Search results for: fixed effects model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 25262

Search results for: fixed effects model

25142 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model

Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Black-Scholes partial differential equations, Ito process, option price valuation, partial differential equations

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25141 Drug-Drug Interaction Prediction in Diabetes Mellitus

Authors: Rashini Maduka, C. R. Wijesinghe, A. R. Weerasinghe

Abstract:

Drug-drug interactions (DDIs) can happen when two or more drugs are taken together. Today DDIs have become a serious health issue due to adverse drug effects. In vivo and in vitro methods for identifying DDIs are time-consuming and costly. Therefore, in-silico-based approaches are preferred in DDI identification. Most machine learning models for DDI prediction are used chemical and biological drug properties as features. However, some drug features are not available and costly to extract. Therefore, it is better to make automatic feature engineering. Furthermore, people who have diabetes already suffer from other diseases and take more than one medicine together. Then adverse drug effects may happen to diabetic patients and cause unpleasant reactions in the body. In this study, we present a model with a graph convolutional autoencoder and a graph decoder using a dataset from DrugBank version 5.1.3. The main objective of the model is to identify unknown interactions between antidiabetic drugs and the drugs taken by diabetic patients for other diseases. We considered automatic feature engineering and used Known DDIs only as the input for the model. Our model has achieved 0.86 in AUC and 0.86 in AP.

Keywords: drug-drug interaction prediction, graph embedding, graph convolutional networks, adverse drug effects

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25140 Joint Modeling of Bottle Use, Daily Milk Intake from Bottles, and Daily Energy Intake in Toddlers

Authors: Yungtai Lo

Abstract:

The current study follows an educational intervention on bottle-weaning to simultaneously evaluate the effect of the bottle-weaning intervention on reducing bottle use, daily milk intake from bottles, and daily energy intake in toddlers aged 11 to 13 months. A shared parameter model and a random effects model are used to jointly model bottle use, daily milk intake from bottles, and daily energy intake. We show in the two joint models that the bottle-weaning intervention promotes bottleweaning, and reduces daily milk intake from bottles in toddlers not off bottles and daily energy intake. We also show that the odds of drinking from a bottle were positively associated with the amount of milk intake from bottles and increased daily milk intake from bottles was associated with increased daily energy intake. The effect of bottle use on daily energy intake is through its effect on increasing daily milk intake from bottles that in turn increases daily energy intake.

Keywords: two-part model, semi-continuous variable, joint model, gamma regression, shared parameter model, random effects model

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25139 Fin Efficiency of Helical Fin with Fixed Fin Tip Temperature Boundary Condition

Authors: Richard G. Carranza, Juan Ospina

Abstract:

The fin efficiency for a helical fin with a fixed fin tip (or arbitrary) temperature boundary condition is presented. Firstly, the temperature profile throughout the fin is determined via an energy balance around the fin itself. Secondly, the fin efficiency is formulated by integrating across the entire surface of the helical fin. An analytical expression for the fin efficiency is presented and compared with the literature for accuracy.

Keywords: efficiency, fin, heat, helical, transfer

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25138 Basic One-Dimensional Modelica®-Model for Simulation of Gas-Phase Adsorber Dynamics

Authors: Adrian Rettig, Silvan Schneider, Reto Tamburini, Mirko Kleingries, Ulf Christian Muller

Abstract:

Industrial adsorption processes are, mainly due to si-multaneous heat and mass transfer, characterized by a high level of complexity. The conception of such processes often does not take place systematically; instead scale-up/down respectively number-up/down methods based on existing systems are used. This paper shows how Modelica® can be used to develop a transient model enabling a more systematic design of such ad- and desorption components and processes. The core of this model is a lumped-element submodel of a single adsorbent grain, where the thermodynamic equilibria and the kinetics of the ad- and desorption processes are implemented and solved on the basis of mass-, momentum and energy balances. For validation of this submodel, a fixed bed adsorber, whose characteristics are described in detail in the literature, was modeled and simulated. The simulation results are in good agreement with the experimental results from the literature. Therefore, the model development will be continued, and the extended model will be applied to further adsorber types like rotor adsorbers and moving bed adsorbers.

Keywords: adsorption, desorption, linear driving force, dynamic model, Modelica®, integral equation approach

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25137 Stability Analysis of SEIR Epidemic Model with Treatment Function

Authors: Sasiporn Rattanasupha, Settapat Chinviriyasit

Abstract:

The treatment function adopts a continuous and differentiable function which can describe the effect of delayed treatment when the number of infected individuals increases and the medical condition is limited. In this paper, the SEIR epidemic model with treatment function is studied to investigate the dynamics of the model due to the effect of treatment. It is assumed that the treatment rate is proportional to the number of infective patients. The stability of the model is analyzed. The model is simulated to illustrate the analytical results and to investigate the effects of treatment on the spread of infection.

Keywords: basic reproduction number, local stability, SEIR epidemic model, treatment function

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25136 On the Use of Analytical Performance Models to Design a High-Performance Active Queue Management Scheme

Authors: Shahram Jamali, Samira Hamed

Abstract:

One of the open issues in Random Early Detection (RED) algorithm is how to set its parameters to reach high performance for the dynamic conditions of the network. Although original RED uses fixed values for its parameters, this paper follows a model-based approach to upgrade performance of the RED algorithm. It models the routers queue behavior by using the Markov model and uses this model to predict future conditions of the queue. This prediction helps the proposed algorithm to make some tunings over RED's parameters and provide efficiency and better performance. Widespread packet level simulations confirm that the proposed algorithm, called Markov-RED, outperforms RED and FARED in terms of queue stability, bottleneck utilization and dropped packets count.

Keywords: active queue management, RED, Markov model, random early detection algorithm

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25135 Analysis of Fixed Beamforming Algorithms for Smart Antenna Systems

Authors: Muhammad Umair Shahid, Abdul Rehman, Mudassir Mukhtar, Muhammad Nauman

Abstract:

The smart antenna is the prominent technology that has become known in recent years to meet the growing demands of wireless communications. In an overcrowded atmosphere, its application is growing gradually. A methodical evaluation of the performance of Fixed Beamforming algorithms for smart antennas such as Multiple Sidelobe Canceller (MSC), Maximum Signal-to-interference ratio (MSIR) and minimum variance (MVDR) has been comprehensively presented in this paper. Simulation results show that beamforming is helpful in providing optimized response towards desired directions. MVDR beamformer provides the most optimal solution.

Keywords: fixed weight beamforming, array pattern, signal to interference ratio, power efficiency, element spacing, array elements, optimum weight vector

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25134 Explicit Iterative Scheme for Approximating a Common Solution of Generalized Mixed Equilibrium Problem and Fixed Point Problem for a Nonexpansive Semigroup in Hilbert Space

Authors: Mohammad Farid

Abstract:

In this paper, we introduce and study an explicit iterative method based on hybrid extragradient method to approximate a common solution of generalized mixed equilibrium problem and fixed point problem for a nonexpansive semigroup in Hilbert space. Further, we prove that the sequence generated by the proposed iterative scheme converge strongly to the common solution of generalized mixed equilibrium problem and fixed point problem for a nonexpansive semigroup. This common solution is the unique solution of a variational inequality problem and is the optimality condition for a minimization problem. The results presented in this paper are the supplement, extension and generalization of the previously known results in this area.

Keywords: generalized mixed equilibrium problem, fixed-point problem, nonexpansive semigroup, variational inequality problem, iterative algorithms, hybrid extragradient method

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25133 Investigation of the Properties of Biochar Obtained by Dry and Wet Torrefaction in a Fixed and in a Fluidized Bed

Authors: Natalia Muratova, Dmitry Klimov, Rafail Isemin, Sergey Kuzmin, Aleksandr Mikhalev, Oleg Milovanov

Abstract:

We investigated the processing of poultry litter into biochar using dry torrefaction methods (DT) in a fixed and fluidized bed of quartz sand blown with nitrogen, as well as wet torrefaction (WT) in a fluidized bed in a medium of water steam at a temperature of 300 °C. Torrefaction technology affects the duration of the heat treatment process and the characteristics of the biochar: the process of separating CO₂, CO, H₂ and CH₄ from a portion of fresh poultry litter during torrefaction in a fixed bed is completed after 2400 seconds, but in a fluidized bed — after 480 seconds. During WT in a fluidized bed of quartz sand, this process ends in 840 seconds after loading a portion of fresh litter, but in a fluidized bed of litter particles previously subjected to torrefaction, the process ends in 350 - 450 seconds. In terms of the ratio between (H/C) and (O/C), the litter obtained after DT and WT treatment corresponds to lignite. WT in a fluidized bed allows one to obtain biochar, in which the specific pore area is two times larger than the specific pore area of biochar obtained after DT in a fluidized bed. Biochar, obtained as a result of the poultry litter treatment in a fluidized bed using DT or WT method, is recommended to be used not only as a biofuel but also as an adsorbent or the soil fertilizer.

Keywords: biochar, poultry litter, dry and wet torrefaction, fixed bed, fluidized bed

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25132 The Feasibility of Glycerol Steam Reforming in an Industrial Sized Fixed Bed Reactor Using Computational Fluid Dynamic (CFD) Simulations

Authors: Mahendra Singh, Narasimhareddy Ravuru

Abstract:

For the past decade, the production of biodiesel has significantly increased along with its by-product, glycerol. Biodiesel-derived glycerol massive entry into the glycerol market has caused its value to plummet. Newer ways to utilize the glycerol by-product must be implemented or the biodiesel industry will face serious economic problems. The biodiesel industry should consider steam reforming glycerol to produce hydrogen gas. Steam reforming is the most efficient way of producing hydrogen and there is a lot of demand for it in the petroleum and chemical industries. This study investigates the feasibility of glycerol steam reforming in an industrial sized fixed bed reactor. In this paper, using computational fluid dynamic (CFD) simulations, the extent of the transport resistances that would occur in an industrial sized reactor can be visualized. An important parameter in reactor design is the size of the catalyst particle. The size of the catalyst cannot be too large where transport resistances are too high, but also not too small where an extraordinary amount of pressure drop occurs. The goal of this paper is to find the best catalyst size under various flow rates that will result in the highest conversion. Computational fluid dynamics simulated the transport resistances and a pseudo-homogenous reactor model was used to evaluate the pressure drop and conversion. CFD simulations showed that glycerol steam reforming has strong internal diffusion resistances resulting in extremely low effectiveness factors. In the pseudo-homogenous reactor model, the highest conversion obtained with a Reynolds number of 100 (29.5 kg/h) was 9.14% using a 1/6 inch catalyst diameter. Due to the low effectiveness factors and high carbon deposition rates, a fluidized bed is recommended as the appropriate reactor to carry out glycerol steam reforming.

Keywords: computational fluid dynamic, fixed bed reactor, glycerol, steam reforming, biodiesel

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25131 Soil-Structure Interaction in Stiffness and Strength Degrading Systems

Authors: Enrique Bazan-Zurita, Sittipong Jarernprasert, Jacobo Bielak

Abstract:

We study the effects of soil-structure interaction (SSI) on the inelastic seismic response of a single-degree-of-freedom system whose hysteretic behaviour exhibits stiffness and/or strength degrading characteristics. Two sets of accelerograms are used as seismic input: the first comprising 87 record from stiff to medium stiff sites in California, and the second comprising 66 records from the soft lakebed of Mexico City. This study focuses in three seismic response parameters: ductility demand, inter-story drift, and total lateral displacement. The results allow quantitative estimates of changes in such parameters in an SSI system in comparison with those corresponding to the associated fixed-base system. We found that degrading features affect significantly both the response of fixed-base structures and the impact of soil-structure interaction. We propose a procedure to incorporate the results of this and similar studies in seismic design regulations for SSI system with anticipated nonlinear degrading behaviour.

Keywords: inelastic, seismic, building, foundation, interaction

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25130 Benefits of Whole-Body Vibration Training on Lower-Extremity Muscle Strength and Balance Control in Middle-Aged and Older Adults

Authors: Long-Shan Wu, Ming-Chen Ko, Chien-Chang Ho, Po-Fu Lee, Jenn-Woei Hsieh, Ching-Yu Tseng

Abstract:

This study aimed to determine the effects of whole-body vibration (WBV) training on lower-extremity muscle strength and balance control performance among community-dwelling middle-aged and older adults in the United States. Twenty-nine participants without any contraindication of performing WBV exercise completed all the study procedures. Participants were randomly assigned to do body weight exercise with either an individualized vibration frequency and amplitude, a fixed vibration frequency and amplitude, or no vibration. Isokinetic knee extensor power, limits of stability, and sit-to-stand tests were performed at the baseline and after 8 weeks of training. Neither the individualized frequency-amplitude WBV training protocol nor the fixed frequency-amplitude WBV training protocol improved isokinetic knee extensor power. The limits of stability endpoint excursion score for the individualized frequency-amplitude group increased by 8.8 (12.9%; p = 0.025) after training. No significant differences were observed in fixed and control group. The maximum excursion score for the individualized frequency-amplitude group at baseline increased by 9.2 (11.5%; p = 0.006) after training. The average weight transfer time score significantly decreased by 0.21 s in the fixed group. The participants in the individualized group showed a significant increase (3.2%) in weight rising index score after 8 weeks of WBV training. These results suggest that 8 weeks of WBV training improved limit of stability and sit-to-stand performance. Future studies need to determine whether WBV training improves other factors that can influence posture control.

Keywords: whole-body vibration training, muscle strength, balance control, middle-aged and older adults

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25129 Design and Development of the Force Plate for the Study of Driving-Point Biodynamic Responses

Authors: Vikas Kumar, V. H. Saran, Arpit Mathur, Avik Kathuria

Abstract:

The evaluation of biodynamic responses of the human body to whole body vibration exposure is necessary to quantify the exposure effects. A force plate model has been designed with the help of CAD software, which was investigated by performing the modal, stress and strain analysis using finite element approach in the software. The results of the modal, stress and strain analysis were under the limits for measurements of biodynamic responses to whole body vibration. The physical model of the force plate was manufactured and fixed to the vibration simulator and further used in the experimentation for the evaluation of apparent mass responses of the ten recruited subjects standing in an erect posture exposed to vertical whole body vibration. The platform was excited with sinusoidal vibration at vibration magnitude: 1.0 and 1.5 m/s2 rms at different frequency of 2, 3, 4, 5, 6, 8, 10, 12.5, 16 and 20 Hz. The results of magnitude of normalised apparent mass have shown the trend observed in the many past studies. The peak in the normalised apparent mass has been observed at 4 & 5 Hz frequency of vertical whole body vibration. The nonlinearity with respect to vibration magnitude has been also observed in the normalised apparent mass responses.

Keywords: whole body vibration, apparent mass, modeling, force plate

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25128 Effects of Screen Time on Children from a Systems Engineering Perspective

Authors: Misagh Faezipour

Abstract:

This paper explores the effects of screen time on children from a systems engineering perspective. We reviewed literature from several related works on the effects of screen time on children to explore all factors and interrelationships that would impact children that are subjected to using long screen times. Factors such as kids' age, parent attitudes, parent screen time influence, amount of time kids spend with technology, psychosocial and physical health outcomes, reduced mental imagery, problem-solving and adaptive thinking skills, obesity, unhealthy diet, depressive symptoms, health problems, disruption in sleep behavior, decrease in physical activities, problematic relationship with mothers, language, social, emotional delays, are examples of some factors that could be either a cause or effect of screen time. A systems engineering perspective is used to explore all the factors and factor relationships that were discovered through literature. A causal model is used to illustrate a graphical representation of these factors and their relationships. Through the causal model, the factors with the highest impacts can be realized. Future work would be to develop a system dynamics model to view the dynamic behavior of the relationships and observe the impact of changes in different factors in the model. The different changes on the input of the model, such as a healthier diet or obesity rate, would depict the effect of the screen time in the model and portray the effect on the children’s health and other factors that are important, which also works as a decision support tool.

Keywords: children, causal model, screen time, systems engineering, system dynamics

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25127 Epistemic Uncertainty Analysis of Queue with Vacations

Authors: Baya Takhedmit, Karim Abbas, Sofiane Ouazine

Abstract:

The vacations queues are often employed to model many real situations such as computer systems, communication networks, manufacturing and production systems, transportation systems and so forth. These queueing models are solved at fixed parameters values. However, the parameter values themselves are determined from a finite number of observations and hence have uncertainty associated with them (epistemic uncertainty). In this paper, we consider the M/G/1/N queue with server vacation and exhaustive discipline where we assume that the vacation parameter values have uncertainty. We use the Taylor series expansions approach to estimate the expectation and variance of model output, due to epistemic uncertainties in the model input parameters.

Keywords: epistemic uncertainty, M/G/1/N queue with vacations, non-parametric sensitivity analysis, Taylor series expansion

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25126 Aerodynamic Design and Optimization of Vertical Take-Off and Landing Type Unmanned Aerial Vehicles

Authors: Enes Gunaltili, Burak Dam

Abstract:

The airplane history started with the Wright brothers' aircraft and improved day by day. With the help of this advancements, big aircrafts replace with small and unmanned air vehicles, so in this study we design this type of air vehicles. First of all, aircrafts mainly divided into two main parts in our day as a rotary and fixed wing aircrafts. The fixed wing aircraft generally use for transport, cargo, military and etc. The rotary wing aircrafts use for same area but there are some superiorities from each other. The rotary wing aircraft can take off vertically from the ground, and it can use restricted area. On the other hand, rotary wing aircrafts generally can fly lower range than fixed wing aircraft. There are one kind of aircraft consist of this two types specifications. It is named as VTOL (vertical take-off and landing) type aircraft. VTOLs are able to takeoff and land vertically and fly horizontally. The VTOL aircrafts generally can fly higher range from the rotary wings but can fly lower range from the fixed wing aircraft but it gives beneficial range between them. There are many other advantages of VTOL aircraft from the rotary and fixed wing aircraft. Because of that, VTOLs began to use for generally military, cargo, search, rescue and mapping areas. Within this framework, this study answers the question that how can we design VTOL as a small unmanned aircraft systems for search and rescue application for benefiting the advantages of fixed wing and rotary wing aircrafts by eliminating the disadvantages of them. To answer that question and design VTOL aircraft, multidisciplinary design optimizations (MDO), some theoretical terminologies, formulations, simulations and modelling systems based on CFD (Computational Fluid Dynamics) is used in same time as design methodology to determine design parameters and steps. As a conclusion, based on tests and simulations depend on design steps, suggestions on how the VTOL aircraft designed and advantages, disadvantages, and observations for design parameters are listed, then VTOL is designed and presented with the design parameters, advantages, and usage areas.

Keywords: airplane, rotary, fixed, VTOL, CFD

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25125 The Gasification of Acetone via Partial Oxidation in Supercritical Water

Authors: Shyh-Ming Chern, Kai-Ting Hsieh

Abstract:

Organic solvents find various applications in many industrial sectors and laboratories as dilution solvents, dispersion solvents, cleaners and even lubricants. Millions of tons of Spent Organic Solvents (SOS) are generated each year worldwide, prompting the need for more efficient, cleaner and safer methods for the treatment and resource recovery of SOS. As a result, acetone, selected as a model compound for SOS, was gasified in supercritical water to assess the feasibility of resource recovery of SOS by means of supercritical water processes. Experiments were conducted with an autoclave reactor. Gaseous product is mainly consists of H2, CO, CO2 and CH4. The effects of three major operating parameters, the reaction temperature, from 673 to 773K, the dosage of oxidizing agent, from 0.3 to 0.5 stoichiometric oxygen, and the concentration of acetone in the feed, 0.1 and 0.2M, on the product gas composition, yield and heating value were evaluated with the water density fixed at about 0.188g/ml.

Keywords: acetone, gasification, SCW, supercritical water

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25124 Simulation and Experimentation of Solar Thermal Collector for Air Heating System Using Dynamic Ribs

Authors: Nishitha Chowdary, Prabhav Dwivedi

Abstract:

Solar radiation (or insolation) is responsible for 174 petawatts (PW) of energy reaching the Earth's atmosphere. About one-third of this is reflected in space. Solar energy is by far the most abundant source of energy on Earth. In this study to use solar energy to the fullest in a solar air heater, An analysis of a solar air heater duct roughened with fixed cylindrical ribs in 3-D has been done using CFD. These fixed cylindrical ribs have a uniform circular cross-section and are placed in transverse in-line and staggered arrangements. The orientation of ribs has been fixed and is perpendicular to the in-flow direction. Cylindrical ribs are arranged periodically with fixed pitch; therefore, one pitch length is only considered in the present study. Validation has been done with smooth as well as with roughened duct and is matched perfectly with the developed correlations. Geometric parameters, namely rib height (e), ranges from 1 to 2 mm and pitch ranges from 10 to 40 mm are used in the present investigation. Thermo-hydraulic performance parameters in terms of average Nusselt number and friction factor have been extracted for Reynolds number ranging 5000—18000 to optimize the performance of roughened duct.

Keywords: cylindrical ribs, solar air heater, thermo-hydraulic performance factor, roughened duct

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25123 Investigating the Effects of Thermal and Surface Energy on the Two-Dimensional Flow Characteristics of Oil in Water Mixture between Two Parallel Plates: A Lattice Boltzmann Method Study

Authors: W. Hasan, H. Farhat

Abstract:

A hybrid quasi-steady thermal lattice Boltzmann model was used to study the combined effects of temperature and contact angle on the movement of slugs and droplets of oil in water (O/W) system flowing between two parallel plates. The model static contact angle due to the deposition of the O/W droplet on a flat surface with simulated hydrophilic characteristic at different fluid temperatures, matched very well the proposed theoretical calculation. Furthermore, the model was used to simulate the dynamic behavior of droplets and slugs deposited on the domain’s upper and lower surfaces, while subjected to parabolic flow conditions. The model accurately simulated the contact angle hysteresis for the dynamic droplets cases. It was also shown that at elevated temperatures the required power to transport the mixture diminished remarkably.

Keywords: lattice Boltzmann method, Gunstensen model, thermal, contact angle, high viscosity ratio

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25122 Aggregating Buyers and Sellers for E-Commerce: How Demand and Supply Meet in Fairs

Authors: Pierluigi Gallo, Francesco Randazzo, Ignazio Gallo

Abstract:

In recent years, many new and interesting models of successful online business have been developed. Many of these are based on the competition between users, such as online auctions, where the product price is not fixed and tends to rise. Other models, including group-buying, are based on cooperation between users, characterized by a dynamic price of the product that tends to go down. There is not yet a business model in which both sellers and buyers are grouped in order to negotiate on a specific product or service. The present study investigates a new extension of the group-buying model, called fair, which allows aggregation of demand and supply for price optimization, in a cooperative manner. Additionally, our system also aggregates products and destinations for shipping optimization. We introduced the following new relevant input parameters in order to implement a double-side aggregation: (a) price-quantity curves provided by the seller; (b) waiting time, that is, the longer buyers wait, the greater discount they get; (c) payment time, which determines if the buyer pays before, during or after receiving the product; (d) the distance between the place where products are available and the place of shipment, provided in advance by the buyer or dynamically suggested by the system. To analyze the proposed model we implemented a system prototype and a simulator that allows studying effects of changing some input parameters. We analyzed the dynamic price model in fairs having one single seller and a combination of selected sellers. The results are very encouraging and motivate further investigation on this topic.

Keywords: auction, aggregation, fair, group buying, social buying

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25121 The Nexus between Country Risk and Exchange Rate Regimes: A Global Investigation

Authors: Jie Liu, Wei Wei, Chun-Ping Chang

Abstract:

Using a sample of 110 countries over the period 1984-2013, this paper examines the impacts of country risks on choosing a specific exchange rate regime (first by utilizing the Levy-Yeyati and Sturzenegger de facto classification and then robusting it by the IMF de jure measurement) relative to other regimes via the panel multinomial logit approach. Empirical findings are as follows. First, in the full samples case we provide evidence that government is more likely to implement a flexible regime, but less likely to adopt a fixed regime, under a low level of composite and financial risk. Second, we find that Eurozone countries are more likely to choose a fixed exchange rate regime with a decrease in the level of country risk and favor a flexible regime in response to a shock from an increase of risk, which is opposite to non-Eurozone countries. Third, we note that high-risk countries are more likely to choose a fixed regime with a low level of composite and political risk in the government, but do not adjust the exchange rate regime as a shock absorber when facing economic and financial risks. It is interesting to see that those countries with relatively low risk display almost opposite results versus high-risk economies. Overall, we believe that it is critically important to account for political economy variables in a government’s exchange rate policy decisions, especially for country risks. All results are robust to the panel ordered probit model.

Keywords: country risk, political economy, exchange rate regimes, shock absorber

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25120 The Development of Local-Global Perceptual Bias across Cultures: Examining the Effects of Gender, Education, and Urbanisation

Authors: Helen J. Spray, Karina J. Linnell

Abstract:

Local-global bias in adulthood is strongly dependent on environmental factors and a global bias is not the universal characteristic of adult perception it was once thought to be: whilst Western adults typically demonstrate a global bias, Namibian adults living in traditional villages possess a strong local bias. Furthermore, environmental effects on local-global bias have been shown to be highly gender-specific; whereas urbanisation promoted a global bias in urbanised Namibian women but not men, education promoted a global bias in urbanised Namibian men but not women. Adult populations, however, provide only a snapshot of the gene-environment interactions which shape perceptual bias. Yet, to date, there has been little work on the development of local-global bias across environmental settings. In the current study, local-global bias was assessed using a similarity-matching task with Navon figures in children aged between 4 and 15 years from across three populations: traditional Namibians, urban Namibians, and urban British. For the two Namibian groups, measures of urbanisation and education were obtained. Data were subjected to both between-group and within-group analyses. Between-group analyses compared developmental trajectories across population and gender. These analyses revealed a global bias from even as early as 4 in the British sample, and showed that the developmental onset of a global bias is not fixed. Urbanised Namibian children ultimately developed a global bias that was indistinguishable from British children; however, a global bias did not emerge until much later in development. For all populations, the greatest developmental effects were observed directly following the onset of formal education. No overall gender effects were observed; however, there was a significant gender by age interaction which was difficult to reconcile with existing biological-level accounts of gender differences in the development of local-global bias. Within-group analyses compared the effects of urbanisation and education on local-global bias for traditional and urban Namibian boys and girls separately. For both traditional and urban boys, education mediated all effects of age and urbanisation; however, this was not the case for girls. Traditional Namibian girls retained a local bias regardless of age, education, or urbanisation, and in urbanised girls, the development of a global bias was not attributable to any one factor specifically. These results are broadly consistent with aforementioned findings that education promoted a global bias in urbanised Namibian men but not women. The development of local-global bias does not follow a fixed trajectory but is subject to environmental control. Understanding how variability in the development of local-global bias might arise, particularly in the context of gender, may have far-reaching implications. For example, a number of educationally important cognitive functions (e.g., spatial ability) are known to show consistent gender differences in childhood and local-global bias may mediate some of these effects. With education becoming an increasingly prevalent force across much of the developing world it will be important to understand the processes that underpin its effects and their implications.

Keywords: cross-cultural, development, education, gender, local-global bias, perception, urbanisation, urbanization

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25119 Investigation of Residual Stress Relief by in-situ Rolling Deposited Bead in Directed Laser Deposition

Authors: Ravi Raj, Louis Chiu, Deepak Marla, Aijun Huang

Abstract:

Hybridization of the directed laser deposition (DLD) process using an in-situ micro-roller to impart a vertical compressive load on the deposited bead at elevated temperatures can relieve tensile residual stresses incurred in the process. To investigate this stress relief mechanism and its relationship with the in-situ rolling parameters, a fully coupled dynamic thermo-mechanical model is presented in this study. A single bead deposition of Ti-6Al-4V alloy with an in-situ roller made of mild steel moving at a constant speed with a fixed nominal bead reduction is simulated using the explicit solver of the finite element software, Abaqus. The thermal model includes laser heating during the deposition process and the heat transfer between the roller and the deposited bead. The laser heating is modeled using a moving heat source with a Gaussian distribution, applied along the pre-formed bead’s surface using the VDFLUX Fortran subroutine. The bead’s cross-section is assumed to be semi-elliptical. The interfacial heat transfer between the roller and the bead is considered in the model. Besides, the roller is cooled internally using axial water flow, considered in the model using convective heat transfer. The mechanical model for the bead and substrate includes the effects of rolling along with the deposition process, and their elastoplastic material behavior is captured using the J2 plasticity theory. The model accounts for strain, strain rate, and temperature effects on the yield stress based on Johnson-Cook’s theory. Various aspects of this material behavior are captured in the FE software using the subroutines -VUMAT for elastoplastic behavior, VUHARD for yield stress, and VUEXPAN for thermal strain. The roller is assumed to be elastic and does not undergo any plastic deformation. Also, contact friction at the roller-bead interface is considered in the model. Based on the thermal results of the bead, the distance between the roller and the deposition nozzle (roller o set) can be determined to ensure rolling occurs around the beta-transus temperature for the Ti-6Al-4V alloy. It is identified that roller offset and the nominal bead height reduction are crucial parameters that influence the residual stresses in the hybrid process. The results obtained from a simulation at roller offset of 20 mm and nominal bead height reduction of 7% reveal that the tensile residual stresses decrease to about 52% due to in-situ rolling throughout the deposited bead. This model can be used to optimize the rolling parameters to minimize the residual stresses in the hybrid DLD process with in-situ micro-rolling.

Keywords: directed laser deposition, finite element analysis, hybrid in-situ rolling, thermo-mechanical model

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25118 UBCSAND Model Calibration for Generic Liquefaction Triggering Curves

Authors: Jui-Ching Chou

Abstract:

Numerical simulation is a popular method used to evaluate the effects of soil liquefaction on a structure or the effectiveness of a mitigation plan. Many constitutive models (UBCSAND model, PM4 model, SANISAND model, etc.) were presented to model the liquefaction phenomenon. In general, inputs of a constitutive model need to be calibrated against the soil cyclic resistance before being applied to the numerical simulation model. Then, simulation results can be compared with results from simplified liquefaction potential assessing methods. In this article, inputs of the UBCSAND model, a simple elastic-plastic stress-strain model, are calibrated against several popular generic liquefaction triggering curves of simplified liquefaction potential assessing methods via FLAC program. Calibrated inputs can provide engineers to perform a preliminary evaluation of an existing structure or a new design project.

Keywords: calibration, liquefaction, numerical simulation, UBCSAND Model

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25117 Segregation Patterns of Trees and Grass Based on a Modified Age-Structured Continuous-Space Forest Model

Authors: Jian Yang, Atsushi Yagi

Abstract:

Tree-grass coexistence system is of great importance for forest ecology. Mathematical models are being proposed to study the dynamics of tree-grass coexistence and the stability of the systems. However, few of the models concentrates on spatial dynamics of the tree-grass coexistence. In this study, we modified an age-structured continuous-space population model for forests, obtaining an age-structured continuous-space population model for the tree-grass competition model. In the model, for thermal competitions, adult trees can out-compete grass, and grass can out-compete seedlings. We mathematically studied the model to make sure tree-grass coexistence solutions exist. Numerical experiments demonstrated that a fraction of area that trees or grass occupies can affect whether the coexistence is stable or not. We also tried regulating the mortality of adult trees with other parameters and the fraction of area trees and grass occupies were fixed; results show that the mortality of adult trees is also a factor affecting the stability of the tree-grass coexistence in this model.

Keywords: population-structured models, stabilities of ecosystems, thermal competitions, tree-grass coexistence systems

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25116 Longitudinal Study of the Phenomenon of Acting White in Hungarian Elementary Schools Analysed by Fixed and Random Effects Models

Authors: Lilla Dorina Habsz, Marta Rado

Abstract:

Popularity is affected by a variety of factors in the primary school such as academic achievement and ethnicity. The main goal of our study was to analyse whether acting white exists in Hungarian elementary schools. In other words, we observed whether Roma students penalize those in-group members who obtain the high academic achievement. Furthermore, to show how popularity is influenced by changes in academic achievement in inter-ethnic relations. The empirical basis of our research was the 'competition and negative networks' longitudinal dataset, which was collected by the MTA TK 'Lendület' RECENS research group. This research followed 11 and 12-year old students for a two-year period. The survey was analysed using fixed and random effect models. Overall, we found a positive correlation between grades and popularity, but no evidence for the acting white effect. However, better grades were more positively evaluated within the majority group than within the minority group, which may further increase inequalities.

Keywords: academic achievement, elementary school, ethnicity, popularity

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25115 Torrefaction of Biomass Pellets: Modeling of the Process in a Fixed Bed Reactor

Authors: Ekaterina Artiukhina, Panagiotis Grammelis

Abstract:

Torrefaction of biomass pellets is considered as a useful pretreatment technology in order to convert them into a high quality solid biofuel that is more suitable for pyrolysis, gasification, combustion and co-firing applications. In the course of torrefaction the temperature varies across the pellet, and therefore chemical reactions proceed unevenly within the pellet. However, the uniformity of the thermal distribution along the pellet is generally assumed. The torrefaction process of a single cylindrical pellet is modeled here, accounting for heat transfer coupled with chemical kinetics. The drying sub-model was also introduced. The non-stationary process of wood pellet decomposition is described by the system of non-linear partial differential equations over the temperature and mass. The model captures well the main features of the experimental data.

Keywords: torrefaction, biomass pellets, model, heat, mass transfer

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25114 Solid State Fermentation Process Development for Trichoderma asperellum Using Inert Support in a Fixed Bed Fermenter

Authors: Mauricio Cruz, Andrés Díaz García, Martha Isabel Gómez, Juan Carlos Serrato Bermúdez

Abstract:

The disadvantages of using natural substrates in SSF processes have been well recognized and mainly are associated to gradual decomposition of the substrate, formation of agglomerates and decrease of porosity bed generating limitations in the mass and heat transfer. Additionally, in several cases, materials with a high agricultural value such as sour milk, beets, rice, beans and corn have been used. Thus, the use of economic inert supports (natural or synthetic) in combination with a nutrient suspension for the production of biocontrol microorganisms is a good alternative in SSF processes, but requires further studies in the fields of modeling and optimization. Therefore, the aim of this work is to compare the performance of two inert supports, a synthetic (polyurethane foam) and a natural one (rice husk), identifying the factors that have the major effects on the productivity of T. asperellum Th204 and the maximum specific growth rate in a PROPHYTA L05® fixed bed bioreactor. For this, the six factors C:N ratio, temperature, inoculation rate, bed height, air moisture content and airflow were evaluated using a fractional design. The factors C:N and air flow were identified as significant on the productivity (expressed as conidia/dry substrate•h). The polyurethane foam showed higher maximum specific growth rate (0.1631 h-1) and productivities of 3.89 x107 conidia/dry substrate•h compared to rice husk (2.83x106) and natural substrate based on rice (8.87x106) used as control. Finally, a quadratic model was generated and validated, obtaining productivities higher than 3.0x107 conidia/dry substrate•h with air flow at 0.9 m3/h and C:N ratio at 18.1.

Keywords: bioprocess, scale up, fractional design, C:N ratio, air flow

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25113 Ecosystem Model for Environmental Applications

Authors: Cristina Schreiner, Romeo Ciobanu, Marius Pislaru

Abstract:

This paper aims to build a system based on fuzzy models that can be implemented in the assessment of ecological systems, to determine appropriate methods of action for reducing adverse effects on environmental and implicit the population. The model proposed provides new perspective for environmental assessment, and it can be used as a practical instrument for decision-making.

Keywords: ecosystem model, environmental security, fuzzy logic, sustainability of habitable regions

Procedia PDF Downloads 390