Search results for: asymmetric supercapacitor
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 309

Search results for: asymmetric supercapacitor

99 Risk Aversion and Dynamic Games between Hydroelectric Operators under Uncertainty

Authors: Abdessalem Abbassi, Ahlem Dakhlaoui, Lota D. Tamini

Abstract:

This article analyses management of hydropower dams within two different industrial structures: monopolistic and oligopolistic; when hydroelectricity producers are risk averse and face demand uncertainty. In each type of market structure we determine the water release path in closed-loop equilibrium. We show how a monopoly can manage its hydropower dams by additional pumping or storage depending on the relative abundance of water between different regions to smooth the effect of uncertainty on electricity prices. In the oligopolistic case with symmetric rates of risk aversion, we determine the conditions under which the relative scarcity (abundance) of water in the dam of a hydroelectric operator can favor additional strategic pumping (storage) in its competitor’s dams. When there is asymmetry of the risk aversion coefficient, the firm’s hydroelectricity production increases as its competitor’s risk aversion increases, if and only if the average recharge speed of the competitor’s dam exceeds a certain threshold, which is an increasing function of its average water inflows.

Keywords: asymmetric risk aversion, closed-loop Cournot competition, electricity wholesale market, hydropower dams

Procedia PDF Downloads 332
98 Bayesian Estimation under Different Loss Functions Using Gamma Prior for the Case of Exponential Distribution

Authors: Md. Rashidul Hasan, Atikur Rahman Baizid

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The Bayesian estimation approach is a non-classical estimation technique in statistical inference and is very useful in real world situation. The aim of this paper is to study the Bayes estimators of the parameter of exponential distribution under different loss functions and then compared among them as well as with the classical estimator named maximum likelihood estimator (MLE). In our real life, we always try to minimize the loss and we also want to gather some prior information (distribution) about the problem to solve it accurately. Here the gamma prior is used as the prior distribution of exponential distribution for finding the Bayes estimator. In our study, we also used different symmetric and asymmetric loss functions such as squared error loss function, quadratic loss function, modified linear exponential (MLINEX) loss function and non-linear exponential (NLINEX) loss function. Finally, mean square error (MSE) of the estimators are obtained and then presented graphically.

Keywords: Bayes estimator, maximum likelihood estimator (MLE), modified linear exponential (MLINEX) loss function, Squared Error (SE) loss function, non-linear exponential (NLINEX) loss function

Procedia PDF Downloads 356
97 Improving Cryptographically Generated Address Algorithm in IPv6 Secure Neighbor Discovery Protocol through Trust Management

Authors: M. Moslehpour, S. Khorsandi

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As transition to widespread use of IPv6 addresses has gained momentum, it has been shown to be vulnerable to certain security attacks such as those targeting Neighbor Discovery Protocol (NDP) which provides the address resolution functionality in IPv6. To protect this protocol, Secure Neighbor Discovery (SEND) is introduced. This protocol uses Cryptographically Generated Address (CGA) and asymmetric cryptography as a defense against threats on integrity and identity of NDP. Although SEND protects NDP against attacks, it is computationally intensive due to Hash2 condition in CGA. To improve the CGA computation speed, we parallelized CGA generation process and used the available resources in a trusted network. Furthermore, we focused on the influence of the existence of malicious nodes on the overall load of un-malicious ones in the network. According to the evaluation results, malicious nodes have adverse impacts on the average CGA generation time and on the average number of tries. We utilized a Trust Management that is capable of detecting and isolating the malicious node to remove possible incentives for malicious behavior. We have demonstrated the effectiveness of the Trust Management System in detecting the malicious nodes and hence improving the overall system performance.

Keywords: CGA, ICMPv6, IPv6, malicious node, modifier, NDP, overall load, SEND, trust management

Procedia PDF Downloads 159
96 Propagation of the Effects of Certain Types of Military Psychological Operations in a Networked Population

Authors: Colette Faucher

Abstract:

In modern asymmetric conflicts, the Armed Forces generally have to intervene in countries where the internal peace is in danger. They must make the local population an ally in order to be able to deploy the necessary military actions with its support. For this purpose, psychological operations (PSYOPs) are used to shape people’s behaviors and emotions by the modification of their attitudes in acting on their perceptions. PSYOPs aim at elaborating and spreading a message that must be read, listened to and/or looked at, then understood by the info-targets in order to get from them the desired behavior. A message can generate in the info-targets, reasoned thoughts, spontaneous emotions or reflex behaviors, this effect partly depending on the means of conveyance used to spread this message. In this paper, we focus on psychological operations that generate emotions. We present a method based on the Intergroup Emotion Theory, that determines, from the characteristics of the conveyed message and of the people from the population directly reached by the means of conveyance (direct info-targets), the emotion likely to be triggered in them and we simulate the propagation of the effects of such a message on indirect info-targets that are connected to them through the social networks that structure the population.

Keywords: military psychological operations, social identity, social network, emotion propagation

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95 Modelling Impacts of Global Financial Crises on Stock Volatility of Nigeria Banks

Authors: Maruf Ariyo Raheem, Patrick Oseloka Ezepue

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This research aimed at determining most appropriate heteroskedastic model to predicting volatility of 10 major Nigerian banks: Access, United Bank for Africa (UBA), Guaranty Trust, Skye, Diamond, Fidelity, Sterling, Union, ETI and Zenith banks using daily closing stock prices of each of the banks from 2004 to 2014. The models employed include ARCH (1), GARCH (1, 1), EGARCH (1, 1) and TARCH (1, 1). The results show that all the banks returns are highly leptokurtic, significantly skewed and thus non-normal across the four periods except for Fidelity bank during financial crises; findings similar to those of other global markets. There is also strong evidence for the presence of heteroscedasticity, and that volatility persistence during crisis is higher than before the crisis across the 10 banks, with that of UBA taking the lead, about 11 times higher during the crisis. Findings further revealed that Asymmetric GARCH models became dominant especially during financial crises and post crises when the second reforms were introduced into the banking industry by the Central Bank of Nigeria (CBN). Generally, one could say that Nigerian banks returns are volatility persistent during and after the crises, and characterised by leverage effects of negative and positive shocks during these periods

Keywords: global financial crisis, leverage effect, persistence, volatility clustering

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94 Computational Analysis of Variation in Thrust of Oblique Detonation Ramjet Engine With Adaptive Inlet

Authors: Aditya, Ganapati Joshi, Vinod Kumar

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IN THE MODERN-WARFARE ERA, THE PRIME REQUIREMENT IS A HIGH SPEED AND MACH NUMBER. WHEN THE MISSILES STRIKE IN THE HYPERSONIC REGIME THE OPPONENT CAN DETECT IT WITH THE ANTI-DEFENSE SYSTEM BUT CAN NOT STOP IT FROM CAUSING DAMAGE. SO, TO ACHIEVE THE SPEEDS OF THIS LEVEL THERE ARE TWO ENGINES THAT ARE AVAILABLE WHICH CAN WORK IN THIS REGION ARE RAMJET AND SCRAMJET. THE PROBLEM WITH RAMJET STARTS TO OCCUR WHEN MACH NUMBER EXCEEDS 4 AS THE STATIC PRESSURE AT THE INLET BECOMES EQUAL TO THE EXIT PRESSURE. SO, SCRAMJET ENGINE DEALS WITH THIS PROBLEM AS IT NEARLY HAS THE SAME WORKING BUT HERE THE FLOW IS NOT MUCH SLOWED DOWN AS COMPARED TO RAMJET IN THE DIFFUSER BUT IT SUFFERS FROM THE PROBLEMS SUCH AS INLET BUZZ, THERMAL CHOCKING, MIXING OF FUEL AND OXIDIZER, THERMAL HEATING, AND MANY MORE. HERE THE NEW ENGINE IS DEVELOPED ON THE SAME PRINCIPLE AS THE SCRAMJET ENGINE BUT BURNING HAPPENS DUE TO DETONATION INSTEAD OF DEFLAGRATION. THE PROBLEM WITH THE ENGINE STARTS WHEN THE MACH NUMBER BECOMES VARIABLE AND THE INLET GEOMETRY IS FIXED AND THIS LEADS TO INLET SPILLAGE WHICH WILL AFFECT THE THRUST ADVERSELY. SO, HERE ADAPTIVE INLET IS MADE OF SHAPE MEMORY ALLOYS WHICH WILL ENHANCE THE INLET MASS FLOW RATE AS WELL AS THRUST.

Keywords: detonation, ramjet engine, shape memory alloy, ignition delay, shock-boundary layer interaction, eddy dissipation, asymmetric nozzle

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93 Point-Mutation in a Rationally Engineered Esterase Inverts its Enantioselectivity

Authors: Yasser Gaber, Mohamed Ismail, Serena Bisagni, Mohamad Takwa, Rajni Hatti-Kaul

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Enzymes are safe and selective catalysts. They skillfully catalyze chemical reactions; however, the native form is not usually suitable for industrial applications. Enzymes are therefore engineered by several techniques to meet the required catalytic task. Clopidogrel is recorded among the five best selling pharmaceutical in 2010 under the brand name Plavix. The commonly used route for production of the drug on an industrial scale is the synthesis of the racemic mixture followed by diastereomeric resolution to obtain the pure S isomer. The process consumes a lot of solvents and chemicals. We have evaluated a biocatalytic cleaner approach for asymmetric hydrolysis of racemic clopidogrel. Initial screening of a selected number of hydrolases showed only one enzyme EST to exhibit activity and selectivity towards the desired stereoisomer. As the crude EST is a mixture of several isoenzymes, a homology model of EST-1 was used in molecular dynamic simulations to study the interaction of the enzyme with R and S isomers of clopidogrel. Analysis of the geometric hindrances of the tetrahedral intermediates revealed a potential site for mutagenesis in order to improve the activity and the selectivity. Single point mutation showed dramatic increase in activity and inversion of the enantioselectivity (400 fold change in E value).

Keywords: biocatalysis, biotechnology, enzyme, protein engineering, molecular modeling

Procedia PDF Downloads 414
92 A Distributed Cryptographically Generated Address Computing Algorithm for Secure Neighbor Discovery Protocol in IPv6

Authors: M. Moslehpour, S. Khorsandi

Abstract:

Due to shortage in IPv4 addresses, transition to IPv6 has gained significant momentum in recent years. Like Address Resolution Protocol (ARP) in IPv4, Neighbor Discovery Protocol (NDP) provides some functions like address resolution in IPv6. Besides functionality of NDP, it is vulnerable to some attacks. To mitigate these attacks, Internet Protocol Security (IPsec) was introduced, but it was not efficient due to its limitation. Therefore, SEND protocol is proposed to automatic protection of auto-configuration process. It is secure neighbor discovery and address resolution process. To defend against threats on NDP’s integrity and identity, Cryptographically Generated Address (CGA) and asymmetric cryptography are used by SEND. Besides advantages of SEND, its disadvantages like the computation process of CGA algorithm and sequentially of CGA generation algorithm are considerable. In this paper, we parallel this process between network resources in order to improve it. In addition, we compare the CGA generation time in self-computing and distributed-computing process. We focus on the impact of the malicious nodes on the CGA generation time in the network. According to the result, although malicious nodes participate in the generation process, CGA generation time is less than when it is computed in a one-way. By Trust Management System, detecting and insulating malicious nodes is easier.

Keywords: NDP, IPsec, SEND, CGA, modifier, malicious node, self-computing, distributed-computing

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91 Computer-Assisted Management of Building Climate and Microgrid with Model Predictive Control

Authors: Vinko Lešić, Mario Vašak, Anita Martinčević, Marko Gulin, Antonio Starčić, Hrvoje Novak

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With 40% of total world energy consumption, building systems are developing into technically complex large energy consumers suitable for application of sophisticated power management approaches to largely increase the energy efficiency and even make them active energy market participants. Centralized control system of building heating and cooling managed by economically-optimal model predictive control shows promising results with estimated 30% of energy efficiency increase. The research is focused on implementation of such a method on a case study performed on two floors of our faculty building with corresponding sensors wireless data acquisition, remote heating/cooling units and central climate controller. Building walls are mathematically modeled with corresponding material types, surface shapes and sizes. Models are then exploited to predict thermal characteristics and changes in different building zones. Exterior influences such as environmental conditions and weather forecast, people behavior and comfort demands are all taken into account for deriving price-optimal climate control. Finally, a DC microgrid with photovoltaics, wind turbine, supercapacitor, batteries and fuel cell stacks is added to make the building a unit capable of active participation in a price-varying energy market. Computational burden of applying model predictive control on such a complex system is relaxed through a hierarchical decomposition of the microgrid and climate control, where the former is designed as higher hierarchical level with pre-calculated price-optimal power flows control, and latter is designed as lower level control responsible to ensure thermal comfort and exploit the optimal supply conditions enabled by microgrid energy flows management. Such an approach is expected to enable the inclusion of more complex building subsystems into consideration in order to further increase the energy efficiency.

Keywords: price-optimal building climate control, Microgrid power flow optimisation, hierarchical model predictive control, energy efficient buildings, energy market participation

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90 Innovative Ideas through Collaboration with Potential Users

Authors: Martin Hewing, Katharina Hölzle

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Organizations increasingly use environmental stimuli and ideas from users within participatory innovation processes in order to tap new sources of knowledge. The research presented in this article focuses on users who shape the distant edges of markets and currently are not using products and services from a domain– so called potential users. Those users at the peripheries are perceived to contribute more novel information, by which they better reflect shifts in needs and behavior than current users in the core market. Their contributions in collaborative and creative problem-solving processes and how they generate ideas for discontinuous innovations are of particular interest. With an experimental design, we compare ideas from potential and current users and analyze the effects of cognitive distance in collaboration and the utilization of explicit and tacit knowledge. We find potential users to generate more original ideas, particularly when they collaborate with someone experienced within the domain. Their ideas are most obviously characterized by an increased level of surprise and unusualness compared to dominant designs, which is rooted in contexts and does not require technological leaps. Collaboration with potential users can therefore result in new ways to leverage technological competences. Furthermore, the cross-fertilization arising from cognitive distance between a potential and a current user is asymmetric due to differences in the nature of their utilized knowledge and personal objectives. This paper discusses implications for innovation research and the management of early innovation processes.

Keywords: user collaboration, co-creation, discontinuous innovation, innovation research

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89 An Empirical Study of the Best Fitting Probability Distributions for Stock Returns Modeling

Authors: Jayanta Pokharel, Gokarna Aryal, Netra Kanaal, Chris Tsokos

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Investment in stocks and shares aims to seek potential gains while weighing the risk of future needs, such as retirement, children's education etc. Analysis of the behavior of the stock market returns and making prediction is important for investors to mitigate risk on investment. Historically, the normal variance models have been used to describe the behavior of stock market returns. However, the returns of the financial assets are actually skewed with higher kurtosis, heavier tails, and a higher center than the normal distribution. The Laplace distribution and its family are natural candidates for modeling stock returns. The Variance-Gamma (VG) distribution is the most sought-after distributions for modeling asset returns and has been extensively discussed in financial literatures. In this paper, it explore the other Laplace family, such as Asymmetric Laplace, Skewed Laplace, Kumaraswamy Laplace (KS) together with Variance-Gamma to model the weekly returns of the S&P 500 Index and it's eleven business sector indices. The method of maximum likelihood is employed to estimate the parameters of the distributions and our empirical inquiry shows that the Kumaraswamy Laplace distribution performs much better for stock returns modeling among the choice of distributions used in this study and in practice, KS can be used as a strong alternative to VG distribution.

Keywords: stock returns, variance-gamma, kumaraswamy laplace, maximum likelihood

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88 Comparison between Separable and Irreducible Goppa Code in McEliece Cryptosystem

Authors: Newroz Nooralddin Abdulrazaq, Thuraya Mahmood Qaradaghi

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The McEliece cryptosystem is an asymmetric type of cryptography based on error correction code. The classical McEliece used irreducible binary Goppa code which considered unbreakable until now especially with parameter [1024, 524, and 101], but it is suffering from large public key matrix which leads to be difficult to be used practically. In this work Irreducible and Separable Goppa codes have been introduced. The Irreducible and Separable Goppa codes used are with flexible parameters and dynamic error vectors. A Comparison between Separable and Irreducible Goppa code in McEliece Cryptosystem has been done. For encryption stage, to get better result for comparison, two types of testing have been chosen; in the first one the random message is constant while the parameters of Goppa code have been changed. But for the second test, the parameters of Goppa code are constant (m=8 and t=10) while the random message have been changed. The results show that the time needed to calculate parity check matrix in separable are higher than the one for irreducible McEliece cryptosystem, which is considered expected results due to calculate extra parity check matrix in decryption process for g2(z) in separable type, and the time needed to execute error locator in decryption stage in separable type is better than the time needed to calculate it in irreducible type. The proposed implementation has been done by Visual studio C#.

Keywords: McEliece cryptosystem, Goppa code, separable, irreducible

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87 Methodology of Preliminary Design and Performance of a Axial-Flow Fan through CFD

Authors: Ramiro Gustavo Ramirez Camacho, Waldir De Oliveira, Eraldo Cruz Dos Santos, Edna Raimunda Da Silva, Tania Marie Arispe Angulo, Carlos Eduardo Alves Da Costa, Tânia Cristina Alves Dos Reis

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It presents a preliminary design methodology of an axial fan based on the lift wing theory and the potential vortex hypothesis. The literature considers a study of acoustic and engineering expertise to model a fan with low noise. Axial fans with inadequate intake geometry, often suffer poor condition of the flow at the entrance, varying from velocity profiles spatially asymmetric to swirl floating with respect to time, this produces random forces acting on the blades. This produces broadband gust noise which in most cases triggers the tonal noise. The analysis of the axial flow fan will be conducted for the solution of the Navier-Stokes equations and models of turbulence in steady and transitory (RANS - URANS) 3-D, in order to find an efficient aerodynamic design, with low noise and suitable for industrial installation. Therefore, the process will require the use of computational optimization methods, aerodynamic design methodologies, and numerical methods as CFD- Computational Fluid Dynamics. The objective is the development of the methodology of the construction axial fan, provide of design the geometry of the blade, and evaluate aerodynamic performance

Keywords: Axial fan design, CFD, Preliminary Design, Optimization

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86 Optimization of Spatial Light Modulator to Generate Aberration Free Optical Traps

Authors: Deepak K. Gupta, T. R. Ravindran

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Holographic Optical Tweezers (HOTs) in general use iterative algorithms such as weighted Gerchberg-Saxton (WGS) to generate multiple traps, which produce traps with 99% uniformity theoretically. But in experiments, it is the phase response of the spatial light modulator (SLM) which ultimately determines the efficiency, uniformity, and quality of the trap spots. In general, SLMs show a nonlinear phase response behavior, and they may even have asymmetric phase modulation depth before and after π. This affects the resolution with which the gray levels are addressed before and after π, leading to a degraded trap performance. We present a method to optimize the SLM for a linear phase response behavior along with a symmetric phase modulation depth around π. Further, we optimize the SLM for its varying phase response over different spatial regions by optimizing the brightness/contrast and gamma of the hologram in different subsections. We show the effect of the optimization on an array of trap spots resulting in improved efficiency and uniformity. We also calculate the spot sharpness metric and trap performance metric and show a tightly focused spot with reduced aberration. The trap performance is compared by calculating the trap stiffness of a trapped particle in a given trap spot before and after aberration correction. The trap stiffness is found to improve by 200% after the optimization.

Keywords: spatial light modulator, optical trapping, aberration, phase modulation

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85 Deformation of Particle-Laden Droplet in Viscous Liquid under DC Electric Fields

Authors: Khobaib Khobaib, Alexander Mikkelsen, Zbigniew Rozynek

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

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

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84 Numerical Simulations on the Torsional Behavior of Multistory Concrete Masonry Buildings

Authors: Alvaro Jose Cordova, Hsuan Teh Hu

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The use of concrete masonry constructions in developing countries has become very frequent, especially for domestic purpose. Most of them with asymmetric wall configurations in plan resulting in significant torsional actions when subjected to seismic loads. The study consisted on the finding of a material model for hollow unreinforced concrete masonry and a validation with experimental data found in literature. Numerical simulations were performed to 20 buildings with variations in wall distributions and heights. Results were analyzed by inspection and with a non-linear static method. The findings revealed that eccentricities as well as structure rigidities have a strong influence on the overall response of concrete masonry buildings. In addition, slab rotations depicted more accurate information about the torsional behavior than maximum versus average displacement ratios. The failure modes in low buildings were characterized by high tensile strains in the first floor. Whereas in tall buildings these strains were lowered significantly by higher compression stresses due to a higher self-weight. These tall buildings developed multiple plastic hinges along the height. Finally, the non-linear static analysis exposed a brittle response for all masonry assemblies. This type of behavior is undesired in any construction and the need for a material model for reinforced masonry is pointed out.

Keywords: concrete damaged plasticity, concrete masonry, macro-modeling, nonlinear static analysis, torsional capacity

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83 Supercomputer Simulation of Magnetic Multilayers Films

Authors: Vitalii Yu. Kapitan, Aleksandr V. Perzhu, Konstantin V. Nefedev

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The necessity of studying magnetic multilayer structures is explained by the prospects of their practical application as a technological base for creating new storages medium. Magnetic multilayer films have many unique features that contribute to increasing the density of information recording and the speed of storage devices. Multilayer structures are structures of alternating magnetic and nonmagnetic layers. In frame of the classical Heisenberg model, lattice spin systems with direct short- and long-range exchange interactions were investigated by Monte Carlo methods. The thermodynamic characteristics of multilayer structures, such as the temperature behavior of magnetization, energy, and heat capacity, were investigated. The processes of magnetization reversal of multilayer structures in external magnetic fields were investigated. The developed software is based on the new, promising programming language Rust. Rust is a new experimental programming language developed by Mozilla. The language is positioned as an alternative to C and C++. For the Monte Carlo simulation, the Metropolis algorithm and its parallel implementation using MPI and the Wang-Landau algorithm were used. We are planning to study of magnetic multilayer films with asymmetric Dzyaloshinskii–Moriya (DM) interaction, interfacing effects and skyrmions textures. This work was supported by the state task of the Ministry of Education and Science of the Russia # 3.7383.2017/8.9

Keywords: The Monte Carlo methods, Heisenberg model, multilayer structures, magnetic skyrmion

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82 A Verification Intellectual Property for Multi-Flow Rate Control on Any Single Flow Bus Functional Model

Authors: Pawamana Ramachandra, Jitesh Gupta, Saranga P. Pogula

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In verification of high volume and complex packet processing IPs, finer control of flow management aspects (for example, rate, bits/sec etc.) per flow class (or a virtual channel or a software thread) is needed. When any Software/Universal Verification Methodology (UVM) thread arbitration is left to the simulator (e.g., Verilog Compiler Simulator (VCS) or Incisive Enterprise Simulator core simulation engine (NCSIM)), it is hard to predict its pattern of resulting distribution of bandwidth by the simulator thread arbitration. In many cases, the patterns desired in a test scenario may not be accomplished as the simulator might give a different distribution than what was required. This can lead to missing multiple traffic scenarios, specifically deadlock and starvation related. We invented a component (namely Flow Manager Verification IP) to be intervening between the application (test case) and the protocol VIP (with UVM sequencer) to control the bandwidth per thread/virtual channel/flow. The Flow Manager has knobs visible to the UVM sequence/test to configure the required distribution of rate per thread/virtual channel/flow. This works seamlessly and produces rate stimuli to further harness the Design Under Test (DUT) with asymmetric inputs compared to the programmed bandwidth/Quality of Service (QoS) distributions in the Design Under Test.

Keywords: flow manager, UVM sequencer, rated traffic generation, quality of service

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81 Downside Risk Analysis of the Nigerian Stock Market: A Value at Risk Approach

Authors: Godwin Chigozie Okpara

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This paper using standard GARCH, EGARCH, and TARCH models on day of the week return series (of 246 days) from the Nigerian Stock market estimated the model variants’ VaR. An asymmetric return distribution and fat-tail phenomenon in financial time series were considered by estimating the models with normal, student t and generalized error distributions. The analysis based on Akaike Information Criterion suggests that the EGARCH model with student t innovation distribution can furnish more accurate estimate of VaR. In the light of this, we apply the likelihood ratio tests of proportional failure rates to VaR derived from EGARCH model in order to determine the short and long positions VaR performances. The result shows that as alpha ranges from 0.05 to 0.005 for short positions, the failure rate significantly exceeds the prescribed quintiles while it however shows no significant difference between the failure rate and the prescribed quantiles for long positions. This suggests that investors and portfolio managers in the Nigeria stock market have long trading position or can buy assets with concern on when the asset prices will fall. Precisely, the VaR estimates for the long position range from -4.7% for 95 percent confidence level to -10.3% for 99.5 percent confidence level.

Keywords: downside risk, value-at-risk, failure rate, kupiec LR tests, GARCH models

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80 Prediction of Flow Around a NACA 0015 Profile

Authors: Boukhadia Karima

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The fluid mechanics is the study of fluid motion laws and their interaction with solid bodies, this project leads to illustrate this interaction with depth studies and approved by experiments on the wind tunnel TE44, ensuring the efficiency, accuracy and reliability of these tests on a NACA0015 profile. A symmetric NACA0015 was placed in a subsonic wind tunnel, and measurements were made of the pressure on the upper and lower surface of the wing and of the velocity across the vortex trailing downstream from the tip of the wing. The aim of this work is to investigate experimentally the scattered pressure profile in a free airflow and the aerodynamic forces acting on this profile. The addition of around-lateral edge to the wing tip was found to eliminate the secondary vortex near the wing tip, but had little effect on the downstream characteristics of the trailing vortex. The increase in wing lift near the tip because of the presence of the trailing vortex was evident in the surface pressure, but was not captured by circulation-box measurements. The circumferential velocity within the vortex was found to reach free-stream values and produce core rotational speeds. Near the wing, the trailing vortex is asymmetric and contains definite zones where the stream wise velocity both exceeds and falls behind the free-stream value. When referenced to the free stream velocity, the maximum vertical velocity of the vortex is directly dependent on α and is independent of Re. A numerical study was conducted through a CFD code called FLUENT 6.0, and the results are compared with experimental.

Keywords: CFD code, NACA Profile, detachment, angle of incidence, wind tunnel

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79 The Characterization and Optimization of Bio-Graphene Derived From Oil Palm Shell Through Slow Pyrolysis Environment and Its Electrical Conductivity and Capacitance Performance as Electrodes Materials in Fast Charging Supercapacitor Application

Authors: Nurhafizah Md. Disa, Nurhayati Binti Abdullah, Muhammad Rabie Bin Omar

Abstract:

This research intends to identify the existing knowledge gap because of the lack of substantial studies to fabricate and characterize bio-graphene created from Oil Palm Shell (OPS) through the means of pre-treatment and slow pyrolysis. By fabricating bio-graphene through OPS, a novel material can be found to procure and used for graphene-based research. The characterization of produced bio-graphene is intended to possess a unique hexagonal graphene pattern and graphene properties in comparison to other previously fabricated graphene. The OPS will be fabricated by pre-treatment of zinc chloride (ZnCl₂) and iron (III) chloride (FeCl3), which then induced the bio-graphene thermally by slow pyrolysis. The pyrolizer's final temperature and resident time will be set at 550 °C, 5/min, and 1 hour respectively. Finally, the charred product will be washed with hydrochloric acid (HCL) to remove metal residue. The obtained bio-graphene will undergo different analyses to investigate the physicochemical properties of the two-dimensional layer of carbon atoms with sp2 hybridization hexagonal lattice structure. The analysis that will be taking place is Raman Spectroscopy (RAMAN), UV-visible spectroscopy (UV-VIS), Transmission Electron Microscopy (TEM), Scanning Electron Microscopy (SEM), and X-Ray Diffraction (XRD). In retrospect, RAMAN is used to analyze three key peaks found in graphene, namely D, G, and 2D peaks, which will evaluate the quality of the bio-graphene structure and the number of layers generated. To compare and strengthen graphene layer resolves, UV-VIS may be used to establish similar results of graphene layer from last layer analysis and also characterize the types of graphene procured. A clear physical image of graphene can be obtained by analyzation of TEM in order to study structural quality and layers condition and SEM in order to study the surface quality and repeating porosity pattern. Lastly, establishing the crystallinity of the produced bio-graphene, simultaneously as an oxygen contamination factor and thus pristineness of the graphene can be done by XRD. In the conclusion of this paper, this study is able to obtain bio-graphene through OPS as a novel material in pre-treatment by chloride ZnCl₂ and FeCl3 and slow pyrolization to provide a characterization analysis related to bio-graphene that will be beneficial for future graphene-related applications. The characterization should yield similar findings to previous papers as to confirm graphene quality.

Keywords: oil palm shell, bio-graphene, pre-treatment, slow pyrolysis

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78 Effects of Variation of Centers in the Torsional Analysis of Asymmetrical Buildings by Performing Non Linear Static Analysis

Authors: Md Masihuddin Siddiqui, Abdul Haakim Mohammed

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Earthquakes are the most unpredictable and devastating of all natural disasters. The behaviour of a building during an earthquake depends on several factors such as stiffness, adequate lateral strength, ductility, and configurations. The experience from the performance of buildings during past earthquakes has shown that the buildings with regular geometry, uniformly distributed mass and stiffness in plan as well as in elevation suffer much less damage compared to irregular configurations. The three centers namely- centre of mass, centre of strength, centre of stiffness are the torsional parameters which contribute to the strength of the building in case of an earthquake. Inertial forces and resistive forces in a structural system act through the center of mass and center of rigidity respectively which together oppose the forces that are produced during seismic excitation. So these centers of a structural system should be positioned where the structural system is the strongest so that the effects produced due to the earthquake may have a minimal effect on the structure. In this paper, the effects of variation of strength eccentricity and stiffness eccentricity in reducing the torsional responses of the asymmetrical buildings by using pushover analysis are studied. The maximum reduction of base torsion was observed in the case of minimum strength eccentricity, and the least reduction was observed in the case of minimum stiffness eccentricity.

Keywords: strength eccentricity, stiffness eccentricity, asymmetric structure, base torsion, push over analysis

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77 Sustainable Ionized Gas Thermoelectric Generator: Comparative Theoretical Evaluation and Efficiency Estimation

Authors: Mohammad Bqoor, Mohammad Hamdan, Isam Janajreh, Sufian Abedrabbo

Abstract:

This extensive theoretical study on a novel Ionized Gas Thermoelectric Generator (IG-TEG) system has shown the ability of continuous energy extracting from the thermal energy of ambient air around standard room temperature and even below. This system does not need a temperature gradient in order to work, unlike the other TEGs that use the Seebeck effect, and therefore this new system can be utilized in sustainable energy systems, as well as in green cooling solutions, by extracting energy instead of wasting energy in compressing the gas for cooling. This novel system was designed based on Static Ratchet Potential (SRP), which is known as a spatially asymmetric electric potential produced by an array of positive and negative electrodes. The ratchet potential produces an electrical current from the random Brownian Motion of charged particles that are driven by thermal energy. The key parameter of the system is particle transportation, and it was studied under the condition of flashing ratchet potentials utilizing several methods and examined experimentally, ensuring its functionality. In this study, a different approach is pursued to estimate particle transportation by evaluating the charged particle distribution and applying the other conditions of the SRP, and showing continued energy harvesting potency from the particles’ transportation. Ultimately, power levels of 10 Watt proved to be achievable from a 1 m long system tube of 10 cm radius.

Keywords: thermoelectric generator, ratchet potential, Brownian ratchet, energy harvesting, sustainable energy, green technology

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76 Sterols Regulate the Activity of Phospholipid Scramblase by Interacting through Putative Cholesterol Binding Motif

Authors: Muhasin Koyiloth, Sathyanarayana N. Gummadi

Abstract:

Biological membranes are ordered association of lipids, proteins, and carbohydrates. Lipids except sterols possess asymmetric distribution across the bilayer. Eukaryotic membranes possess a group of lipid translocators called scramblases that disrupt phospholipid asymmetry. Their action is implicated in cell activation during wound healing and phagocytic clearance of apoptotic cells. Cholesterol is one of the major membrane lipids distributed evenly on both the leaflet and can directly influence the membrane fluidity through the ordering effect. The fluidity has an impact on the activity of several membrane proteins. The palmitoylated phospholipid scramblases localized to the lipid raft which is characterized by a higher number of sterols. Here we propose that cholesterol can interact with scramblases through putative CRAC motif and can modulate their activity. To prove this, we reconstituted phospholipid scramblase 1 of C. elegans (SCRM-1) in proteoliposomes containing different amounts of cholesterol (Liquid ordered/Lo). We noted that the presence of cholesterol reduced the scramblase activity of wild-type SCRM-1. The interaction between SCRM-1 and cholesterol was confirmed by fluorescence spectroscopy using NBD-Chol. Also, we observed loss of such interaction when one of I273 in the CRAC motif mutated to Asp. Interestingly, the point mutant has partially retained scramblase activity in Lo vesicles. The current study elucidated the important interaction between cholesterol and SCRM-1 to fine-tune its activity in artificial membranes.

Keywords: artificial membranes, CRAC motif, plasma membrane, PL scramblase

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75 A Study of a Plaque Inhibition Through Stenosed Bifurcation Artery considering a Biomagnetic Blood Flow and Elastic Walls

Authors: M. A. Anwar, K. Iqbal, M. Razzaq

Abstract:

Background and Objectives: This numerical study reflects the magnetic field's effect on the reduction of plaque formation due to stenosis in a stenosed bifurcated artery. The entire arterythe wall is assumed as linearly elastic, and blood flow is modeled as a Newtonian, viscous, steady, incompressible, laminar, biomagnetic fluid. Methods: An Arbitrary Lagrangian-Eulerian (ALE) technique is employed to formulate the hemodynamic flow in a bifurcated artery under the effect of the asymmetric magnetic field by two-way Fluid-structure interaction coupling. A stable P2P1 finite element pair is used to discretize thenonlinear system of partial differential equations. The resulting nonlinear system of algebraic equations is solved by the Newton Raphson method. Results: The numerical results for displacement, velocity magnitude, pressure, and wall shear stresses for Reynolds numbers, Re = 500, 1000, 1500, 2000, in the presence of magnetic fields are presented graphically. Conclusions: The numerical results show that the presence of the magnetic field influences the displacement and flows velocity magnitude considerably. The magnetic field reduces the flow separation, recirculation area adjacent to stenosis and gives rise to wall shear stress.

Keywords: bifurcation, elastic walls, finite element, wall shear stress,

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74 Neck Thinning Dynamics of Janus Droplets under Multiphase Interface Coupling in Cross Junction Microchannels

Authors: Jiahe Ru, Yan Pang, Zhaomiao Liu

Abstract:

Necking processes of the Janus droplet generation in the cross-junction microchannels are experimentally and theoretically investigated. The two dispersed phases that are simultaneously shear by continuous phases are liquid paraffin wax and 100cs silicone oil, in which 80% glycerin aqueous solution is used as continuous phases. According to the variation of minimum neck width and thinning rate, the necking process is divided into two stages, including the two-dimensional extrusion and the three-dimensional extrusion. In the two-dimensional extrusion stage, the evolutions of the tip extension length for the two discrete phases begin with the same trend, and then the length of liquid paraffin is larger than silicone oil. The upper and lower neck interface profiles in Janus necking process are asymmetrical when the tip extension velocity of paraffin oil is greater than that of silicone oil. In the three-dimensional extrusion stage, the neck of the liquid paraffin lags behind that of the silicone oil because of the higher surface tension, and finally, the necking fracture position gradually synchronizes. When the Janus droplets pinch off, the interfacial tension becomes positive to drive the neck thinning. The interface coupling of the three phases can cause asymmetric necking of the neck interface, which affects the necking time and, ultimately, the droplet volume. This paper mainly investigates the thinning dynamics of the liquid-liquid interface in confined microchannels. The revealed results could help to enhance the physical understanding of the droplet generation phenomenon.

Keywords: neck interface, interface coupling, janus droplets, multiphase flow

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73 Evaluation of Electrophoretic and Electrospray Deposition Methods for Preparing Graphene and Activated Carbon Modified Nano-Fibre Electrodes for Hydrogen/Vanadium Flow Batteries and Supercapacitors

Authors: Barun Chakrabarti, Evangelos Kalamaras, Vladimir Yufit, Xinhua Liu, Billy Wu, Nigel Brandon, C. T. John Low

Abstract:

In this work, we perform electrophoretic deposition of activated carbon on a number of substrates to prepare symmetrical coin cells for supercapacitor applications. From several recipes that involve the evaluation of a few solvents such as isopropyl alcohol, N-Methyl-2-pyrrolidone (NMP), or acetone to binders such as polyvinylidene fluoride (PVDF) and charging agents such as magnesium chloride, we display a working means for achieving supercapacitors that can achieve 100 F/g in a consistent manner. We then adapt this EPD method to deposit reduced graphene oxide on SGL 10AA carbon paper to achieve cathodic materials for testing in a hydrogen/vanadium flow battery. In addition, a self-supported hierarchical carbon nano-fibre is prepared by means of electrospray deposition of an iron phthalocyanine solution onto a temporary substrate followed by carbonisation to remove heteroatoms. This process also induces a degree of nitrogen doping on the carbon nano-fibres (CNFs), which allows its catalytic performance to improve significantly as detailed in other publications. The CNFs are then used as catalysts by attaching them to graphite felt electrodes facing the membrane inside an all-vanadium flow battery (Scribner cell using serpentine flow distribution channels) and efficiencies as high as 60% is noted at high current densities of 150 mA/cm². About 20 charge and discharge cycling show that the CNF catalysts consistently perform better than pristine graphite felt electrodes. Following this, we also test the CNF as an electro-catalyst in the hydrogen/vanadium flow battery (cathodic side as mentioned briefly in the first paragraph) facing the membrane, based upon past studies from our group. Once again, we note consistently good efficiencies of 85% and above for CNF modified graphite felt electrodes in comparison to 60% for pristine felts at low current density of 50 mA/cm² (this reports 20 charge and discharge cycles of the battery). From this preliminary investigation, we conclude that the CNFs may be used as catalysts for other systems such as vanadium/manganese, manganese/manganese and manganese/hydrogen flow batteries in the future. We are generating data for such systems at present, and further publications are expected.

Keywords: electrospinning, carbon nano-fibres, all-vanadium redox flow battery, hydrogen-vanadium fuel cell, electrocatalysis

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72 Performance Evaluation of Parallel Surface Modeling and Generation on Actual and Virtual Multicore Systems

Authors: Nyeng P. Gyang

Abstract:

Even though past, current and future trends suggest that multicore and cloud computing systems are increasingly prevalent/ubiquitous, this class of parallel systems is nonetheless underutilized, in general, and barely used for research on employing parallel Delaunay triangulation for parallel surface modeling and generation, in particular. The performances, of actual/physical and virtual/cloud multicore systems/machines, at executing various algorithms, which implement various parallelization strategies of the incremental insertion technique of the Delaunay triangulation algorithm, were evaluated. T-tests were run on the data collected, in order to determine whether various performance metrics differences (including execution time, speedup and efficiency) were statistically significant. Results show that the actual machine is approximately twice faster than the virtual machine at executing the same programs for the various parallelization strategies. Results, which furnish the scalability behaviors of the various parallelization strategies, also show that some of the differences between the performances of these systems, during different runs of the algorithms on the systems, were statistically significant. A few pseudo superlinear speedup results, which were computed from the raw data collected, are not true superlinear speedup values. These pseudo superlinear speedup values, which arise as a result of one way of computing speedups, disappear and give way to asymmetric speedups, which are the accurate kind of speedups that occur in the experiments performed.

Keywords: cloud computing systems, multicore systems, parallel Delaunay triangulation, parallel surface modeling and generation

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71 Eight-Week Exercise for Women: Impact on Anomalies in Width Depth and Environmental Dimension

Authors: Yalcin Kaya, Fatma Arslan, Ahmet Selim Kaya

Abstract:

This study aimed to determine the undesirable hypertrophic anomalies in the body of females and to investigate how they can be affected by the exercise program according to the applied 8 week individual conditions. The research was carried out on 35 women who did not have any regular previous sports practice and had an approximate age of 30 ± 5.0 at the gymnasium because of their asymmetric structure and weight gain of the body. Measurements of width, depth, and periphery were taken from the participants' body, and the exercise protocol was applied for 8 weeks according to the individual measurements in accordance with the obtained measurements. After 8 weeks, the same measurements were applied again. Measurements were made by using ruler and paper tape. The findings were evaluated and differences were analyzed by paired sample t test. According to the findings obtained, ulnae distal proiecturas width averages were 44.77 ± 3.65 and 43.52 ± 3.47 pre- and post-exercise respectively. Bithorachanteric width averages were 29.3 ± 3.12 before exercise and 26.67 ± 3.27 after exercise. Average abdominal widths were observed as 18.64 ± 4.14 (before exercise) and 18.01 ± 6.27 (after exercise). The distances between the malleolus were measured as 16.98 ± 1.62 (before exercise) and 16.70 ± 1.64 (after exercise). The results were statistically significant (p < 0.05). The mean of pre-exercise Externus abdominis circumference was 93.97 ± 8.91, and the mean of post-exercise mean was 90.82 ± 8.24. The results are statistically significant (p < 0.05). In conclusion, findings of the study show that inactivity, daily uncontrolled activities or erroneous postural postures, malnutrition cause some anomalies in the human body. However, with consciously standardized and regular exercises, these abnormalities are reduced by an eight-week exercise protocol in parallel with the expulsion of excess kilos and can be removed when working much longer and fitter, it is proposed to be healthier and more beautiful in appearance.

Keywords: women, body, circumference-width and depth measurements, hypertrophy, exercise

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70 A Case Study on Indian Translation Ecosystem of Point-Of-Care Solutions

Authors: Tripta Dixit, Smita Sahu, William Selvamurthy, Sadhana Srivastava

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The translation of healthcare technologies is an expensive, complex affair, current healthcare challenges in Asian countries and their efforts to meet Millennium Development Goals (MDGs), necessitates continuous technology advancement to save countless lives, improve the quality of life and for socio-economic development. India’s consistently improving global innovation index (57) demonstrates its innovation potential, but access to health care is asymmetric and lacks priority in India. Therefore, there is utmost need of a robust translation system for point-of-care (POC) solutions, inexpensive, low-maintenance, reliable, and easy-to-use diagnostic technologies. Few cases of POC technologies viz. Elisa based diagnostic kits for regional viral disease, a device for detection of cancerous lesions were studied to understand the process and challenges involved in their translation. Accordingly, the entire translation ecosystem was summarized proposing a nexus of various actors such as technology developer, technology transferor technology receiver, funding entities, government/regulatory bodies and their effect on translation of different medical technologies. This study highlights the role and concerns pertaining to these actors for POC such as unsystematic and unvalidated research roadmap, low profit preposition, unfocused approach of up-scaling, low market acceptability and multiple window regulatory framework, etc. This provides an opportunity to devise solutions to overcome problem areas in translation path.

Keywords: healthcare technologies, point-of-care solutions, public health, translation

Procedia PDF Downloads 140