Search results for: kinetic models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6936

Search results for: kinetic models

6726 Determination of the Phosphate Activated Glutaminase Localization in the Astrocyte Mitochondria Using Kinetic Approach

Authors: N. V. Kazmiruk, Y. R. Nartsissov

Abstract:

Phosphate activated glutaminase (GA, E.C. 3.5.1.2) plays a key role in glutamine/glutamate homeostasis in mammalian brain, catalyzing the hydrolytic deamidation of glutamine to glutamate and ammonium ions. GA is mainly localized in mitochondria, where it has the catalytically active form on the inner mitochondrial membrane (IMM) and the other soluble form, which is supposed to be dormant. At present time, the exact localization of the membrane glutaminase active site remains a controversial and an unresolved issue. The first hypothesis called c-side localization suggests that the catalytic site of GA faces the inter-membrane space and products of the deamidation reaction have immediate access to cytosolic metabolism. According to the alternative m-side localization hypothesis, GA orients to the matrix, making glutamate and ammonium available for the tricarboxylic acid cycle metabolism in mitochondria directly. In our study, we used a multi-compartment kinetic approach to simulate metabolism of glutamate and glutamine in the astrocytic cytosol and mitochondria. We used physiologically important ratio between the concentrations of glutamine inside the matrix of mitochondria [Glnₘᵢₜ] and glutamine in the cytosol [Glncyt] as a marker for precise functioning of the system. Since this ratio directly depends on the mitochondrial glutamine carrier (MGC) flow parameters, key observation was to investigate the dependence of the [Glnmit]/[Glncyt] ratio on the maximal velocity of MGC at different initial concentrations of mitochondrial glutamate. Another important task was to observe the similar dependence at different inhibition constants of the soluble GA. The simulation results confirmed the experimental c-side localization hypothesis, in which the glutaminase active site faces the outer surface of the IMM. Moreover, in the case of such localization of the enzyme, a 3-fold decrease in ammonium production was predicted.

Keywords: glutamate metabolism, glutaminase, kinetic approach, mitochondrial membrane, multi-compartment modeling

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6725 The Characteristics of the Operating Parameters of the Vertical Axis Wind Turbine for the Selected Wind Speed

Authors: Zdzislaw Kaminski, Zbigniew Czyz

Abstract:

The paper discusses the results of the research into a wind turbine with a vertical axis of rotation which was performed with the open return wind tunnel, Gunt HM 170, at the laboratory of the Department of Thermodynamics, Fluid Mechanics and Propulsion Aviation Systems of Lublin University of Technology. Wind tunnel experiments are a necessary step to construct any new type of wind turbine, to validate design assumptions and numerical results. This research focused on the rotor with the blades capable of modifying their working surfaces, i.e. absorbing wind kinetic energy. The operation of this rotor is based on adjusting angular aperture α of the top and bottom parts of the blades mounted on an axis. If this angle α increases, the working surface which absorbs wind kinetic energy also increases. The study was performed on scaled and geometrically similar models with the criteria of similarity relevant for the type of research preserved. The rotors with varied angular apertures of their blades were printed for the research with a powder 3D printer, ZPrinter® 450. This paper presents the research results for the selected flow speed of 6.5 m/s for the three angular apertures of the rotor blades, i.e. 30°, 60°, 90° at varied speeds. The test stand enables the turbine rotor to be braked to achieve the required speed and airflow speed and torque to be recorded. Accordingly, the torque and power as a function of airflow were plotted. The rotor with its adjustable blades enables turbine power to be adjusted within a wide range of wind speeds. A variable angular aperture of blade working surfaces α in a wind turbine enables us to control the speed of the turbine and consequently its output power. Reducing the angular aperture of working surfaces results in reduced speed, and if a special current generator applied, electrical output power is reduced, too. Speed adjusted by changing angle α enables the maximum load acting on rotor blades to be controlled. The solution under study is a kind of safety against a damage of a turbine due to possible high wind speed.

Keywords: drive torque, renewable energy, power, wind turbine, wind tunnel

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6724 Superiority of High Frequency Based Volatility Models: Empirical Evidence from an Emerging Market

Authors: Sibel Celik, Hüseyin Ergin

Abstract:

The paper aims to find the best volatility forecasting model for stock markets in Turkey. For this purpose, we compare performance of different volatility models-both traditional GARCH model and high frequency based volatility models- and conclude that both in pre-crisis and crisis period, the performance of high frequency based volatility models are better than traditional GARCH model. The findings of paper are important for policy makers, financial institutions and investors.

Keywords: volatility, GARCH model, realized volatility, high frequency data

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6723 Soil-Structure Interaction Models for the Reinforced Foundation System – A State-of-the-Art Review

Authors: Ashwini V. Chavan, Sukhanand S. Bhosale

Abstract:

Challenges of weak soil subgrade are often resolved either by stabilization or reinforcing it. However, it is also practiced to reinforce the granular fill to improve the load-settlement behavior of over weak soil strata. The inclusion of reinforcement in the engineered granular fill provided a new impetus for the development of enhanced Soil-Structure Interaction (SSI) models, also known as mechanical foundation models or lumped parameter models. Several researchers have been working in this direction to understand the mechanism of granular fill-reinforcement interaction and the response of weak soil under the application of load. These models have been developed by extending available SSI models such as the Winkler Model, Pasternak Model, Hetenyi Model, Kerr Model etc., and are helpful to visualize the load-settlement behavior of a physical system through 1-D and 2-D analysis considering beam and plate resting on the foundation respectively. Based on the literature survey, these models are categorized as ‘Reinforced Pasternak Model,’ ‘Double Beam Model,’ ‘Reinforced Timoshenko Beam Model,’ and ‘Reinforced Kerr Model.’ The present work reviews the past 30+ years of research in the field of SSI models for reinforced foundation systems, presenting the conceptual development of these models systematically and discussing their limitations. Special efforts are taken to tabulate the parameters and their significance in the load-settlement analysis, which may be helpful in future studies for the comparison and enhancement of results and findings of physical models.

Keywords: geosynthetics, mathematical modeling, reinforced foundation, soil-structure interaction, ground improvement, soft soil

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6722 Influence of Confined Acoustic Phonons on the Shubnikov – de Haas Magnetoresistance Oscillations in a Doped Semiconductor Superlattice

Authors: Pham Ngoc Thang, Le Thai Hung, Nguyen Quang Bau

Abstract:

The influence of confined acoustic phonons on the Shubnikov – de Haas magnetoresistance oscillations in a doped semiconductor superlattice (DSSL), subjected in a magnetic field, DC electric field, and a laser radiation, has been theoretically studied based on quantum kinetic equation method. The analytical expression for the magnetoresistance in a DSSL has been obtained as a function of external fields, DSSL parameters, and especially the quantum number m characterizing the effect of confined acoustic phonons. When m goes to zero, the results for bulk phonons in a DSSL could be achieved. Numerical calculations are also achieved for the GaAs:Si/GaAs:Be DSSL and compared with other studies. Results show that the Shubnikov – de Haas magnetoresistance oscillations amplitude decrease as the increasing of phonon confinement effect.

Keywords: Shubnikov–de Haas magnetoresistance oscillations, quantum kinetic equation, confined acoustic phonons, laser radiation, doped semiconductor superlattices

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6721 A Game-Theory-Based Price-Optimization Algorithm for the Simulation of Markets Using Agent-Based Modelling

Authors: Juan Manuel Sanchez-Cartas, Gonzalo Leon

Abstract:

A price competition algorithm for ABMs based on game theory principles is proposed to deal with the simulation of theoretical market models. The algorithm is applied to the classical Hotelling’s model and to a two-sided market model to show it leads to the optimal behavior predicted by theoretical models. However, when theoretical models fail to predict the equilibrium, the algorithm is capable of reaching a feasible outcome. Results highlight that the algorithm can be implemented in other simulation models to guarantee rational users and endogenous optimal behaviors. Also, it can be applied as a tool of verification given that is theoretically based.

Keywords: agent-based models, algorithmic game theory, multi-sided markets, price optimization

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6720 Energy Consumption in Biodiesel Production at Various Kinetic Reaction of Transesterification

Authors: Sariah Abang, S. M. Anisuzzaman, Awang Bono, D. Krishnaiah, S. Rasmih

Abstract:

Biodiesel is a potential renewable energy due to biodegradable and non-toxic. The challenge of its commercialization is associated with high production cost due to its feedstock also useful in various food products. Non-competitive feedstock such as waste cooking oils normally contains a large amount of free fatty acids (FFAs). Large amount of fatty acid degrades the alkaline catalyst in the biodiesel production, thereby decreasing the biodiesel production rate. Generally, biodiesel production processes including esterification and trans-esterification are conducting in a mixed system, in which the hydrodynamic effect on the reaction could not be completely defined. The aim of this study was to investigate the effect of variation rate constant and activation energy on energy consumption of biodiesel production. Usually, the changes of rate constant and activation energy depend on the operating temperature and the degradation of catalyst. By varying the activation energy and kinetic rate constant, the effects can be seen on the energy consumption of biodiesel production. The result showed that the energy consumption of biodiesel is dependent on the changes of rate constant and activation energy. Furthermore, this study was simulated using Aspen HYSYS.

Keywords: methanol, palm oil, simulation, transesterification, triolein

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6719 The Use of Stochastic Gradient Boosting Method for Multi-Model Combination of Rainfall-Runoff Models

Authors: Phanida Phukoetphim, Asaad Y. Shamseldin

Abstract:

In this study, the novel Stochastic Gradient Boosting (SGB) combination method is addressed for producing daily river flows from four different rain-runoff models of Ohinemuri catchment, New Zealand. The selected rainfall-runoff models are two empirical black-box models: linear perturbation model and linear varying gain factor model, two conceptual models: soil moisture accounting and routing model and Nedbør-Afrstrømnings model. In this study, the simple average combination method and the weighted average combination method were used as a benchmark for comparing the results of the novel SGB combination method. The models and combination results are evaluated using statistical and graphical criteria. Overall results of this study show that the use of combination technique can certainly improve the simulated river flows of four selected models for Ohinemuri catchment, New Zealand. The results also indicate that the novel SGB combination method is capable of accurate prediction when used in a combination method of the simulated river flows in New Zealand.

Keywords: multi-model combination, rainfall-runoff modeling, stochastic gradient boosting, bioinformatics

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6718 Unsupervised Reciter Recognition Using Gaussian Mixture Models

Authors: Ahmad Alwosheel, Ahmed Alqaraawi

Abstract:

This work proposes an unsupervised text-independent probabilistic approach to recognize Quran reciter voice. It is an accurate approach that works on real time applications. This approach does not require a prior information about reciter models. It has two phases, where in the training phase the reciters' acoustical features are modeled using Gaussian Mixture Models, while in the testing phase, unlabeled reciter's acoustical features are examined among GMM models. Using this approach, a high accuracy results are achieved with efficient computation time process.

Keywords: Quran, speaker recognition, reciter recognition, Gaussian Mixture Model

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6717 Predicting the Diagnosis of Alzheimer’s Disease: Development and Validation of Machine Learning Models

Authors: Jay L. Fu

Abstract:

Patients with Alzheimer's disease progressively lose their memory and thinking skills and, eventually, the ability to carry out simple daily tasks. The disease is irreversible, but early detection and treatment can slow down the disease progression. In this research, publicly available MRI data and demographic data from 373 MRI imaging sessions were utilized to build models to predict dementia. Various machine learning models, including logistic regression, k-nearest neighbor, support vector machine, random forest, and neural network, were developed. Data were divided into training and testing sets, where training sets were used to build the predictive model, and testing sets were used to assess the accuracy of prediction. Key risk factors were identified, and various models were compared to come forward with the best prediction model. Among these models, the random forest model appeared to be the best model with an accuracy of 90.34%. MMSE, nWBV, and gender were the three most important contributing factors to the detection of Alzheimer’s. Among all the models used, the percent in which at least 4 of the 5 models shared the same diagnosis for a testing input was 90.42%. These machine learning models allow early detection of Alzheimer’s with good accuracy, which ultimately leads to early treatment of these patients.

Keywords: Alzheimer's disease, clinical diagnosis, magnetic resonance imaging, machine learning prediction

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6716 Fuzzy Set Qualitative Comparative Analysis in Business Models' Study

Authors: K. Debkowska

Abstract:

The aim of this article is presenting the possibilities of using Fuzzy Set Qualitative Comparative Analysis (fsQCA) in researches concerning business models of enterprises. FsQCA is a bridge between quantitative and qualitative researches. It's potential can be used in analysis and evaluation of business models. The article presents the results of a study conducted on the basis of enterprises belonging to different sectors: transport and logistics, industry, building construction, and trade. The enterprises have been researched taking into account the components of business models and the financial condition of companies. Business models are areas of complex and heterogeneous nature. The use of fsQCA has enabled to answer the following question: which components of a business model and in which configuration influence better financial condition of enterprises. The analysis has been performed separately for particular sectors. This enabled to compare the combinations of business models' components which actively influence the financial condition of enterprises in analyzed sectors. The following components of business models were analyzed for the purposes of the study: Key Partners, Key Activities, Key Resources, Value Proposition, Channels, Cost Structure, Revenue Streams, Customer Segment and Customer Relationships. These components of the study constituted the variables shaping the financial results of enterprises. The results of the study lead us to believe that fsQCA can help in analyzing and evaluating a business model, which is important in terms of making a business decision about the business model used or its change. In addition, results obtained by fsQCA can be applied by all stakeholders connected with the company.

Keywords: business models, components of business models, data analysis, fsQCA

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6715 Formal Models of Sanitary Inspections Teams Activities

Authors: Tadeusz Nowicki, Radosław Pytlak, Robert Waszkowski, Jerzy Bertrandt, Anna Kłos

Abstract:

This paper presents methods for formal modeling of activities in the area of sanitary inspectors outbreak of food-borne diseases. The models allow you to measure the characteristics of the activities of sanitary inspection and as a result allow improving the performance of sanitary services and thus food security.

Keywords: food-borne disease, epidemic, sanitary inspection, mathematical models

Procedia PDF Downloads 279
6714 Kinetic Study of Physical Quality Changes on Jumbo Squid (Dosidicus gigas) Slices during Application High-Pressure Impregnation

Authors: Mario Perez-Won, Roberto Lemus-Mondaca, Fernanda Marin, Constanza Olivares

Abstract:

This study presents the simultaneous application of high hydrostatic pressure (HHP) and osmotic dehydration of jumbo squid (Dosidicus gigas) slice. Diffusion coefficients for both components water and solids were improved by the process pressure, being influenced by pressure level. The working conditions were different pressures such as 100, 250, 400 MPa and pressure atmospheric (0.1 MPa) for time intervals from 30 to 300 seconds and a 15% NaCl concentration. The mathematical expressions used for mass transfer simulations both water and salt were those corresponding to Newton, Henderson and Pabis, Page and Weibull models, where the Weibull and Henderson-Pabis models presented the best fitted to the water and salt experimental data, respectively. The values for water diffusivity coefficients varied from 1.62 to 8.10x10⁻⁹ m²/s whereas that for salt varied among 14.18 to 36.07x10⁻⁹ m²/s for selected conditions. Finally, as to quality parameters studied under the range of experimental conditions studied, the treatment at 250 MPa yielded on the samples a minimum hardness, whereas springiness, cohesiveness and chewiness at 100, 250 and 400 MPa treatments presented statistical differences regarding to unpressurized samples. The colour parameters L* (lightness) increased, however, but b* (yellowish) and a* (reddish) parameters decreased when increasing pressure level. This way, samples presented a brighter aspect and a mildly cooked appearance. The results presented in this study can support the enormous potential of hydrostatic pressure application as a technique important for compounds impregnation under high pressure.

Keywords: colour, diffusivity, high pressure, jumbo squid, modelling, texture

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6713 Removal of Cr⁶⁺, Co²⁺ and Ni²⁺ Ions from Aqueous Solutions by Algerian Enteromorpha compressa (L.) Biomass

Authors: Asma Aid, Samira Amokrane, Djamel Nibou, Hadj Mekatel

Abstract:

The marine Enteromorpha Compressa (L.) (ECL) biomass was used as a low-cost biological adsorbent for the removal of Cr⁶⁺, Co²⁺ and Ni²⁺ ions from artificially contaminated aqueous solutions. The operating variables pH, the initial concentration C₀, the solid/liquid ratio R and the temperature T were studied. A full factorial experimental design technique enabled us to obtain a mathematical model describing the adsorption of Cr⁶⁺, Co²⁺ and Ni²⁺ ions and to study the main effects and interactions among operational parameters. The equilibrium isotherm has been analyzed by Langmuir, Freundlich, and Dubinin-Radushkevich models; it has been found that the adsorption process follows the Langmuir model for the used ions. Kinetic studies showed that the pseudo-second-order model correlates our experimental data. Thermodynamic parameters showed the endothermic heat of adsorption and the spontaneity of the adsorption process for Cr⁶⁺ ions and exothermic heat of adsorption for Co²⁺ and Ni²⁺ ions.

Keywords: enteromorpha Compressa, adsorption process, Cr⁶⁺, Co²⁺ and Ni²⁺, equilibrium isotherm

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6712 Evaluation of Parameters of Subject Models and Their Mutual Effects

Authors: A. G. Kovalenko, Y. N. Amirgaliyev, A. U. Kalizhanova, L. S. Balgabayeva, A. H. Kozbakova, Z. S. Aitkulov

Abstract:

It is known that statistical information on operation of the compound multisite system is often far from the description of actual state of the system and does not allow drawing any conclusions about the correctness of its operation. For example, from the world practice of operation of systems of water supply, water disposal, it is known that total measurements at consumers and at suppliers differ between 40-60%. It is connected with mathematical measure of inaccuracy as well as ineffective running of corresponding systems. Analysis of widely-distributed systems is more difficult, in which subjects, which are self-maintained in decision-making, carry out economic interaction in production, act of purchase and sale, resale and consumption. This work analyzed mathematical models of sellers, consumers, arbitragers and the models of their interaction in the provision of dispersed single-product market of perfect competition. On the basis of these models, the methods, allowing estimation of every subject’s operating options and systems as a whole are given.

Keywords: dispersed systems, models, hydraulic network, algorithms

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6711 Removal of Basic Dyes from Aqueous Solutions with a Treated Spent Bleaching Earth

Authors: M. Mana, M. S. Ouali, L. C. de Menorval

Abstract:

A spent bleaching earth from an edible oil refinery has been treated by impregnation with a normal sodium hydroxide solution followed by mild thermal treatment (100°C). The obtained material (TSBE) was washed, dried and characterized by X-ray diffraction, FTIR, SEM, BET, and thermal analysis. The clay structure was not apparently affected by the treatment and the impregnated organic matter was quantitatively removed. We have investigated the comparative sorption of safranine and methylene blue on this material, the spent bleaching earth (SBE) and the virgin bleaching earth (VBE). The kinetic results fit the pseudo second order kinetic model and the Weber & Morris, intra-particle diffusion model. The pH had no effect on the sorption efficiency. The sorption isotherms followed the Langmuir model for various sorbent concentrations with good values of determination coefficient. A linear relationship was found between the calculated maximum removal capacity and the solid/solution ratio. A comparison between the results obtained with this material and those of the literature highlighted the low cost and the good removal capacity of the treated spent bleaching earth.

Keywords: basic dyes, isotherms, sorption, spent bleaching earth

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6710 Identification of Classes of Bilinear Time Series Models

Authors: Anthony Usoro

Abstract:

In this paper, two classes of bilinear time series model are obtained under certain conditions from the general bilinear autoregressive moving average model. Bilinear Autoregressive (BAR) and Bilinear Moving Average (BMA) Models have been identified. From the general bilinear model, BAR and BMA models have been proved to exist for q = Q = 0, => j = 0, and p = P = 0, => i = 0 respectively. These models are found useful in modelling most of the economic and financial data.

Keywords: autoregressive model, bilinear autoregressive model, bilinear moving average model, moving average model

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6709 Effect of Blanching and Drying Methods on the Degradation Kinetics and Color Stability of Radish (Raphanus sativus) Leaves

Authors: K. Radha Krishnan, Mirajul Alom

Abstract:

Dehydrated powder prepared from fresh radish (Raphanus sativus) leaves were investigated for the color stability by different drying methods (tray, sun and solar). The effect of blanching conditions, drying methods as well as drying temperatures (50 – 90°C) were considered for studying the color degradation kinetics of chlorophyll in the dehydrated powder. The hunter color parameters (L*, a*, b*) and total color difference (TCD) were determined in order to investigate the color degradation kinetics of chlorophyll. Blanching conditions, drying method and drying temperature influenced the changes in L*, a*, b* and TCD values. The changes in color values during processing were described by a first order kinetic model. The temperature dependence of chlorophyll degradation was adequately modeled by Arrhenius equation. To predict the losses in green color, a mathematical model was developed from the steady state kinetic parameters. The results from this study indicated the protective effect of blanching conditions on the color stability of dehydrated radish powder.

Keywords: chlorophyll, color stability, degradation kinetics, drying

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6708 Development of a Human Vibration Model Considering Muscles and Stiffness of Intervertebral Discs

Authors: Young Nam Jo, Moon Jeong Kang, Hong Hee Yoo

Abstract:

Most human vibration models have been modeled as a multibody system consisting of some rigid bodies and spring-dampers. These models are developed for certain posture and conditions. So, the models cannot be used in vibration analysis in various posture and conditions. The purpose of this study is to develop a human vibration model that represent human vibration characteristics under various conditions by employing a musculoskeletal model. To do this, the human vibration model is developed based on biomechanical models. In addition, muscle models are employed instead of spring-dampers. Activations of muscles are controlled by PD controller to maintain body posture under vertical vibration is applied. Each gain value of the controller is obtained to minimize the difference of apparent mass and acceleration transmissibility between experim ent and analysis by using an optimization method.

Keywords: human vibration analysis, hill type muscle model, PD control, whole-body vibration

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6707 Circuit Models for Conducted Susceptibility Analyses of Multiconductor Shielded Cables

Authors: Saih Mohamed, Rouijaa Hicham, Ghammaz Abdelilah

Abstract:

This paper presents circuit models to analyze the conducted susceptibility of multiconductor shielded cables in frequency domains using Branin’s method, which is referred to as the method of characteristics. These models, Which can be used directly in the time and frequency domains, take into account the presence of both the transfer impedance and admittance. The conducted susceptibility is studied by using an injection current on the cable shield as the source. Two examples are studied, a coaxial shielded cable and shielded cables with two parallel wires (i.e., twinax cables). This shield has an asymmetry (one slot on the side). Results obtained by these models are in good agreement with those obtained by other methods.

Keywords: circuit models, multiconductor shielded cables, Branin’s method, coaxial shielded cable, twinax cables

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6706 Comparison of the Performance of a Brake Energy Regeneration System in Hybrid Vehicles

Authors: Miguel Arlenzo Duran Sarmiento, Luis Alfonso Del Portillo Valdés, Carlos Borras Pinilla

Abstract:

Brake energy regeneration systems have the capacity to transform part of the vehicle's kinetic energy during deceleration into useful energy. These systems can be implemented in hybrid vehicles, which can be electric or hydraulic in type, and contribute to reducing the energy required to propel the vehicle thanks to the accumulation of energy. This paper presents the modeling and simulation of a braking energy regeneration system applied in hydraulic hybrid vehicles configured in parallel, the modeling and simulation were performed in Simulink of Matlab, where a performance comparison of the regenerated torque as a function of vehicle load, the displacement of the hydraulic regeneration device and the vehicle speed profile. The speed profiles used in the simulation are standard profiles such as the NEDC and WLTP profiles. The vehicle loads range from 1500 kg to 12000 kg. The results show the comparison of the torque required by the vehicle, the torque regenerated by the system subjected to the different speed and load conditions.

Keywords: braking energy, energy regeneration, hybrid vehicles, kinetic energy, torque

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6705 On the Evaluation of Different Turbulence Models through the Displacement of Oil-Water Flow in Porous Media

Authors: Sidique Gawusu, Xiaobing Zhang

Abstract:

Turbulence models play a significant role in all computational fluid dynamics based modelling approaches. There is, however, no general turbulence model suitable for all flow scenarios. Therefore, a successful numerical modelling approach is only achievable if a more appropriate closure model is used. This paper evaluates different turbulence models in numerical modelling of oil-water flow within the Eulerian-Eulerian approach. A comparison among the obtained numerical results and published benchmark data showed reasonable agreement. The domain was meshed using structured mesh, and grid test was performed to ascertain grid independence. The evaluation of the models was made through analysis of velocity and pressure profiles across the domain. The models were tested for their suitability to accurately obtain a scalable and precise numerical experience. As a result, it is found that all the models except Standard-ω provide comparable results. The study also revealed new insights on flow in porous media, specifically oil reservoirs.

Keywords: turbulence modelling, simulation, multi-phase flows, water-flooding, heavy oil

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6704 Modelling High-Frequency Crude Oil Dynamics Using Affine and Non-Affine Jump-Diffusion Models

Authors: Katja Ignatieva, Patrick Wong

Abstract:

We investigated the dynamics of high frequency energy prices, including crude oil and electricity prices. The returns of underlying quantities are modelled using various parametric models such as stochastic framework with jumps and stochastic volatility (SVCJ) as well as non-parametric alternatives, which are purely data driven and do not require specification of the drift or the diffusion coefficient function. Using different statistical criteria, we investigate the performance of considered parametric and nonparametric models in their ability to forecast price series and volatilities. Our models incorporate possible seasonalities in the underlying dynamics and utilise advanced estimation techniques for the dynamics of energy prices.

Keywords: stochastic volatility, affine jump-diffusion models, high frequency data, model specification, markov chain monte carlo

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6703 Study of Adsorption Isotherm Models on Rare Earth Elements Biosorption for Separation Purposes

Authors: Nice Vasconcelos Coimbra, Fábio dos Santos Gonçalves, Marisa Nascimento, Ellen Cristine Giese

Abstract:

The development of chemical routes for the recovery and separation of rare earth elements (REE) is seen as a priority and strategic action by several countries demanding these elements. Among the possibilities of alternative routes, the biosorption process has been evaluated in our laboratory. In this theme, the present work attempts to assess and fit the solution equilibrium data in Langmuir, Freundlich and DKR isothermal models, based on the biosorption results of the lanthanum and samarium elements by Bacillus subtilis immobilized on calcium alginate gel. It was observed that the preference of adsorption of REE by the immobilized biomass followed the order Sm (III)> La (III). It can be concluded that among the studied isotherms models, the Langmuir model presented better mathematical results than the Freundlich and DKR models.

Keywords: rare earth elements, biosorption, Bacillus subtilis, adsorption isotherm models

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6702 Archaeology Study of Soul Houses in Ancient Egypt on Five Models in the Grand Egyptian Museum

Authors: Mahmoud Aly, Mohamed Ismail, Mohamed Badereldin, Amro Mostafa

Abstract:

Introduction: The models of soul houses were appeared in the prehistory, old kingdom, and middle kingdom period. They represented the imagination of the deceased about his house in the afterlife, some of these soul houses were two floors, and the study will examine five models of soul houses which were discovered near Saqqara site by an Egyptian mission. These models had been transferred to The Grand Egyptian Museum (GEM) to be ready to display at the new museum. We focus upon five models of soul houses (GEM Numbers, 1276,1280,1281,1282,8711) they related to the old kingdom period. These models were all made of pottery, the five models have oval shape and were decorated with relief. Methodology: The study will focus on the development of soul houses during the different periods in ancient Egypt and the kinds of offerings which will reflect the economic situation in the Egyptian society and kinds of oils which were famous in ancient Egypt. Conclusion: This research focuses on the function of soul house and the kind of offerings which were put in it, This study will be useful for the heritage and ancient civilizations, specially when we talk about opening new museums like The Grand Egyptian Museum, which will display a new collection of soul houses.

Keywords: archaeology study, grand egyptian museum, relief, soul houses

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6701 Shock Compressibility of Iron Alloys Calculated in the Framework of Quantum-Statistical Models

Authors: Maxim A. Kadatskiy, Konstantin V. Khishchenko

Abstract:

Iron alloys are widespread components in various types of structural materials which are exposed to intensive thermal and mechanical loads. Various quantum-statistical cell models with the approximation of self-consistent field can be used for the prediction of the behavior of these materials under extreme conditions. The application of these models is even more valid, the higher the temperature and the density of matter. Results of Hugoniot calculation for iron alloys in the framework of three quantum-statistical (the Thomas–Fermi, the Thomas–Fermi with quantum and exchange corrections and the Hartree–Fock–Slater) models are presented. Results of quantum-statistical calculations are compared with results from other reliable models and available experimental data. It is revealed a good agreement between results of calculation and experimental data for terra pascal pressures. Advantages and disadvantages of this approach are shown.

Keywords: alloy, Hugoniot, iron, terapascal pressure

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6700 Allometric Models for Biomass Estimation in Savanna Woodland Area, Niger State, Nigeria

Authors: Abdullahi Jibrin, Aishetu Abdulkadir

Abstract:

The development of allometric models is crucial to accurate forest biomass/carbon stock assessment. The aim of this study was to develop a set of biomass prediction models that will enable the determination of total tree aboveground biomass for savannah woodland area in Niger State, Nigeria. Based on the data collected through biometric measurements of 1816 trees and destructive sampling of 36 trees, five species specific and one site specific models were developed. The sample size was distributed equally between the five most dominant species in the study site (Vitellaria paradoxa, Irvingia gabonensis, Parkia biglobosa, Anogeissus leiocarpus, Pterocarpus erinaceous). Firstly, the equations were developed for five individual species. Secondly these five species were mixed and were used to develop an allometric equation of mixed species. Overall, there was a strong positive relationship between total tree biomass and the stem diameter. The coefficient of determination (R2 values) ranging from 0.93 to 0.99 P < 0.001 were realised for the models; with considerable low standard error of the estimates (SEE) which confirms that the total tree above ground biomass has a significant relationship with the dbh. The F-test value for the biomass prediction models were also significant at p < 0.001 which indicates that the biomass prediction models are valid. This study recommends that for improved biomass estimates in the study site, the site specific biomass models should preferably be used instead of using generic models.

Keywords: allometriy, biomass, carbon stock , model, regression equation, woodland, inventory

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6699 Using Reservoir Models for Monitoring Geothermal Surface Features

Authors: John P. O’Sullivan, Thomas M. P. Ratouis, Michael J. O’Sullivan

Abstract:

As the use of geothermal energy grows internationally more effort is required to monitor and protect areas with rare and important geothermal surface features. A number of approaches are presented for developing and calibrating numerical geothermal reservoir models that are capable of accurately representing geothermal surface features. The approaches are discussed in the context of cases studies of the Rotorua geothermal system and the Orakei-korako geothermal system, both of which contain important surface features. The results show that models are able to match the available field data accurately and hence can be used as valuable tools for predicting the future response of the systems to changes in use.

Keywords: geothermal reservoir models, surface features, monitoring, TOUGH2

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6698 Adsorption of Lead and Zinc Ions Onto Chemical Activated Millet Husk: Equilibrium and Kinetics Studies

Authors: Hilary Rutto, Linda Sibali

Abstract:

In this study, the adsorption of lead and zinc ions from aqueous solutions by modified millet husk has been investigated. The effects of different parameters, such as pH, adsorbent dosage, concentration, temperature, and contact time, have been investigated. The results of the experiments showed that the adsorption of both metal ions increased by increasing pH values up to 11. Adsorption process was initially fast. The adsorption rate decreased then until it reached to equilibrium time of 120 min for both lead and zinc ions. The Langmuir, Freundlich, Dubinin-Radushkevich (D-R), and thermodynamic models (Gibbs free energy) were used to determine the isotherm parameters associated with the adsorption process. The positive values of Gibbs free energy change indicated that reaction is not spontaneous. Experimental data were also evaluated in terms of kinetic characteristics of adsorption, and it was found that adsorption process for both metal ions followed pseudo-first order for zinc and pseudo-second-order for lead.

Keywords: zinc, lead, adsorption, millet husks

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6697 Modelling the Dynamics of Corporate Bonds Spreads with Asymmetric GARCH Models

Authors: Sélima Baccar, Ephraim Clark

Abstract:

This paper can be considered as a new perspective to analyse credit spreads. A comprehensive empirical analysis of conditional variance of credit spreads indices is performed using various GARCH models. Based on a comparison between traditional and asymmetric GARCH models with alternative functional forms of the conditional density, we intend to identify what macroeconomic and financial factors have driven daily changes in the US Dollar credit spreads in the period from January 2011 through January 2013. The results provide a strong interdependence between credit spreads and the explanatory factors related to the conditions of interest rates, the state of the stock market, the bond market liquidity and the exchange risk. The empirical findings support the use of asymmetric GARCH models. The AGARCH and GJR models outperform the traditional GARCH in credit spreads modelling. We show, also, that the leptokurtic Student-t assumption is better than the Gaussian distribution and improves the quality of the estimates, whatever the rating or maturity.

Keywords: corporate bonds, default risk, credit spreads, asymmetric garch models, student-t distribution

Procedia PDF Downloads 439