable function which make the integral means of the derivative of univalent function existing and finite.

Keywords: derivative, integral means, self conformal maps, univalent function

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Authors: Aysan Esgandanian, Sabalan Daneshvar

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The study is done to determine the comparison between proportional-integral-derivative controller (PID controller) and tilt-integral-derivative (TID controller) for cardiac pacemaker systems, which can automatically control the heart rate to accurately track a desired preset profile. The controller offers good adaption of heart to the physiological needs of the patient. The parameters of the both controllers are tuned by particle swarm optimization (PSO) algorithm which uses the integral of time square error as a fitness function to be minimized. Simulation results are performed on the developed cardiovascular system of humans and results demonstrate that the TID controller produces superior control performance than PID controllers. In this paper, all simulations were performed in Matlab.

Keywords: integral of time square error, pacemaker systems, proportional-integral-derivative controller, PSO algorithm, tilt-integral-derivative controller

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Authors: Kassim A. Jassim

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In the present paper, we introduce and discuss a new class Kp(λ,α) of meromorphic multivalent functions in the punctured unit disk U*={z∈¢:0<|z|<1} defined by Ruscheweyh derivative. We obtain some sufficient conditions for the functions belonging to the class Kp(λ,α).

Keywords: meromorphic multivalent function, Ruscheweyh derivative, hadamard product

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Authors: Mohammad Mehdi Mazarei, Ali Asghar Behroozpoor

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In this paper, we define an optimization problem corresponding to smooth and nonsmooth functions which its optimal solution is the first derivative of these functions in a domain. For this purpose, a linear programming problem corresponding to optimization problem is obtained. The optimal solution of this linear programming problem is the approximate generalized first derivative. In fact, we approximate generalized first derivative of nonsmooth functions as tailor series. We show the efficiency of our approach by some smooth and nonsmooth functions in some examples.

Keywords: general derivative, linear programming, optimization problem, smooth and nonsmooth functions

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Authors: Chidiebere C. Agoha, Chukwuebuka N. Onwubuariri, Collins U.amasike, Tochukwu I. Mgbeojedo, Joy O. Njoku, Lawson J. Osaki, Ifeyinwa J. Ofoh, Francis B. Akiang, Dominic N. Anuforo

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In order to interpret the airborne magnetic data and evaluate the approximate location, depth, and geometry of the magnetic sources within Obudu area using the standard Euler deconvolution method, very high-resolution aeromagnetic data over the area was acquired, processed digitally and analyzed using Oasis Montaj 8.5 software. Data analysis and enhancement techniques, including reduction to the equator, horizontal derivative, first and second vertical derivatives, upward continuation and regional-residual separation, were carried out for the purpose of detailed data Interpretation. Standard Euler deconvolution for structural indices of 0, 1, 2, and 3 was also carried out and respective maps were obtained using the Euler deconvolution algorithm. Results show that the total magnetic intensity ranges from -122.9nT to 147.0nT, regional intensity varies between -106.9nT to 137.0nT, while residual intensity ranges between -51.5nT to 44.9nT clearly indicating the masking effect of deep-seated structures over surface and shallow subsurface magnetic materials. Results also indicated that the positive residual anomalies have an NE-SW orientation, which coincides with the trend of major geologic structures in the area. Euler deconvolution for all the considered structural indices has depth to magnetic sources ranging from the surface to more than 2000m. Interpretation of the various structural indices revealed the locations and depths of the source bodies and the existence of geologic models, including sills, dykes, pipes, and spherical structures. This area is characterized by intrusive and very shallow basement materials and represents an excellent prospect for solid mineral exploration and development.

Keywords: Euler deconvolution, horizontal derivative, Obudu, structural indices

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Authors: Ramzi B. Albadarneh

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In this paper, we use the new definition of fractional derivative called conformable fractional derivative to derive some finite difference formulas and its error terms which are used to solve fractional differential equations and fractional partial differential equations, also to derive fractional Euler method and its error terms which can be applied to solve fractional differential equations. To provide the contribution of our work some applications on finite difference formulas and Euler Method are given.

Keywords: conformable fractional derivative, finite difference formula, fractional derivative, finite difference formula

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Authors: Chin-Yun Chen

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Numerical integration is an essential tool for deriving different physical quantities in engineering and science. The effectiveness of a numerical integrator depends on different factors, where the crucial one is the error estimation. This work presents an error estimator that combines a derivative free method to improve the performance of verified numerical quadrature.

Keywords: numerical quadrature, error estimation, derivative free method, interval computation

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Authors: Marine Segui, Matthieu Mantilla, Ruxandra Mihaela Botez

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This research is the part of a major project at the Research Laboratory in Active Controls, Avionics and Aeroservoelasticity (LARCASE) aiming to improve a Cessna Citation X aircraft cruise performance with an application of the morphing wing technology on its horizontal tail. However, the horizontal stabilizer of the Cessna Citation X turns around its span axis with an angle between -8 and 2 degrees. Within this range, the horizontal stabilizer generates certainly some unwanted drag. To cancel this drag, the LARCASE proposes to trim the aircraft with a horizontal stabilizer equipped by a morphing wing technology. This technology aims to optimize aerodynamic performances by changing the conventional horizontal tail shape during the flight. As a consequence, this technology will be able to generate enough lift on the horizontal tail to balance the aircraft without an unwanted drag generation. To conduct this project, an accurate aerodynamic model of the horizontal tail is firstly required. This aerodynamic model will finally allow precise comparison between a conventional horizontal tail and a morphed horizontal tail results. This paper presents how this aerodynamic model was designed. In this way, it shows how the 2D geometry of the horizontal tail was collected and how the unknown airfoil’s shape of the horizontal tail has been recovered. Finally, the complete horizontal tail airfoil shape was found and a comparison between aerodynamic polar of the real horizontal tail and the horizontal tail found in this paper shows a maximum difference of 0.04 on the lift or the drag coefficient which is very good. Aerodynamic polar data of the aircraft horizontal tail are obtained from the CAE Inc. level D research aircraft flight simulator of the Cessna Citation X.

Keywords: aerodynamic, Cessna, citation, coefficient, Datcom, drag, lift, longitudinal, model, OpenVSP

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Authors: Edson Vengesai

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Derivative products have become essential instruments in portfolio diversification, price discovery, and, most importantly, risk hedging. Derivatives are complex instruments; their valuation, volatility implications, and real impact on the underlying assets' behaviour are not well understood. Little is documented empirically, with conflicting conclusions on how these instruments affect firm risk exposures. Given the growing interest in using derivatives in risk management and portfolio engineering, this study examines the practical impact of derivative usage on the underlying stock price exposure and systematic risk. The paper uses data from South African listed firms. The study employs GARCH models to understand the effect of derivative uses on conditional stock volatility. The GMM models are used to estimate the effect of derivatives use on stocks' systematic risk as measured by Beta and on the total risk of stocks as measured by the standard deviation of returns. The results provide evidence on whether derivatives use is instrumental in reducing stock returns' systematic and total risk. The results are subjected to numerous controls for robustness, including financial leverage, firm size, growth opportunities, and macroeconomic effects.

Keywords: derivatives use, hedging, volatility, stock price exposure

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Authors: Chuang-Chang Chang, Keng-Yu Ho, Yu-Jen Hsiao, Hsin-Ni Yang

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Using a sample of detailed ownership data of 1,032 listed commercial bank observations in 30 European countries from 2004 to 2010, we explore what categories of shareholder are more likely to use derivatives and how different types of owners affect the bank value. We find that a shift in equity from bank investors to either non-financial companies or institutional investors have increase incentives to use derivatives. Moreover, we have significant evidence that a shift in equity from bank investors to either family or manager shareholders who attend derivative activities will decrease bank value. However, a shift in equity from bank investors to non-financial companies who use derivative instrument will increase the bank value. Our results are also robustness to address for the potential endogeneity problems.

Keywords: derivative usage, ownership structure, bank value

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Authors: Lemonakis Panagiotis, Eliou Nikos, Karakasidis Theodoros, Botzoris George

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It is well known that trajectory along with speed are two of the most important contributing factors in road accidents. Trajectory is meant as the "line“, usually different from the center-line that a driver traverses through horizontal curves which depends on the characteristics of the road environment (especially the curvature), the vehicle and the driver himself. Drivers and especially riders, tend to broaden their paths in order to succeed greater path radiuses and hence, reduce the applied centrifugal force enhancing safety. The objective of the present research is to investigate riders’ path on horizontal curves. Within the context of the research, field measurements were conducted on a rural two lane highway, with the participation of eight riders and the use of an instrumented motorcycle. The research has shown that the trajectory of the riders is correlated to the radius and the length of the horizontal curve as well.

Keywords: trajectory, path, riders, horizontal curves

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Authors: Yanping Liao, Congcong He, Ruigang Zhao

Abstract:

The application of magnetocardiography signals to detect cardiac electrical function is a new technology developed in recent years. The magnetocardiography signal is detected with Superconducting Quantum Interference Devices (SQUID) and has considerable advantages over electrocardiography (ECG). It is difficult to extract Magnetocardiography (MCG) signal which is buried in the noise, which is a critical issue to be resolved in cardiac monitoring system and MCG applications. In order to remove the severe background noise, the Total Variation (TV) regularization method is proposed to denoise MCG signal. The approach transforms the denoising problem into a minimization optimization problem and the Majorization-minimization algorithm is applied to iteratively solve the minimization problem. However, traditional TV regularization method tends to cause step effect and lacks constraint adaptability. In this paper, an improved TV regularization method for denoising MCG signal is proposed to improve the denoising precision. The improvement of this method is mainly divided into three parts. First, high-order TV is applied to reduce the step effect, and the corresponding second derivative matrix is used to substitute the first order. Then, the positions of the non-zero elements in the second order derivative matrix are determined based on the peak positions that are detected by the detection window. Finally, adaptive constraint parameters are defined to eliminate noises and preserve signal peak characteristics. Theoretical analysis and experimental results show that this algorithm can effectively improve the output signal-to-noise ratio and has superior performance.

Keywords: constraint parameters, derivative matrix, magnetocardiography, regular term, total variation

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Authors: Joshua Kim Schimpf, Kyun Doo Kim, Jaseok Heo

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In this study, the droplet behavior of under horizontal stratified flow regime for air and water flow in horizontal pipe experiments from a 0.24 m, 0.095 m, and 0.0486 m size diameter pipe are examined. The effects of gravity, pipe diameter, and turbulent diffusion on droplet deposition are considered. Models for droplet entrainment and deposition are proposed that considers developing length. Validation for experimental data dedicated from the REGARD, CEA and Williams, University of Illinois, experiment were performed using SPACE (Safety and Performance Analysis Code for Nuclear Power Plants).

Keywords: droplet, entrainment, deposition, horizontal

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Authors: Sven Krabbenhoft, Kristian Krabbenhoft, Lars Damkilde

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The problem of determining the bearing capacity of a strip foundation located near a slope of infinite height has been dealt with by several authors. Very often in practical problems the slope is of limited height, and furthermore the resulting load may be inclined at an angle to the horizontal, and in such cases the bearing capacity of the footing cannot be found using the existing methods. The present work comprises finite element based upper- and lower-bound calculations, using the geotechnical software OptumG2 to investigate the effect of the slope height and horizontal forces on the total bearing capacity, both without and with using superposition as presupposed in the traditional bearing capacity equation. The results for friction angles 30, 35 and 40 degrees, slope inclinations 1:2, 1:3 and 1:4, for selfweight and surcharge are given as charts showing the slope inclination factors suitable for design.

Keywords: footings, bearing capacity, slopes, cohesionnless soil

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Authors: Fares Senouci, Bachir Imine

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This document provides numerical and experimental optimization of the aerodynamic performance of a drone equipped with three types of horizontal stabilizer. To build this optimal configuration, an experimental and numerical study was conducted on three parameters: the geometry of the stabilizer (horizontal form or reverse V form), the position of the horizontal stabilizer (up or down), and the landing gear position (closed or open). The results show that up-stabilizer position with respect to the horizontal plane of the fuselage provides better aerodynamic performance, and that the landing gear increases the lift in the zone of stability, that is to say where the flow is not separated.

Keywords: aerodynamics, drag, lift, turbulence model, wind tunnel

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Authors: Giorgi Dalakishvili, Goderdzi G. Didebulidze, Maya Todua

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The possibility of sporadic E (Es) layer formation in the mid-latitude nighttime lower thermosphere by horizontal homogeneous and inhomogeneous (vertically and horizontally changing) winds is investigated in 3D by analytical and numerical solutions of continuity equation for dominant heavy metallic ions Fe+. The theory of influence of wind velocity direction, value, and its shear on formation of sporadic E is developed in case of presence the effect of horizontally changing wind (the effect of horizontal convergence). In this case, the horizontal wind with horizontal shear, characterized by compressibility and/or vortices, can provide an additional influence on heavy metallic ions Fe+ horizontal convergence and Es layers density, which can be formed by their vertical convergence caused as by wind direction and values and by its horizontal shear as well. The horizontal wind value and direction have significant influence on ion vertical drift velocity and its minimal negative values of divergence necessary for development of ion vertical convergence into sporadic E type layer. The horizontal wind horizontal shear, in addition to its vertical shear, also influences the ion drift velocity value and its vertical changes and correspondingly on formation of sporadic E layer and its density. The atmospheric gravity waves (AGWs), with relatively smaller horizontal wave length than planetary waves and tidal motion, can significantly influence location of ion vertical drift velocity nodes (where Es layers formation expectable) and its vertical and horizontal shear providing ion vertical convergence into thin layer. Horizontal shear can cause additional influence in the Es layers density than in the case of only wind value and vertical shear only. In this case, depending on wind direction and value in the height region of the lower thermosphere about 90-150 km occurs heavy metallic ions (Fe+) vertical convergence into thin sporadic E type layer. The horizontal wind horizontal shear also can influence on ions horizontal convergence and density and location Es layers. The AGWs modulate the horizontal wind direction and values and causes ion additional horizontal convergence, while the vertical changes (shear) causes additional vertical convergence than in the case without vertical shear. Influence of horizontal shear on sporadic E density and the importance of vertical compressibility of the lower thermosphere, which also can be influenced by AGWs, is demonstrated numerically. For the given wavelength and background wind, the predictability of formation Es layers and its possible location regions are shown. Acknowledgements: This study was funded by Georgian Shota Rustaveli National Science Foundation Grant no. FR17-357.

Keywords: in-homogeneous, sporadic E, thermosphere, wind

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Authors: Mahdi Shokrollahi

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Over the past years, much research has been conducted on the vulnerability of structures to earthquakes, which only horizontal components of the earthquake were considered in their seismic analysis and vertical earthquake acceleration especially in near-fault area was less considered. The investigation of the mappings shows that vertical earthquake acceleration can be significantly closer to the maximum horizontal earthquake acceleration, and even exceeds it in some cases. This study has compared the behavior of different members of three steel moment frame with a buckling-restrained brace (BRB), one time only by considering the horizontal component and again by considering simultaneously the horizontal and vertical components under the three mappings of the near-fault area and the effect of vertical acceleration on structural responses is investigated. Finally, according to the results, the vertical component of the earthquake has a greater effect on the axial force of the columns and the vertical displacement of the middle of the beams of the different classes and less on the lateral displacement of the classes.

Keywords: vertical earthquake acceleration, near-fault area, steel frame, horizontal and vertical component of earthquake, buckling-restrained brace

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Authors: Oladejo Olagoke Peter, Adagunodo T. A., Ogunkoya C. O.

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The research investigated the arrangement of some geological features under Ilesa employing aeromagnetic data. The obtained data was subjected to various data filtering and processing techniques, which are Total Horizontal Derivative (THD), Depth Continuation and Analytical Signal Amplitude using Geosoft Oasis Montaj 6.4.2 software. The Reduced to the Equator –Total Magnetic Intensity (TRE-TMI) outcomes reveal significant magnetic anomalies, with high magnitude (55.1 to 155 nT) predominantly at the Northwest half of the area. Intermediate magnetic susceptibility, ranging between 6.0 to 55.1 nT, dominates the eastern part, separated by depressions and uplifts. The southern part of the area exhibits a magnetic field of low intensity, ranging from -76.6 to 6.0 nT. The lineaments exhibit varying lengths ranging from 2.5 and 16.0 km. Analyzing the Rose Diagram and the analytical signal amplitude indicates structural styles mainly of E-W and NE-SW orientations, particularly evident in the western, SW and NE regions with an amplitude of 0.0318nT/m. The identified faults in the area demonstrate orientations of NNW-SSE, NNE-SSW and WNW-ESE, situated at depths ranging from 500 to 750 m. Considering the divergence magnetic susceptibility, structural style or orientation of the lineaments, identified fault and their depth, these lithological features could serve as a valuable foundation for assessing ground motion, particularly in the presence of sufficient seismic energy.

Keywords: lineament, aeromagnetic, anomaly, fault, magnetic

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Authors: Satish Kumar Dewangan, Santosh Kumar Senapati

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The present work focuses on the investigation of the effect of non-Newtonian behavior on the oil-water stratified flow in a horizontal channel using ANSYS Fluent. Coupled level set and volume of fluid (CLSVOF) has been used to capture the evolving interface assuming unsteady, coaxial flow with constant fluid properties. The diametric variation of oil volume fraction, mixture velocity, total pressure and pressure gradient has been studied. Non-Newtonian behavior of oil has been represented by the power law model in order to investigate the effect of flow behavior index. Stratified flow pattern tends to assume dispersed flow pattern with the change in the behavior of oil to non-Newtonian. The pressure gradient is found to be very much sensitive to the flow behavior index. The findings could be useful in designing the transportation pipe line in petroleum industries.

Keywords: oil-water stratified flow, horizontal channel, CLSVOF, non–Newtonian behaviour.

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Authors: Dong Xie, Leah Howard, Yiming Weng

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The objective of this study was to synthesize and characterize 5-acryloyloxy-3,4-dichlorocrotonolactone (a furanone derivative), use this derivative to modify a dental restorative, and study the effect of the derivative on the antibacterial activity and compressive strength of the formed restorative. In this study, a furanone derivative was synthesized, characterized, and used to formulate a dental restorative. Compressive strength (CS) and S. mutans viability were used to evaluate the mechanical strength and antibacterial activity of the formed restorative. The fabricated restorative specimens were photocured and conditioned in distilled water at 37oC for 24 h, followed by direct testing for CS or/and incubating with S. mutans for 48 h for antibacterial testing. The results show that the modified dental restorative showed a significant antibacterial activity without substantially decreasing the mechanical strengths. With addition of the antibacterial derivative up to 30%, the restorative kept its original CS nearly unchanged but showed a significant antibacterial activity with 68% reduction in the S. mutans viability. Furthermore, the antibacterial function of the modified restorative was not affected by human saliva. The aging study also indicates that the modified restorative may have a long-lasting antibacterial function. It is concluded that this experimental antibacterial restorative may potentially be developed into a clinically attractive dental filling restorative due to its high mechanical strength and antibacterial function.

Keywords: antibacterial, dental restorative, compressive strength, S. mutans viability

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Authors: Aasheesh Raturi, Vimal Kothiyal, P. D. Semalty

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We studied mechanical properties of Eucalyptus tereticornis using FT-NIR spectroscopy. Firstly, spectra were pre-processed to eliminate useless information. Then, prediction model was constructed by partial least squares regression. To study the influence of pre-processing on prediction of mechanical properties for NIR analysis of wood samples, we applied various pretreatment methods like straight line subtraction, constant offset elimination, vector-normalization, min-max normalization, multiple scattering. Correction, first derivative, second derivatives and their combination with other treatment such as First derivative + straight line subtraction, First derivative+ vector normalization and First derivative+ multiplicative scattering correction. The data processing methods in combination of preprocessing with different NIR regions, RMSECV, RMSEP and optimum factors/rank were obtained by optimization process of model development. More than 350 combinations were obtained during optimization process. More than one pre-processing method gave good calibration/cross-validation and prediction/test models, but only the best calibration/cross-validation and prediction/test models are reported here. The results show that one can safely use NIR region between 4000 to 7500 cm-1 with straight line subtraction, constant offset elimination, first derivative and second derivative preprocessing method which were found to be most appropriate for models development.

Keywords: FT-NIR, mechanical properties, pre-processing, PLS

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Authors: Ahmed Saheel, Milad Ahmed Elmaradi, Tim Archer, Muammer Ahmed Aboaesha, Abdulkhaliq Abdulmajid Altoubashi

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Enhanced oil recovery using carbon dioxide (CO₂-EOR) is a method that can increase oil production beyond what is typically achievable using conventional recovery methods by injecting and hence storing, carbon dioxide (CO₂) in the oil reservoir. In Libya, plans are underway to source a proportion of this CO₂ from subsurface geology that is known from previous drilling to contain high volumes of CO₂. But first, these subsurface volumes need to be more clearly defined and understood. Focusing on the Al-Harouj region of central Libya, ground gravity and airborne magnetic data from the LPI database and the African Magnetic Mapping Project respectively have been prepared and processed by Libyan Petroleum Institute (LPI) and Reid Geophysics Limited (RGL) to produce a range of grids and related products suitable for interpreting geological structure and to make recommendations for subsequent work that will assist CO₂ exploration for purposes of enhanced oil recovery (EOR).

Keywords: gravity anomaly, magnetic anomaly, DEDUCED lineaments, Total horizontal derivative, upward-continuation

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Authors: Mario Winkelhaus, Franz Vallée

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Many companies see horizontal cooperation as a promising possibility to increase their efficiency in outbound logistics. The selection of suitable partners has particular importance in the formation of horizontal cooperation. Up until now, literature mainly focused on general applicable methods for the identification of cooperation partners without a closer examination of the specific area where the cooperation takes place. Thus, specific criteria as a basis for the partner selection in the field of logistics cooperation are missing. To close this scientific gap, an explorative research approach is used to answer the open question of the article. To collect the needed criteria, a qualitative experiment with 20 participants from 16 companies was done. Within this workshop, general criteria, as well as sector-specific requirements, have been identified which were integrated in a partner selection model.

Keywords: horizontal cooperation, logistics cooperation partnering criteria, partner selection

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Authors: Cletus Abhulimen, L. A. Ukpebor

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In this paper, we construct a class of four-step third derivative exponential fitting integrator of order six for the numerical integration of stiff initial-value problems of the type: y’= f(x,y); y(x₀) =y₀. The implicit method has free parameters which allow it to be fitted automatically to exponential functions. For the purpose of effective implementation of the proposed method, we adopted the techniques of splitting the method into predictor and corrector schemes. The numerical analysis of the stability of the new method was discussed; the results show that the method is A-stable. Finally, numerical examples are presented, to show the efficiency and accuracy of the new method.

Keywords: third derivative four-step, exponentially fitted, a-stable, stiff differential equations

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Authors: Atia Alam

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Growing liberalisation and intense market competition increase firm’s risk exposure and induce corporations to use derivatives extensively as a risk management instrument, which results in decrease in firm’s risk, and increase in value. Present study contributes towards existing literature by providing an in-depth analysis regarding the effect of extent of derivative usage on firm’s risk and value by using panel data models and seemingly unrelated regression technique. New evidence is established in current literature by dividing the sample data based on firm’s Exchange Rate (ER) and Interest Rate (IR) exposure. Analysis is performed for the effect of extent of derivative usage on firm’s risk and value and its variation with respect to the ER and IR exposure. Sample data consists of 166 Pakistani firms listed on Pakistan stock exchange for the period of 2004-2010. Results show that extensive usage of derivative instruments significantly increases firm value and reduces firm’s risk. Furthermore, comprehensive analysis depicts that Pakistani corporations having higher exchange rate exposure, with respect to foreign sales, and higher interest rate exposure, on the basis of industry adjusted leverage, have higher firm value and lower risk. Findings from seemingly unrelated regression also provide robustness to results obtained through panel data analysis. Study also highlights the role of derivative usage as a risk management instrument in high and low ER and IR risk and helps practitioners in understanding how value increasing effect of extent of derivative usage varies with the intensity of firm’s risk exposure.

Keywords: extent of derivative usage, firm value, risk, Pakistan, non-financial firms

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Authors: Konstanca Nikolajevic, Nicolas Belanger, David Duvivier, Rabie Ben Atitallah, Abdelhakim Artiba

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Finding the optimal 3D path of an aerial vehicle under flight mechanics constraints is a major challenge, especially when the algorithm has to produce real-time results in flight. Kinematics models and Pythagorian Hodograph curves have been widely used in mobile robotics to solve this problematic. The level of difficulty is mainly driven by the number of constraints to be saturated at the same time while minimizing the total length of the path. In this paper, we suggest a pragmatic algorithm capable of saturating at the same time most of dimensioning helicopter 3D trajectories’ constraints like: curvature, curvature derivative, torsion, torsion derivative, climb angle, climb angle derivative, positions. The trajectories generation algorithm is able to generate versatile complex 3D motion primitives feasible by a helicopter with parameterization of the curvature and the climb angle. An upper ”motion primitives’ concatenation” algorithm is presented based. In this article we introduce a new way of designing three-dimensional trajectories based on what we call the ”Dubins gliding symmetry conjecture”. This extremely performing algorithm will be soon integrated to a real-time decisional system dealing with inflight safety issues.

Keywords: robotics, aerial robots, motion primitives, helicopter

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Authors: Luke Ukpebor, C. E. Abhulimen

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Stiff initial value problems in ordinary differential equations are problems for which a typical solution is rapidly decaying exponentially, and their numerical investigations are very tedious. Conventional numerical integration solvers cannot cope effectively with stiff problems as they lack adequate stability characteristics. In this article, we developed a new family of four-step second derivative exponentially fitted method of order six for the numerical integration of stiff initial value problem of general first order differential equations. In deriving our method, we employed the idea of breaking down the general multi-derivative multistep method into predator and corrector schemes which possess free parameters that allow for automatic fitting into exponential functions. The stability analysis of the method was discussed and the method was implemented with numerical examples. The result shows that the method is A-stable and competes favorably with existing methods in terms of efficiency and accuracy.

Keywords: A-stable, exponentially fitted, four step, predator-corrector, second derivative, stiff initial value problems

Procedia PDF Downloads 225