Search results for: equivalent linear model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 18783

Search results for: equivalent linear model

18603 New Method for Determining the Distribution of Birefringence and Linear Dichroism in Polymer Materials Based on Polarization-Holographic Grating

Authors: Barbara Kilosanidze, George Kakauridze, Levan Nadareishvili, Yuri Mshvenieradze

Abstract:

A new method for determining the distribution of birefringence and linear dichroism in optical polymer materials is presented. The method is based on the use of polarization-holographic diffraction grating that forms an orthogonal circular basis in the process of diffraction of probing laser beam on the grating. The intensities ratio of the orders of diffraction on this grating enables the value of birefringence and linear dichroism in the sample to be determined. The distribution of birefringence in the sample is determined by scanning with a circularly polarized beam with a wavelength far from the absorption band of the material. If the scanning is carried out by probing beam with the wavelength near to a maximum of the absorption band of the chromophore then the distribution of linear dichroism can be determined. An appropriate theoretical model of this method is presented. A laboratory setup was created for the proposed method. An optical scheme of the laboratory setup is presented. The results of measurement in polymer films with two-dimensional gradient distribution of birefringence and linear dichroism are discussed.

Keywords: birefringence, linear dichroism, graded oriented polymers, optical polymers, optical anisotropy, polarization-holographic grating

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18602 Optimizing Human Diet Problem Using Linear Programming Approach: A Case Study

Authors: P. Priyanka, S. Shruthi, N. Guruprasad

Abstract:

Health is a common theme in most cultures. In fact all communities have their concepts of health, as part of their culture. Health continues to be a neglected entity. Planning of Human diet should be done very careful by selecting the food items or groups of food items also the composition involved. Low price and good taste of foods are regarded as two major factors for optimal human nutrition. Linear programming techniques have been extensively used for human diet formulation for quiet good number of years. Through the process, we mainly apply “The Simplex Method” which is a very useful statistical tool based on the theorem of Elementary Row Operation from Linear Algebra and also incorporate some other necessary rules set by the Simplex Method to help solve the problem. The study done by us is an attempt to develop a programming model for optimal planning and best use of nutrient ingredients.

Keywords: diet formulation, linear programming, nutrient ingredients, optimization, simplex method

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18601 The Three-Zone Composite Productivity Model of Multi-Fractured Horizontal Wells under Different Diffusion Coefficients in a Shale Gas Reservoir

Authors: Weiyao Zhu, Qian Qi, Ming Yue, Dongxu Ma

Abstract:

Due to the nano-micro pore structures and the massive multi-stage multi-cluster hydraulic fracturing in shale gas reservoirs, the multi-scale seepage flows are much more complicated than in most other conventional reservoirs, and are crucial for the economic development of shale gas. In this study, a new multi-scale non-linear flow model was established and simplified, based on different diffusion and slip correction coefficients. Due to the fact that different flow laws existed between the fracture network and matrix zone, a three-zone composite model was proposed. Then, according to the conformal transformation combined with the law of equivalent percolation resistance, the productivity equation of a horizontal fractured well, with consideration given to diffusion, slip, desorption, and absorption, was built. Also, an analytic solution was derived, and the interference of the multi-cluster fractures was analyzed. The results indicated that the diffusion of the shale gas was mainly in the transition and Fick diffusion regions. The matrix permeability was found to be influenced by slippage and diffusion, which was determined by the pore pressure and diameter according to the Knudsen number. It was determined that, with the increased half-lengths of the fracture clusters, flow conductivity of the fractures, and permeability of the fracture network, the productivity of the fractured well also increased. Meanwhile, with the increased number of fractures, the distance between the fractures decreased, and the productivity slowly increased due to the mutual interference of the fractures. In regard to the fractured horizontal wells, the free gas was found to majorly contribute to the productivity, while the contribution of the desorption increased with the increased pressure differences.

Keywords: multi-scale, fracture network, composite model, productivity

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18600 Identification of Dynamic Friction Model for High-Precision Motion Control

Authors: Martin Goubej, Tomas Popule, Alois Krejci

Abstract:

This paper deals with experimental identification of mechanical systems with nonlinear friction characteristics. Dynamic LuGre friction model is adopted and a systematic approach to parameter identification of both linear and nonlinear subsystems is given. The identification procedure consists of three subsequent experiments which deal with the individual parts of plant dynamics. The proposed method is experimentally verified on an industrial-grade robotic manipulator. Model fidelity is compared with the results achieved with a static friction model.

Keywords: mechanical friction, LuGre model, friction identification, motion control

Procedia PDF Downloads 384
18599 Modeling and System Identification of a Variable Excited Linear Direct Drive

Authors: Heiko Weiß, Andreas Meister, Christoph Ament, Nils Dreifke

Abstract:

Linear actuators are deployed in a wide range of applications. This paper presents the modeling and system identification of a variable excited linear direct drive (LDD). The LDD is designed based on linear hybrid stepper technology exhibiting the characteristic tooth structure of mover and stator. A three-phase topology provides the thrust force caused by alternating strengthening and weakening of the flux of the legs. To achieve best possible synchronous operation, the phases are commutated sinusoidal. Despite the fact that these LDDs provide high dynamics and drive forces, noise emission limits their operation in calm workspaces. To overcome this drawback an additional excitation of the magnetic circuit is introduced to LDD using additional enabling coils instead of permanent magnets. The new degree of freedom can be used to reduce force variations and related noise by varying the excitation flux that is usually generated by permanent magnets. Hence, an identified simulation model is necessary to analyze the effects of this modification. Especially the force variations must be modeled well in order to reduce them sufficiently. The model can be divided into three parts: the current dynamics, the mechanics and the force functions. These subsystems are described with differential equations or nonlinear analytic functions, respectively. Ordinary nonlinear differential equations are derived and transformed into state space representation. Experiments have been carried out on a test rig to identify the system parameters of the complete model. Static and dynamic simulation based optimizations are utilized for identification. The results are verified in time and frequency domain. Finally, the identified model provides a basis for later design of control strategies to reduce existing force variations.

Keywords: force variations, linear direct drive, modeling and system identification, variable excitation flux

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18598 Absorbed Dose Measurements for Teletherapy Prediction of Superficial Dose Using Halcyon Linear Accelerator

Authors: Raymond Limen Njinga, Adeneye Samuel Olaolu, Akinyode Ojumoola Ajimo

Abstract:

Introduction: Measurement of entrance dose and dose at different depths is essential to avoid overdose and underdose of patients. The aim of this study is to verify the variation in the absorbed dose using a water-equivalent material. Materials and Methods: The plastic phantom was arranged on the couch of the halcyon linear accelerator by Varian, with the farmer ionization chamber inserted and connected to the electrometer. The image of the setup was taken using the High-Quality Single 1280x1280x16 higher on the service mode to check the alignment with the isocenter. The beam quality TPR₂₀,₁₀ (Tissue phantom ratio) was done to check the beam quality of the machine at a field size of 10 cm x 10 cm. The calibration was done using SAD type set-up at a depth of 5 cm. This process was repeated for ten consecutive weeks, and the values were recorded. Results: The results of the beam output for the teletherapy machine were satisfactory and accepted in comparison with the commissioned measurement of 0.62. The beam quality TPR₂₀,₁₀ (Tissue phantom ratio) was reasonable with respect to the beam quality of the machine at a field size of 10 cm x 10 cm. Conclusion: The results of the beam quality and the absorbed dose rate showed a good consistency over the period of ten weeks with the commissioned measurement value.

Keywords: linear accelerator, absorbed dose rate, isocenter, phantom, ionization chamber

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18597 Analytical Solution of Non–Autonomous Discrete Non-Linear Schrodinger Equation With Saturable Non-Linearity

Authors: Mishu Gupta, Rama Gupta

Abstract:

It has been elucidated here that non- autonomous discrete non-linear Schrödinger equation is associated with saturable non-linearity through photo-refractive media. We have investigated the localized solution of non-autonomous saturable discrete non-linear Schrödinger equations. The similarity transformation has been involved in converting non-autonomous saturable discrete non-linear Schrödinger equation to constant-coefficient saturable discrete non-linear Schrödinger equation (SDNLSE), whose exact solution is already known. By back substitution, the solution of the non-autonomous version has been obtained. We have analysed our solution for the hyperbolic and periodic form of gain/loss term, and interesting results have been obtained. The most important characteristic role is that it helps us to analyse the propagation of electromagnetic waves in glass fibres and other optical wave mediums. Also, the usage of SDNLSE has been seen in tight binding for Bose-Einstein condensates in optical mediums. Even the solutions are interrelated, and its properties are prominently used in various physical aspects like optical waveguides, Bose-Einstein (B-E) condensates in optical mediums, Non-linear optics in photonic crystals, and non-linear kerr–type non-linearity effect and photo refracting medium.

Keywords: B-E-Bose-Einstein, DNLSE-Discrete non linear schrodinger equation, NLSE-non linear schrodinger equation, SDNLSE - saturable discrete non linear Schrodinger equation

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18596 System of Linear Equations, Gaussian Elimination

Authors: Rabia Khan, Nargis Munir, Suriya Gharib, Syeda Roshana Ali

Abstract:

In this paper linear equations are discussed in detail along with elimination method. Gaussian elimination and Gauss Jordan schemes are carried out to solve the linear system of equation. This paper comprises of matrix introduction, and the direct methods for linear equations. The goal of this research was to analyze different elimination techniques of linear equations and measure the performance of Gaussian elimination and Gauss Jordan method, in order to find their relative importance and advantage in the field of symbolic and numeric computation. The purpose of this research is to revise an introductory concept of linear equations, matrix theory and forms of Gaussian elimination through which the performance of Gauss Jordan and Gaussian elimination can be measured.

Keywords: direct, indirect, backward stage, forward stage

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18595 Digital Joint Equivalent Channel Hybrid Precoding for Millimeterwave Massive Multiple Input Multiple Output Systems

Authors: Linyu Wang, Mingjun Zhu, Jianhong Xiang, Hanyu Jiang

Abstract:

Aiming at the problem that the spectral efficiency of hybrid precoding (HP) is too low in the current millimeter wave (mmWave) massive multiple input multiple output (MIMO) system, this paper proposes a digital joint equivalent channel hybrid precoding algorithm, which is based on the introduction of digital encoding matrix iteration. First, the objective function is expanded to obtain the relation equation, and the pseudo-inverse iterative function of the analog encoder is derived by using the pseudo-inverse method, which solves the problem of greatly increasing the amount of computation caused by the lack of rank of the digital encoding matrix and reduces the overall complexity of hybrid precoding. Secondly, the analog coding matrix and the millimeter-wave sparse channel matrix are combined into an equivalent channel, and then the equivalent channel is subjected to Singular Value Decomposition (SVD) to obtain a digital coding matrix, and then the derived pseudo-inverse iterative function is used to iteratively regenerate the simulated encoding matrix. The simulation results show that the proposed algorithm improves the system spectral efficiency by 10~20%compared with other algorithms and the stability is also improved.

Keywords: mmWave, massive MIMO, hybrid precoding, singular value decompositing, equivalent channel

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18594 A Research on Tourism Market Forecast and Its Evaluation

Authors: Min Wei

Abstract:

The traditional prediction methods of the forecast for tourism market are paid more attention to the accuracy of the forecasts, ignoring the results of the feasibility of forecasting and predicting operability, which had made it difficult to predict the results of scientific testing. With the application of Linear Regression Model, this paper attempts to construct a scientific evaluation system for predictive value, both to ensure the accuracy, stability of the predicted value, and to ensure the feasibility of forecasting and predicting the results of operation. The findings show is that a scientific evaluation system can implement the scientific concept of development, the harmonious development of man and nature co-ordinate.

Keywords: linear regression model, tourism market, forecast, tourism economics

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18593 Mixed Effects Models for Short-Term Load Forecasting for the Spanish Regions: Castilla-Leon, Castilla-La Mancha and Andalucia

Authors: C. Senabre, S. Valero, M. Lopez, E. Velasco, M. Sanchez

Abstract:

This paper focuses on an application of linear mixed models to short-term load forecasting. The challenge of this research is to improve a currently working model at the Spanish Transport System Operator, programmed by us, and based on linear autoregressive techniques and neural networks. The forecasting system currently forecasts each of the regions within the Spanish grid separately, even though the behavior of the load in each region is affected by the same factors in a similar way. A load forecasting system has been verified in this work by using the real data from a utility. In this research it has been used an integration of several regions into a linear mixed model as starting point to obtain the information from other regions. Firstly, the systems to learn general behaviors present in all regions, and secondly, it is identified individual deviation in each regions. The technique can be especially useful when modeling the effect of special days with scarce information from the past. The three most relevant regions of the system have been used to test the model, focusing on special day and improving the performance of both currently working models used as benchmark. A range of comparisons with different forecasting models has been conducted. The forecasting results demonstrate the superiority of the proposed methodology.

Keywords: short-term load forecasting, mixed effects models, neural networks, mixed effects models

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18592 Application of a Generalized Additive Model to Reveal the Relations between the Density of Zooplankton with Other Variables in the West Daya Bay, China

Authors: Weiwen Li, Hao Huang, Chengmao You, Jianji Liao, Lei Wang, Lina An

Abstract:

Zooplankton are a central issue in the ecology which makes a great contribution to maintaining the balance of an ecosystem. It is critical in promoting the material cycle and energy flow within the ecosystems. A generalized additive model (GAM) was applied to analyze the relationships between the density (individuals per m³) of zooplankton and other variables in West Daya Bay. All data used in this analysis (the survey month, survey station (longitude and latitude), the depth of the water column, the superficial concentration of chlorophyll a, the benthonic concentration of chlorophyll a, the number of zooplankton species and the number of zooplankton species) were collected through monthly scientific surveys during January to December 2016. GLM model (generalized linear model) was used to choose the significant variables’ impact on the density of zooplankton, and the GAM was employed to analyze the relationship between the density of zooplankton and the significant variables. The results showed that the density of zooplankton increased with an increase of the benthonic concentration of chlorophyll a, but decreased with a decrease in the depth of the water column. Both high numbers of zooplankton species and the overall total number of zooplankton individuals led to a higher density of zooplankton.

Keywords: density, generalized linear model, generalized additive model, the West Daya Bay, zooplankton

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18591 Finite Element Modeling and Nonlinear Analysis for Seismic Assessment of Off-Diagonal Steel Braced RC Frame

Authors: Keyvan Ramin

Abstract:

The geometric nonlinearity of Off-Diagonal Bracing System (ODBS) could be a complementary system to covering and extending the nonlinearity of reinforced concrete material. Finite element modeling is performed for flexural frame, x-braced frame and the ODBS braced frame system at the initial phase. Then the different models are investigated along various analyses. According to the experimental results of flexural and x-braced frame, the verification is done. Analytical assessments are performed in according to three-dimensional finite element modeling. Non-linear static analysis is considered to obtain performance level and seismic behavior, and then the response modification factors calculated from each model’s pushover curve. In the next phase, the evaluation of cracks observed in the finite element models, especially for RC members of all three systems is performed. The finite element assessment is performed on engendered cracks in ODBS braced frame for various time steps. The nonlinear dynamic time history analysis accomplished in different stories models for three records of Elcentro, Naghan, and Tabas earthquake accelerograms. Dynamic analysis is performed after scaling accelerogram on each type of flexural frame, x-braced frame and ODBS braced frame one by one. The base-point on RC frame is considered to investigate proportional displacement under each record. Hysteresis curves are assessed along continuing this study. The equivalent viscous damping for ODBS system is estimated in according to references. Results in each section show the ODBS system has an acceptable seismic behavior and their conclusions have been converged when the ODBS system is utilized in reinforced concrete frame.

Keywords: FEM, seismic behaviour, pushover analysis, geometric nonlinearity, time history analysis, equivalent viscous damping, passive control, crack investigation, hysteresis curve

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18590 Proposing a New Design Method for Added Viscoelastic Damper’s Application in Steel Moment-Frame

Authors: Saeed Javaherzadeh, Babak Dindar Safa

Abstract:

Structure, given its ductility, can depreciate significant amount of seismic energy in the form of hysteresis behavior; the amount of energy depreciation depends on the structure ductility rate. So in seismic guidelines such as ASCE7-10 code, to reduce the number of design forces and using the seismic energy dissipation capacity of structure, when entering non-linear behavior range of the materials, the response modification factor is used. Various parameters such as ductility modification factor, overstrength factor and reliability factor, are effective in determining the value of this factor. Also, gradually, energy dissipation systems, especially added dampers, have become an inseparable part of the seismic design. In this paper, in addition to reviewing of previous studies, using the response modification factor caused by using more added viscoelastic dampers, a new design method has introduced for steel moment-frame with added dampers installed. To do this, in addition to using bilinear behavior models and quick ways such as using the equivalent lateral force method and capacity spectrum method for the proposed design methodology, the results has been controlled with non-linear time history analysis for a number of structural. The analysis is done by Opensees Software.

Keywords: added viscoelastic damper, design base shear, response modification factor, non-linear time history

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18589 Proactive WPA/WPA2 Security Using DD-WRT Firmware

Authors: Mustafa Kamoona, Mohamed El-Sharkawy

Abstract:

Although the latest Wireless Local Area Network technology Wi-Fi 802.11i standard addresses many of the security weaknesses of the antecedent Wired Equivalent Privacy (WEP) protocol, there are still scenarios where the network security are still vulnerable. The first security model that 802.11i offers is the Personal model which is very cheap and simple to install and maintain, yet it uses a Pre Shared Key (PSK) and thus has a low to medium security level. The second model that 802.11i provide is the Enterprise model which is highly secured but much more expensive and difficult to install/maintain and requires the installation and maintenance of an authentication server that will handle the authentication and key management for the wireless network. A central issue with the personal model is that the PSK needs to be shared with all the devices that are connected to the specific Wi-Fi network. This pre-shared key, unless changed regularly, can be cracked using offline dictionary attacks within a matter of hours. The key is burdensome to change in all the connected devices manually unless there is some kind of algorithm that coordinate this PSK update. The key idea of this paper is to propose a new algorithm that proactively and effectively coordinates the pre-shared key generation, management, and distribution in the cheap WPA/WPA2 personal security model using only a DD-WRT router.

Keywords: Wi-Fi, WPS, TLS, DD-WRT

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18588 Use of Transportation Networks to Optimize The Profit Dynamics of the Product Distribution

Authors: S. Jayasinghe, R. B. N. Dissanayake

Abstract:

Optimization modelling together with the Network models and Linear Programming techniques is a powerful tool in problem solving and decision making in real world applications. This study developed a mathematical model to optimize the net profit by minimizing the transportation cost. This model focuses the transportation among decentralized production plants to a centralized distribution centre and then the distribution among island wide agencies considering the customer satisfaction as a requirement. This company produces basically 9 types of food items with 82 different varieties and 4 types of non-food items with 34 different varieties. Among 6 production plants, 4 were located near the city of Mawanella and the other 2 were located in Galewala and Anuradhapura cities which are 80 km and 150 km away from Mawanella respectively. The warehouse located in the Mawanella was the main production plant and also the only distribution plant. This plant distributes manufactured products to 39 agencies island-wide. The average values and average amount of the goods for 6 consecutive months from May 2013 to October 2013 were collected and then average demand values were calculated. The following constraints are used as the necessary requirement to satisfy the optimum condition of the model; there was one source, 39 destinations and supply and demand for all the agencies are equal. Using transport cost for a kilometer, total transport cost was calculated. Then the model was formulated using distance and flow of the distribution. Network optimization and linear programming techniques were used to originate the model while excel solver is used in solving. Results showed that company requires total transport cost of Rs. 146, 943, 034.50 to fulfil the customers’ requirement for a month. This is very much less when compared with data without using the model. Model also proved that company can reduce their transportation cost by 6% when distributing to island-wide customers. Company generally satisfies their customers’ requirements by 85%. This satisfaction can be increased up to 97% by using this model. Therefore this model can be used by other similar companies in order to reduce the transportation cost.

Keywords: mathematical model, network optimization, linear programming

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18587 Exploring the Influence of High-Frequency Acoustic Parameters on Wave Behavior in Porous Bilayer Materials: An Equivalent Fluid Theory Approach

Authors: Mustapha Sadouk

Abstract:

This study investigates the sensitivity of high-frequency acoustic parameters in a rigid air-saturated porous bilayer material within the framework of the equivalent fluid theory, a specific case of the Biot model. The study specifically focuses on the sensitivity analysis in the frequency domain. The interaction between the fluid and solid phases of the porous medium incorporates visco-inertial and thermal exchange, characterized by two functions: the dynamic tortuosity α(ω) proposed by Johnson et al. and the dynamic compressibility β(ω) proposed by Allard, refined by Sadouki for the low-frequency domain of ultrasound. The parameters under investigation encompass porosity, tortuosity, viscous characteristic length, thermal characteristic length, as well as viscous and thermal shape factors. A +30% variation in these parameters is considered to assess their impact on the transmitted wave amplitudes. By employing this larger variation, a more comprehensive understanding of the sensitivity of these parameters is obtained. The outcomes of this study contribute to a better comprehension of the high-frequency wave behavior in porous bilayer materials, providing valuable insights for the design and optimization of such materials across various applications.

Keywords: bilayer materials, ultrasound, sensitivity analysis, equivalent fluid theory, dynamic tortuosity., porous material

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18586 Modeling Standpipe Pressure Using Multivariable Regression Analysis by Combining Drilling Parameters and a Herschel-Bulkley Model

Authors: Seydou Sinde

Abstract:

The aims of this paper are to formulate mathematical expressions that can be used to estimate the standpipe pressure (SPP). The developed formulas take into account the main factors that, directly or indirectly, affect the behavior of SPP values. Fluid rheology and well hydraulics are some of these essential factors. Mud Plastic viscosity, yield point, flow power, consistency index, flow rate, drillstring, and annular geometries are represented by the frictional pressure (Pf), which is one of the input independent parameters and is calculated, in this paper, using Herschel-Bulkley rheological model. Other input independent parameters include the rate of penetration (ROP), applied load or weight on the bit (WOB), bit revolutions per minute (RPM), bit torque (TRQ), and hole inclination and direction coupled in the hole curvature or dogleg (DL). The technique of repeating parameters and Buckingham PI theorem are used to reduce the number of the input independent parameters into the dimensionless revolutions per minute (RPMd), the dimensionless torque (TRQd), and the dogleg, which is already in the dimensionless form of radians. Multivariable linear and polynomial regression technique using PTC Mathcad Prime 4.0 is used to analyze and determine the exact relationships between the dependent parameter, which is SPP, and the remaining three dimensionless groups. Three models proved sufficiently satisfactory to estimate the standpipe pressure: multivariable linear regression model 1 containing three regression coefficients for vertical wells; multivariable linear regression model 2 containing four regression coefficients for deviated wells; and multivariable polynomial quadratic regression model containing six regression coefficients for both vertical and deviated wells. Although that the linear regression model 2 (with four coefficients) is relatively more complex and contains an additional term over the linear regression model 1 (with three coefficients), the former did not really add significant improvements to the later except for some minor values. Thus, the effect of the hole curvature or dogleg is insignificant and can be omitted from the input independent parameters without significant losses of accuracy. The polynomial quadratic regression model is considered the most accurate model due to its relatively higher accuracy for most of the cases. Data of nine wells from the Middle East were used to run the developed models with satisfactory results provided by all of them, even if the multivariable polynomial quadratic regression model gave the best and most accurate results. Development of these models is useful not only to monitor and predict, with accuracy, the values of SPP but also to early control and check for the integrity of the well hydraulics as well as to take the corrective actions should any unexpected problems appear, such as pipe washouts, jet plugging, excessive mud losses, fluid gains, kicks, etc.

Keywords: standpipe, pressure, hydraulics, nondimensionalization, parameters, regression

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18585 Numerical Study on the Heat Transfer Characteristics of Composite Phase Change Materials

Authors: Gui Yewei, Du Yanxia, Xiao Guangming, Liu Lei, Wei Dong, Yang Xiaofeng

Abstract:

A phase change material (PCM) is a substance which absorbs a large amount of energy when undergoing a change of solid-liquid phase. The good physical and chemical properties of C or SiC foam reveal the possibility of using them as a thermal conductivity enhancer for the PCM. C or SiC foam composite PCM has a high effective conductivity and becomes one of the most interesting thermal storage techniques due to its advantage of simplicity and reliability. The paper developed a numerical method to simulate the heat transfer of SiC and C foam composite PCM, a finite volume technique was used to discretize the heat diffusion equation while the phase change process was modeled using the equivalent specific heat method. The effects of the porosity were investigated based on the numerical method, and the effects of the geometric model of the microstructure on the equivalent thermal conductivity was studies.

Keywords: SiC foam, composite, phase change material, heat transfer

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18584 Implicit Transaction Costs and the Fundamental Theorems of Asset Pricing

Authors: Erindi Allaj

Abstract:

This paper studies arbitrage pricing theory in financial markets with transaction costs. We extend the existing theory to include the more realistic possibility that the price at which the investors trade is dependent on the traded volume. The investors in the market always buy at the ask and sell at the bid price. Transaction costs are composed of two terms, one is able to capture the implicit transaction costs and the other the price impact. Moreover, a new definition of a self-financing portfolio is obtained. The self-financing condition suggests that continuous trading is possible, but is restricted to predictable trading strategies which have left and right limit and finite quadratic variation. That is, predictable trading strategies of infinite variation and of finite quadratic variation are allowed in our setting. Within this framework, the existence of an equivalent probability measure is equivalent to the absence of arbitrage opportunities, so that the first fundamental theorem of asset pricing (FFTAP) holds. It is also proved that, when this probability measure is unique, any contingent claim in the market is hedgeable in an L2-sense. The price of any contingent claim is equal to the risk-neutral price. To better understand how to apply the theory proposed we provide an example with linear transaction costs.

Keywords: arbitrage pricing theory, transaction costs, fundamental theorems of arbitrage, financial markets

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18583 Solar and Galactic Cosmic Ray Impacts on Ambient Dose Equivalent Considering a Flight Path Statistic Representative to World-Traffic

Authors: G. Hubert, S. Aubry

Abstract:

The earth is constantly bombarded by cosmic rays that can be of either galactic or solar origin. Thus, humans are exposed to high levels of galactic radiation due to altitude aircraft. The typical total ambient dose equivalent for a transatlantic flight is about 50 μSv during quiet solar activity. On the contrary, estimations differ by one order of magnitude for the contribution induced by certain solar particle events. Indeed, during Ground Level Enhancements (GLE) event, the Sun can emit particles of sufficient energy and intensity to raise radiation levels on Earth's surface. Analyses of GLE characteristics occurring since 1942 showed that for the worst of them, the dose level is of the order of 1 mSv and more. The largest of these events was observed on February 1956 for which the ambient dose equivalent rate is in the orders of 10 mSv/hr. The extra dose at aircraft altitudes for a flight during this event might have been about 20 mSv, i.e. comparable with the annual limit for aircrew. The most recent GLE, occurred on September 2017 resulting from an X-class solar flare, and it was measured on the surface of both the Earth and Mars using the Radiation Assessment Detector on the Mars Science Laboratory's Curiosity Rover. Recently, Hubert et al. proposed a GLE model included in a particle transport platform (named ATMORAD) describing the extensive air shower characteristics and allowing to assess the ambient dose equivalent. In this approach, the GCR is based on the Force-Field approximation model. The physical description of the Solar Cosmic Ray (i.e. SCR) considers the primary differential rigidity spectrum and the distribution of primary particles at the top of the atmosphere. ATMORAD allows to determine the spectral fluence rate of secondary particles induced by extensive showers, considering altitude range from ground to 45 km. Ambient dose equivalent can be determined using fluence-to-ambient dose equivalent conversion coefficients. The objective of this paper is to analyze the GCR and SCR impacts on ambient dose equivalent considering a high number statistic of world-flight paths. Flight trajectories are based on the Eurocontrol Demand Data Repository (DDR) and consider realistic flight plan with and without regulations or updated with Radar Data from CFMU (Central Flow Management Unit). The final paper will present exhaustive analyses implying solar impacts on ambient dose equivalent level and will propose detailed analyses considering route and airplane characteristics (departure, arrival, continent, airplane type etc.), and the phasing of the solar event. Preliminary results show an important impact of the flight path, particularly the latitude which drives the cutoff rigidity variations. Moreover, dose values vary drastically during GLE events, on the one hand with the route path (latitude, longitude altitude), on the other hand with the phasing of the solar event. Considering the GLE occurred on 23 February 1956, the average ambient dose equivalent evaluated for a flight Paris - New York is around 1.6 mSv, which is relevant to previous works This point highlights the importance of monitoring these solar events and of developing semi-empirical and particle transport method to obtain a reliable calculation of dose levels.

Keywords: cosmic ray, human dose, solar flare, aviation

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18582 Solving the Nonlinear Heat Conduction in a Spherical Coordinate with Electrical Simulation

Authors: A. M. Gheitaghy, H. Saffari, G. Q. Zhang

Abstract:

Numerical approach based on the electrical simulation method is proposed to solve a nonlinear transient heat conduction problem with nonlinear boundary for a spherical body. This problem represents a strong nonlinearity in both the governing equation for temperature dependent thermal property and the boundary condition for combined convective and radiative cooling. By analysing the equivalent electrical model using the electrical circuit simulation program HSPICE, transient temperature and heat flux distributions at sphere can be obtained easily and fast. The solutions clearly illustrate the effect of the radiation-conduction parameter Nrc, the Biot number and the linear coefficient of temperature dependent conductivity and heat capacity. On comparing the results with corresponding numerical solutions, the accuracy and efficiency of this computational method are found to be good.

Keywords: convective and radiative boundary, electrical simulation method, nonlinear heat conduction, spherical coordinate

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18581 Sustainability of Green Supply Chain for a Steel Industry Using Mixed Linear Programing Model

Authors: Ameen Alawneh

Abstract:

The cost of material management across the supply chain represents a major contributor to the overall cost of goods in many companies both manufacturing and service sectors. This fact combined with the fierce competition make supply chains more efficient and cost effective. It also requires the companies to improve the quality of the products and services, increase the effectiveness of supply chain operations, focus on customer needs, reduce wastes and costs across the supply chain. As a heavy industry, steel manufacturing companies in particular are nowadays required to be more environmentally conscious due to their contribution to air, soil, and water pollution that results from emissions and wastes across their supply chains. Steel companies are increasingly looking for methods to reduce or cost cut in the operations and provide extra value to their customers to stay competitive under the current low margins. In this research we develop a green framework model for the sustainability of a steel company supply chain using Mixed integer Linear programming.

Keywords: Supply chain, Mixed Integer linear programming, heavy industry, water pollution

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18580 Stabilizing of Lithium-Solid-Electrolyte Interfaces by Atomic Layer Deposition Prepared Nano-Interlayers for a Model All-Solid-State Battery

Authors: Rainer Goetz, Zahra Ahaliabadeh, Princess S. Llanos, Aliaksandr S. Bandarenka, Tanja Kallio

Abstract:

In order to understand the electrochemistry of all-solid-state batteries (ASSBs), the use of electrochemical equivalent circuits with a physical meaning is essential. A model battery is needed whose characterization is independent of the influence of the complex battery assembly. Lithium-Ion Conducting Glass-Ceramic (LICGC), a model solid electrolyte, is chosen for its stability in the air, but on the other hand, it is also well-known for its instability against metallic lithium upon direct contact. Hence, as a first step towards a model ASSB, the interface between lithium and the solid electrolyte (SE) is stabilized with thin (5 nm and 10 nm) coatings of titanium oxide (TO) and lithium titanium oxide (LTO). Impedance data shows that both materials are able to protect the SE surface from rapid degradation due to reducing lithium and, therefore, can serve as a protective interlayer on the anode side of a model ASSB.

Keywords: all-solid-state battery, lithium anode, solid electrolytes, interlayers

Procedia PDF Downloads 68
18579 New Segmentation of Piecewise Linear Regression Models Using Reversible Jump MCMC Algorithm

Authors: Suparman

Abstract:

Piecewise linear regression models are very flexible models for modeling the data. If the piecewise linear regression models are matched against the data, then the parameters are generally not known. This paper studies the problem of parameter estimation of piecewise linear regression models. The method used to estimate the parameters of picewise linear regression models is Bayesian method. But the Bayes estimator can not be found analytically. To overcome these problems, the reversible jump MCMC algorithm is proposed. Reversible jump MCMC algorithm generates the Markov chain converges to the limit distribution of the posterior distribution of the parameters of picewise linear regression models. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of picewise linear regression models.

Keywords: regression, piecewise, Bayesian, reversible Jump MCMC

Procedia PDF Downloads 489
18578 An Analysis of Energy Use and Input Level for Tomato Production in Turkey

Authors: Hasan Vural

Abstract:

The purpose of this study was to determine energy equivalents of inputs and output in tomato production in Bursa province. The data in this study were collected from tomato farms in Bursa province, Karacabey and Mustafakemalpasa district. Questionnaires were administered through face-to-face interview in 2011-2012. The results of the study show that diesel have the highest rate of energy equivalency of all the inputs used in tomato production at 60,07%. The energy equivalent rate of electricity is 4,26% and the energy equivalent rate of water is 0,87%. The energy equivalent rates for human power, machinery, chemicals and water for irrigation were determined to be low in tomato production. According to the output/input ratio calculated, the energy ratio is 1,50 in tomato production in the research area. This ratio implies that the inputs used in tomato production have not been used effectively. Ineffective use of these resources also causes environmental problems.

Keywords: Tomato production, energy ratio, energy input, Turkey

Procedia PDF Downloads 202
18577 Factors Related with Self-Care Behaviors among Iranian Type 2 Diabetic Patients: An Application of Health Belief Model

Authors: Ali Soroush, Mehdi Mirzaei Alavijeh, Touraj Ahmadi Jouybari, Fazel Zinat-Motlagh, Abbas Aghaei, Mari Ataee

Abstract:

Diabetes is a disease with long cardiovascular, renal, ophthalmic and neural complications. It is prevalent all around the world including Iran, and its prevalence is increasing. The aim of this study was to determine the factors related to self-care behavior based on health belief model among sample of Iranian diabetic patients. This cross-sectional study was conducted among 301 type 2 diabetic patients in Gachsaran, Iran. Data collection was based on an interview and the data were analyzed by SPSS version 20 using ANOVA, t-tests, Pearson correlation, and linear regression statistical tests at 95% significant level. Linear regression analyses showed the health belief model variables accounted for 29% of the variation in self-care behavior; and perceived severity and perceived self-efficacy are more influential predictors on self-care behavior among diabetic patients.

Keywords: diabetes, patients, self-care behaviors, health belief model

Procedia PDF Downloads 438
18576 Airy Wave Packet for a Particle in a Time-Dependant Linear Potential

Authors: M. Berrehail, F. Benamira

Abstract:

We study the quantum motion of a particle in the presence of a time- dependent linear potential using an operator invariant that is quadratic in p and linear in q within the framework of the Lewis-Riesenfeld invariant, The special invariant operator proposed in this work is demonstrated to be an Hermitian operator which has an Airy wave packet as its Eigenfunction

Keywords: airy wave packet, ivariant, time-dependent linear potential, unitary transformation

Procedia PDF Downloads 464
18575 Static and Dynamic Load on Hip Contact of Hip Prosthesis and Thai Femoral Bones

Authors: K. Chalernpon, P. Aroonjarattham, K. Aroonjarattham

Abstract:

Total hip replacement had been one of the most successful operations in hip arthritis surgery. The purpose of this research had been to develop a dynamic hip contact of Thai femoral bone to analyze the stress distribution on the implant and the strain distribution on the bone model under daily activities and compared with the static load simulation. The results showed the different of maximum von Mises stress 0.14 percent under walking and 0.03 percent under climbing stair condition and the different of equivalent total strain 0.52 percent under walking and 0.05 percent under climbing stair condition. The muscular forces should be evaluated with dynamic condition to reduce the maximum von Mises stress and equivalent total strain.

Keywords: dynamic loading, static load, hip prosthesis, Thai femur, femoral bone, finite element analysis

Procedia PDF Downloads 325
18574 Deconstructing Local Area Networks Using MaatPeace

Authors: Gerald Todd

Abstract:

Recent advances in random epistemologies and ubiquitous theory have paved the way for web services. Given the current status of linear-time communication, cyberinformaticians compellingly desire the exploration of link-level acknowledgements. In order to realize this purpose, we concentrate our efforts on disconfirming that DHTs and model checking are mostly incompatible.

Keywords: LAN, cyberinformatics, model checking, communication

Procedia PDF Downloads 367