Search results for: fractional order differentiator
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 13608

Search results for: fractional order differentiator

13488 Cessna Citation X Business Aircraft Stability Analysis Using Linear Fractional Representation LFRs Model

Authors: Yamina Boughari, Ruxandra Mihaela Botez, Florian Theel, Georges Ghazi

Abstract:

Clearance of flight control laws of a civil aircraft is a long and expensive process in the Aerospace industry. Thousands of flight combinations in terms of speeds, altitudes, gross weights, centers of gravity and angles of attack have to be investigated, and proved to be safe. Nonetheless, in this method, a worst flight condition can be easily missed, and its missing would lead to a critical situation. Definitively, it would be impossible to analyze a model because of the infinite number of cases contained within its flight envelope, that might require more time, and therefore more design cost. Therefore, in industry, the technique of the flight envelope mesh is commonly used. For each point of the flight envelope, the simulation of the associated model ensures the satisfaction or not of specifications. In order to perform fast, comprehensive and effective analysis, other varying parameters models were developed by incorporating variations, or uncertainties in the nominal models, known as Linear Fractional Representation LFR models; these LFR models were able to describe the aircraft dynamics by taking into account uncertainties over the flight envelope. In this paper, the LFRs models are developed using the speeds and altitudes as varying parameters; The LFR models were built using several flying conditions expressed in terms of speeds and altitudes. The use of such a method has gained a great interest by the aeronautical companies that have seen a promising future in the modeling, and particularly in the design and certification of control laws. In this research paper, we will focus on the Cessna Citation X open loop stability analysis. The data are provided by a Research Aircraft Flight Simulator of Level D, that corresponds to the highest level flight dynamics certification; this simulator was developed by CAE Inc. and its development was based on the requirements of research at the LARCASE laboratory. The acquisition of these data was used to develop a linear model of the airplane in its longitudinal and lateral motions, and was further used to create the LFR’s models for 12 XCG /weights conditions, and thus the whole flight envelope using a friendly Graphical User Interface developed during this study. Then, the LFR’s models are analyzed using Interval Analysis method based upon Lyapunov function, and also the ‘stability and robustness analysis’ toolbox. The results were presented under the form of graphs, thus they have offered good readability, and were easily exploitable. The weakness of this method stays in a relatively long calculation, equal to about four hours for the entire flight envelope.

Keywords: flight control clearance, LFR, stability analysis, robustness analysis

Procedia PDF Downloads 323
13487 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

Procedia PDF Downloads 479
13486 X-Ray Dynamical Diffraction 'Third Order Nonlinear Renninger Effect'

Authors: Minas Balyan

Abstract:

Nowadays X-ray nonlinear diffraction and nonlinear effects are investigated due to the presence of the third generation synchrotron sources and XFELs. X-ray third order nonlinear dynamical diffraction is considered as well. Using the nonlinear model of the usual visible light optics the third-order nonlinear Takagi’s equations for monochromatic waves and the third-order nonlinear time-dependent dynamical diffraction equations for X-ray pulses are obtained by the author in previous papers. The obtained equations show, that even if the Fourier-coefficients of the linear and the third order nonlinear susceptibilities are zero (forbidden reflection), the dynamical diffraction in the nonlinear case is related to the presence in the nonlinear equations the terms proportional to the zero order and the second order nonzero Fourier coefficients of the third order nonlinear susceptibility. Thus, in the third order nonlinear Bragg diffraction case a nonlinear analogue of the well-known Renninger effect takes place. In this work, the 'third order nonlinear Renninger effect' is considered theoretically.

Keywords: Bragg diffraction, nonlinear Takagi’s equations, nonlinear Renninger effect, third order nonlinearity

Procedia PDF Downloads 356
13485 The Evolving Customer Experience Management Landscape: A Case Study on the Paper Machine Companies

Authors: Babak Mohajeri, Sen Bao, Timo Nyberg

Abstract:

Customer experience is increasingly the differentiator between successful companies and those who struggle. Currently, customer experiences become more dynamic; and they advance with each interaction between the company and a customer. Every customer conversation and any effort to evolve these conversations would be beneficial and should ultimately result in a positive customer experience. The aim of this paper is to analyze the evolving customer experience management landscape and the relevant challenges and opportunities. A case study on the “paper machine” companies is chosen. Hence, this paper analyzes the challenges and opportunities in customer experience management of paper machine companies for the case of “road to steel”. Road to steel shows the journey of steel from raw material to end product (i.e. paper machine in this paper). ALPHA (Steel company) and BETA (paper machine company), are chosen and their efforts to evolve the customer experiences are investigated. Semi-structured interviews are conducted with experts in those companies to identify the challenges and opportunities of the evolving customer experience management from their point of view. The findings of this paper contribute to the theory and business practices in the realm of the evolving customer experience management landscape.

Keywords: Customer Experience Management, Paper Machine , Value Chain Management, Risk Analysis

Procedia PDF Downloads 324
13484 Impact of Marketing towards Behavior Intention

Authors: Sathyamangalam Rangasamy Guru Prasath

Abstract:

Due to the increasing homogeneity in product offerings, the attendant services provided are emerging as a key differentiator in the mind of the consumers. Services marketing are a sub field of marketing which covers the marketing of both goods and services. Service marketing differs from product marketing due to the face that services are intangible and typically require personal interaction with the customer. Relationships are a key factor when it comes to the marketing of services. The role of interpersonal relationships distinguishes service and product marketing in strategic vision and organizational considerations. This paper explores some of the trends in service marketing as they relate to strategic vision, operational and organizational changes, and marketing tactics. The presence of the customer in the service facility means that capacity management becomes an important driver of the firm’s profitability service marketing is a process from the organization’s point of view, but an experience from the customer’s perspective. The quality of the experience is a function of the careful design of customer service processes, adoption of standardized procedures, rigorous management of service quality, high standards of training and automation. Services marketing helps to ensure that these processes are designed from the customer’s perspective. Services marketing includes customer loyalty, managing relationships, complaint handling, improving service quality and productivity of service operations, and how to become a service leader in your industry.

Keywords: customer perspective, product marketing, service marketing, rigorous management

Procedia PDF Downloads 334
13483 Fractional, Component and Morphological Composition of Ambient Air Dust in the Areas of Mining Industry

Authors: S.V. Kleyn, S.Yu. Zagorodnov, А.А. Kokoulina

Abstract:

Technogenic emissions of the mining and processing complex are characterized by a high content of chemical components and solid dust particles. However, each industrial enterprise and the surrounding area have features that require refinement and parameterization. Numerous studies have shown the negative impact of fine dust PM10 and PM2.5 on the health, as well as the possibility of toxic components absorption, including heavy metals by dust particles. The target of the study was the quantitative assessment of the fractional and particle size composition of ambient air dust in the area of impact by primary magnesium production complex. Also, we tried to describe the morphology features of dust particles. Study methods. To identify the dust emission sources, the analysis of the production process has been carried out. The particulate composition of the emissions was measured using laser particle analyzer Microtrac S3500 (covered range of particle size is 20 nm to 2000 km). Particle morphology and the component composition were established by electron microscopy by scanning microscope of high resolution (magnification rate - 5 to 300 000 times) with X-ray fluorescence device S3400N ‘HITACHI’. The chemical composition was identified by X-ray analysis of the samples using an X-ray diffractometer XRD-700 ‘Shimadzu’. Determination of the dust pollution level was carried out using model calculations of emissions in the atmosphere dispersion. The calculations were verified by instrumental studies. Results of the study. The results demonstrated that the dust emissions of different technical processes are heterogeneous and fractional structure is complicated. The percentage of particle sizes up to 2.5 micrometres inclusive was ranged from 0.00 to 56.70%; particle sizes less than 10 microns inclusive – 0.00 - 85.60%; particle sizes greater than 10 microns - 14.40% -100.00%. During microscopy, the presence of nanoscale size particles has been detected. Studied dust particles are round, irregular, cubic and integral shapes. The composition of the dust includes magnesium, sodium, potassium, calcium, iron, chlorine. On the base of obtained results, it was performed the model calculations of dust emissions dispersion and establishment of the areas of fine dust РМ 10 and РМ 2.5 distribution. It was found that the dust emissions of fine powder fractions PM10 and PM2.5 are dispersed over large distances and beyond the border of the industrial site of the enterprise. The population living near the enterprise is exposed to the risk of diseases associated with dust exposure. Data are transferred to the economic entity to make decisions on the measures to minimize the risks. Exposure and risks indicators on the health are used to provide named patient health and preventive care to the citizens living in the area of negative impact of the facility.

Keywords: dust emissions, еxposure assessment, PM 10, PM 2.5

Procedia PDF Downloads 233
13482 Existence Solutions for Three Point Boundary Value Problem for Differential Equations

Authors: Mohamed Houas, Maamar Benbachir

Abstract:

In this paper, under weak assumptions, we study the existence and uniqueness of solutions for a nonlinear fractional boundary value problem. New existence and uniqueness results are established using Banach contraction principle. Other existence results are obtained using scheafer and krasnoselskii's fixed point theorem. At the end, some illustrative examples are presented.

Keywords: caputo derivative, boundary value problem, fixed point theorem, local conditions

Procedia PDF Downloads 395
13481 Effect of Tool Size and Cavity Depth on Response Characteristics during Electric Discharge Machining on Superalloy Metal - An Experimental Investigation

Authors: Sudhanshu Kumar

Abstract:

Electrical discharge machining, also known as EDM, process is one of the most applicable machining process for removal of material in hard to machine materials like superalloy metals. EDM process utilizes electrical energy into sparks to erode the metals in presence of dielectric medium. In the present investigation, superalloy, Inconel 718 has been selected as workpiece and electrolytic copper as tool electrode. Attempt has been made to understand the effect of size of tool with varying cavity depth during drilling of hole through EDM process. In order to systematic investigate, tool size in terms of tool diameter and cavity depth along with other important electrical parameters namely, peak current, pulse-on time and servo voltage have been varied at three different values and the experiments has been designed using fractional factorial (Taguchi) method. Each experiment has been repeated twice under the same condition in order to understand the variability within the experiments. The effect of variations in parameters has been evaluated in terms of material removal rate, tool wear rate and surface roughness. Results revel that change in tool diameter during machining affects the response characteristics significantly. Larger tool diameter yielded 13% more material removal rate than smaller tool diameter. Analysis of the effect of variation in cavity depth is notable. There is no significant effect of cavity depth on material removal rate, tool wear rate and surface quality. This indicates that number of experiments can be performed to analyze other parameters effect even at smaller depth of cavity which can reduce the cost and time of experiments. Further, statistical analysis has been carried out to identify the interaction effect between parameters.

Keywords: EDM, Inconel 718, material removal rate, roughness, tool wear, tool size

Procedia PDF Downloads 175
13480 Investigating Clarity Ultrasound Transperineal Ultrasound Imaging as a Method of Localising the Prostate, Compared to Cone Beam Computed Tomography with Fiducials

Authors: Harley Stephens

Abstract:

Although fiducial marker insertion is regarded as the ‘gold standard’ in terms of image guided radiotherapy (IGRT), its application must be considered carefully as the procedure can be invasive, time-consuming, and reliant on consultant expertise. Precision of the fiducials is dependent on these markers remaining in the same location and on the prostate not changing shape during the course treatment. To facilitate the acquirement of non-ionising IGRT and intra-fractional prostate tracking, Clarity TPUS was developed as an alternative imaging system. The main benefits of Clarity TPUS are that it is non-invasive, non-ionising and cost-effective. Other studies have compared fiducials to transabdominal ultrasound, which has since been proven to not be as accurate as trans-perineal imaging, as included in this study. CBCT fiducial translations and Clarity TPUS translations for 120 images as part of the PACE-C prostate SABR trial were retrospectively evaluated by three imaging specialists. Differences were analysed using correlation and Bland-Altman plots. Inter-observer matches agreed within 3mm 88.3 % of the time in left/right direction, 86.7 % of the time in in superior/inferior direction, and 91.7% of the time in ant/post direction. They agreed within 5mm more than 98.3 % of the time in all directions. The intra-class correlation co-efficient was calculated for each direction to show agreement between imaging specialist for inter-observer variability. Each was 0.95 or above, with 1 indicating perfect reliability. Agreement between observers was slightly higher for CBCT and fiducials at 98.7% agreement within 5 mm, compared to clarity TPUS where 96.7% agreement was seen within 5mm. Clarity TPUS has the benefit of no additional dose and intra-fractional monitoring, and results show a good correlation between the different modalities. Inter-observer variability is to be considered, and further research with a larger population would be of benefit.

Keywords: oncology, prostate radiotherapy, image guided radiotherapy, IGRT

Procedia PDF Downloads 76
13479 Chern-Simons Equation in Financial Theory and Time-Series Analysis

Authors: Ognjen Vukovic

Abstract:

Chern-Simons equation represents the cornerstone of quantum physics. The question that is often asked is if the aforementioned equation can be successfully applied to the interaction in international financial markets. By analysing the time series in financial theory, it is proved that Chern-Simons equation can be successfully applied to financial time-series. The aforementioned statement is based on one important premise and that is that the financial time series follow the fractional Brownian motion. All variants of Chern-Simons equation and theory are applied and analysed. Financial theory time series movement is, firstly, topologically analysed. The main idea is that exchange rate represents two-dimensional projections of three-dimensional Brownian motion movement. Main principles of knot theory and topology are applied to financial time series and setting is created so the Chern-Simons equation can be applied. As Chern-Simons equation is based on small particles, it is multiplied by the magnifying factor to mimic the real world movement. Afterwards, the following equation is optimised using Solver. The equation is applied to n financial time series in order to see if it can capture the interaction between financial time series and consequently explain it. The aforementioned equation represents a novel approach to financial time series analysis and hopefully it will direct further research.

Keywords: Brownian motion, Chern-Simons theory, financial time series, econophysics

Procedia PDF Downloads 439
13478 Polymer Flooding: Chemical Enhanced Oil Recovery Technique

Authors: Abhinav Bajpayee, Shubham Damke, Rupal Ranjan, Neha Bharti

Abstract:

Polymer flooding is a dramatic improvement in water flooding and quickly becoming one of the EOR technologies. Used for improving oil recovery. With the increasing energy demand and depleting oil reserves EOR techniques are becoming increasingly significant .Since most oil fields have already begun water flooding, chemical EOR technique can be implemented by using fewer resources than any other EOR technique. Polymer helps in increasing the viscosity of injected water thus reducing water mobility and hence achieves a more stable displacement .Polymer flooding helps in increasing the injection viscosity as has been revealed through field experience. While the injection of a polymer solution improves reservoir conformance the beneficial effect ceases as soon as one attempts to push the polymer solution with water. It is most commonly applied technique because of its higher success rate. In polymer flooding, a water-soluble polymer such as Polyacrylamide is added to the water in the water flood. This increases the viscosity of the water to that of a gel making the oil and water greatly improving the efficiency of the water flood. It also improves the vertical and areal sweep efficiency as a consequence of improving the water/oil mobility ratio. Polymer flooding plays an important role in oil exploitation, but around 60 million ton of wastewater is produced per day with oil extraction together. Therefore the treatment and reuse of wastewater becomes significant which can be carried out by electro dialysis technology. This treatment technology can not only decrease environmental pollution, but also achieve closed-circuit of polymer flooding wastewater during crude oil extraction. There are three potential ways in which a polymer flood can make the oil recovery process more efficient: (1) through the effects of polymers on fractional flow, (2) by decreasing the water/oil mobility ratio, and (3) by diverting injected water from zones that have been swept. It has also been suggested that the viscoelastic behavior of polymers can improve displacement efficiency Polymer flooding may also have an economic impact because less water is injected and produced compared with water flooding. In future we need to focus on developing polymers that can be used in reservoirs of high temperature and high salinity, applying polymer flooding in different reservoir conditions and also combine polymer with other processes (e.g., surfactant/ polymer flooding).

Keywords: fractional flow, polymer, viscosity, water/oil mobility ratio

Procedia PDF Downloads 353
13477 Semilocal Convergence of a Three Step Fifth Order Iterative Method under Hölder Continuity Condition in Banach Spaces

Authors: Ramandeep Behl, Prashanth Maroju, S. S. Motsa

Abstract:

In this paper, we study the semilocal convergence of a fifth order iterative method using recurrence relation under the assumption that first order Fréchet derivative satisfies the Hölder condition. Also, we calculate the R-order of convergence and provide some a priori error bounds. Based on this, we give existence and uniqueness region of the solution for a nonlinear Hammerstein integral equation of the second kind.

Keywords: Holder continuity condition, Frechet derivative, fifth order convergence, recurrence relations

Procedia PDF Downloads 582
13476 A Second Order Genetic Algorithm for Traveling Salesman Problem

Authors: T. Toathom, M. Munlin, P. Sugunnasil

Abstract:

The traveling salesman problem (TSP) is one of the best-known problems in optimization problem. There are many research regarding the TSP. One of the most usage tool for this problem is the genetic algorithm (GA). The chromosome of the GA for TSP is normally encoded by the order of the visited city. However, the traditional chromosome encoding scheme has some limitations which are twofold: the large solution space and the inability to encapsulate some information. The number of solution for a certain problem is exponentially grow by the number of city. Moreover, the traditional chromosome encoding scheme fails to recognize the misplaced correct relation. It implies that the tradition method focuses only on exact solution. In this work, we relax some of the concept in the GA for TSP which is the exactness of the solution. The proposed work exploits the relation between cities in order to reduce the solution space in the chromosome encoding. In this paper, a second order GA is proposed to solve the TSP. The term second order refers to how the solution is encoded into chromosome. The chromosome is divided into 2 types: the high order chromosome and the low order chromosome. The high order chromosome is the chromosome that focus on the relation between cities such as the city A should be visited before city B. On the other hand, the low order chromosome is a type of chromosome that is derived from a high order chromosome. In other word, low order chromosome is encoded by the traditional chromosome encoding scheme. The genetic operation, mutation and crossover, will be performed on the high order chromosome. Then, the high order chromosome will be mapped to a group of low order chromosomes whose characteristics are satisfied with the high order chromosome. From the mapped set of chromosomes, the champion chromosome will be selected based on the fitness value which will be later used as a representative for the high order chromosome. The experiment is performed on the city data from TSPLIB.

Keywords: genetic algorithm, traveling salesman problem, initial population, chromosomes encoding

Procedia PDF Downloads 240
13475 X-Ray Dynamical Diffraction Rocking Curves in Case of Third Order Nonlinear Renninger Effect

Authors: Minas Balyan

Abstract:

In the third-order nonlinear Takagi’s equations for monochromatic waves and in the third-order nonlinear time-dependent dynamical diffraction equations for X-ray pulses for forbidden reflections the Fourier-coefficients of the linear and the third order nonlinear susceptibilities are zero. The dynamical diffraction in the nonlinear case is related to the presence in the nonlinear equations the terms proportional to the zero order and the second order nonzero Fourier coefficients of the third order nonlinear susceptibility. Thus in the third order nonlinear Bragg diffraction case a nonlinear analogue of the well known Renninger effect takes place. In this work, the ‘third order nonlinear Renninger effect’ is considered theoretically and numerically. If the reflection exactly is forbidden the diffracted wave’s amplitude is zero both in Laue and Bragg cases since the boundary conditions and dynamical diffraction equations are compatible with zero solution. But in real crystals due to some percent of dislocations and other localized defects, the atoms are displaced with respect to their equilibrium positions. Thus in real crystals susceptibilities of forbidden reflection are by some order small than for usual not forbidden reflections but are not exactly equal to zero. The numerical calculations for susceptibilities two order less than for not forbidden reflection show that in Bragg geometry case the nonlinear reflection curve’s behavior is the same as for not forbidden reflection, but for forbidden reflection the rocking curves’ width, center and boundaries are two order sensitive on the input intensity value. This gives an opportunity to investigate third order nonlinear X-ray dynamical diffraction for not intense beams – 0.001 in the units of critical intensity.

Keywords: third order nonlinearity, Bragg diffraction, nonlinear Renninger effect, rocking curves

Procedia PDF Downloads 380
13474 Engineering Topology of Photonic Systems for Sustainable Molecular Structure: Autopoiesis Systems

Authors: Moustafa Osman Mohammed

Abstract:

This paper introduces topological order in descried social systems starting with the original concept of autopoiesis by biologists and scientists, including the modification of general systems based on socialized medicine. Topological order is important in describing the physical systems for exploiting optical systems and improving photonic devices. The stats of topological order have some interesting properties of topological degeneracy and fractional statistics that reveal the entanglement origin of topological order, etc. Topological ideas in photonics form exciting developments in solid-state materials, that being; insulating in the bulk, conducting electricity on their surface without dissipation or back-scattering, even in the presence of large impurities. A specific type of autopoiesis system is interrelated to the main categories amongst existing groups of the ecological phenomena interaction social and medical sciences. The hypothesis, nevertheless, has a nonlinear interaction with its natural environment 'interactional cycle' for exchange photon energy with molecules without changes in topology. The engineering topology of a biosensor is based on the excitation boundary of surface electromagnetic waves in photonic band gap multilayer films. The device operation is similar to surface Plasmonic biosensors in which a photonic band gap film replaces metal film as the medium when surface electromagnetic waves are excited. The use of photonic band gap film offers sharper surface wave resonance leading to the potential of greatly enhanced sensitivity. So, the properties of the photonic band gap material are engineered to operate a sensor at any wavelength and conduct a surface wave resonance that ranges up to 470 nm. The wavelength is not generally accessible with surface Plasmon sensing. Lastly, the photonic band gap films have robust mechanical functions that offer new substrates for surface chemistry to understand the molecular design structure and create sensing chips surface with different concentrations of DNA sequences in the solution to observe and track the surface mode resonance under the influences of processes that take place in the spectroscopic environment. These processes led to the development of several advanced analytical technologies: which are; automated, real-time, reliable, reproducible, and cost-effective. This results in faster and more accurate monitoring and detection of biomolecules on refractive index sensing, antibody-antigen reactions with a DNA or protein binding. Ultimately, the controversial aspect of molecular frictional properties is adjusted to each other in order to form unique spatial structure and dynamics of biological molecules for providing the environment mutual contribution in investigation of changes due to the pathogenic archival architecture of cell clusters.

Keywords: autopoiesis, photonics systems, quantum topology, molecular structure, biosensing

Procedia PDF Downloads 58
13473 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization

Authors: B. Marasović, S. Pivac, S. V. Vukasović

Abstract:

Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.

Keywords: Croatian capital market, Markowitz model, fractional quadratic programming, portfolio optimization, transaction costs

Procedia PDF Downloads 350
13472 The Volume–Volatility Relationship Conditional to Market Efficiency

Authors: Massimiliano Frezza, Sergio Bianchi, Augusto Pianese

Abstract:

The relation between stock price volatility and trading volume represents a controversial issue which has received a remarkable attention over the past decades. In fact, an extensive literature shows a positive relation between price volatility and trading volume in the financial markets, but the causal relationship which originates such association is an open question, from both a theoretical and empirical point of view. In this regard, various models, which can be considered as complementary rather than competitive, have been introduced to explain this relationship. They include the long debated Mixture of Distributions Hypothesis (MDH); the Sequential Arrival of Information Hypothesis (SAIH); the Dispersion of Beliefs Hypothesis (DBH); the Noise Trader Hypothesis (NTH). In this work, we analyze whether stock market efficiency can explain the diversity of results achieved during the years. For this purpose, we propose an alternative measure of market efficiency, based on the pointwise regularity of a stochastic process, which is the Hurst–H¨older dynamic exponent. In particular, we model the stock market by means of the multifractional Brownian motion (mBm) that displays the property of a time-changing regularity. Mostly, such models have in common the fact that they locally behave as a fractional Brownian motion, in the sense that their local regularity at time t0 (measured by the local Hurst–H¨older exponent in a neighborhood of t0 equals the exponent of a fractional Brownian motion of parameter H(t0)). Assuming that the stock price follows an mBm, we introduce and theoretically justify the Hurst–H¨older dynamical exponent as a measure of market efficiency. This allows to measure, at any time t, markets’ departures from the martingale property, i.e. from efficiency as stated by the Efficient Market Hypothesis. This approach is applied to financial markets; using data for the SP500 index from 1978 to 2017, on the one hand we find that when efficiency is not accounted for, a positive contemporaneous relationship emerges and is stable over time. Conversely, it disappears as soon as efficiency is taken into account. In particular, this association is more pronounced during time frames of high volatility and tends to disappear when market becomes fully efficient.

Keywords: volume–volatility relationship, efficient market hypothesis, martingale model, Hurst–Hölder exponent

Procedia PDF Downloads 47
13471 Ideological Framing in Television News: The Case of “Settlement Process”

Authors: Mete Kazaz, Birol Gülnar

Abstract:

Television news has gained a new dimension in terms of ideological approaches as a result of such factors as globalization, cross monopolization, presence of international companies etc. and certain strategies have been developed at the production, presentation and distribution stages of news. In this study, television news about a process called “settlement process” was investigated. In this framework, news about the settlement process on TV channels of TRT 1, ATV, FOX TV, NTV, HABERTÜRK, TRT HABER and STV was investigated using the content analysis method in terms of the strategies the ideology construction, attitude towards the party in power, attitude towards parties in opposition and attitude towards BDP (Peace and Democracy Part) and Imrali (the island where Abdullah Ocalan, head of PKK, is kept). First, the aforementioned TV channels were selected randomly from 3 groups in order to be able to reveal the representational capacity of commercial, news and public channels. The study covers 557 news items broadcast in the main news bulletins between the dates of 15 March 2013 and 15 March 2013. While there was a positive attitude towards the government in a sizable portion of the news about the settlement process (63.6%), the attitude of 25.3% of the news was impartial towards the government and 11.3% had a negative attitude. On the other hand, there was a negative attitude towards the Opposition in a considerable portion of the news about the settlement process (56.1%). The attitude of 35.9% of the news towards the Opposition was impartial whereas 8.0% had a positive attitude. While 34.9% of the news about the settlement process used the legitimization strategy from among the ideology construction strategies, 22.8% used the unification strategy, 15.7% the reification strategy, 15.6% fractional and 11% concealment/mystification strategy.

Keywords: attitude, ideological framing, television news, social sciences

Procedia PDF Downloads 320
13470 Back to Basics: Redefining Quality Measurement for Hybrid Software Development Organizations

Authors: Satya Pradhan, Venky Nanniyur

Abstract:

As the software industry transitions from a license-based model to a subscription-based Software-as-a-Service (SaaS) model, many software development groups are using a hybrid development model that incorporates Agile and Waterfall methodologies in different parts of the organization. The traditional metrics used for measuring software quality in Waterfall or Agile paradigms do not apply to this new hybrid methodology. In addition, to respond to higher quality demands from customers and to gain a competitive advantage in the market, many companies are starting to prioritize quality as a strategic differentiator. As a result, quality metrics are included in the decision-making activities all the way up to the executive level, including board of director reviews. This paper presents key challenges associated with measuring software quality in organizations using the hybrid development model. We introduce a framework called Prevention-Inspection-Evaluation-Removal (PIER) to provide a comprehensive metric definition for hybrid organizations. The framework includes quality measurements, quality enforcement, and quality decision points at different organizational levels and project milestones. The metrics framework defined in this paper is being used for all Cisco systems products used in customer premises. We present several field metrics for one product portfolio (enterprise networking) to show the effectiveness of the proposed measurement system. As the results show, this metrics framework has significantly improved in-process defect management as well as field quality.

Keywords: quality management system, quality metrics framework, quality metrics, agile, waterfall, hybrid development system

Procedia PDF Downloads 140
13469 Model Order Reduction for Frequency Response and Effect of Order of Method for Matching Condition

Authors: Aref Ghafouri, Mohammad javad Mollakazemi, Farhad Asadi

Abstract:

In this paper, model order reduction method is used for approximation in linear and nonlinearity aspects in some experimental data. This method can be used for obtaining offline reduced model for approximation of experimental data and can produce and follow the data and order of system and also it can match to experimental data in some frequency ratios. In this study, the method is compared in different experimental data and influence of choosing of order of the model reduction for obtaining the best and sufficient matching condition for following the data is investigated in format of imaginary and reality part of the frequency response curve and finally the effect and important parameter of number of order reduction in nonlinear experimental data is explained further.

Keywords: frequency response, order of model reduction, frequency matching condition, nonlinear experimental data

Procedia PDF Downloads 367
13468 Model Order Reduction Using Hybrid Genetic Algorithm and Simulated Annealing

Authors: Khaled Salah

Abstract:

Model order reduction has been one of the most challenging topics in the past years. In this paper, a hybrid solution of genetic algorithm (GA) and simulated annealing algorithm (SA) are used to approximate high-order transfer functions (TFs) to lower-order TFs. In this approach, hybrid algorithm is applied to model order reduction putting in consideration improving accuracy and preserving the properties of the original model which are two important issues for improving the performance of simulation and computation and maintaining the behavior of the original complex models being reduced. Compared to conventional mathematical methods that have been used to obtain a reduced order model of high order complex models, our proposed method provides better results in terms of reducing run-time. Thus, the proposed technique could be used in electronic design automation (EDA) tools.

Keywords: genetic algorithm, simulated annealing, model reduction, transfer function

Procedia PDF Downloads 122
13467 Decomposition of Third-Order Discrete-Time Linear Time-Varying Systems into Its Second- and First-Order Pairs

Authors: Mohamed Hassan Abdullahi

Abstract:

Decomposition is used as a synthesis tool in several physical systems. It can also be used for tearing and restructuring, which is large-scale system analysis. On the other hand, the commutativity of series-connected systems has fascinated the interest of researchers, and its advantages have been emphasized in the literature. The presentation looks into the necessary conditions for decomposing any third-order discrete-time linear time-varying system into a commutative pair of first- and second-order systems. Additional requirements are derived in the case of nonzero initial conditions. MATLAB simulations are used to verify the findings. The work is unique and is being published for the first time. It is critical from the standpoints of synthesis and/or design. Because many design techniques in engineering systems rely on tearing and reconstruction, this is the process of putting together simple components to create a finished product. Furthermore, it is demonstrated that regarding sensitivity to initial conditions, some combinations may be better than others. The results of this work can be extended for the decomposition of fourth-order discrete-time linear time-varying systems into lower-order commutative pairs, as two second-order commutative subsystems or one first-order and one third-order commutative subsystems.

Keywords: commutativity, decomposition, discrete time-varying systems, systems

Procedia PDF Downloads 71
13466 High Accuracy Analytic Approximations for Modified Bessel Functions I₀(x)

Authors: Pablo Martin, Jorge Olivares, Fernando Maass

Abstract:

A method to obtain analytic approximations for special function of interest in engineering and physics is described here. Each approximate function will be valid for every positive value of the variable and accuracy will be high and increasing with the number of parameters to determine. The general technique will be shown through an application to the modified Bessel function of order zero, I₀(x). The form and the calculation of the parameters are performed with the simultaneous use of the power series and asymptotic expansion. As in Padé method rational functions are used, but now they are combined with other elementary functions as; fractional powers, hyperbolic, trigonometric and exponential functions, and others. The elementary function is determined, considering that the approximate function should be a bridge between the power series and the asymptotic expansion. In the case of the I₀(x) function two analytic approximations have been already determined. The simplest one is (1+x²/4)⁻¹/⁴(1+0.24273x²) cosh(x)/(1+0.43023x²). The parameters of I₀(x) were determined using the leading term of the asymptotic expansion and two coefficients of the power series, and the maximum relative error is 0.05. In a second case, two terms of the asymptotic expansion were used and 4 of the power series and the maximum relative error is 0.001 at x≈9.5. Approximations with much higher accuracy will be also shown. In conclusion a new technique is described to obtain analytic approximations to some functions of interest in sciences, such that they have a high accuracy, they are valid for every positive value of the variable, they can be integrated and differentiated as the usual, functions, and furthermore they can be calculated easily even with a regular pocket calculator.

Keywords: analytic approximations, mathematical-physics applications, quasi-rational functions, special functions

Procedia PDF Downloads 220
13465 QSAR Study on Diverse Compounds for Effects on Thermal Stability of a Monoclonal Antibody

Authors: Olubukayo-Opeyemi Oyetayo, Oscar Mendez-Lucio, Andreas Bender, Hans Kiefer

Abstract:

The thermal melting curve of a protein provides information on its conformational stability and could provide cues on its aggregation behavior. Naturally-occurring osmolytes have been shown to improve the thermal stability of most proteins in a concentration-dependent manner. They are therefore commonly employed as additives in therapeutic protein purification and formulation. A number of intertwined and seemingly conflicting mechanisms have been put forward to explain the observed stabilizing effects, the most prominent being the preferential exclusion mechanism. We attempted to probe and summarize molecular mechanisms for thermal stabilization of a monoclonal antibody (mAb) by developing quantitative structure-activity relationships using a rationally-selected library of 120 osmolyte-like compounds in the polyhydric alcohols, amino acids and methylamines classes. Thermal stabilization potencies were experimentally determined by thermal shift assays based on differential scanning fluorimetry. The cross-validated QSAR model was developed by partial least squares regression using descriptors generated from Molecular Operating Environment software. Careful evaluation of the results with the use of variable importance in projection parameter (VIP) and regression coefficients guided the selection of the most relevant descriptors influencing mAb thermal stability. For the mAb studied and at pH 7, the thermal stabilization effects of tested compounds correlated positively with their fractional polar surface area and inversely with their fractional hydrophobic surface area. We cannot claim that the observed trends are universal for osmolyte-protein interactions because of protein-specific effects, however this approach should guide the quick selection of (de)stabilizing compounds for a protein from a chemical library. Further work with a large variety of proteins and at different pH values would help the derivation of a solid explanation as to the nature of favorable osmolyte-protein interactions for improved thermal stability. This approach may be beneficial in the design of novel protein stabilizers with optimal property values, especially when the influence of solution conditions like the pH and buffer species and the protein properties are factored in.

Keywords: thermal stability, monoclonal antibodies, quantitative structure-activity relationships, osmolytes

Procedia PDF Downloads 297
13464 Two-Dimensional Analysis and Numerical Simulation of the Navier-Stokes Equations for Principles of Turbulence around Isothermal Bodies Immersed in Incompressible Newtonian Fluids

Authors: Romulo D. C. Santos, Silvio M. A. Gama, Ramiro G. R. Camacho

Abstract:

In this present paper, the thermos-fluid dynamics considering the mixed convection (natural and forced convections) and the principles of turbulence flow around complex geometries have been studied. In these applications, it was necessary to analyze the influence between the flow field and the heated immersed body with constant temperature on its surface. This paper presents a study about the Newtonian incompressible two-dimensional fluid around isothermal geometry using the immersed boundary method (IBM) with the virtual physical model (VPM). The numerical code proposed for all simulations satisfy the calculation of temperature considering Dirichlet boundary conditions. Important dimensionless numbers such as Strouhal number is calculated using the Fast Fourier Transform (FFT), Nusselt number, drag and lift coefficients, velocity and pressure. Streamlines and isothermal lines are presented for each simulation showing the flow dynamics and patterns. The Navier-Stokes and energy equations for mixed convection were discretized using the finite difference method for space and a second order Adams-Bashforth and Runge-Kuta 4th order methods for time considering the fractional step method to couple the calculation of pressure, velocity, and temperature. This work used for simulation of turbulence, the Smagorinsky, and Spalart-Allmaras models. The first model is based on the local equilibrium hypothesis for small scales and hypothesis of Boussinesq, such that the energy is injected into spectrum of the turbulence, being equal to the energy dissipated by the convective effects. The Spalart-Allmaras model, use only one transport equation for turbulent viscosity. The results were compared with numerical data, validating the effect of heat-transfer together with turbulence models. The IBM/VPM is a powerful tool to simulate flow around complex geometries. The results showed a good numerical convergence in relation the references adopted.

Keywords: immersed boundary method, mixed convection, turbulence methods, virtual physical model

Procedia PDF Downloads 89
13463 Extraction of Squalene from Lebanese Olive Oil

Authors: Henri El Zakhem, Christina Romanos, Charlie Bakhos, Hassan Chahal, Jessica Koura

Abstract:

Squalene is a valuable component of the oil composed of 30 carbon atoms and is mainly used for cosmetic materials. The main concern of this article is to study the Squalene composition in the Lebanese olive oil and to compare it with foreign oil results. To our knowledge, extraction of Squalene from the Lebanese olive oil has not been conducted before. Three different techniques were studied and experiments were performed on three brands of olive oil, Al Wadi Al Akhdar, Virgo Bio and Boulos. The techniques performed are the Fractional Crystallization, the Soxhlet and the Esterification. By comparing the results, it is found that the Lebanese oil contains squalene and Soxhlet method is the most effective between the three methods extracting about 6.5E-04 grams of Squalene per grams of olive oil.

Keywords: squalene, extraction, crystallization, Soxhlet

Procedia PDF Downloads 491
13462 The Effect of Filter Design and Face Velocity on Air Filter Performance

Authors: Iyad Al-Attar

Abstract:

Air filters installed in HVAC equipment and gas turbine for power generation confront several atmospheric contaminants with various concentrations while operating in different environments (tropical, coastal, hot). This leads to engine performance degradation, as contaminants are capable of deteriorating components and fouling compressor assembly. Compressor fouling is responsible for 70 to 85% of gas turbine performance degradation leading to reduction in power output and availability and an increase in the heat rate and fuel consumption. Therefore, filter design must take into account face velocities, pleat count and its corresponding surface area; to verify filter performance characteristics (Efficiency and Pressure Drop). The experimental work undertaken in the current study examined two groups of four filters with different pleating densities were investigated for the initial pressure drop response and fractional efficiencies. The pleating densities used for this study is 28, 30, 32 and 34 pleats per 100mm for each pleated panel and measured for ten different flow rates ranging from 500 to 5000 m3/h with increment of 500m3/h. This experimental work of the current work has highlighted the underlying reasons behind the reduction in filter permeability due to the increase in face velocity and pleat density. The reasons that led to surface area losses of filtration media are due to one or combination of the following effects: pleat-crowding, deflection of the entire pleated panel, pleat distortion at the corner of the pleat and/or filtration medium compression. It is evident from entire array of experiments that as the particle size increases, the efficiency decreases until the MPPS is reached. Beyond the MPPS, the efficiency increases with increase in particle size. The MPPS shifts to a smaller particle size as the face velocity increases, while the pleating density and orientation did not have a pronounced effect on the MPPS. Throughout the study, an optimal pleat count which satisfies initial pressure drop and efficiency requirements may not have necessarily existed. The work has also suggested that a valid comparison of the pleat densities should be based on the effective surface area that participates in the filtration action and not the total surface area the pleat density provides.

Keywords: air filters, fractional efficiency, gas cleaning, glass fibre, HEPA filter, permeability, pressure drop

Procedia PDF Downloads 112
13461 A Continuous Boundary Value Method of Order 8 for Solving the General Second Order Multipoint Boundary Value Problems

Authors: T. A. Biala

Abstract:

This paper deals with the numerical integration of the general second order multipoint boundary value problems. This has been achieved by the development of a continuous linear multistep method (LMM). The continuous LMM is used to construct a main discrete method to be used with some initial and final methods (also obtained from the continuous LMM) so that they form a discrete analogue of the continuous second order boundary value problems. These methods are used as boundary value methods and adapted to cope with the integration of the general second order multipoint boundary value problems. The convergence, the use and the region of absolute stability of the methods are discussed. Several numerical examples are implemented to elucidate our solution process.

Keywords: linear multistep methods, boundary value methods, second order multipoint boundary value problems, convergence

Procedia PDF Downloads 349
13460 Design of a 3-dB Directional Coupler Using Symmetric Coupled-Lines

Authors: Cem Çindaş, Serkan Şimşek

Abstract:

In this paper, the study and design of a 3-dB 90° directional coupler operating in the S-band is proposed. The coupler employs symmetrical multi-section coupled lines designed in a stripline technique. Design is realized in AWR Design Environment and CST Microwave Studio. Using these two programs played a key role in attaining outcomes swiftly and precisely. The simulation results show that the coupler maintains amplitude consistency within ± 0.3 dB, isolation and reflection losses better than 16 dB, and phase difference between two output ports of 88º±0.6˚ in the 1.7 – 4.35 GHz range. This simulation results indicate an improvement is achieved in fractional bandwidth (FBW) performance around the center frequency of f0 = 3 GHz.

Keywords: coupled stripline, directional coupler, multi-section coupler, symmetrical coupler

Procedia PDF Downloads 38
13459 Analysis of Evolution of Higher Order Solitons by Numerical Simulation

Authors: K. Khadidja

Abstract:

Solitons are stable solution of nonlinear Schrodinger equation. Their stability is due to the exact combination between nonlinearity and dispersion which causes pulse broadening. Higher order solitons are born when nonlinear length is N multiple of dispersive length. Soliton order is determined by the number N itself. In this paper, evolution of higher order solitons is illustrated by simulation using Matlab. Results show that higher order solitons change their shape periodically, the reason why they are bad for transmission comparing to fundamental solitons which are constant. Partial analysis of a soliton of higher order explains that the periodic shape is due to the interplay between nonlinearity and dispersion which are not equal during a period. This class of solitons has many applications such as generation of supercontinuum and the impulse compression on the Femtosecond scale. As a conclusion, the periodicity which is harmful to transmission can be beneficial in other applications.

Keywords: dispersion, nonlinearity, optical fiber, soliton

Procedia PDF Downloads 138