Search results for: bond model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 17033

Search results for: bond model

17033 Model-Independent Price Bounds for the Swiss Re Mortality Bond 2003

Authors: Raj Kumari Bahl, Sotirios Sabanis

Abstract:

In this paper, we are concerned with the valuation of the first Catastrophic Mortality Bond that was launched in the market namely the Swiss Re Mortality Bond 2003. This bond encapsulates the behavior of a well-defined mortality index to generate payoffs for the bondholders. Pricing this bond is a challenging task. We adapt the payoff of the terminal principal of the bond in terms of the payoff of an Asian put option and present an approach to derive model-independent bounds exploiting comonotonic theory. We invoke Jensen’s inequality for the computation of lower bounds and employ Lagrange optimization technique to achieve the upper bound. The success of these bounds is based on the availability of compatible European mortality options in the market. We carry out Monte Carlo simulations to estimate the bond price and illustrate the strength of these bounds across a variety of models. The fact that our bounds are model-independent is a crucial breakthrough in the pricing of catastrophic mortality bonds.

Keywords: mortality bond, Swiss Re Bond, mortality index, comonotonicity

Procedia PDF Downloads 245
17032 Studying the Bond Strength of Geo-Polymer Concrete

Authors: Rama Seshu Doguparti

Abstract:

This paper presents the experimental investigation on the bond behavior of geo polymer concrete. The bond behavior of geo polymer concrete cubes of grade M35 reinforced with 16 mm TMT rod is analyzed. The results indicate that the bond performance of reinforced geo polymer concrete is good and thus proves its application for construction.

Keywords: geo-polymer, concrete, bond strength, behaviour

Procedia PDF Downloads 502
17031 Mathematical Model of Corporate Bond Portfolio and Effective Border Preview

Authors: Sergey Podluzhnyy

Abstract:

One of the most important tasks of investment and pension fund management is building decision support system which helps to make right decision on corporate bond portfolio formation. Today there are several basic methods of bond portfolio management. They are duration management, immunization and convexity management. Identified methods have serious disadvantage: they do not take into account credit risk or insolvency risk of issuer. So, identified methods can be applied only for management and evaluation of high-quality sovereign bonds. Applying article proposes mathematical model for building an optimal in case of risk and yield corporate bond portfolio. Proposed model takes into account the default probability in formula of assessment of bonds which results to more correct evaluation of bonds prices. Moreover, applied model provides tools for visualization of the efficient frontier of corporate bonds portfolio taking into account the exposure to credit risk, which will increase the quality of the investment decisions of portfolio managers.

Keywords: corporate bond portfolio, default probability, effective boundary, portfolio optimization task

Procedia PDF Downloads 316
17030 Experimental Investigation on the Effect of Bond Thickness on the Interface Behaviour of Fibre Reinforced Polymer Sheet Bonded to Timber

Authors: Abbas Vahedian, Rijun Shrestha, Keith Crews

Abstract:

The bond mechanism between timber and fibre reinforced polymer (FRP) is relatively complex and is influenced by a number of variables including bond thickness, bond width, bond length, material properties, and geometries. This study investigates the influence of bond thickness on the behaviour of interface, failure mode, and bond strength of externally bonded FRP-to-timber interface. In the present study, 106 single shear joint specimens have been investigated. Experiment results showed that higher layers of FRP increase the ultimate load carrying capacity of interface; conversely, such increase led to decrease the slip of interface. Moreover, samples with more layers of FRPs may fail in a brittle manner without noticeable warning that collapse is imminent.

Keywords: fibre reinforced polymer, FRP, single shear test, bond thickness, bond strength

Procedia PDF Downloads 221
17029 Empirical Analytical Modelling of Average Bond Stress and Anchorage of Tensile Bars in Reinforced Concrete

Authors: Maruful H. Mazumder, Raymond I. Gilbert

Abstract:

The design specifications for calculating development and lapped splice lengths of reinforcement in concrete are derived from a conventional empirical modelling approach that correlates experimental test data using a single mathematical equation. This paper describes part of a recently completed experimental research program to assess the effects of different structural parameters on the development length requirements of modern high strength steel reinforcing bars, including the case of lapped splices in large-scale reinforced concrete members. The normalized average bond stresses for the different variations of anchorage lengths are assessed according to the general form of a typical empirical analytical model of bond and anchorage. Improved analytical modelling equations are developed in the paper that better correlate the normalized bond strength parameters with the structural parameters of an empirical model of bond and anchorage.

Keywords: bond stress, development length, lapped splice length, reinforced concrete

Procedia PDF Downloads 429
17028 An Experimental Investigation of Bond Properties of Reinforcements Embedded in Geopolymer Concrete

Authors: Jee-Sang Kim, Jong Ho Park

Abstract:

Geopolymer concretes are a new class of construction materials that have emerged as an alternative to Ordinary Portland cement concrete. Considerable researches have been carried out on material development of geopolymer concrete, however, a few studies have been reported on the structural use of them. This paper presents the bond behaviors of reinforcement embedded in fly ash based geopolymer concrete. The development lengths of reinforcement for various compressive strengths of concrete, 20, 30 and 40 MPa, and reinforcement diameters, 10, 16, and 25 mm are investigated. Total 27 specimens were manufactured and pull-out test according to EN 10080 was applied to measure bond strength and slips between concrete and reinforcements. The average bond strengths decreased from 23.06MPa to 17.26 MPa, as the diameters of reinforcements increased from 10mm to 25mm. The compressive strength levels of geopolymer concrete showed no significant influence on bond strengths in this study. Also, the bond-slip relations between geopolymer concrete and reinforcement are derived using non-linear regression analysis for various experimental conditions.

Keywords: bond-slip relation, bond strength, geopolymer concrete, pull-out test

Procedia PDF Downloads 345
17027 Structural Properties, Natural Bond Orbital, Theory Functional Calculations (DFT), and Energies for Fluorous Compounds: C13H12F7ClN2O

Authors: Shahriar Ghammamy, Masomeh Shahsavary

Abstract:

In this paper, the optimized geometries and frequencies of the stationary point and the minimum energy paths of C13H12F7ClN2O are calculated by using the DFT (B3LYP) methods with LANL2DZ basis sets. B3LYP/ LANL2DZ calculation results indicated that some selected bond length and bond angles values for the C13H12F7ClN2O.

Keywords: C13H12F7ClN2O, vatural bond orbital, fluorous compounds, functional calculations

Procedia PDF Downloads 331
17026 Numerical Simulation of the Bond Behavior Between Concrete and Steel Reinforcing Bars in Specialty Concrete

Authors: Camille A. Issa, Omar Masri

Abstract:

In the study, the commercial finite element software Abaqus was used to develop a three-dimensional nonlinear finite element model capable of simulating the pull-out test of reinforcing bars from underwater concrete. The results of thirty-two pull-out tests that have different parameters were implemented in the software to study the effect of the concrete cover, the bar size, the use of stirrups, and the compressive strength of concrete. The interaction properties used in the model provided accurate results in comparison with the experimental bond-slip results, thus the model has successfully simulated the pull-out test. The results of the finite element model are used to better understand and visualize the distribution of stresses in each component of the model, and to study the effect of the various parameters used in this study including the role of the stirrups in preventing the stress from reaching to the sides of the specimens.

Keywords: pull-out test, bond strength, underwater concrete, nonlinear finite element analysis, abaqus

Procedia PDF Downloads 436
17025 Elastoplastic Modified Stillinger Weber-Potential Based Discretized Virtual Internal Bond and Its Application to the Dynamic Fracture Propagation

Authors: Dina Kon Mushid, Kabutakapua Kakanda, Dibu Dave Mbako

Abstract:

The failure of material usually involves elastoplastic deformation and fracturing. Continuum mechanics can effectively deal with plastic deformation by using a yield function and the flow rule. At the same time, it has some limitations in dealing with the fracture problem since it is a theory based on the continuous field hypothesis. The lattice model can simulate the fracture problem very well, but it is inadequate for dealing with plastic deformation. Based on the discretized virtual internal bond model (DVIB), this paper proposes a lattice model that can account for plasticity. DVIB is a lattice method that considers material to comprise bond cells. Each bond cell may have any geometry with a finite number of bonds. The two-body or multi-body potential can characterize the strain energy of a bond cell. The two-body potential leads to the fixed Poisson ratio, while the multi-body potential can overcome the limitation of the fixed Poisson ratio. In the present paper, the modified Stillinger-Weber (SW), a multi-body potential, is employed to characterize the bond cell energy. The SW potential is composed of two parts. One part is the two-body potential that describes the interatomic interactions between particles. Another is the three-body potential that represents the bond angle interactions between particles. Because the SW interaction can represent the bond stretch and bond angle contribution, the SW potential-based DVIB (SW-DVIB) can represent the various Poisson ratios. To embed the plasticity in the SW-DVIB, the plasticity is considered in the two-body part of the SW potential. It is done by reducing the bond stiffness to a lower level once the bond reaches the yielding point. While before the bond reaches the yielding point, the bond is elastic. When the bond deformation exceeds the yielding point, the bond stiffness is softened to a lower value. When unloaded, irreversible deformation occurs. With the bond length increasing to a critical value, termed the failure bond length, the bond fails. The critical failure bond length is related to the cell size and the macro fracture energy. By this means, the fracture energy is conserved so that the cell size sensitivity problem is relieved to a great extent. In addition, the plasticity and the fracture are also unified at the bond level. To make the DVIB able to simulate different Poisson ratios, the three-body part of the SW potential is kept elasto-brittle. The bond angle can bear the moment before the bond angle increment is smaller than a critical value. By this method, the SW-DVIB can simulate the plastic deformation and the fracturing process of material with various Poisson ratios. The elastoplastic SW-DVIB is used to simulate the plastic deformation of a material, the plastic fracturing process, and the tunnel plastic deformation. It has been shown that the current SW-DVIB method is straightforward in simulating both elastoplastic deformation and plastic fracture.

Keywords: lattice model, discretized virtual internal bond, elastoplastic deformation, fracture, modified stillinger-weber potential

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17024 A Study on the Improvement of the Bond Performance of Polypropylene Macro Fiber according to Longitudinal Shape Change

Authors: Sung-yong Choi, Woo-tai Jung, Young-hwan Park

Abstract:

This study intends to improve the bond performance of the polypropylene fiber used as reinforcing fiber for concrete by changing its shape into double crimped type through the enhancement its fabrication process. The bond performance of such double crimped fiber is evaluated by applying the JCI SF-8 (dog-bone shape) testing method. The test results reveal that the double crimped fiber develops bond performance improved by more than 19% compared to the conventional crimped type fiber.

Keywords: Bond, Polypropylene, fiber reinforcement, macro fiber, shape change

Procedia PDF Downloads 458
17023 Modified Tendon Model Considered Structural Nonlinearity in PSC Structures

Authors: Yangsu Kwon, Hyo-Gyoung Kwak

Abstract:

Nonlinear tendon constitutive model for nonlinear analysis of pre-stressed concrete structures are presented. Since the post-cracking behavior of concrete structures, in which bonded reinforcements such as tendons and/or reinforcing steels are embedded, depends on many influencing factors(the tensile strength of concrete, anchorage length of reinforcements, concrete cover, and steel spacing) that are deeply related to the bond characteristics between concrete and reinforcements, consideration of the tension stiffening effect on the basis of the bond-slip mechanism is necessary to evaluate ultimate resisting capacity of structures. In this paper, an improved tendon model, which considering the slip effect between concrete and tendon, and effect of tension stiffening, is suggested. The validity of the proposed models is established by comparing between the analytical results and experimental results in pre-stressed concrete beams.

Keywords: bond-slip, prestressed concrete, tendon, ultimate strength

Procedia PDF Downloads 489
17022 Investigating the Difference in Stability of Various Isomeric Hydrogen Bonded Dimers

Authors: Mohamed Ayoub

Abstract:

The structures and energetics of various isomeric hydrogen bonded dimers, such as (FH…OC, FH…CO), (FH…CNH, FH…NCH), (FH…N2O, FH…ON2), and (FH…NHCO, FH…OCNH) have been investigated using DFT B3LYP with aug-cc-pVTZ basis set and by natural bond orbital (NBO) analysis. For each isomeric pair we calculated: H-bond energy (ΔEB…H), charge-transfer (QCT), where B is atom bearing lone-pairs in CO, CNH, NCH, N2O, and NHCO, H-bond distances (RB…H), the elongation of HF bond (ΔRHF) and the red-shift of HF stretching frequency (ΔVHF). We conclude that the principle difference in the relative stability between each isomeric pair is attributed to distinctive interaction of carbon and oxygen lone pairs of CO, carbon and nitrogen lone-pairs of CNH and NCH, and nitrogen and oxygen lone pairs of N2O and NHCO into the unfilled antibond on HF (σ*HF).

Keywords: charge transfer, computational chemistry, isomeric hydrogen bond, natural bond orbital

Procedia PDF Downloads 238
17021 Modeling of Bioelectric Activity of Nerve Cells Using Bond Graph Method

Authors: M. Ghasemi, F. Eskandari, B. Hamzehei, A. R. Arshi

Abstract:

Bioelectric activity of nervous cells might be changed causing by various factors. This alteration can lead to unforeseen circumstances in other organs of the body. Therefore, the purpose of this study was to model a single neuron and its behavior under an initial stimulation. This study was developed based on cable theory by means of the Bond Graph method. The numerical values of the parameters were derived from empirical studies of cellular electrophysiology experiments. Initial excitation was applied through square current functions, and the resulted action potential was estimated along the neuron. The results revealed that the model was developed in this research adapted with the results of experimental studies and demonstrated the electrical behavior of nervous cells properly.

Keywords: bond graph, stimulation, nervous cells, modeling

Procedia PDF Downloads 419
17020 Effect of Three Desensitizers on Dentinal Tubule Occlusion and Bond Strength of Dentin Adhesives

Authors: Zou Xuan, Liu Hongchen

Abstract:

The ideal dentin desensitizing agent should not only have good biological safety, simple clinical operation mode, the superior treatment effect, but also should have a durable effect to resist the oral environmental temperature change and oral mechanical abrasion, so as to achieve a persistent desensitization effect. Also, when using desensitizing agent to prevent the post-operative hypersensitivity, we should not only prevent it from affecting crowns’ retention, but must understand its effects on bond strength of dentin adhesives. There are various of desensitizers and dentin adhesives in clinical treatment. They have different chemical or physical properties. Whether the use of desensitizing agent would affect the bond strength of dentin adhesives still need further research. In this in vitro study, we built the hypersensitive dentin model and post-operative dentin model, to evaluate the sealing effects and durability on exposed tubule by three different dentin desensitizers and to evaluate the sealing effects and the bond strength of dentin adhesives after using three different dentin desensitizers on post-operative dentin. The result of this study could provide some important references for clinical use of dentin desensitizing agent. 1. As to the three desensitizers, the hypersensitive dentin model was built to evaluate their sealing effects on exposed tubule by SEM observation and dentin permeability analysis. All of them could significantly reduce the dentin permeability. 2. Test specimens of three groups treated by desensitizers were subjected to aging treatment with 5000 times thermal cycling and toothbrush abrasion, and then dentin permeability was measured to evaluate the sealing durability of these three desensitizers on exposed tubule. The sealing durability of three groups were different. 3. The post-operative dentin model was built to evaluate the sealing effects of the three desensitizers on post-operative dentin by SEM and methylene blue. All of three desensitizers could reduce the dentin permeability significantly. 4. The influences of three desensitizers on the bonding efficiency of total-etch and self-etch adhesives were evaluated with the micro-tensile bond strength study and bond interface morphology observation. The dentin bond strength for Green or group was significantly lower than the other two groups (P<0.05).

Keywords: dentin, desensitizer, dentin permeability, thermal cycling, micro-tensile bond strength

Procedia PDF Downloads 388
17019 Robust Diagnosability of PEMFC Based on Bond Graph LFT

Authors: Ould Bouamama, M. Bressel, D. Hissel, M. Hilairet

Abstract:

Fuel cell (FC) is one of the best alternatives of fossil energy. Recently, the research community of fuel cell has shown a considerable interest for diagnosis in view to ensure safety, security, and availability when faults occur in the process. The problematic for model based FC diagnosis consists in that the model is complex because of coupling of several kind of energies and the numerical values of parameters are not always known or are uncertain. The present paper deals with use of one tool: the Linear Fractional Transformation bond graph tool not only for uncertain modelling but also for monitorability (ability to detect and isolate faults) analysis and formal generation of robust fault indicators with respect to parameter uncertainties.The developed theory applied to a nonlinear FC system has proved its efficiency.

Keywords: bond graph, fuel cell, fault detection and isolation (FDI), robust diagnosis, structural analysis

Procedia PDF Downloads 359
17018 Prediction of Product Size Distribution of a Vertical Stirred Mill Based on Breakage Kinetics

Authors: C. R. Danielle, S. Erik, T. Patrick, M. Hugh

Abstract:

In the last decade there has been an increase in demand for fine grinding due to the depletion of coarse-grained orebodies and an increase of processing fine disseminated minerals and complex orebodies. These ores have provided new challenges in concentrator design because fine and ultra-fine grinding is required to achieve acceptable recovery rates. Therefore, the correct design of a grinding circuit is important for minimizing unit costs and increasing product quality. The use of ball mills for grinding in fine size ranges is inefficient and, therefore, vertical stirred grinding mills are becoming increasingly popular in the mineral processing industry due to its already known high energy efficiency. This work presents a hypothesis of a methodology to predict the product size distribution of a vertical stirred mill using a Bond ball mill. The Population Balance Model (PBM) was used to empirically analyze the performance of a vertical mill and a Bond ball mill. The breakage parameters obtained for both grinding mills are compared to determine the possibility of predicting the product size distribution of a vertical mill based on the results obtained from the Bond ball mill. The biggest advantage of this methodology is that most of the minerals processing laboratories already have a Bond ball mill to perform the tests suggested in this study. Preliminary results show the possibility of predicting the performance of a laboratory vertical stirred mill using a Bond ball mill.

Keywords: bond ball mill, population balance model, product size distribution, vertical stirred mill

Procedia PDF Downloads 287
17017 Research of Interaction between Layers of Compressed Composite Columns

Authors: Daumantas Zidanavicius

Abstract:

In order to investigate the bond between concrete and steel in the circular steel tube column filled with concrete, the 7 series of specimens were tested with the same geometrical parameters but different concrete properties. Two types of specimens were chosen. For the first type, the expansive additives to the concrete mixture were taken to increase internal forces. And for the second type, mechanical components were used. All 7 series of the short columns were modeled by FEM and tested experimentally. In the work, big attention was taken to the bond-slip models between steel and concrete. Results show that additives to concrete let increase the bond strength up to two times and the mechanical anchorage –up to 6 times compared to control specimens without additives and anchorage.

Keywords: concrete filled steel tube, push-out test, bond slip relationship, bond stress distribution

Procedia PDF Downloads 121
17016 Robust Diagnosis of an Electro-Mechanical Actuators, Bond Graph LFT Approach

Authors: A. Boulanoir, B. Ould Bouamama, A. Debiane, N. Achour

Abstract:

The paper deals with robust Fault Detection and isolation with respect to parameter uncertainties based on linear fractional transformation form (LFT) Bond graph. The innovative interest of the proposed methodology is the use only one representation for systematic generation of robust analytical redundancy relations and adaptive residual thresholds for sensibility analysis. Furthermore, the parameter uncertainties are introduced graphically in the bond graph model. The methodology applied to the nonlinear industrial Electro-Mechanical Actuators (EMA) used in avionic systems, has determined first the structural monitorability analysis (which component can be monitored) with given instrumentation architecture with any need of complex calculation and secondly robust fault indicators for online supervision.

Keywords: bond graph (BG), electro mechanical actuators (EMA), fault detection and isolation (FDI), linear fractional transformation (LFT), mechatronic systems, parameter uncertainties, avionic system

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17015 Push-Out Bond Strength of Two Root-End Filling Materials in Root-End Cavities Prepared by Er,Cr: YSGG Laser or Ultrasonic Technique

Authors: Noushin Shokouhinejad, Hasan Razmi, Reza Fekrazad, Saeed Asgary, Ammar Neshati, Hadi Assadian, Sanam Kheirieh

Abstract:

This study compared the push-out bond strength of mineral trioxide aggregate (MTA) and a new endodontic cement (NEC) as root-end filling materials in root-end cavities prepared by ultrasonic technique (US) or Er,Cr:YSGG laser (L). Eighty single-rooted extracted human teeth were endodontically treated, apicectomised and randomly divided into four following groups (n = 20): US/MTA, US/NEC, L/MTA and L/NEC. In US/MTA and US/NEC groups, rooted cavities were prepared with ultrasonic retrotip and filled with MTA and NEC, respectively. In L/MTA and L/NEC groups, root-end cavities were prepared using Er, Cr:YSGG laser and filled with MTA and NEC, respectively. Each root was cut apically to create a 2 mm-thick root slice for measurement of bond strength using a universal testing machine. Then, all slices were examined to determine the mode of bond failure. Data were analysed using two-way ANOVA. Root-end filling materials showed significantly higher bond strength in root-end cavities prepared using the ultrasonic technique (US/MTA and US/NEC) (P < 0.001). The bond strengths of MTA and NEC did not differ significantly. The failure modes were mainly adhesive for MTA, but cohesive for NEC. In conclusion, bond strengths of MTA and NEC to root-end cavities were comparable and higher in ultrasonically prepared cavities.

Keywords: bond strength, Er, Cr:YSGG laser, MTA, NEC, root-end cavity

Procedia PDF Downloads 341
17014 Effect of Impact Load on the Bond between Steel and CFRP Laminate

Authors: Alaa Al-Mosawe, Riadh Al-Mahaidi

Abstract:

Carbon fiber reinforced polymers have been wildly used to strengthen steel structural elements. Those structural elements are normally subjected to static, dynamic, fatigue loadings during their life time. CFRP laminate is one of the common methods to strengthen these structures under the subjected loads. A number of researches have been focused on the bond characteristics of CFRP sheets to steel members under static, dynamic and fatigue loadings. There is a lack in understanding the behavior of the CFRP laminates under impact loading. This paper is showing the effect of high load rate on this bond. CFRP laminate CFK 150/2000 was used to strengthen steel joint by using Araldite 420 epoxy. The results showed that applying high load rate has a significant effect on the bond strength while a little influence on the effective bond length.

Keywords: adhesively bonded joints, bond strength, CFRP laminate, impact tensile loading

Procedia PDF Downloads 354
17013 Bond-Slip Response of Reinforcing Bars Embedded in High Performance Fiber Reinforced Cement Composites

Authors: Lee Siong Wee, Tan Kang Hai, Yang En-Hua

Abstract:

This paper presents the results of an experimental study undertaken to evaluate the local bond stress-slip response of short embedment of reinforcing bars in normal concrete (NC) and high performance fiber reinforced cement composites (HPFRCC) blocks. Long embedment was investigated as well to gain insights on the distribution of strain, slip, bar stress and bond stress along the bar especially in post-yield range. A total of 12 specimens were tested, by means of pull-out of the reinforcing bars from concrete blocks. It was found that the enhancement of local bond strength can be reached up to 50% and ductility of the bond behavior was improved significantly if HPFRCC is used. Also, under a constant strain at loaded end, HPFRCC has delayed yielding of bars at other location from the loaded end. Hence, the reduction of bond stress was slower for HPFRCC in comparison with NC. Due to the same reason, the total slips at loaded end for HPFRCC was smaller than NC as expected. Test results indicated that HPFRCC has better bond slip behavior which makes it a suitable material to be employed in anchorage zone such as beam-column joints.

Keywords: bond stress, high performance fiber reinforced cement composites, slip, strain

Procedia PDF Downloads 491
17012 Effect of Concrete Strength on the Bond Between Carbon Fiber Reinforced Polymer and Concrete in Hot Weather

Authors: Usama Mohamed Ahamed

Abstract:

This research deals with the bond behavior of carbon FRP composite wraps adhered/bonded to the surface of the concrete. Four concrete mixes were designed to achieve a concrete compressive strength of 18, 22.5,25 and 30 MP after 28 days of curing. The focus of the study is on bond degradation when the hybrid structure is exposed to hot weather conditions. Specimens were exposed to 50 0C temperature duration 6 months and other specimens were sustained in laboratory temperature ( 20-24) 0C. Upon removing the specimens from their conditioning environment, tension tests were performed in the machine using a specially manufactured concrete cube holder. A lightweight mortar layer is used to protect the bonded carbon FRP layer on the concrete surface. The results show that the higher the concrete's compressive, the higher the bond strength. The high temperature decreases the bond strength between concrete and carbon fiber-reinforced polymer. The use of a protection layer is essential for concrete exposed to hot weather.

Keywords: concrete, bond, hot weather and carbon fiber, carbon fiber reinforced polymers

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17011 Origin of Hydrogen Bonding: Natural Bond Orbital Electron Donor-Acceptor Interactions

Authors: Mohamed Ayoub

Abstract:

We perform computational investigation using density functional theory, B3LYP with aug-cc-pVTZ basis set followed by natural bond orbital analysis (NBO), which provides best single “natural Lewis structure” (NLS) representation of chosen wavefunction (Ψ) with natural resonance theory (NRT) to provide an analysis of molecular electron density in terms of resonance structures (RS) and weights (w). We selected for the study a wide range of gas phase dimers (B…HA), with hydrogen bond dissociation energies (ΔEB…H) that span more than two orders of magnitude. We demonstrate that charge transfer from a donor Lewis-type NBO (nB:) to an acceptor non-Lewis-type NBO (σHA*) is the primary cause for H-bonding not classical electrostatic (dipole-dipole or ionic). We provide a variety of structure, and spectroscopic descriptors to support the conclusion, such as IR frequency shift (ΔνHA), H-bond penetration distance (ΔRB..H), bond order (bB..H), charge-transfer (CTB→HA) and the corresponding donor-acceptor stabilization energy (ΔE(2)).

Keywords: natural bond orbital, hydrogen bonding, electron donor, electron acceptor

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17010 Monte Carlo Pathwise Sensitivities for Barrier Options with Application to Coco-Bond Calibration

Authors: Thomas Gerstner, Bastian von Harrach, Daniel Roth

Abstract:

The Monte Carlo pathwise sensitivities approach is well established for smooth payoff functions. In this work, we present a new Monte Carlo algorithm that is able to calculate the pathwise sensitivities for discontinuous payoff functions. Our main tool is the one-step survival idea of Glasserman and Staum. Although this technique yields to new terms per observation, while differentiating, the algorithm is still efficient. As an application, we use the results for a two-dimensional calibration of a Coco-Bond, which we model with different types of discretely monitored barrier options.

Keywords: Monte Carlo, discretely monitored barrier options, pathwise sensitivities, Coco-Bond

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17009 Effect of Fiber Types and Elevated Temperatures on the Bond Characteristic of Fiber Reinforced Concretes

Authors: Erdoğan Özbay, Hakan T. Türker, Müzeyyen Balçıkanlı, Mohamed Lachemi

Abstract:

In this paper, the effects of fiber types and elevated temperatures on compressive strength, modulus of rapture and the bond characteristics of fiber reinforced concretes (FRC) are presented. By using the three different types of fibers (steel fiber-SF, polypropylene-PPF and polyvinyl alcohol-PVA), FRC specimens were produced and exposed to elevated temperatures up to 800 ºC for 1.5 hours. In addition, a plain concrete (without fiber) was produced and used as a control. Test results obtained showed that the steel fiber reinforced concrete (SFRC) had the highest compressive strength, modulus of rapture and bond stress values at room temperatures, the residual bond, flexural and compressive strengths of both FRC and plain concrete dropped sharply after exposure to high temperatures. The results also indicated that the reduction of bond, flexural and compressive strengths with increasing the exposed temperature was relatively less for SFRC than for plain, and FRC with PPF and PVA.

Keywords: bond stress, compressive strength, elevated temperatures, fiber reinforced concrete, modulus of rapture

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17008 Modeling and Simulation of a Cycloconverter with a Bond Graph Approach

Authors: Gerardo Ayala-Jaimes, Gilberto Gonzalez-Avalos, Allen A. Castillo, Alejandra Jimenez

Abstract:

The modeling of a single-phase cycloconverter in Bond Graph is presented, which includes an alternating current power supply, hybrid dynamics, switch control, and resistive load; this approach facilitates the integration of systems across different energy domains and structural analysis. Cycloconverters, used in motor control, demonstrate the viability of graphical modeling. The use of Bonds is proposed to model the hybrid interaction of the system, and the results are displayed through simulations using 20Sim and Multisim software. The motivation behind developing these models with a graphical approach is to design and build low-cost energy converters, thereby making the main contribution of this document the modeling and simulation of a single-phase cycloconverter.

Keywords: bond graph, hybrid system, rectifier, cycloconverter, modelling

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17007 Finite Element Analysis of Steel-Concrete Composite Structures Considering Bond-Slip Effect

Authors: WonHo Lee, Hyo-Gyoung Kwak

Abstract:

A numerical model considering slip behavior of steel-concrete composite structure is introduced. This model is based on a linear bond stress-slip relation along the interface. Single node was considered at the interface of steel and concrete member in finite element analysis, and it improves analytical problems of model that takes double nodes at the interface by adopting spring elements to simulate the partial interaction. The slip behavior is simulated by modifying material properties of steel element contacting concrete according to the derived formulation. Decreased elastic modulus simulates the slip occurrence at the interface and decreased yield strength simulates drop in load capacity of the structure. The model is verified by comparing numerical analysis applying this model with experimental studies. Acknowledgment—This research was supported by a grant(13SCIPA01) from Smart Civil Infrastructure Research Program funded by Ministry of Land, Infrastructure and Transport(MOLIT) of Korea government and Korea Agency for Infrastructure Technology Advancement(KAIA) and financially supported by Korea Ministry of Land, Infrastructure and Transport(MOLIT) as U-City Master and Doctor Course Grant Program.

Keywords: bond-slip, composite structure, partial interaction, steel-concrete structure

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17006 Defects Estimation of Embedded Systems Components by a Bond Graph Approach

Authors: I. Gahlouz, A. Chellil

Abstract:

The paper concerns the estimation of system components faults by using an unknown inputs observer. To reach this goal, we used the Bond Graph approach to physical modelling. We showed that this graphical tool is allowing the representation of system components faults as unknown inputs within the state representation of the considered physical system. The study of the causal and structural features of the system (controllability, observability, finite structure, and infinite structure) based on the Bond Graph approach was hence fulfilled in order to design an unknown inputs observer which is used for the system component fault estimation.

Keywords: estimation, bond graph, controllability, observability

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17005 Theorical Studies on the Structural Properties of 2,3-Bis(Furan-2-Yl)Pyrazino[2,3-F][1,10]Phenanthroline Derivaties

Authors: Zahra Sadeghian

Abstract:

This paper reports on the geometrical parameters optimized of the stationary point for the 2,3-Bis(furan-2-yl)pyrazino[2,3-f][1,10]phenanthroline. The calculations are performed using density functional theory (DFT) method at the B3LYP/LanL2DZ level. We determined bond lengths and bond angles values for the compound and calculate the amount of bond hybridization according to the natural bond orbital theory (NBO) too. The energy of frontier orbital (HOMO and LUMO) are computed. In addition, calculated data are accurately compared with the experimental result. This comparison show that the our theoretical data are in reasonable agreement with the experimental values.

Keywords: 2, 3-Bis(furan-2-yl)pyrazino[2, 3-f][1, 10]phenanthroline, density functional theory, theorical calculations, LanL2DZ level, B3LYP level

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17004 Using Arellano-Bover/Blundell-Bond Estimator in Dynamic Panel Data Analysis – Case of Finnish Housing Price Dynamics

Authors: Janne Engblom, Elias Oikarinen

Abstract:

A panel dataset is one that follows a given sample of individuals over time, and thus provides multiple observations on each individual in the sample. Panel data models include a variety of fixed and random effects models which form a wide range of linear models. A special case of panel data models are dynamic in nature. A complication regarding a dynamic panel data model that includes the lagged dependent variable is endogeneity bias of estimates. Several approaches have been developed to account for this problem. In this paper, the panel models were estimated using the Arellano-Bover/Blundell-Bond Generalized method of moments (GMM) estimator which is an extension of the Arellano-Bond model where past values and different transformations of past values of the potentially problematic independent variable are used as instruments together with other instrumental variables. The Arellano–Bover/Blundell–Bond estimator augments Arellano–Bond by making an additional assumption that first differences of instrument variables are uncorrelated with the fixed effects. This allows the introduction of more instruments and can dramatically improve efficiency. It builds a system of two equations—the original equation and the transformed one—and is also known as system GMM. In this study, Finnish housing price dynamics were examined empirically by using the Arellano–Bover/Blundell–Bond estimation technique together with ordinary OLS. The aim of the analysis was to provide a comparison between conventional fixed-effects panel data models and dynamic panel data models. The Arellano–Bover/Blundell–Bond estimator is suitable for this analysis for a number of reasons: It is a general estimator designed for situations with 1) a linear functional relationship; 2) one left-hand-side variable that is dynamic, depending on its own past realizations; 3) independent variables that are not strictly exogenous, meaning they are correlated with past and possibly current realizations of the error; 4) fixed individual effects; and 5) heteroskedasticity and autocorrelation within individuals but not across them. Based on data of 14 Finnish cities over 1988-2012 differences of short-run housing price dynamics estimates were considerable when different models and instrumenting were used. Especially, the use of different instrumental variables caused variation of model estimates together with their statistical significance. This was particularly clear when comparing estimates of OLS with different dynamic panel data models. Estimates provided by dynamic panel data models were more in line with theory of housing price dynamics.

Keywords: dynamic model, fixed effects, panel data, price dynamics

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