Search results for: long time simulations

Authors: Matthias Nnadi

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This paper investigates the relationship between premiums and returns in the short and long terms in European merger and acquisition (M&A) deals. The study employs Calendar Time Portfolio (CTP) model and find strong evidence that in the long run, premiums have a positive impact on performance, and we also establish evidence of a significant difference between the abnormal returns of the high premium paying portfolio and the low premium paying ones. Even in cases where all sub-portfolios show negative abnormal returns, the high premium category still outperforms the low premium category. Our findings have implications for companies engaging in acquisitions.

Keywords: mergers, premium, performance, returns, acquisitions

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Authors: Babak Safaei, A. M. Fattahi

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In the present study we have investigated axial buckling characteristics of nanocomposite beams reinforced by single-walled carbon nanotubes (SWCNTs). Various types of beam theories including Euler-Bernoulli beam theory, Timoshenko beam theory and Reddy beam theory were used to analyze the buckling behavior of carbon nanotube-reinforced composite beams. Generalized differential quadrature (GDQ) method was utilized to discretize the governing differential equations along with four commonly used boundary conditions. The material properties of the nanocomposite beams were obtained using molecular dynamic (MD) simulation corresponding to both short-(10,10) SWCNT and long-(10,10) SWCNT composites which were embedded by amorphous polyethylene matrix. Then the results obtained directly from MD simulations were matched with those calculated by the mixture rule to extract appropriate values of carbon nanotube efficiency parameters accounting for the scale-dependent material properties. The selected numerical results were presented to indicate the influences of nanotube volume fractions and end supports on the critical axial buckling loads of nanocomposite beams relevant to long- and short-nanotube composites.

Keywords: nanocomposites, molecular dynamics simulation, axial buckling, generalized differential quadrature (GDQ)

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Authors: Haowen Xi

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We propose and solve exactly a class of non-linear generalization of the Black-Scholes process of stochastic differential equations describing price bubble and crashes dynamics. As a result of nonlinear positive feedback, the faster-than-exponential price positive growth (bubble forming) and negative price growth (crash forming) are found to be the power-law finite-time singularity in which bubbles and crashes price formation ending at finite critical time tc. While most literature on the market bubble and crash process focuses on the nonlinear positive feedback mechanism aspect, very few studies concern the noise level on the same process. The present work adds to the market bubble and crashes literature by studying the external sources noise influence on the critical time tc of the bubble forming and crashes forming. Two main results will be discussed: (1) the analytical expression of expected value of the critical time is found and unexpected critical slowing down due to the coupling external noise is predicted; (2) numerical simulations of the nonlinear stochastic equation is presented, and the probability distribution of Prob(tc) is found to be the inverse gamma function.

Keywords: bubble, crash, finite-time-singular, numerical simulation, price dynamics, stochastic differential equations

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Authors: Tatiana G. Smirnova, Stan G. Benjamin

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Rapid Update Cycle (RUC) land surface model (LSM) was a land-surface component in several generations of operational weather prediction models at the National Center for Environment Prediction (NCEP) at the National Oceanic and Atmospheric Administration (NOAA). It was designed for short-range weather predictions with an emphasis on severe weather and originally was intentionally simple to avoid uncertainties from poorly known parameters. Nevertheless, the RUC LSM, when coupled with the hourly-assimilating atmospheric model, can produce a realistic evolution of time-varying soil moisture and temperature, as well as the evolution of snow cover on the ground surface. This result is possible only if the soil/vegetation/snow component of the coupled weather prediction model has sufficient skill to avoid long-term drift. RUC LSM was first implemented in the operational NCEP Rapid Update Cycle (RUC) weather model in 1998 and later in the Weather Research Forecasting Model (WRF)-based Rapid Refresh (RAP) and High-resolution Rapid Refresh (HRRR). Being available to the international WRF community, it was implemented in operational weather models in Austria, New Zealand, and Switzerland. Based on the feedback from the US weather service offices and the international WRF community and also based on our own validation, RUC LSM has matured over the years. Also, a sea-ice module was added to RUC LSM for surface predictions over the Arctic sea-ice. Other modifications include refinements to the snow model and a more accurate specification of albedo, roughness length, and other surface properties. At present, RUC LSM is being tested in the regional application of the Unified Forecast System (UFS). The next generation UFS-based regional Rapid Refresh FV3 Standalone (RRFS) model will replace operational RAP and HRRR at NCEP. Over time, RUC LSM participated in several international model intercomparison projects to verify its skill using observed atmospheric forcing. The ESM-SnowMIP was the last of these experiments focused on the verification of snow models for open and forested regions. The simulations were performed for ten sites located in different climatic zones of the world forced with observed atmospheric conditions. While most of the 26 participating models have more sophisticated snow parameterizations than in RUC, RUC LSM got a high ranking in simulations of both snow water equivalent and surface temperature. However, ESM-SnowMIP experiment also revealed some issues in the RUC snow model, which will be addressed in this paper. One of them is the treatment of grid cells partially covered with snow. RUC snow module computes energy and moisture budgets of snow-covered and snow-free areas separately by aggregating the solutions at the end of each time step. Such treatment elevates the importance of computing in the model snow cover fraction. Improvements to the original simplistic threshold-based approach have been implemented and tested both offline and in the coupled weather model. The detailed description of changes to the snow cover fraction and other modifications to RUC soil and snow parameterizations will be described in this paper.

Keywords: land-surface models, weather prediction, hydrology, boundary-layer processes

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Authors: M. Olmedilla, M. R. Martinez-Torres, S. L. Toral

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Electronic Word-Of-Mouth (eWOM) communities represent today an important source of information in which more and more customers base their purchasing decisions. They include thousands of reviews concerning very different products and services posted by many individuals geographically distributed all over the world. Due to their massive audience, eWOM communities can help users to find the product they are looking for even if they are less popular or rare. This is known as the long tail effect, which leads to a larger number of lower-selling niche products. This paper analyzes the long tail effect in a well-known eWOM community and defines a tool for finding niche products unavailable through conventional channels.

Keywords: eWOM, online user reviews, long tail theory, product categorization, social network analysis

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Authors: A. Bahmanpour, I. Eames, C. Klettner, A. Dimakopoulos

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We develop a new set of diagnostic tools to analyze inundation into a model district using three-dimensional CFD simulations, with a view to generating a database against which to test simpler models. A three-dimensional model of Oregon city with different-sized groups of building next to the coastline is used to run calculations of the movement of a long period wave on the shore. The initial and boundary conditions of the off-shore water are set using a nonlinear inverse method based on Eulerian spatial information matching experimental Eulerian time series measurements of water height. The water movement is followed in time, and this enables the pressure distribution on every surface of each building to be followed in a temporal manner. The three-dimensional numerical data set is validated against published experimental work. In the first instance, we use the dataset as a basis to understand the success of reduced models - including 2D shallow water model and reduced 1D models - to predict water heights, flow velocity and forces. This is because models based on the shallow water equations are known to underestimate drag forces after the initial surge of water. The second component is to identify critical flow features, such as hydraulic jumps and choked states, which are flow regions where dissipation occurs and drag forces are large. Finally, we describe how future tsunami inundation models should be modified to account for the complex effects of buildings through drag and blocking.Financial support from UCL and HR Wallingford is greatly appreciated. The authors would like to thank Professor Daniel Cox and Dr. Hyoungsu Park for providing the data on the Seaside Oregon experiment.

Keywords: computational fluid dynamics, extreme events, loading, tsunami

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Authors: A. Boateng, La Gil-Alana, M. Lesaoana; Hj. Siweya, A. Belete

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This study examines long memory or long-range dependence in the CPI inflation rates of Ghana and South Africa using Whittle methods and autoregressive fractionally integrated moving average (ARFIMA) models. Standard I(0)/I(1) methods such as Augmented Dickey-Fuller (ADF), Philips-Perron (PP) and Kwiatkowski–Phillips–Schmidt–Shin (KPSS) tests were also employed. Our findings indicate that long memory exists in the CPI inflation rates of both countries. After processing fractional differencing and determining the short memory components, the models were specified as ARFIMA (4,0.35,2) and ARFIMA (3,0.49,3) respectively for Ghana and South Africa. Consequently, the CPI inflation rates of both countries are fractionally integrated and mean reverting. The implication of this result will assist in policy formulation and identification of inflationary pressures in an economy.

Keywords: Consumer Price Index (CPI) inflation rates, Whittle method, long memory, ARFIMA model

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Authors: Sumit Sen, Sohan Khedekar, Umang Shinde, Shivam Bhargava

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This study has been undertaken to investigate whether the deep learning models are able to predict the future stock prices by training the model with the historical stock price data. Since this work required time series analysis, various models are present today to perform time series analysis such as Recurrent Neural Network LSTM, ARIMA and Facebook Prophet. Applying these models the movement of stock price of stocks are predicted and also tried to provide the future prediction of the stock price of a stock. Final product will be a stock price prediction web application that is developed for providing the user the ease of analysis of the stocks and will also provide the predicted stock price for the next seven days.

Keywords: Autoregressive Integrated Moving Average, Deep Learning, Long Short Term Memory, Time-series

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Authors: Mohammad A. Obeidat, Ayman M. Mansour

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Capturing the dynamic behavior of the heart to improve control performance, enhance robustness, and support diagnosis is very important in establishing real time models for the heart. Control Techniques and strategies have been utilized to improve system costs, reliability, and estimation accuracy for different types of systems such as biomedical, industrial, and other systems that required tuning input/output relation and/or monitoring. Simulations are performed to illustrate potential applications of the technology. In this research, a new control technology scheme is used to enhance the performance of the Af system and meet the design specifications.

Keywords: atrial fibrillation, dynamic behavior, closed loop, signal, filter

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Authors: Majid Al-Busafi, Alexe Cristina Ioana, Alexe Dan Iulian

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The specific competition and pre-competition stress in professional track and field determined an increasing engagement, from a biological and psychological point of view, of the middle distance and long distance runners, to obtain the top performances that would get them to win in a competition. Under these conditions, if the psychological stress is not properly managed, the negative effects can lead to a total drop in self-confidence, and can affect the value, the talent, and the self-trust, which generates an even higher stress. One of the means at our disposal is the psychological training, specially adapted to the athlete's individual characteristics, to the characteristics of the athletic event, or of the competition. This paper aims to highlight certain original aspects regarding the effects of a specific psychological training program on the mood states characterized by psychological activation, vigor, vitality. The subjects were represented by 12 professional middle distance and long distance runners, subjected to an applicative intervention to which they have participated voluntarily, over the course of 6 months (a competition season). The results indicated that The application of a psychological training program, adapted to the track and field competition system, over a period of time characterized by high competition stress, can determine an increase in the states of vigor and psychological activation, at the same time diminishing those moods that have negative effects on the performance, in the middle distance and long distance running events. This conclusion confirms the hypothesis of this research.

Keywords: competition stress, psychological training, track and field, vigor-activity

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Authors: Dalal N. Hammod, Ekhlas K. Gbashi

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Today, cryptography is used in many applications to achieve high security in data transmission and in real-time communications. AES has long gained global acceptance and is used for securing sensitive data in various industries but has suffered from slow processing and take a large time to transfer data. This paper suggests a method to enhance Advance Encryption Standard (AES) Algorithm based on time and permutation. The suggested method (MAES) is based on modifying the SubByte and ShiftRrows in the encryption part and modification the InvSubByte and InvShiftRows in the decryption part. After the implementation of the proposal and testing the results, the Modified AES achieved good results in accomplishing the communication with high performance criteria in terms of randomness, encryption time, storage space, and avalanche effects. The proposed method has good randomness to ciphertext because this method passed NIST statistical tests against attacks; also, (MAES) reduced the encryption time by (10 %) than the time of the original AES; therefore, the modified AES is faster than the original AES. Also, the proposed method showed good results in memory utilization where the value is (54.36) for the MAES, but the value for the original AES is (66.23). Also, the avalanche effects used for calculating diffusion property are (52.08%) for the modified AES and (51.82%) percentage for the original AES.

Keywords: modified AES, randomness test, encryption time, avalanche effects

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Authors: Christina Peristeri, Tobias Berg, Domenico Caridi, Paul Hutcheson, Robert Winstanley

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In recent years the demand for rapid innovations in the automotive industry has led to the need for accelerated simulation procedures while retaining a detailed representation of the simulated phenomena. The project’s aim is to create a fast transient workflow for external aerodynamic CFD simulations of road vehicles. The geometry used was the SAE Notchback Closed Cooling DrivAer model, and the simulation results were compared with data from wind tunnel tests. The meshes generated for this study were of two types. One was a mix of polyhedral cells near the surface and hexahedral cells away from the surface. The other was an octree hex mesh with a rapid method of fitting to the surface. Three different grid refinement levels were used for each mesh type, with the biggest total cell count for the octree mesh being close to 1 billion. A series of steady-state solutions were obtained on three different grid levels using a pseudo-transient coupled solver and a k-omega-based RANS turbulence model. A mesh-independent solution was found in all cases with a medium level of refinement with 200 million cells. Stress-Blended Eddy Simulation (SBES) was chosen for the transient simulations, which uses a shielding function to explicitly switch between RANS and LES mode. A converged pseudo-transient steady-state solution was used to initialize the transient SBES run that was set up with the SIMPLEC pressure-velocity coupling scheme to reach the fastest solution (on both CPU & GPU solvers). An important part of this project was the use of FLUENT’s Multi-GPU solver. Tesla A100 GPU has been shown to be 8x faster than an Intel 48-core Sky Lake CPU system, leading to significant simulation speed-up compared to the traditional CPU solver. The current study used 4 Tesla A100 GPUs and 192 CPU cores. The combination of rapid octree meshing and GPU computing shows significant promise in reducing time and hardware costs for industrial strength aerodynamic simulations.

Keywords: CFD, DrivAer, LES, Multi-GPU solver, octree mesh, RANS

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Authors: Odón R. Sánchez-Ccoyllo, Elizabeth Ayma-Choque, Alan Llacza

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Sulphur dioxide (SO₂) and surface-ozone (O₃) concentrations are associated with diseases. The objective of this research is to evaluate the effectiveness of the air-quality-WRF-Chem model with a horizontal resolution of 5 km x 5 km. For this purpose, the measurements of the hourly SO₂ and O₃ concentrations available in three air quality monitoring stations in Lima, Peru were used for the purpose of validating the simulations of the SO₂ and O₃ concentrations obtained with the WRF-Chem model in February 2018. For the quantitative evaluation of the simulations of these gases, statistical techniques were implemented, such as the average of the simulations; the average of the measurements; the Mean Bias (MeB); the Mean Error (MeE); and the Root Mean Square Error (RMSE). The results of these statistical metrics indicated that the simulated SO₂ and O₃ values over-predicted the SO₂ and O₃ measurements. For the SO₂ concentration, the MeB values varied from 0.58 to 26.35 µg/m³; the MeE values varied from 8.75 to 26.5 µg/m³; the RMSE values varied from 13.3 to 31.79 µg/m³; while for O₃ concentrations the statistical values of the MeB varied from 37.52 to 56.29 µg/m³; the MeE values varied from 37.54 to 56.70 µg/m³; the RMSE values varied from 43.05 to 69.56 µg/m³.

Keywords: ground-ozone, lima, sulphur dioxide, WRF-chem

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Authors: José Davi Oliveira De Moura, Chou Sin Chan

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In this study, the effect of convective momentum transport (CMT) on the life of cyclone systems and their organization is analyzed. A case of strong precipitation, in the southeast of Brazil, was simulated using Eta model with two kinds of convective parameterization: Kain-Fritsch without CMT and Kain-fritsch with CMT. Reanalysis data from CFSR were used to compare Eta model simulations. The Wind, mean sea level pressure, rain and temperature are included in analysis. The rain was evaluated by Equitable Threat Score (ETS) and Bias Index; the simulations were compared among themselves to detect the influence of CMT displacement on the systems. The result shows that CMT process decreases the intensity of meso cyclones (higher pressure values on nuclei) and change the positions and production of rain. The decrease of intensity in meso cyclones should be caused by the dissolution of momentum from lower levels from up levels. The rain production and rain distribution were altered because the displacement of the larger systems scales was changed. In addition, the inclusion of CMT process is very important to improve the simulation of life time of meteorological systems.

Keywords: convection, Kain-Fritsch, momentum, parameterization

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Authors: Tomas Menard

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The synthesis of output-feedback control law has been investigated by many researchers since the last century. While many results exist for the case of Linear Time Invariant systems whose measurements are continuously available, nowadays, control laws are usually implemented on micro-controller, then the measurements are discrete-time by nature. This fact has to be taken into account explicitly in order to obtain a satisfactory behavior of the closed-loop system. One considers here a general class of systems corresponding to an observability normal form and which is subject to uncertainties in the dynamics and sampling of the output. Indeed, in practice, the modeling of the system is never perfect, this results in unknown uncertainties in the dynamics of the model. We propose here an output feedback algorithm which is based on a linear state feedback and a continuous-discrete time observer. The main feature of the proposed control law is that only discrete-time measurements of the output are needed. Furthermore, it is formally proven that the state of the closed loop system exponentially converges toward the origin despite the unknown uncertainties. Finally, the performances of this control scheme are illustrated with simulations.

Keywords: dynamical systems, output feedback control law, sampling, uncertain systems

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Authors: Qingyu Zhang, Mei Cao

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As the environments become increasingly uncertain, firms have attempted to achieve greater supply chain collaboration. Supply chain collaboration can generate significant benefits to its members, e.g., reducing risks and decreasing transaction costs. However, a strong relationship is often related to firm’s culture (e.g., short-term vs. long-term interests). The objective of the study is to explore the effect of long-term oriented culture on product quality in a supply chain. Data was collected through a Web survey of U.S. manufacturing firms. Structural equation modeling (LISREL) was used to analyze the data. The results support the mediating roles of goal congruence and communication in the relationship between long-term orientation and product quality in the supply chain. Goal congruence partially mediates the relationship between long-term orientation and communication; communication completely mediates the relationship between goal congruence and product quality. Without high levels of communication, goal congruence cannot improve product quality in a positive way.

Keywords: communication, long-term orientation, product quality, supply chain

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Authors: Christian Liebchen

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Both from an environmental perspective and with respect to road traffic flow quality, planning so-called green waves along major road axes is a well-established target for traffic engineers. For one-way road axes (e.g. the Avenues in Manhattan), this is a trivial downstream task. For bidirectional arterials, the well-known necessary condition for establishing a green wave in both directions is that the driving times between two subsequent crossings must be an integer multiple of half of the cycle time of the signal programs at the nodes. In this paper, we propose an integer linear optimization model to establish fixed-time green waves in both directions that are as long and as wide as possible, even in the situation where the driving time condition is not fulfilled. In particular, we are considering an arterial along whose nodes separate left-turn signal groups are realized. In our computational results, we show that scheduling left-turn phases before or after the straight phases can reduce waiting times along the arterial. Moreover, we show that there is always a solution with green waves in both directions that are as long and as wide as possible, where absolute priority is put on just one direction. Compared to optimizing both directions together, establishing an ideal green wave into one direction can only provide suboptimal quality when considering prioritized parts of a green band (e.g., first few seconds).

Keywords: traffic light coordination, synchronization, phase sequencing, green waves, integer programming

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Authors: Shiliang Wu, Huanxin Zhang

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Mercury has been well-known for its negative effects on wildlife, public health as well as the ecosystem. Once emitted into atmosphere, mercury can be transformed into different forms or enter the ecosystem through dry deposition or wet deposition. Some fraction of the mercury will be reemitted back into the atmosphere and be subject to the same cycle. In addition, the relatively long lifetime of elemental mercury in the atmosphere enables it to be transported long distances from source regions to receptor regions. Global change such as climate change and land use/land cover change impose significant challenges for mercury pollution control besides the efforts to regulate mercury anthropogenic emissions. In this study, we use a global chemical transport model (GEOS-Chem) to examine the potential impacts from changes in climate and land use/land cover on the global budget of mercury as well as its atmospheric transport, chemical transformation, and deposition. We carry out a suite of sensitivity model simulations to separate the impacts on atmospheric mercury associated with changes in climate and land use/land cover. Both climate change and land use/land cover change are found to have significant impacts on global mercury budget but through different pathways. Land use/land cover change primarily increase mercury dry deposition in northern mid-latitudes over continental regions and central Africa. Climate change enhances the mobilization of mercury from soil and ocean reservoir to the atmosphere. Also, dry deposition is enhanced over most continental areas while a change in future precipitation dominates the change in mercury wet deposition. We find that 2000-2050 climate change could increase the global atmospheric burden of mercury by 5% and mercury deposition by up to 40% in some regions. Changes in land use and land cover also increase mercury deposition over some continental regions, by up to 40%. The change in the lifetime of atmospheric mercury has important implications for long-range transport of mercury. Our case study shows that changes in climate and land use and cover could significantly affect the source-receptor relationships for mercury.

Keywords: mercury, toxic pollutant, atmospheric transport, deposition, climate change

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Authors: Vikrant Gupta, Amrit Goswami

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The fixed income market forms the basis of the modern financial market. All other assets in financial markets derive their value from the bond market. Owing to its over-the-counter nature, corporate bonds have relatively less data publicly available and thus is researched upon far less compared to Equities. Bond price prediction is a complex financial time series forecasting problem and is considered very crucial in the domain of finance. The bond prices are highly volatile and full of noise which makes it very difficult for traditional statistical time-series models to capture the complexity in series patterns which leads to inefficient forecasts. To overcome the inefficiencies of statistical models, various machine learning techniques were initially used in the literature for more accurate forecasting of time-series. However, simple machine learning methods such as linear regression, support vectors, random forests fail to provide efficient results when tested on highly complex sequences such as stock prices and bond prices. hence to capture these intricate sequence patterns, various deep learning-based methodologies have been discussed in the literature. In this study, a recurrent neural network-based deep learning model using long short term networks for prediction of corporate bond prices has been discussed. Long Short Term networks (LSTM) have been widely used in the literature for various sequence learning tasks in various domains such as machine translation, speech recognition, etc. In recent years, various studies have discussed the effectiveness of LSTMs in forecasting complex time-series sequences and have shown promising results when compared to other methodologies. LSTMs are a special kind of recurrent neural networks which are capable of learning long term dependencies due to its memory function which traditional neural networks fail to capture. In this study, a simple LSTM, Stacked LSTM and a Masked LSTM based model has been discussed with respect to varying input sequences (three days, seven days and 14 days). In order to facilitate faster learning and to gradually decompose the complexity of bond price sequence, an Empirical Mode Decomposition (EMD) has been used, which has resulted in accuracy improvement of the standalone LSTM model. With a variety of Technical Indicators and EMD decomposed time series, Masked LSTM outperformed the other two counterparts in terms of prediction accuracy. To benchmark the proposed model, the results have been compared with traditional time series models (ARIMA), shallow neural networks and above discussed three different LSTM models. In summary, our results show that the use of LSTM models provide more accurate results and should be explored more within the asset management industry.

Keywords: bond prices, long short-term memory, time series forecasting, empirical mode decomposition

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Authors: Arunima Verma, Padmabati Mondal

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Serotonin-receptor binding plays a key role in several neurological and biological processes, including mood, sleep, hunger, cognition, learning, and memory. In this article, we performed molecular dynamics simulation to examine the key residues that play an essential role in the binding of serotonin to the G-protein-coupled 5-HT₁ᴮ receptor (5-HT₁ᴮ R) via electrostatic interactions. An end-point free energy calculation method (MM-PBSA) determines the stability of the 5-HT1B R due to serotonin binding. The single-point mutation of the polar or charged amino acid residues (Asp129, Thr134) on the binding sites and the calculation of binding free energy validate the importance of these residues in the stability of the serotonin-receptor complex. Principal component analysis indicates the serotonin-bound 5-HT1BR is more stabilized than the apo-receptor in terms of dynamical changes. The difference dynamic cross-correlations map shows the correlation between the transmembrane and mini-Go, which indicates signal transduction happening between mini-Go and the receptor. Allosteric communication reveals the key nodes for signal transduction in 5-HT1BR. These results provide useful insights into the signal transduction pathways and mutagenesis study to regulate the functionality of the complex. The developed protocols can be applied to study local non-covalent interactions and long-range allosteric communications in any protein-ligand system for computer-aided drug design.

Keywords: allostery, CADD, MD simulations, MM-PBSA

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Authors: Payman A. A. Zibari, Mosleh M. S. Duhoky

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These experiments were conducted at Tissue Culture Laboratory/ Faculty of Agriculture / University of Duhok during the period from January 2011 to May 2013. The objectives of this study were to study the effects of interaction between colchcine concentrations and treatment time duration of Creps capilaris (with and without 2B chromosome) on chromosome polyploidy during fifteen passages until regeneration of plants from the callus. Data showed that high percentage of chromosome polyploidy approximately can be obtained from high concentration of colchicin and long time of duration.

Keywords: polyploidy, Crepis capilaris, colchicine, B chromosome

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Authors: Pragathi Gurumurthy, Christina Hagen, Patricia Ulloa, Martin A. Koch, Thorsten M. Buzug

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Obstructive sleep apnea (OSA) is a sleep disorder where the patient suffers a disturbed airflow during sleep due to partial or complete occlusion of the pharyngeal airway. Recently, numerical simulations have been used to better understand the mechanism of pharyngeal collapse. However, to gain confidence in the solutions so obtained, an experimental validation is required. Therefore, in this study an experimental validation of computational fluid dynamics (CFD) used for the study of human pharyngeal flow patterns during OSA is performed. A stationary incompressible Navier-Stokes equation solved using the finite element method was used to numerically study the flow patterns in a computed tomography-based human pharynx model. The inlet flow rate was set to 250 ml/s and such that a flat profile was maintained at the inlet. The outlet pressure was set to 0 Pa. The experimental technique used for the validation of CFD of fluid flow patterns is phase contrast-MRI (PC-MRI). Using the same computed tomography data of the human pharynx as in the simulations, a phantom for the experiment was 3 D printed. Glycerol (55.27% weight) in water was used as a test fluid at 25°C. Inflow conditions similar to the CFD study were simulated using an MRI compatible flow pump (CardioFlow-5000MR, Shelley Medical Imaging Technologies). The entire experiment was done on a 3 T MR system (Ingenia, Philips) with 108 channel body coil using an RF-spoiled, gradient echo sequence. A comparison of the axial velocity obtained in the pharynx from the numerical simulations and PC-MRI shows good agreement. The region of jet impingement and recirculation also coincide, therefore validating the numerical simulations. Hence, the experimental validation proves the reliability and correctness of the numerical simulations.

Keywords: computational fluid dynamics, experimental validation, phase contrast-MRI, obstructive sleep apnea

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Authors: Korbinian Schmidtner, Rudolf Sailer, Perry Bartelt, Wolfgang Fellin, Jan-Thomas Fischer, Matthias Granig

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This study focuses on the evaluation of snow avalanche simulations, based on a survey that has been carried out among avalanche experts. In the last decades, the application of avalanche simulation tools has gained recognition within the realm of hazard management. Traditionally, avalanche runout models were used to predict extreme avalanche runout and prepare avalanche maps. This has changed rather dramatically with the application of numerical models. For safety regulations such as road safety simulation tools are now being coupled with real-time meteorological measurements to predict frequent avalanche hazard. That places new demands on model accuracy and requires the simulation of physical processes that previously could be ignored. These simulation tools are based on a deterministic description of the avalanche movement allowing to predict certain quantities (e.g. pressure, velocities, flow heights, runout lengths etc.) of the avalanche flow. Because of the highly variable regimes of the flowing snow, no uniform rheological law describing the motion of an avalanche is known. Therefore, analogies to fluid dynamical laws of other materials are stated. To transfer these constitutional laws to snow flows, certain assumptions and adjustments have to be imposed. Besides these limitations, there exist high uncertainties regarding the initial and boundary conditions. Further challenges arise when implementing the underlying flow model equations into an algorithm executable by a computer. This implementation is constrained by the choice of adequate numerical methods and their computational feasibility. Hence, the model development is compelled to introduce further simplifications and the related uncertainties. In the light of these issues many questions arise on avalanche simulations, on their assets and drawbacks, on potentials for improvements as well as their application in practice. To address these questions a survey among experts in the field of avalanche science (e.g. researchers, practitioners, engineers) from various countries has been conducted. In the questionnaire, special attention is drawn on the expert’s opinion regarding the influence of certain variables on the simulation result, their uncertainty and the reliability of the results. Furthermore, it was tested to which degree a simulation result influences the decision making for a hazard assessment. A discrepancy could be found between a large uncertainty of the simulation input parameters as compared to a relatively high reliability of the results. This contradiction can be explained taking into account how the experts employ the simulations. The credibility of the simulations is the result of a rather thoroughly simulation study, where different assumptions are tested, comparing the results of different flow models along with the use of supplemental data such as chronicles, field observation, silent witnesses i.a. which are regarded as essential for the hazard assessment and for sanctioning simulation results. As the importance of avalanche simulations grows within the hazard management along with their further development studies focusing on the modeling fashion could contribute to a better understanding how knowledge of the avalanche process can be gained by running simulations.

Keywords: expert interview, hazard management, modeling, simulation, snow avalanche

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Authors: Abderafi Charki, David Bigaud

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The aim of this oral speach is to present the PVMODREL© (PhotoVoltaic MODule RELiability) new software developed in the University of Angers. This new tool permits us to evaluate the lifetime and reliability of a PV module whatever its geographical location and environmental conditions. The electrical power output of a PV module decreases with time mainly as a result of the effects of corrosion, encapsulation discoloration, and solder bond failure. The failure of a PV module is defined as the point where the electrical power degradation reaches a given threshold value. Accelerated life tests (ALTs) are commonly used to assess the reliability of a PV module. However, ALTs provide limited data on the failure of a module and these tests are expensive to carry out. One possible solution is to conduct accelerated degradation tests. The Wiener process in conjunction with the accelerated failure time model makes it possible to carry out numerous simulations and thus to determine the failure time distribution based on the aforementioned threshold value. By this means, the failure time distribution and the lifetime (mean and uncertainty) can be evaluated. An example using the damp heat test is shown to demonstrate the usefulness PVMODREL.

Keywords: lifetime, reliability, PV Module, accelerated life testing, accelerated degradation testing

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Authors: Huilan Yao, Huaixin Zhang

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Simulations of the transition flow of model propellers are important for predicting hydrodynamic performance and studying scale effects. In this paper, the transition flow of a model propeller under different loadings are simulated using a transition model provided by STAR-CCM+, and the influence of turbulence intensity (TI) on the transition, especially friction and pressure components of propeller performance, was studied. Before that, the transition model was applied to simulate the transition flow of a flat plate and an airfoil. Predicted transitions agree well with experimental results. Then, the transition model was applied for propeller simulations in open water, and the influence of TI was studied. Under the heavy and moderate loadings, thrust and torque of the propeller predicted by the transition model (different TI) and two turbulence models are very close and agree well with measurements. However, under the light loading, only the transition model with low TI predicts the most accurate results. Above all, the friction components of propeller performance predicted by the transition model with different TI have obvious difference.

Keywords: transition flow, model propellers, hydrodynamic performance, numerical simulation

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Authors: Majid Amidpour, Parisa Karimi, Marzieh Joda

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For the last few years, release of burned undesirable by-products has become a challenging issue in oil industries. Flaring, as one of the main sources of air contamination, involves detrimental and long-lasting effects on human health and is considered a substantial reason for energy losses worldwide. This research involves studying the implications of two main flare gas recovery methods at three oil refineries, all in Iran as the case I, case II, and case III in which the production capacities are increasing respectively. In the proposed methods, flare gases are converted into more valuable products, before combustion by the flare networks. The first approach involves collecting, compressing and converting the flare gas to smokeless fuel which can be used in the fuel gas system of the refineries. The other scenario includes utilizing the flare gas as a feed into liquefied petroleum gas (LPG) production unit already established in the refineries. The processes of these scenarios are simulated, and the capital investment is calculated for each procedure. The cumulative profits of the scenarios are evaluated using Net Present Value method. Furthermore, the sensitivity analysis based on total propane and butane mole fraction is carried out to make a rational comparison for LPG production approach, and the results are illustrated for different mole fractions of propane and butane. As the mole fraction of propane and butane contained in LPG differs in summer and winter seasons, the results corresponding to LPG scenario are demonstrated for each season. The results of the simulations show that cumulative profit in fuel gas production scenario and LPG production rate increase with the capacity of the refineries. Moreover, the investment return time in LPG production method experiences a decline, followed by a rising trend with an increase in C₃ and C₄ content. The minimum value of time return occurs at propane and butane sum concentration values of 0.7, 0.6, and 0.7 in case I, II, and III, respectively. Based on comparison of the time of investment return and cumulative profit, fuel gas production is the superior scenario for three case studies.

Keywords: flare gas reduction, liquefied petroleum gas, fuel gas, net present value method, sensitivity analysis

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Authors: Ali Kadivar, Kaveh Niayesh

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This work simulates the voltage drop and resistance of the explosion of copper wires of diameters 25, 40, and 100 µm surrounded by 1 bar nitrogen exposed to a 150 A current and before plasma formation. The absorption of electrical energy in an exploding wire is greatly diminished when the plasma is formed. This study shows the importance of considering radiation and heat conductivity in the accuracy of the circuit simulations. The radiation of the dense plasma formed on the wire surface is modeled with the Net Emission Coefficient (NEC) and is mixed with heat conductivity through PLASIMO® software. A time-transient code for analyzing wire explosions driven by a slow current rise rate is developed. It solves a circuit equation coupled with one-dimensional (1D) equations for the copper electrical conductivity as a function of its physical state and Net Emission Coefficient (NEC) radiation. At first, an initial voltage drop over the copper wire, current, and temperature distribution at the time of expansion is derived. The experiments have demonstrated that wires remain rather uniform lengthwise during the explosion and can be simulated utilizing 1D simulations. Data from the first stage are then used as the initial conditions of the second stage, in which a simplified 1D model for high-Mach-number flows is adopted to describe the expansion of the core. The current was carried by the vaporized wire material before it was dispersed in nitrogen by the shock wave. In the third stage, using a three-dimensional model of the test bench, the streamer threshold is estimated. Electrical breakdown voltage is calculated without solving a full-blown plasma model by integrating Townsend growth coefficients (TdGC) along electric field lines. BOLSIG⁺ and LAPLACE databases are used to calculate the TdGC at different mixture ratios of nitrogen/copper vapor. The simulations show both radiation and heat conductivity should be considered for an adequate description of wire resistance, and gaseous discharges start at lower voltages than expected due to ultraviolet radiation and the exploding shocks, which may have ionized the nitrogen.

Keywords: exploding wire, Townsend breakdown mechanism, streamer, metal vapor, shock waves

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Authors: Tanimola Kazeem Abiodun

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In the paper, attempt was made to investigate the impact of international trade on economic growth at the disaggregate level both from the theoretical and economic angle. The study in its contribution examines this impact at the disaggregated level. To this end, a hypothesis was formulated to investigate the short ?run and long run impact of international trade on growth in the country. In the econometrics investigation that follow, international trade was disaggregated to export and imports and their short run and long run effect on growth was examined. Also, the aggregate international trade was also investigated to see the long run effects of its own growth. The results of the findings indicate that; both export and import impact significantly to growth in the short run. The long-run impact of export on growth was found to be positive, significant and stable both. Engle-Granger co integration test and error correlation mechanism were applied to these long run relationships. For the import, while the short run was found to be positive and significant on its impact on growth, the long run relationship was found to be negative but not significant. Therefore, it is thus recommended among others that the country should engage more on export promotion drives.

Keywords: international trade, disaggregated, import, export, econometrics, trade, economic growth, foreign trade, import, export

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Authors: Karolina Mazur, Stanislaw Kuciel

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Polylactides (PLA) and polyhydroxyalkanoates (PHA) are the two groups of biodegradable and biocompatible thermoplastic polymers most commonly utilised in medicine and rehabilitation. The aim of this work is to determine the changes in the strength properties and the microstructures taking place in biodegradable polymer composites during their long-term storage in a highly cooled environment (i.e. a freezer at -24ºC) and to initially assess the durability of such biocomposites when used as single-use elements of rehabilitation or medical equipment. It is difficult to find any information relating to the feasibility of long-term storage of technical products made of PLA or PHA, but nonetheless, when using these materials to make products such as casings of hair dryers, laptops or mobile phones, it is safe to assume that without storing in optimal conditions their degradation time might last even several years. SEM images and the assessment of the strength properties (tensile, bending and impact testing) were carried out and the density and water sorption of two polymers, PLA and PHA (NaturePlast PLE 001 and PHE 001), filled with cellulose fibres (corncob grain – Rehofix MK100, Rettenmaier&Sohne) up to 10 and 20% mass were determined. The biocomposites had been stored at a temperature of -24ºC for 4 years. In order to find out the changes in the strength properties and the microstructure taking place after such a long time of storage, the results of the assessment have been compared with the results of the same research carried out 4 years before. Results shows a significant change in the manner of fractures – from ductile with developed surface for the PHA composite with corncob grain when the tensile testing was performed directly after the injection into a more brittle state after 4 years of storage, which is confirmed by the strength tests, where a decrease of deformation is observed at point of fracture. The research showed that there is a way of storing medical devices made out of PLA or PHA for a reasonably long time, as long as the required temperature of storage is met. The decrease of mechanical properties found during tensile testing and bending for PLA was less than 10% of the tensile strength, while the modulus of elasticity and deformation at fracturing slightly rose, which may implicate the beginning of degradation processes. The strength properties of PHA are even higher after 4 years of storage, although in that case the decrease of deformation at fracturing is significant, reaching even 40%, which suggests its degradation rate is higher than that of PLA. The addition of natural particles in both cases only slightly increases the biodegradation.

Keywords: biocomposites, PLA, PHA, storage

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Authors: Mina Naeini, Thomas A. Adams II

Abstract:

Solid Oxide Fuel Cells (SOFCs) feature high electrical efficiency and generate substantial amounts of waste heat that make them suitable for integrated community energy systems (ICEs). By harvesting and distributing the waste heat through hot water pipelines, SOFCs can meet thermal demand of the communities. Therefore, they can replace traditional gas boilers and reduce greenhouse gas (GHG) emissions. Despite these advantages of SOFCs over competing power generation units, this technology has not been successfully commercialized in large-scale to replace traditional generators in ICEs. One reason is that SOFC performance deteriorates over long-term operation, which makes it difficult to find the proper sizing of the cells for a particular ICE system. In order to find the optimal sizing and operating conditions of SOFCs in a community, a proper knowledge of degradation mechanisms and effects of operating conditions on SOFCs long-time performance is required. The simplified SOFC models that exist in the current literature usually do not provide realistic results since they usually underestimate rate of performance drop by making too many assumptions or generalizations. In addition, some of these models have been obtained from experimental data by curve-fitting methods. Although these models are valid for the range of operating conditions in which experiments were conducted, they cannot be generalized to other conditions and so have limited use for most ICEs. In the present study, a general, detailed degradation-based model is proposed that predicts the performance of conventional SOFCs over a long period of time at different operating conditions. Conventional SOFCs are composed of Yttria Stabilized Zirconia (YSZ) as electrolyte, Ni-cermet anodes, and LaSr₁₋ₓMnₓO₃ (LSM) cathodes. The following degradation processes are considered in this model: oxidation and coarsening of nickel particles in the Ni-cermet anodes, changes in the pore radius in anode, electrolyte, and anode electrical conductivity degradation, and sulfur poisoning of the anode compartment. This model helps decision makers discover the optimal sizing and operation of the cells for a stable, efficient performance with the fewest assumptions. It is suitable for a wide variety of applications. Sulfur contamination of the anode compartment is an important cause of performance drop in cells supplied with hydrocarbon-based fuel sources. H₂S, which is often added to hydrocarbon fuels as an odorant, can diminish catalytic behavior of Ni-based anodes by lowering their electrochemical activity and hydrocarbon conversion properties. Therefore, the existing models in the literature for H₂-supplied SOFCs cannot be applied to hydrocarbon-fueled SOFCs as they only account for the electrochemical activity reduction. A regression model is developed in the current work for sulfur contamination of the SOFCs fed with hydrocarbon fuel sources. The model is developed as a function of current density and H₂S concentration in the fuel. To the best of authors' knowledge, it is the first model that accounts for impact of current density on sulfur poisoning of cells supplied with hydrocarbon-based fuels. Proposed model has wide validity over a range of parameters and is consistent across multiple studies by different independent groups. Simulations using the degradation-based model illustrated that SOFCs voltage drops significantly in the first 1500 hours of operation. After that, cells exhibit a slower degradation rate. The present analysis allowed us to discover the reason for various degradation rate values reported in literature for conventional SOFCs. In fact, the reason why literature reports very different degradation rates, is that literature is inconsistent in definition of how degradation rate is calculated. In the literature, the degradation rate has been calculated as the slope of voltage versus time plot with the unit of voltage drop percentage per 1000 hours operation. Due to the nonlinear profile of voltage over time, degradation rate magnitude depends on the magnitude of time steps selected to calculate the curve's slope. To avoid this issue, instantaneous rate of performance drop is used in the present work. According to a sensitivity analysis, the current density has the highest impact on degradation rate compared to other operating factors, while temperature and hydrogen partial pressure affect SOFCs performance less. The findings demonstrated that a cell running at lower current density performs better in long-term in terms of total average energy delivered per year, even though initially it generates less power than if it had a higher current density. This is because of the dominant and devastating impact of large current densities on the long-term performance of SOFCs, as explained by the model.

Keywords: degradation rate, long-term performance, optimal operation, solid oxide fuel cells, SOFCs

Procedia PDF Downloads 108