Search results for: analytical hierarchy process model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 29016

Search results for: analytical hierarchy process model

28776 Nonlinear Model Predictive Control for Biodiesel Production via Transesterification

Authors: Juliette Harper, Yu Yang

Abstract:

Biofuels have gained significant attention recently due to the new regulations and agreements regarding fossil fuels and greenhouse gases being made by countries around the globe. One of the most common types of biofuels is biodiesel, primarily made via the transesterification reaction. We model this nonlinear process in MATLAB using the standard kinetic equations. Then, a nonlinear Model predictive control (NMPC) was developed to regulate this process due to its capability to handle process constraints. The feeding flow uncertainty and kinetic disturbances are further incorporated in the model to capture the real-world operating conditions. The simulation results will show that the proposed NMPC can guarantee the final composition of fatty acid methyl esters (FAME) above the target threshold with a high chance by adjusting the process temperature and flowrate. This research will allow further understanding of NMPC under uncertainties and how to design the computational strategy for larger process with more variables.

Keywords: NMPC, biodiesel, uncertainties, nonlinear, MATLAB

Procedia PDF Downloads 57
28775 Fault Detection and Isolation of a Three-Tank System using Analytical Temporal Redundancy, Parity Space/Relation Based Residual Generation

Authors: A. T. Kuda, J. J. Dayya, A. Jimoh

Abstract:

This paper investigates the fault detection and Isolation technique of measurement data sets from a three tank system using analytical model-based temporal redundancy which is based on residual generation using parity equations/space approach. It further briefly outlines other approaches of model-based residual generation. The basic idea of parity space residual generation in temporal redundancy is dynamic relationship between sensor outputs and actuator inputs (input-output model). These residuals where then used to detect whether or not the system is faulty and indicate the location of the fault when it is faulty. The method obtains good results by detecting and isolating faults from the considered data sets measurements generated from the system.

Keywords: fault detection, fault isolation, disturbing influences, system failure, parity equation/relation, structured parity equations

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28774 Development of a Thermodynamic Model for Ladle Metallurgy Steel Making Processes Using Factsage and Its Macro Facility

Authors: Prasenjit Singha, Ajay Kumar Shukla

Abstract:

To produce high-quality steel in larger volumes, dynamic control of composition and temperature throughout the process is essential. In this paper, we developed a mass transfer model based on thermodynamics to simulate the ladle metallurgy steel-making process using FactSage and its macro facility. The overall heat and mass transfer processes consist of one equilibrium chamber, two non-equilibrium chambers, and one adiabatic reactor. The flow of material, as well as heat transfer, occurs across four interconnected unit chambers and a reactor. We used the macro programming facility of FactSage™ software to understand the thermochemical model of the secondary steel making process. In our model, we varied the oxygen content during the process and studied their effect on the composition of the final hot metal and slag. The model has been validated with respect to the plant data for the steel composition, which is similar to the ladle metallurgy steel-making process in the industry. The resulting composition profile serves as a guiding tool to optimize the process of ladle metallurgy in steel-making industries.

Keywords: desulphurization, degassing, factsage, reactor

Procedia PDF Downloads 183
28773 Land Suitability Analysis for Maize Production in Egbeda Local Government Area of Oyo State Using GIS Techniques

Authors: Abegunde Linda, Adedeji Oluwatayo, Tope-Ajayi Opeyemi

Abstract:

Maize constitutes a major agrarian production for use by the vast population but despite its economic importance, it has not been produced to meet the economic needs of the country. Achieving optimum yield in maize can meaningfully be supported by land suitability analysis in order to guarantee self-sufficiency for future production optimization. This study examines land suitability for maize production through the analysis of the physic-chemical variations in soil properties over space using a Geographic Information System (GIS) framework. Physic-chemical parameters of importance selected include slope, landuse, and physical and chemical properties of the soil. Landsat imagery was used to categorize the landuse, Shuttle Radar Topographic Mapping (SRTM) generated the slope and soil samples were analyzed for its physical and chemical components. Suitability was categorized into highly, moderately and marginally suitable based on Food and Agricultural Organisation (FAO) classification using the Analytical Hierarchy Process (AHP) technique of GIS. This result can be used by small scale farmers for efficient decision making in the allocation of land for maize production.

Keywords: AHP, GIS, MCE, suitability, Zea mays

Procedia PDF Downloads 366
28772 Analytical Investigation on Seismic Behavior of Infilled Reinforced Concrete Frames Strengthened with Precast Diagonal Concrete Panels

Authors: Ceyhun Aksoylu, Rifat Sezer

Abstract:

In this study, a strengthening method applicable without any evacuation process was investigated. In this analytical study, the pushover analysis results carry out by using the software of SAP2000. For this purpose, 1/3 scaled, 1-bay and 2-story R/C seven frames having usual deficiencies faults produced, one of which were not strengthened, but having brick-infill wall and the other 3 frames with infill walls strengthened with various shaped of high strength-precast diagonal concrete panels. The prepared analytical models investigated under reversed-cyclic loading that resembles the seismic effect. As a result of the analytical study, the properties of the reinforced concrete frames, such as strength, rigidity, energy dissipation capacity, etc. were determined and the strengthened models were compared with the unstrengthened one having the same properties. As a result of this study, the contributions of precast diagonal concrete applied on the infill walls of the existing frame systems against seismic effects were introduced with its advantages and disadvantages.

Keywords: RC frame, seismic effect, infill wall, strengthening, precast diagonal concrete panel, pushover analysis

Procedia PDF Downloads 322
28771 An Improved Tie Force Method for Progressive Collapse Resistance Design of Precast Concrete Cross Wall Structures

Authors: M. Tohidi, J. Yang, C. Baniotopoulos

Abstract:

Progressive collapse of buildings typically occurs when abnormal loading conditions cause local damages, which leads to a chain reaction of failure and ultimately catastrophic collapse. The tie force (TF) method is one of the main design approaches for progressive collapse. As the TF method is a simplified method, further investigations on the reliability of the method is necessary. This study aims to develop an improved TF method to design the cross wall structures for progressive collapse. To this end, the pullout behavior of strands in grout was firstly analyzed; and then, by considering the tie force-slip relationship in the friction stage together with the catenary action mechanism, a comprehensive analytical method was developed. The reliability of this approach is verified by the experimental results of concrete block pullout tests and full scale floor-to-floor joints tests undertaken by Portland Cement Association (PCA). Discrepancies in the tie force between the analytical results and codified specifications have suggested the deficiency of TF method, hence an improved model based on the analytical results has been proposed to address this concern.

Keywords: cross wall, progressive collapse, ties force method, catenary, analytical

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28770 Computational System for the Monitoring Ecosystem of the Endangered White Fish (Chirostoma estor estor) in the Patzcuaro Lake, Mexico

Authors: Cesar Augusto Hoil Rosas, José Luis Vázquez Burgos, José Juan Carbajal Hernandez

Abstract:

White fish (Chirostoma estor estor) is an endemic species that habits in the Patzcuaro Lake, located in Michoacan, Mexico; being an important source of gastronomic and cultural wealth of the area. Actually, it have undergone an immense depopulation of individuals, due to the high fishing, contamination and eutrophication of the lake water, resulting in the possible extinction of this important species. This work proposes a new computational model for monitoring and assessment of critical environmental parameters of the white fish ecosystem. According to an Analytical Hierarchy Process, a mathematical model is built assigning weights to each environmental parameter depending on their water quality importance on the ecosystem. Then, a development of an advanced system for the monitoring, analysis and control of water quality is built using the virtual environment of LabVIEW. As results, we have obtained a global score that indicates the condition level of the water quality in the Chirostoma estor ecosystem (excellent, good, regular and poor), allowing to provide an effective decision making about the environmental parameters that affect the proper culture of the white fish such as temperature, pH and dissolved oxygen. In situ evaluations show regular conditions for a success reproduction and growth rates of this species where the water quality tends to have regular levels. This system emerges as a suitable tool for the water management, where future laws for white fish fishery regulations will result in the reduction of the mortality rate in the early stages of development of the species, which represent the most critical phase. This can guarantees better population sizes than those currently obtained in the aquiculture crop. The main benefit will be seen as a contribution to maintain the cultural and gastronomic wealth of the area and for its inhabitants, since white fish is an important food and economical income of the region, but the species is endangered.

Keywords: Chirostoma estor estor, computational system, lab view, white fish

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28769 Improvement of Process Competitiveness Using Intelligent Reference Models

Authors: Julio Macedo

Abstract:

Several methodologies are now available to conceive the improvements of a process so that it becomes competitive as for example total quality, process reengineering, six sigma, define measure analysis improvement control method. These improvements are of different nature and can be external to the process represented by an optimization model or a discrete simulation model. In addition, the process stakeholders are several and have different desired performances for the process. Hence, the methodologies above do not have a tool to aid in the conception of the required improvements. In order to fill this void we suggest the use of intelligent reference models. A reference model is a set of qualitative differential equations and an objective function that minimizes the gap between the current and the desired performance indexes of the process. The reference models are intelligent so when they receive the current state of the problematic process and the desired performance indexes they generate the required improvements for the problematic process. The reference models are fuzzy cognitive maps added with an objective function and trained using the improvements implemented by the high performance firms. Experiments done in a set of students show the reference models allow them to conceive more improvements than students that do not use these models.

Keywords: continuous improvement, fuzzy cognitive maps, process competitiveness, qualitative simulation, system dynamics

Procedia PDF Downloads 63
28768 Numerical Study on Pretensioned Bridge Girder Using Thermal Strain Technique

Authors: Prashant Motwani, Arghadeep Laskar

Abstract:

The transfer of prestress force from prestressing strands to the surrounding concrete is dependent on the bond between the two materials. It is essential to understand the actual bond stress distribution along the transfer length to determine the transfer zone in pre-tensioned concrete. A 3-D nonlinear finite element model has been developed to simulate the transfer of prestress force from steel to concrete in pre-tensioned bridge girders through thermal strain technique using commercially available package ABAQUS. Full-scale bridge girder has been analyzed with thermal strain approach where the damage plasticity constitutive model has been used to model concrete. Parameters such as concrete strain, effective prestress, upward camber and longitudinal stress have been compared with analytical results. The discrepancy between numerical and analytical values was within 20%. The paper also presents a convergence study on mesh density and aspect ratio of the elements to perform the finite element study.

Keywords: aspect ratio, bridge girder, centre of gravity of strand, mesh density, finite element model, pretensioned bridge girder

Procedia PDF Downloads 201
28767 An Analytical Study of Small Unmanned Arial Vehicle Dynamic Stability Characteristics

Authors: Abdelhakam A. Noreldien, Sakhr B. Abudarag, Muslim S. Eltoum, Salih O. Osman

Abstract:

This paper presents an analytical study of Small Unmanned Aerial Vehicle (SUAV) dynamic stability derivatives. Simulating SUAV dynamics and analyzing its behavior at the earliest design stages is too important and more efficient design aspect. The approach suggested in this paper is using the wind tunnel experiment to collect the aerodynamic data and get the dynamic stability derivatives. AutoCAD Software was used to draw the case study (wildlife surveillance SUAV). The SUAV is scaled down to be 0.25% of the real SUAV dimensions and converted to a wind tunnel model. The model was tested in three different speeds for three different attitudes which are; pitch, roll and yaw. The wind tunnel results were then used to determine the case study stability derivative values, and hence it used to calculate the roots of the characteristic equation for both longitudinal and lateral motions. Finally, the characteristic equation roots were found and discussed in all possible cases.

Keywords: model, simulating, SUAV, wind tunnel

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28766 QoS-CBMG: A Model for e-Commerce Customer Behavior

Authors: Hoda Ghavamipoor, S. Alireza Hashemi Golpayegani

Abstract:

An approach to model the customer interaction with e-commerce websites is presented. Considering the service quality level as a predictive feature, we offer an improved method based on the Customer Behavior Model Graph (CBMG), a state-transition graph model. To derive the Quality of Service sensitive-CBMG (QoS-CBMG) model, process-mining techniques is applied to pre-processed website server logs which are categorized as ‘buy’ or ‘visit’. Experimental results on an e-commerce website data confirmed that the proposed method outperforms CBMG based method.

Keywords: customer behavior model, electronic commerce, quality of service, customer behavior model graph, process mining

Procedia PDF Downloads 386
28765 An Approach to Low Velocity Impact Damage Modelling of Variable Stiffness Curved Composite Plates

Authors: Buddhi Arachchige, Hessam Ghasemnejad

Abstract:

In this study, the post impact behavior of curved composite plates subjected to low velocity impact was studied analytically and numerically. Approaches to damage modelling are proposed through the degradation of stiffness in the damaged region by reduction of thickness in the damage region. Spring-mass models were used to model the impact response of the plate and impactor. The study involved designing two damage models to compare and contrast the model best fitted with the numerical results. The theoretical force-time responses were compared with the numerical results obtained through a detailed study carried out in LS-DYNA. The modified damage model established a good prediction with the analytical force-time response for different layups and geometry. This study provides a gateway in selecting the most effective layups for variable stiffness curved composite panels able to withstand a higher impact damage.

Keywords: analytical modelling, composite damage, impact, variable stiffness

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28764 Artificial Neural Network Modeling and Genetic Algorithm Based Optimization of Hydraulic Design Related to Seepage under Concrete Gravity Dams on Permeable Soils

Authors: Muqdad Al-Juboori, Bithin Datta

Abstract:

Hydraulic structures such as gravity dams are classified as essential structures, and have the vital role in providing strong and safe water resource management. Three major aspects must be considered to achieve an effective design of such a structure: 1) The building cost, 2) safety, and 3) accurate analysis of seepage characteristics. Due to the complexity and non-linearity relationships of the seepage process, many approximation theories have been developed; however, the application of these theories results in noticeable errors. The analytical solution, which includes the difficult conformal mapping procedure, could be applied for a simple and symmetrical problem only. Therefore, the objectives of this paper are to: 1) develop a surrogate model based on numerical simulated data using SEEPW software to approximately simulate seepage process related to a hydraulic structure, 2) develop and solve a linked simulation-optimization model based on the developed surrogate model to describe the seepage occurring under a concrete gravity dam, in order to obtain optimum and safe design at minimum cost. The result shows that the linked simulation-optimization model provides an efficient and optimum design of concrete gravity dams.

Keywords: artificial neural network, concrete gravity dam, genetic algorithm, seepage analysis

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28763 Generalization of Clustering Coefficient on Lattice Networks Applied to Criminal Networks

Authors: Christian H. Sanabria-Montaña, Rodrigo Huerta-Quintanilla

Abstract:

A lattice network is a special type of network in which all nodes have the same number of links, and its boundary conditions are periodic. The most basic lattice network is the ring, a one-dimensional network with periodic border conditions. In contrast, the Cartesian product of d rings forms a d-dimensional lattice network. An analytical expression currently exists for the clustering coefficient in this type of network, but the theoretical value is valid only up to certain connectivity value; in other words, the analytical expression is incomplete. Here we obtain analytically the clustering coefficient expression in d-dimensional lattice networks for any link density. Our analytical results show that the clustering coefficient for a lattice network with density of links that tend to 1, leads to the value of the clustering coefficient of a fully connected network. We developed a model on criminology in which the generalized clustering coefficient expression is applied. The model states that delinquents learn the know-how of crime business by sharing knowledge, directly or indirectly, with their friends of the gang. This generalization shed light on the network properties, which is important to develop new models in different fields where network structure plays an important role in the system dynamic, such as criminology, evolutionary game theory, econophysics, among others.

Keywords: clustering coefficient, criminology, generalized, regular network d-dimensional

Procedia PDF Downloads 380
28762 Numerical Investigation on Transient Heat Conduction through Brine-Spongy Ice

Authors: S. R. Dehghani, Y. S. Muzychka, G. F. Naterer

Abstract:

The ice accretion of salt water on cold substrates creates brine-spongy ice. This type of ice is a mixture of pure ice and liquid brine. A real case of creation of this type of ice is superstructure icing which occurs on marine vessels and offshore structures in cold and harsh conditions. Transient heat transfer through this medium causes phase changes between brine pockets and pure ice. Salt rejection during the process of transient heat conduction increases the salinity of brine pockets to reach a local equilibrium state. In this process the only effect of passing heat through the medium is not changing the sensible heat of the ice and brine pockets; latent heat plays an important role and affects the mechanism of heat transfer. In this study, a new analytical model for evaluating heat transfer through brine-spongy ice is suggested. This model considers heat transfer and partial solidification and melting together. Properties of brine-spongy ice are obtained using properties of liquid brine and pure ice. A numerical solution using Method of Lines discretizes the medium to reach a set of ordinary differential equations. Boundary conditions are chosen using one of the applicable cases of this type of ice; one side is considered as a thermally isolated surface, and the other side is assumed to be suddenly affected by a constant temperature boundary. All cases are evaluated in temperatures between -20 C and the freezing point of brine-spongy ice. Solutions are conducted using different salinities from 5 to 60 ppt. Time steps and space intervals are chosen properly to maintain the most stable and fast solution. Variation of temperature, volume fraction of brine and brine salinity versus time are the most important outputs of this study. Results show that transient heat conduction through brine-spongy ice can create a various range of salinity of brine pockets from the initial salinity to that of 180 ppt. The rate of variation of temperature is found to be slower for high salinity cases. The maximum rate of heat transfer occurs at the start of the simulation. This rate decreases as time passes. Brine pockets are smaller at portions closer to the colder side than that of the warmer side. A the start of the solution, the numerical solution tends to increase instabilities. This is because of sharp variation of temperature at the start of the process. Changing the intervals improves the unstable situation. The analytical model using a numerical scheme is capable of predicting thermal behavior of brine spongy ice. This model and numerical solutions are important for modeling the process of freezing of salt water and ice accretion on cold structures.

Keywords: method of lines, brine-spongy ice, heat conduction, salt water

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28761 Analytical Similarity Assessment of Bevacizumab Biosimilar Candidate MB02 Using Multiple State-of-the-Art Assays

Authors: Marie-Elise Beydon, Daniel Sacristan, Isabel Ruppen

Abstract:

MB02 (Alymsys®) is a candidate biosimilar to bevacizumab, which was developed against the reference product (RP) Avastin® sourced from both the European Union (EU) and United States (US). MB02 has been extensively characterized comparatively to Avastin® at a physicochemical and biological level using sensitive orthogonal state-of-the-art analytical methods. MB02 has been demonstrated similar to the RP with regard to its primary and higher-order structure, post- and co-translational profiles such as glycosylation, charge, and size variants. Specific focus has been put on the characterization of Fab-related activities, such as binding to VEGF A 165, which directly reflect the bevacizumab mechanism of action. Fc-related functionality was also investigated, including binding to FcRn, which is indicative of antibodies' half-life. The data generated during the analytical similarity assessment demonstrate the high analytical similarity of MB02 to its RP.

Keywords: analytical similarity, bevacizumab, biosimilar, MB02

Procedia PDF Downloads 246
28760 An Overview of Domain Models of Urban Quantitative Analysis

Authors: Mohan Li

Abstract:

Nowadays, intelligent research technology is more and more important than traditional research methods in urban research work, and this proportion will greatly increase in the next few decades. Frequently such analyzing work cannot be carried without some software engineering knowledge. And here, domain models of urban research will be necessary when applying software engineering knowledge to urban work. In many urban plan practice projects, making rational models, feeding reliable data, and providing enough computation all make indispensable assistance in producing good urban planning. During the whole work process, domain models can optimize workflow design. At present, human beings have entered the era of big data. The amount of digital data generated by cities every day will increase at an exponential rate, and new data forms are constantly emerging. How to select a suitable data set from the massive amount of data, manage and process it has become an ability that more and more planners and urban researchers need to possess. This paper summarizes and makes predictions of the emergence of technologies and technological iterations that may affect urban research in the future, discover urban problems, and implement targeted sustainable urban strategies. They are summarized into seven major domain models. They are urban and rural regional domain model, urban ecological domain model, urban industry domain model, development dynamic domain model, urban social and cultural domain model, urban traffic domain model, and urban space domain model. These seven domain models can be used to guide the construction of systematic urban research topics and help researchers organize a series of intelligent analytical tools, such as Python, R, GIS, etc. These seven models make full use of quantitative spatial analysis, machine learning, and other technologies to achieve higher efficiency and accuracy in urban research, assisting people in making reasonable decisions.

Keywords: big data, domain model, urban planning, urban quantitative analysis, machine learning, workflow design

Procedia PDF Downloads 156
28759 An E-Assessment Website to Implement Hierarchical Aggregate Assessment

Authors: M. Lesage, G. Raîche, M. Riopel, F. Fortin, D. Sebkhi

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This paper describes a Web server implementation of the hierarchical aggregate assessment process in the field of education. This process describes itself as a field of teamwork assessment where teams can have multiple levels of hierarchy and supervision. This process is applied everywhere and is part of the management, education, assessment and computer science fields. The E-Assessment website named “Cluster” records in its database the students, the course material, the teams and the hierarchical relationships between the students. For the present research, the hierarchical relationships are team member, team leader and group administrator appointments. The group administrators have the responsibility to supervise team leaders. The experimentation of the application has been performed by high school students in geology courses and Canadian army cadets for navigation patrols in teams. This research extends the work of Nance that uses a hierarchical aggregation process similar as the one implemented in the “Cluster” application.

Keywords: e-learning, e-assessment, teamwork assessment, hierarchical aggregate assessment

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28758 Presenting a Model in the Analysis of Supply Chain Management Components by Using Statistical Distribution Functions

Authors: Ramin Rostamkhani, Thurasamy Ramayah

Abstract:

One of the most important topics of today’s industrial organizations is the challenging issue of supply chain management. In this field, scientists and researchers have published numerous practical articles and models, especially in the last decade. In this research, to our best knowledge, the discussion of data modeling of supply chain management components using well-known statistical distribution functions has been considered. The world of science owns mathematics, and showing the behavior of supply chain data based on the characteristics of statistical distribution functions is innovative research that has not been published anywhere until the moment of doing this research. In an analytical process, describing different aspects of functions including probability density, cumulative distribution, reliability, and failure function can reach the suitable statistical distribution function for each of the components of the supply chain management. It can be applied to predict the behavior data of the relevant component in the future. Providing a model to adapt the best statistical distribution function in the supply chain management components will be a big revolution in the field of the behavior of the supply chain management elements in today's industrial organizations. Demonstrating the final results of the proposed model by introducing the process capability indices before and after implementing it alongside verifying the approach through the relevant assessment as an acceptable verification is a final step. The introduced approach can save the required time and cost to achieve the organizational goals. Moreover, it can increase added value in the organization.

Keywords: analyzing, process capability indices, statistical distribution functions, supply chain management components

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28757 Data Mining Approach for Commercial Data Classification and Migration in Hybrid Storage Systems

Authors: Mais Haj Qasem, Maen M. Al Assaf, Ali Rodan

Abstract:

Parallel hybrid storage systems consist of a hierarchy of different storage devices that vary in terms of data reading speed performance. As we ascend in the hierarchy, data reading speed becomes faster. Thus, migrating the application’ important data that will be accessed in the near future to the uppermost level will reduce the application I/O waiting time; hence, reducing its execution elapsed time. In this research, we implement trace-driven two-levels parallel hybrid storage system prototype that consists of HDDs and SSDs. The prototype uses data mining techniques to classify application’ data in order to determine its near future data accesses in parallel with the its on-demand request. The important data (i.e. the data that the application will access in the near future) are continuously migrated to the uppermost level of the hierarchy. Our simulation results show that our data migration approach integrated with data mining techniques reduces the application execution elapsed time when using variety of traces in at least to 22%.

Keywords: hybrid storage system, data mining, recurrent neural network, support vector machine

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28756 An Automatic Model Transformation Methodology Based on Semantic and Syntactic Comparisons and the Granularity Issue Involved

Authors: Tiexin Wang, Sebastien Truptil, Frederick Benaben

Abstract:

Model transformation, as a pivotal aspect of Model-driven engineering, attracts more and more attentions both from researchers and practitioners. Many domains (enterprise engineering, software engineering, knowledge engineering, etc.) use model transformation principles and practices to serve to their domain specific problems; furthermore, model transformation could also be used to fulfill the gap between different domains: by sharing and exchanging knowledge. Since model transformation has been widely used, there comes new requirement on it: effectively and efficiently define the transformation process and reduce manual effort that involved in. This paper presents an automatic model transformation methodology based on semantic and syntactic comparisons, and focuses particularly on granularity issue that existed in transformation process. Comparing to the traditional model transformation methodologies, this methodology serves to a general purpose: cross-domain methodology. Semantic and syntactic checking measurements are combined into a refined transformation process, which solves the granularity issue. Moreover, semantic and syntactic comparisons are supported by software tool; manual effort is replaced in this way.

Keywords: automatic model transformation, granularity issue, model-driven engineering, semantic and syntactic comparisons

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28755 A Deterministic Approach for Solving the Hull and White Interest Rate Model with Jump Process

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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28754 Integrations of Students' Learning Achievements and Their Analytical Thinking Abilities with the Problem-Based Learning and the Concept Mapping Instructional Methods on Gene and Chromosome Issue at the 12th Grade Level

Authors: Waraporn Thaimit, Yuwadee Insamran, Natchanok Jansawang

Abstract:

Focusing on Analytical Thinking and Learning Achievement are the critical component of visual thinking that gives one the ability to solve problems quickly and effectively that allows to complex problems into components, and the result had been achieved or acquired form of the subject students of which resulted in changes within the individual as a result of activity in learning. The aims of this study are to administer on comparisons between students’ analytical thinking abilities and their learning achievements sample size consisted of 80 students who sat at the 12th grade level in 2 classes from Chaturaphak Phiman Ratchadaphisek School, the 40-student experimental group with the Problem-Based Learning (PBL) and 40-student controlling group with the Concept Mapping Instructional (CMI) methods were designed. Research instruments composed with the 5-lesson instructional plans to be assessed with the pretest and posttest techniques on each instructional method. Students’ responses of their analytical thinking abilities were assessed with the Analytical Thinking Tests and students’ learning achievements were tested of the Learning Achievement Tests. Statistically significant differences with the paired t-test and F-test (Two-way MANCOVA) between post- and pre-tests of the whole students in two chemistry classes were found. Associations between student learning outcomes in each instructional method and their analytical thinking abilities to their learning achievements also were found (ρ < .05). The use of two instructional methods for this study is revealed that the students perceive their abilities to be highly learning achievement in chemistry classes with the PBL group ought to higher than the CMI group. Suggestions that analytical thinking ability involves the process of gathering relevant information and identifying key issues related to the learning achievement information.

Keywords: comparisons, students learning achievements, analytical thinking abilities, the problem-based learning method, the concept mapping instructional method, gene and chromosome issue, chemistry classes

Procedia PDF Downloads 239
28753 Analytical Formulae for the Approach Velocity Head Coefficient

Authors: Abdulrahman Abdulrahman

Abstract:

Critical depth meters, such as abroad crested weir, Venture Flume and combined control flume are standard devices for measuring flow in open channels. The discharge relation for these devices cannot be solved directly, but it needs iteration process to account for the approach velocity head. In this paper, analytical solution was developed to calculate the discharge in a combined critical depth-meter namely, a hump combined with lateral contraction in rectangular channel with subcritical approach flow including energy losses. Also analytical formulae were derived for approach velocity head coefficient for different types of critical depth meters. The solution was derived by solving a standard cubic equation considering energy loss on the base of trigonometric identity. The advantage of this technique is to avoid iteration process adopted in measuring flow by these devices. Numerical examples are chosen for demonstration of the proposed solution.

Keywords: broad crested weir, combined control meter, control structures, critical flow, discharge measurement, flow control, hydraulic engineering, hydraulic structures, open channel flow

Procedia PDF Downloads 249
28752 A Tool for Assessing Performance and Structural Quality of Business Process

Authors: Mariem Kchaou, Wiem Khlif, Faiez Gargouri

Abstract:

Modeling business processes is an essential task when evaluating, improving, or documenting existing business processes. To be efficient in such tasks, a business process model (BPM) must have high structural quality and high performance. Evidently, evaluating the performance of a business process model is a necessary step to reduce time, cost, while assessing the structural quality aims to improve the understandability and the modifiability of the BPMN model. To achieve these objectives, a set of structural and performance measures have been proposed. Since the diversity of measures, we propose a framework that integrates both structural and performance aspects for classifying them. Our measure classification is based on business process model perspectives (e.g., informational, functional, organizational, behavioral, and temporal), and the elements (activity, event, actor, etc.) involved in computing the measures. Then, we implement this framework in a tool assisting the structural quality and the performance of a business process. The tool helps the designers to select an appropriate subset of measures associated with the corresponding perspective and to calculate and interpret their values in order to improve the structural quality and the performance of the model.

Keywords: performance, structural quality, perspectives, tool, classification framework, measures

Procedia PDF Downloads 127
28751 [Keynote Speech]: Simulation Studies of Pulsed Voltage Effects on Cells

Authors: Jiahui Song

Abstract:

In order to predict or explain a complicated biological process, it is important first to construct mathematical models that can be used to yield analytical solutions. Through numerical simulation, mathematical model results can be used to test scenarios that might not be easily attained in a laboratory experiment, or to predict parameters or phenomena. High-intensity, nanosecond pulse electroporation has been a recent development in bioelectrics. The dynamic pore model can be achieved by including a dynamic aspect and a dependence on the pore population density into pore formation energy equation to analyze and predict such electroporation effects. For greater accuracy, with inclusion of atomistic details, molecular dynamics (MD) simulations were also carried out during this study. Besides inducing pores in cells, external voltages could also be used in principle to modulate action potential generation in nerves. This could have an application in electrically controlled ‘pain management’. Also a simple model-based rate equation treatment of the various cellular bio-chemical processes has been used to predict the pulse number dependent cell survival trends.

Keywords: model, high-intensity, nanosecond, bioelectrics

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28750 Optimal Construction Using Multi-Criteria Decision-Making Methods

Authors: Masood Karamoozian, Zhang Hong

Abstract:

The necessity and complexity of the decision-making process and the interference of the various factors to make decisions and consider all the relevant factors in a problem are very obvious nowadays. Hence, researchers show their interest in multi-criteria decision-making methods. In this research, the Analytical Hierarchy Process (AHP), Simple Additive Weighting (SAW), and Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) methods of multi-criteria decision-making have been used to solve the problem of optimal construction systems. Systems being evaluated in this problem include; Light Steel Frames (LSF), a case study of designs by Zhang Hong studio in the Southeast University of Nanjing, Insulating Concrete Form (ICF), Ordinary Construction System (OCS), and Prefabricated Concrete System (PRCS) as another case study designs in Zhang Hong studio in the Southeast University of Nanjing. Crowdsourcing was done by using a questionnaire at the sample level (200 people). Questionnaires were distributed among experts, university centers, and conferences. According to the results of the research, the use of different methods of decision-making led to relatively the same results. In this way, with the use of all three multi-criteria decision-making methods mentioned above, the Prefabricated Concrete System (PRCS) was in the first rank, and the Light Steel Frame (LSF) system ranked second. Also, the Prefabricated Concrete System (PRCS), in terms of performance standards and economics, was ranked first, and the Light Steel Frame (LSF) system was allocated the first rank in terms of environmental standards.

Keywords: multi-criteria decision making, AHP, SAW, TOPSIS

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28749 The Most Desirable Individual Relationship

Authors: Ali Babaei

Abstract:

There is a significant relationship between Soul Faculties and human relationships. Man has at least three levels of relationship according to three levels of his Faculties: individual (with himself), dual (with another) and collective (with others). Since all human actions are organized by the type of use of their internal faculties, their "hierarchy of relations" is related to the "hierarchy of their Faculties." In the final explanation based on the ontology of Islamic wisdom, one can consider the hierarchy of human Faculties in three levels: 1. senses, 2. intellect and heart, and 3. Soul. The best relationship, in the individual one is that every human being, with healthy senses, achieves both the intellectual growth and the perfection of the heart, which we call "Clear-headed" and "Good-hearted.” The result of human evolution in this two aspects will lead to the development of a powerful personality which can be interpreted as "spiritual prosperity"; having a great soul is the result of such evolution. A smart brain without a "Good-heart"ince can lead to criminality; and mere "Good-heart"ince" without "Clear-head"ince leads to "naivety". “clear-head”ince is achieved through thoughtfulness and study, and "Good-heart"ince through love and worship. So the best way to achieve perfection in a personal relationship is to have a dependable appearance, a coherent thinking

Keywords: Ontology , good-heartince, wisdom, relationship, clear-head”ince, criminality, naivety

Procedia PDF Downloads 111
28748 Seat Assignment Model for Student Admissions Process at Saudi Higher Education Institutions

Authors: Mohammed Salem Alzahrani

Abstract:

In this paper, student admission process is studied to optimize the assignment of vacant seats with three main objectives. Utilizing all vacant seats, satisfying all program of study admission requirements and maintaining fairness among all candidates are the three main objectives of the optimization model. Seat Assignment Method (SAM) is used to build the model and solve the optimization problem with help of Northwest Coroner Method and Least Cost Method. A closed formula is derived for applying the priority of assigning seat to candidate based on SAM.

Keywords: admission process model, assignment problem, Hungarian Method, Least Cost Method, Northwest Corner Method, SAM

Procedia PDF Downloads 475
28747 Characterization of the in 0.53 Ga 0.47 as n+nn+ Photodetectors

Authors: Fatima Zohra Mahi, Luca Varani

Abstract:

We present an analytical model for the calculation of the sensitivity, the spectral current noise and the detectivity for an optically illuminated In0.53Ga0.47As n+nn+ diode. The photocurrent due to the excess carrier is obtained by solving the continuity equation. Moreover, the current noise level is evaluated at room temperature and under a constant voltage applied between the diode terminals. The analytical calculation of the current noise in the n+nn+ structure is developed. The responsivity and the detectivity are discussed as functions of the doping concentrations and the emitter layer thickness in one-dimensional homogeneous n+nn+ structure.

Keywords: detectivity, photodetectors, continuity equation, current noise

Procedia PDF Downloads 613