Search results for: derive

Authors: Shih-Kuei Lin

Abstract:

The characterization of the arbitrage-free dynamics of interest rates is developed in this study under the presence of Markov jump risks, when the term structure of the interest rates is modeled through simple forward rates. We consider Markov jump risks by allowing randomness in jump sizes, independence between jump sizes and jump times. The Markov jump diffusion model is used to capture empirical phenomena and to accurately describe interest jump risks in a financial market. We derive the arbitrage-free model of simple forward rates under the spot measure. Moreover, the analytical pricing formulas for a cap and a floor are derived under the forward measure when the jump size follows a lognormal distribution. In our empirical analysis, we find that the LIBOR market model with Markov jump risk better accounts for changes from/to different states and different rates.

Keywords: arbitrage-free, cap and floor, Markov jump diffusion model, simple forward rate model, volatility smile, EM algorithm

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Authors: I. M. L. Nadeesha Jayaweera, Adao Alex Trindade

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In choosing a candidate model in likelihood-based modeling via an information criterion, the practitioner is often faced with the difficult task of deciding just how far up the ranked list to look. Motivated by this pragmatic necessity, we construct an uncertainty band for a generalized (model selection) information criterion (GIC), defined as a criterion for which the limit in probability is identical to that of the normalized log-likelihood. This includes common special cases such as AIC & BIC. The method starts from the asymptotic normality of the GIC for the joint distribution of the candidate models in an independent and identically distributed (IID) data framework and proceeds by deriving the (asymptotically) exact distribution of the minimum. The calculation of an upper quantile for its distribution then involves the computation of multivariate Gaussian integrals, which is amenable to efficient implementation via the R package "mvtnorm". The performance of the methodology is tested on simulated data by checking the coverage probability of nominal upper quantiles and compared to the bootstrap. Both methods give coverages close to nominal for large samples, but the bootstrap is two orders of magnitude slower. The methodology is subsequently extended to two other commonly used model structures: regression and time series. In the regression case, we derive the corresponding asymptotically exact distribution of the minimum GIC invoking Lindeberg-Feller type conditions for triangular arrays and are thus able to similarly calculate upper quantiles for its distribution via multivariate Gaussian integration. The bootstrap once again provides a default competing procedure, and we find that similar comparison performance metrics hold as for the IID case. The time series case is complicated by far more intricate asymptotic regime for the joint distribution of the model GIC statistics. Under a Gaussian likelihood, the default in most packages, one needs to derive the limiting distribution of a normalized quadratic form for a realization from a stationary series. Under conditions on the process satisfied by ARMA models, a multivariate normal limit is once again achieved. The bootstrap can, however, be employed for its computation, whence we are once again in the multivariate Gaussian integration paradigm for upper quantile evaluation. Comparisons of this bootstrap-aided semi-exact method with the full-blown bootstrap once again reveal a similar performance but faster computation speeds. One of the most difficult problems in contemporary statistical methodological research is to be able to account for the extra variability introduced by model selection uncertainty, the so-called post-model selection inference (PMSI). We explore ways in which the GIC uncertainty band can be inverted to make inferences on the parameters. This is being attempted in the IID case by pivoting the CDF of the asymptotically exact distribution of the minimum GIC. For inference one parameter at a time and a small number of candidate models, this works well, whence the attained PMSI confidence intervals are wider than the MLE-based Wald, as expected.

Keywords: model selection inference, generalized information criteria, post model selection, Asymptotic Theory

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Authors: David S. Rosenstein

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The author believes that modern spoken languages should be equally difficult (or easy) to learn, since all normal children learning their native languages do so at approximately the same rate and with the same competence, progressing from easy to more complex grammar and syntax in the same way. Why then, do some languages seem more difficult than others? Perhaps people are referring to the written language, where it may be true that mastering Chinese requires more time than French, which in turn requires more time than Spanish. But this may be marginal, since Chinese and French children quickly catch up to their Spanish peers in reading comprehension. Rather, the real differences in difficulty derive from two sources: hardened L1 language habits trying to cope with contrasting L2 habits; and unfamiliarity with unique L2 characteristics causing faulty expectations. It would seem that effective L2 teaching and learning must take these two sources of difficulty into consideration. The author feels that the latter (faulty expectations) causes the greatest difficulty, making effective teaching and learning somewhat different for each given foreign language. Examples from Chinese and other languages are presented.

Keywords: learning different languages, language learning difficulties, faulty language expectations

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Authors: Hirreche Baghdad Mohamed

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One of the main texts in popular culture in Algeria is a symbolic and imaginary tale, through which the author was able to derive from the world and popular cultural stock and symbolic capital elements that enabled him to create a synthesis between a number of imaginary and real events. Thanks to the level of spirituality that the author was experiencing, he was able to go deep in order to redraw the boundaries of human life in view of its existence and status (life experiences, its end, and its fate). It is a text that is consistent with religious values and has a philosophical depth. This poem can be shared in official and unofficial meetings, during feasts, and during popular celebrations, such as circumcision ceremonies, marriage, and condolences. It has also the ability to draw attention and appeal to the listener and let him travel into the imaginary world. It is the text related to the story of "Ras b’nadem", or "the head of a man", or rather, a "human skull", for which only a few academic studies have been devoted, and there are two copies of it, one attributed to Lakhdar Ibn Khalouf as a matter of suspicion, while the other is attributed to Qadour Ibn Ashour Al-Zarhouni.

Keywords: ras B’Nadam, ras al mahna, lakhdar ibn khalouf, qadour ibn ashour, sufism, melhoun poetry, resistance poetry

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Authors: C. Shim, C. Koem, S. Park, S. Lee

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This paper deals with experimental studies on pre stressed precast concrete columns with continuous reinforcing bars and pre stressing tendons. Design requirements on minimum transverse reinforcement ratio are not included in current design codes. Pre stressing introduces additional compression to the column. Precast columns with different transverse reinforcement ratios were tested to derive adequate design requirement. Displacement ductility of the pre stressed precast columns was evaluated and compared with previous studies. Design of axial steels including reinforcing bars and pre stressing tendons influenced on the seismic performance. Without significant increase of transverse reinforcement ratio, the specimens showed required displacement ductility without reduction of their flexural strength. Design recommendations for precast bridge piers were derived.

Keywords: displacement ductility, flexural strength, prestressed precast column, transverse reinforcement

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Authors: Karima Bouakaz, Amel Youcefi, Abdessamad Abada

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We determine a compact analytic expression for the complete next-to-leading contribution to the retarded transverse photons self-energy in the context of hard-thermal-loop summed perturbation of massless quantum electrodynamics (QED) at high temperature to calculate the next-to-leading order dispersion relations for slow-moving transverse photons at high temperature scalar quantum electrodynamics (Scalar QED), using the real time formalism (RTF) in physical representation. We derive the analytic expressions of hard thermal loop (HTL) contributions to propagators and vertices to determine the expressions of the effective propagators and vertices in RTF that contribute to the complete next-to leading order contribution of retarded transverse photons self-energy.

Keywords: hard thermal loop, hot scalar QED, NLO computations, soft transverse photons

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Authors: Abdulrahman Abdulrahman, Abir Abdulrahman

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Free over-fall is an instrument for measuring discharge in open channels by measuring end depth. A comprehensive researchers investigated theoretically and experimentally brink phenomenon with various approaches for different cross-sectional shapes. Anderson's method, based on Boussinq's approximation and energy approach was used to derive a pressure distribution factor at end depth. Applying the one-dimensional momentum equation and the principles of limit slope analysis, a relevant analytical solution may be derived for brink depth ratio (EDR) in prismatic rectangular channel. Also relationships between end depth ratio and slope ratio for a given non-dimensional normal or critical depth with upstream supercritical flow regime are presented. Simple indirect procedure is used to estimate the end depth discharge ratio (EDD) for subcritical and supercritical flow using measured end depth. The comparison of this analysis with all previous theoretical and experimental studies showed an excellent agreement.

Keywords: analytical solution, brink depth, end depth, flow measurement, free over fall, hydraulics, rectangular channel

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Authors: M. F. Yilmaz, B. Ö. Çağlayan

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Fragility curve is an effective common used tool to determine the earthquake performance of structural and nonstructural components. Also, it is used to determine the nonlinear behavior of bridges. There are many historical bridges in the Turkish railway network; the earthquake performances of these bridges are needed to be investigated. To derive fragility curve Intensity measures (IMs) and Engineering demand parameters (EDP) are needed to be determined. And the relation between IMs and EDP are needed to be derived. In this study, a typical simply supported steel girder riveted railway bridge is studied. Fragility curves of this bridge are derived by two parameters lognormal distribution. Time history analyses are done for selected 60 real earthquake data to determine the relation between IMs and EDP. Moreover, efficiency, practicality, and sufficiency of three different IMs are discussed. PGA, Sa(0.2s) and Sa(1s), the most common used IMs parameters for fragility curve in the literature, are taken into consideration in terms of efficiency, practicality and sufficiency.

Keywords: railway bridges, earthquake performance, fragility analyses, selection of intensity measures

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Authors: Clarinda Vitorino Nhangumbe, Ercília Sousa

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Weather derivatives are financial products used to cover non catastrophic weather events with a weather index as the underlying asset. The rainfall weather derivative pricing model is modeled based in the assumption that the rainfall dynamics follows Ornstein-Uhlenbeck process, and the partial differential equation approach is used to derive the convection-diffusion two dimensional time dependent partial differential equation, where the spatial variables are the rainfall index and rainfall depth. To compute the approximation solutions of the partial differential equation, the appropriate boundary conditions are suggested, and an explicit numerical method is proposed in order to deal efficiently with the different choices of the coefficients involved in the equation. Being an explicit numerical method, it will be conditionally stable, then the stability region of the numerical method and the order of convergence are discussed. The model is tested for real precipitation data.

Keywords: finite differences method, ornstein-uhlenbeck process, partial differential equations approach, rainfall derivatives

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Authors: Shaban Aly, Ali Al-Qahtani, Houari B. Khenous

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Synchronization is an important phenomenon commonly observed in nature. A system of periodically forced complex Duffings oscillators was introduced and shown to display chaotic behavior and possess strange attractors. Such complex oscillators appear in many problems of physics and engineering, as, for example, nonlinear optics, deep-water wave theory, plasma physics and bimolecular dynamics. In this paper, we study the remarkable phenomenon of chaotic synchronization on these oscillator systems, using impulsive synchronization techniques. We derive analytical expressions for impulsive control functions and show that the dynamics of error evolution is globally stable, by constructing appropriate Lyapunov functions. This means that, for a relatively large set initial conditions, the differences between the drive and response systems vanish exponentially and synchronization is achieved. Numerical results are obtained to test the validity of the analytical expressions and illustrate the efficiency of these techniques for inducing chaos synchronization in our nonlinear oscillators.

Keywords: complex nonlinear oscillators, impulsive synchronization, chaotic systems, global exponential synchronization

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Authors: Hasan Farahneh, Xavier Fernando

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Leaky Feeder (LF) has been a proven technology for many decades and its promises broadband wireless access in short range but being overlooked until now. The LF is a natural MIMO transceiver ideal for micro and pico cells. In this work, the LF is considered as a linear antenna array MultiInput-Single-Output (MISO) and derive the average bit error rate (BER) in Rayleigh fading channel considering ideal and independent paths (iid) which consider there is no correlation and mutual coupling between transmit antennas (slots) or receiver antenna considering QPSK modulation with imperfect phase estimation. We consider maximal ratio transmission (MRT) at the transmit end and maximal ratio combining (MRC) at the receiving end. Analytical expressions are derived for the BER with radiating cable transmitters. The effects of slot spacing and carrier frequency on the BER are also studied. Numerical evaluations show the radiating cable transmitter offer much lower BER than a single antenna transmitter with same SNR.

Keywords: leaky feeder, BER, QPSK, rayleigh fading, channel gain, phase mismatch

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Authors: WooYoung Jung, Buntheng Chhorn, Min-Gi Kim

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Recently, damage to domestic facilities by strong winds and typhoons are growing. Therefore, this study focused on sign structure among various vulnerable facilities. The evaluation of the wind fragility was carried out considering the destruction of the anchor, which is one of the various failure modes of the sign structure. The performance evaluation of the anchor was carried out to derive the wind fragility. Two parameters were set and four anchor types were selected to perform the pull-out and shear tests. The resistance capacity was estimated based on the experimental results. Wind loads were estimated using Monte Carlo simulation method. Based on these results, we derived the wind fragility according to anchor type and wind exposure category. Finally, the evaluation of the wind fragility was performed according to the experimental parameters such as anchor length and anchor diameter. This study shows that the depth of anchor was more significant for the safety of structure compare to diameter of anchor.

Keywords: sign structure, wind fragility, set anchor, pull-out test, shear test, Monte Carlo simulation

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Authors: Juraj Camaj, Anna Dolinayova, Jana Lalinska, Miroslav Bariak

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Planning of infrastructure and processes in logistic center within the frame of various kinds of logistic hubs and technological activities in them represent quite complex problem. The main goal is to design appropriate layout, which enables to realize expected operation on the desired levels. The simulation software represents progressive contemporary experimental technique, which can support complex processes of infrastructure planning and all of activities on it. It means that simulation experiments, reflecting various planned infrastructure variants, investigate and verify their eligibilities in relation with corresponding expected operation. The inducted approach enables to make qualified decisions about infrastructure investments or measures, which derive benefit from simulation-based verifications. The paper represents simulation software for simulation infrastructural layout and technological activities in marshalling yard, intermodal terminal, warehouse and combination between them as the parts of logistic center.

Keywords: marshalling yard, intermodal terminal, warehouse, transport technology, simulation

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Authors: Mohamedou El Boukhary, Farba Bouyagui Tamboura, A. Hamady Barry, Mohamed L. Gaye

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Nowadays, low-schiff acyl-hydrazone ligands are highly sought after due to their wide applications in various fields of biology, coordination chemistry and catalysis. They are studied for their antioxidant, antibacterial and antiviral properties. The complexes of transition metals and the lanthanide they derive are well known for their magnetic, optical and catalytic properties. In this work, we present the synthesis of an acyl-hydrazone (H2L) Schiff base and its 3d transition complexes. The ligand (H2L) is characterized by IR, NMR (1H; 13C) spectroscopy. The complexes are characterized by different physic-chemical techniques such as IR, UV-visible, conductivity, and measurement of magnetic susceptibility. The study of XRD allowed us to elucidate the crystalline structure of the manganese (Mn) complex. The asymmetric unit of the complex is composed of two molecules of the ligand, one manganese (II) ion and two coordinate chloride ions; the environment around Mn is described as a pentagonal base bipyramid. In the crystal lattice, the asymmetric unit is bound by hydrogen bonds.

Keywords: synthene, acyl-hydrazone, 3d transition metal complex, application

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Authors: Hemant Kumar Pathak

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In 1994, Matthews (S.G. Matthews, Partial metric topology, in: Proc. 8th Summer Conference on General Topology and Applications, in: Ann. New York Acad. Sci., vol. 728, 1994, pp. 183-197) introduced the concept of a partial metric as a part of the study of denotational semantics of data flow networks. He gave a modified version of the Banach contraction principle, more suitable in this context. In fact, (complete) partial metric spaces constitute a suitable framework to model several distinguished examples of the theory of computation and also to model metric spaces via domain theory. In this paper, we introduce the concept of almost partial Hausdorff metric. We prove a fixed point theorem for multi-valued mappings on partial metric space using the concept of almost partial Hausdorff metric and prove an analogous to the well-known Nadler’s fixed point theorem. In the sequel, we derive a homotopy result as an application of our main result.

Keywords: fixed point, partial metric space, homotopy, physical sciences

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Authors: Tomoaki Hashimoto

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Recent technological advance has prompted significant interest in developing the control theory of quantum systems. Following the increasing interest in the control of quantum dynamics, this paper examines the control problem of Schrödinger equation because quantum dynamics is basically governed by Schrödinger equation. From the practical point of view, stochastic disturbances cannot be avoided in the implementation of control method for quantum systems. Thus, we consider here the robust stabilization problem of Schrödinger equation against stochastic disturbances. In this paper, we adopt model predictive control method in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. The objective of this study is to derive the stability criterion for model predictive control of Schrödinger equation under stochastic disturbances.

Keywords: optimal control, stochastic systems, quantum systems, stabilization

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Authors: Tanapon Suklim, Prachaya Intaphrom, Noppadol Poomvises, Anchalee Kongsuk

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The relationship between shear wave velocity (Vs30) and blow count Number from Standard Penetration Tests (NSPT) was investigated on specified embankment dam to find the solution which can be used to estimate the value of N. Shear wave velocity, Vs30 and blow count number, NSPT were performed at three specified dam sites. At each site, Vs30 measurement was recorded by using seismic survey of MASW technique and NSPT were measured by field Standard Penetration Test. Regression analysis was used to derive statistical relation. The relation is giving a final solution to applicable calculated N-value with other earthen dam. Dam engineer can use the statistical relation to convert field Vs30 to estimated N-value instead of absolute N-value from field Standard Penetration Test. It can be noted that the formulae can be applied only in the earthen dam of specified material.

Keywords: blow count number, earthen dam, embankment, shear wave velocity

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Authors: Rim Bouhaouel, Naoufel Kraïem, Zuhoor Al Khanjari

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Unified Modeling Language (UML) is considered as one of the widespread modeling language standardized by the Object Management Group (OMG). Therefore, the model driving engineering (MDE) community attempts to provide reuse of UML diagrams, and do not construct it from scratch. The UML model appears according to a specific software development process. The existing method generation models focused on the different techniques of transformation without considering the development process. Our work aims to construct an UML component from fragments of UML diagram basing on an agile method. We define UML fragment as a portion of a UML diagram, which express a business target. To guide the generation of fragments of UML models using an agile process, we need a flexible approach, which adapts to the agile changes and covers all its activities. We use the software product line (SPL) to derive a fragment of process agile method. This paper explains our approach, named RECUP, to generate UML fragments following an agile process, and overviews the different aspects. In this paper, we present the approach and we define the different phases and artifacts.

Keywords: UML, component, fragment, agile, SPL

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Authors: Ti-Jun Xiao, Zhe Xu

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Controllability is one of the fundamental issues in control systems. In this paper, we study the controllability of second order evolutional control systems in Hilbert spaces with memory and boundary controls, which model dynamic behaviors of some viscoelastic materials. Transferring the control problem into a moment problem and showing the Riesz property of a family of functions related to Cauchy problems for some integrodifferential equations, we obtain a general boundary controllability theorem for these second order evolutional control systems. This controllability theorem is applicable to various concrete 1D viscoelastic systems and recovers some previous related results. It is worth noting that Riesz sequences can be used for numerical computations of the control functions and the identification of new Riesz sequence is of independent interest for the basis-function theory. Moreover, using the Riesz sequences, we obtain the existence and uniqueness of (weak) solutions to these second order evolutional control systems in Hilbert spaces. Finally, we derive the exact boundary controllability of a viscoelastic beam equation, as an application of our abstract theorem.

Keywords: evolutional control system, controllability, boundary control, existence and uniqueness

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Authors: Slobodan B. Tričković

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We present the results concerned with trigonometric series that include sine and cosine functions with a parameter appearing in the denominator. We derive two types of closed-form formulas for trigonometric series. At first, for some integer values, as we know that Riemann’s ζ function and Dirichlet η, λ equal zero at negative even integers, whereas Dirichlet’s β function equals zero at negative odd integers, after a certain number of members, the rest of the series vanishes. Thus, a trigonometric series becomes a polynomial with coefficients involving Riemann’s ζ function and Dirichlet η, λ, β functions. On the other hand, in some cases, one cannot immediately replace the parameter with any positive integer because we shall encounter singularities. So it is necessary to take a limit, so in the process, we apply L’Hospital’s rule and, after a series of rearrangements, we bring a trigonometric series to a form suitable for the application of Choi-Srivastava’s theorem dealing with Hurwitz’s zeta function and Harmonic numbers. In this way, we express a trigonometric series as a polynomial over Hurwitz’s zeta function derivative.

Keywords: Dirichlet eta lambda beta functions, Riemann's zeta function, Hurwitz zeta function, Harmonic numbers

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Authors: Tegan H. Emerson, Colin C. Olson, George Stantchev, Jason A. Edelberg, Michael Wilson

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Detecting small targets at range is difficult because there is not enough spatial information present in an image sub-region containing the target to use correlation-based methods to differentiate it from dynamic confusers present in the scene. Moreover, this lack of spatial information also disqualifies the use of most state-of-the-art deep learning image-based classifiers. Here, we use characteristics of target tracks extracted from video sequences as data from which to derive distinguishing topological features that help robustly differentiate targets of interest from confusers. In particular, we calculate persistent homology from time-delayed embeddings of dynamic statistics calculated from motion tracks extracted from a wide field-of-view video stream. In short, we use topological methods to extract features related to target motion dynamics that are useful for classification and disambiguation and show that small targets can be detected at range with high probability.

Keywords: motion tracks, persistence images, time-delay embedding, topological data analysis

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Authors: Mikhail Zarechnev, Bora I. Kumova

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A syllogism is a deductive inference scheme used to derive a conclusion from a set of premises. In a categorical syllogisms, there are only two premises and every premise and conclusion is given in form of a quantified relationship between two objects. The different order of objects in premises give classification known as figures. We have shown that the ordered combinations of 3 generalized quantifiers with certain figure provide in total of 108 syllogistic moods which can be considered as different inference rules. The classical syllogistic system allows to model human thought and reasoning with syllogistic structures always attracted the attention of cognitive scientists. Since automated reasoning is considered as part of learning subsystem of AI agents, syllogistic system can be applied for this approach. Another application of syllogistic system is related to inference mechanisms on the Semantic Web applications. In this paper we proposed the mathematical model and algorithm for syllogistic reasoning. Also the model of iterative syllogistic reasoning in case of continuous flows of incoming data based on case–based reasoning and possible applications of proposed system were discussed.

Keywords: categorical syllogism, case-based reasoning, cognitive architecture, inference on the semantic web, syllogistic reasoning

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Authors: Ahmed H. Abdullah, Pavel Kroupa

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Globular clusters (GC) are important objects for tracing the early evolution of a galaxy. We study the correlation between the cluster population and the global properties of the host galaxy. We found that the correlation between cluster population (NGC) and the baryonic mass (Mb) of the host galaxy are best described as 10 −5.6038Mb. In order to understand the origin of the U -shape relation between the GC specific frequency (SN) and Mb (caused by the high value of SN for dwarfs galaxies and giant ellipticals and a minimum SN for intermediate mass galaxies≈ 1010M), we derive a theoretical model for the specific frequency (SNth). The theoretical model for SNth is based on the slope of the power-law embedded cluster mass function (β) and different time scale (Δt) of the forming galaxy. Our results show a good agreement between the observation and the model at a certain β and Δt. The model seems able to reproduce higher value of SNth of β = 1.5 at the midst formation time scale.

Keywords: galaxies: dwarf, globular cluster: specific frequency, number of globular clusters, formation time scale

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Authors: Vishwesh Kulkarni, Nikhil Bellarykar

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Cellular complexity stems from the interactions among thousands of different molecular species. Thanks to the emerging fields of systems and synthetic biology, scientists are beginning to unravel these regulatory, signaling, and metabolic interactions and to understand their coordinated action. Reverse engineering of biological networks has has several benefits but a poor quality of data combined with the difficulty in reproducing it limits the applicability of these methods. A few years back, many of the commonly used predictive algorithms were tested on a network constructed in the yeast Saccharomyces cerevisiae (S. cerevisiae) to resolve this issue. The network was a synthetic network of five genes regulating each other for the so-called in vivo reverse-engineering and modeling assessment (IRMA). The network was constructed in S. cereviase since it is a simple and well characterized organism. The synthetic network included a variety of regulatory interactions, thus capturing the behaviour of larger eukaryotic gene networks on a smaller scale. We derive a new set of algorithms by solving a nonlinear optimization problem and show how these algorithms outperform other algorithms on these datasets.

Keywords: synthetic gene network, network identification, optimization, nonlinear modeling

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Authors: Noreddin Mousa

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The main objective of this study is to estimate which type of clay minerals that more effect on saturation exponent using Global Hydraulic Elements (GHEs) approach to estimating the distribution of saturation exponent factor. Two wells and seven core samples have been selected from various (GHEs) for detailed study. There are many factors affecting saturation exponent such as wettability, grain pattern pressure of certain authigenic clays, which may promote oil wet characteristics of history of fluid displacement. The saturation exponent is related to the texture and affected by wettability and clay minerals. Capillary pressure (mercury injection) has been used to confirm GHEs which are selected to define rock types; the porous plate method is used to derive the saturation exponent in the laboratory. The petrography is very important in order to study the mineralogy and texture. In this study the results showing excellent relation between saturation exponent and the type of clay minerals which was observed that the Global Hydraulic Elements GHE-2 and GHE-5 which are containing Chlorite is more affect on saturation exponent comparing with the other GHE’s.

Keywords: GHEs, wettability, global hydraulic elements, petrography

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Authors: Felix Baumann, Aleksandar Milutinovic, Dieter Roller

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Up to this point business process management projects in general and business process modelling projects in particular could not rely on a practical and scientifically validated method to estimate cost and effort. Especially the model development phase is not covered by a cost estimation method or model. Further phases of business process modelling starting with implementation are covered by initial solutions which are discussed in the literature. This article proposes a method of filling this gap by deriving a cost estimation method from available methods in similar domains namely software development or software engineering. Software development is regarded as closely similar to process modelling as we show. After the proposition of this method different ideas for further analysis and validation of the method are proposed. We derive this method from COCOMO II and Function Point which are established methods of effort estimation in the domain of software development. For this we lay out similarities of the software development rocess and the process of process modelling which is a phase of the Business Process Management life-cycle.

Keywords: COCOMO II, busines process modeling, cost estimation method, BPM COCOMO

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Authors: Oded Hochman

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We first show that current measures of welfare changes in the whole economy do not apply to an economy with cities. In addition, since such measures are defined over a partial equilibrium, they capture only partially the effect of a welfare change. We then define a unique and additive measure that we term the modified economic surplus (mES) which fully captures the welfare effects caused by a change in the price of a nationally traded good. We show that the price change causes, on the one hand a change of land rents in the economy and, on the other hand, an equal change of mES that can be estimated by measuring areas in the price-quantity national demand and supply plane. We construct for each city a cost function from which we derive a city’s and, after aggregation, an economy-wide demand and supply functions of nationwide prices and of either the unearned incomes (Marshalian functions) or the utility levels (compensated functions).

Keywords: city cost function, welfare measures, modified compensated variation, modified economic surplus, unearned income function, differential land rents, city size

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Authors: Jamal Hussain Al-Smail

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Hydrogen fuel cells (HFCs) are environmentally friendly, energy converter devices that convert the chemical energy of the reactants (oxygen and hydrogen) to electricity through electrochemical reactions. The level of the electricity production of HFCs mainly increases depending on the oxygen distribution in the HFC’s cathode gas diffusion layer (GDL). With a constant porosity of the GDL, the electrochemical reaction can have a great variation that reduces the cell’s productivity and stability. Our findings bring a methodology in finding porosity designs of the diffusion layer to improve the oxygen distribution such that it results in a stable oxygen-hydrogen reaction. We first introduce a mathematical model involving the mass and momentum transport equations, in which a porosity function of the GDL is incorporated as a control for the fluid flow. We then derive numerical methods for solving the mathematical model. In conclusion, we present our numerical results to show how to design the GDL porosity to result in a uniform oxygen distribution.

Keywords: fuel cells, material porosity design, mathematical modeling, porous media

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Authors: Ali Ammari, Karin Schroen

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In brewing industries, stripping is a downstream process to separate volatiles from beer. Due to physiochemical similarities between flavour components, the selectivity of this method is not favourable. Besides, the presence of non-volatile compounds such as proteins and carbohydrates may affect the separation of flavours due to their retaining properties. By using a stripping column with structured packing coupled with a gas chromatography, in this work, the overall mass transfer coefficient along with their corresponding equilibrium data was investigated for a model solution consist of water, ethanol, ethyl acetate and isoamyl acetate. Static headspace analysis also was employed to derive equilibrium data for flavours in the presence of beer dry matter. As it was expected ethanol and dry matter showed retention properties; however, the effect of viscosity in mass transfer coefficient was discarded due to the fact that the viscosity of solution decreased during stripping. The effect of ethanol and beer dry matter were mapped to be used for designing stripping could.

Keywords: flavour, headspace, Henry’s coefficient, mass transfer coefficient, stripping

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Authors: Mohammad Bukhari, Oumar Barry

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In order to reduce the Aeolian vibration of overhead transmission lines, the Stockbridge damper is usually attached. The efficiency of Stockbridge damper depends on its location on the conductor and its resonant frequencies. When the Stockbridge damper is located on a vibration node, it becomes inefficient. Hence, the static damper should be subrogated by a dynamic one. In the present study, a proposed dynamic absorber for transmission lines is studied. Hamilton’s principle is used to derive the governing equations, then the system of ordinary differential equations is solved numerically. Parametric studies are conducted to determine how certain parameters affect the performance of the absorber. The results demonstrate that replacing the static absorber by a dynamic one enhance the absorber performance for wider range of frequencies. The results also indicate that the maximum displacement decreases as the absorber speed and the forcing frequency increase. However, this reduction in maximum displacement is accompanying with increasing in the steady state vibration displacement. It is also indicated that the energy dissipation in moving absorber covers higher range of frequencies.

Keywords: absorber performance, Aeolian vibration, Hamilton’s principle, stockbridge damper

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