Search results for: probability matrix

Authors: Pyung Soo Kim, Eung Hyuk Lee, Mun Suck Jang

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A packet loss probability (PLP) estimation filter with finite memory structure is proposed to estimate the packet rate mean and variance of the input traffic process in real-time while removing undesired system and measurement noises. The proposed PLP estimation filter is developed under a weighted least square criterion using only the finite traffic measurements on the most recent window. The proposed PLP estimation filter is shown to have several inherent properties such as unbiasedness, deadbeat, robustness. A guideline for choosing appropriate window length is described since it can affect significantly the estimation performance. Using computer simulations, the proposed PLP estimation filter is shown to be superior to the Kalman filter for the temporarily uncertain system. One possible explanation for this is that the proposed PLP estimation filter can have greater convergence time of a filtered estimate as the window length M decreases.

Keywords: packet loss probability estimation, finite memory filter, infinite memory filter, Kalman filter

Procedia PDF Downloads 637

Authors: Bawadi M. A., Abbad J. A., Baras E. A.

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This study was conducted to assess wind energy resources in the area of Al-Adwas Ras-Huwirah Hadhramout Governorate, Yemen, through using statistical calculations, the Weibull model and SPSS program were used in the monthly and the annual to analyze the wind energy resource; the convergence of wind energy; turbine efficiency in the selected area. Wind speed data was obtained from NASA over a period of ten years (2010-2019) and at heights of 50 m above ground level. Probability distributions derived from wind data and their distribution parameters are determined. The density probability function is fitted to the measured probability distributions on an annual basis. This study also involves locating preliminary sites for wind farms using Geographic Information System (GIS) technology. This further leads to maximizing the output energy from the most suitable wind turbines in the proposed site.

Keywords: wind speed analysis, Yemen wind energy, wind power density, Weibull distribution model

Procedia PDF Downloads 55

Authors: Ilqar Ramazanli

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The matrix completion problem has been studied broadly under many underlying conditions. The problem has been explored under adaptive or non-adaptive, exact or estimation, single-phase or multi-phase, and many other categories. In most of these cases, the observation cost of each entry is uniform and has the same cost across the columns. However, in many real-life scenarios, we could expect elements from distinct columns or distinct positions to have a different cost. In this paper, we explore this generalization under adaptive conditions. We approach the problem under two different cost models. The first one is that entries from different columns have different observation costs, but within the same column, each entry has a uniform cost. The second one is any two entry has different observation cost, despite being the same or different columns. We provide complexity analysis of our algorithms and provide tightness guarantees.

Keywords: matroid optimization, matrix completion, linear algebra, algorithms

Procedia PDF Downloads 72

Authors: Weichao Yu, Kai Wen, Weihe Huang, Yang Yang, Jing Gong

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Metal-loss corrosion is a major threat to the safety and integrity of gas pipelines as it may result in the burst failures which can cause severe consequences that may include enormous economic losses as well as the personnel casualties. Therefore, it is important to ensure the corroding pipeline integrity and efficiency, considering the value of wall thickness, which plays an important role in the failure probability of corroding pipeline. Actually, the wall thickness is controlled during pipe purchase stage. For example, the API_SPEC_5L standard regulates the allowable tolerance of the wall thickness from the specified value during the pipe purchase. The allowable wall thickness tolerance will be used to determine the wall thickness distribution characteristic such as the mean value, standard deviation and distribution. Taking the uncertainties of the input variables in the burst limit-state function into account, the reliability approach rather than the deterministic approach will be used to evaluate the failure probability. Moreover, the cost of pipe purchase will be influenced by the allowable wall thickness tolerance. More strict control of the wall thickness usually corresponds to a higher pipe purchase cost. Therefore changing the wall thickness tolerance will vary both the probability of a burst failure and the cost of the pipe. This paper describes an approach to optimize the wall thickness tolerance considering both the safety and economy of corroding pipelines. In this paper, the corrosion burst limit-state function in Annex O of CSAZ662-7 is employed to evaluate the failure probability using the Monte Carlo simulation technique. By changing the allowable wall thickness tolerance, the parameters of the wall thickness distribution in the limit-state function will be changed. Using the reliability approach, the corresponding variations in the burst failure probability will be shown. On the other hand, changing the wall thickness tolerance will lead to a change in cost in pipe purchase. Using the variation of the failure probability and pipe cost caused by changing wall thickness tolerance specification, the optimal allowable tolerance can be obtained, and used to define pipe purchase specifications.

Keywords: allowable tolerance, corroding pipeline segment, operation cost, production cost, reliability approach

Procedia PDF Downloads 362

Authors: Seon Soon Choi

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The principal purpose of this paper is to find the influence of maximum fatigue load on the probabilistic aspect of fatigue crack propagation life at a specified grown crack in magnesium alloys. The experiments of fatigue crack propagation are carried out in laboratory air under different conditions of the maximum fatigue loads to obtain the fatigue crack propagation data for the statistical analysis. In order to analyze the probabilistic aspect of fatigue crack propagation life, the goodness-of fit test for probability distribution of the fatigue crack propagation life at a specified grown crack is implemented through Anderson-Darling test. The good probability distribution of the fatigue crack propagation life is also verified under the conditions of the maximum fatigue loads.

Keywords: fatigue crack propagation life, magnesium alloys, maximum fatigue load, probability

Procedia PDF Downloads 358

Authors: Essam Shalaby, Alexander Churyumov, Malak Abou El-Khair, Atef Daoud

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A comparative study of the thermal and mechanical behavior of squeezed A359 composites containing 5, 10 and 15 wt.% SiC, (SiC+ Si3N4) and AlN particulates was investigated. Stir followed by squeeze casting techniques are used to produce A359 composites. It was noticed that, A359/AlN composites have high thermal conductivity as compared to A359 alloy and even to A359/SiC or A359/(SiC+Si3N4) composites. Microstructures of the composites have shown homogeneous and even distribution of reinforcements within the matrix. Interfacial reactions between particles and matrix were investigated using X-ray diffraction and energy dispersive X-ray analysis. The presence of particles led not only to increase peak hardness of the composites but also to accelerate the aging kinetics. As compared with A359 matrix alloy, compression test of the composites has exhibited a significant increase in the yield and the ultimate compressive strengths with a relative reduction in the failure strain. Those light weight composites have a high potential to be used for automotive and aerospace applications.

Keywords: metal-matrix composite, squeeze, microstructure, thermal conductivity, compressive properties

Procedia PDF Downloads 351

Authors: Ghazi Bouaziz, Abderrahim Derouiche, Damien Brulin, Hélène Pigot, Eric Campo

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Automatic ADL classification is a crucial part of ambient assisted living technologies. It allows to monitor the daily life of the elderly and to detect any changes in their behavior that could be related to health problem. But detection of ADLs is a challenge, especially because each person has his/her own rhythm for performing them. Therefore, we used a correlation matrix to extract custom rules that enable to detect ADLs, including eating activity. Data collected from 3 different individuals between 35 and 105 days allows the extraction of personalized eating patterns. The comparison of the results of the process of eating activity extracted from the correlation matrices with the declarative data collected during the survey shows an accuracy of 90%.

Keywords: elderly monitoring, ADL identification, matrix correlation, meal-taking activity

Procedia PDF Downloads 59

Authors: R. Denkova

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Nowadays, aesthetic and psychological researches in some countries show that the aesthetic ideal for women is built by the same pattern of big volumes – lips, cheek, facial disproportions. They all look like made of a matrix. And they lose their unique and emotional aspects of beauty. How to escape this matrix and find the balance? The secret to being a unique injector is good assessment, creating a treatment plan and flawless injection strategy. The newest concepts in this new injection era which meet the requirements of a modern society and deliver balanced and natural looking results are based on the concept of injecting not the consequence, but the reason. Three case studies are presented with full face assessment, treatment plan and before/after pictures. Using different approaches and techniques of the MD codes concept, lights and shadows concept in order to preserve the emotional beauty and identity of the women. In conclusion, the cases demonstrate that beauty exists even beyond the matrix and it is the injector’s mission and responsibility is to preserve and highlight the natural beauty and unique identity of every different patient.

Keywords: beyond the matrix, emotional beauty, face assessment, injector, treatment plan

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Authors: Saleh Alzahrani

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The studies in the field of International Comparative Education in the Arabic world and the middle east are scarcity. However, some International Comparative Education Researchers and post graduates face a challenge concerning of a selection of a distinguished study to improve their national education system. It requires a considerable effort. According to that, the matrix of scientific research in comparative and international education is designed to help specialists, researchers and graduate students in generating a variety of research ideas in a short time in this field. The matrix is built by using content analysis method of comparative education research published in the Arab journals from 1980 to 2017. Then, qualitative input with the in-depth focus analysis tool is utilized according to the root theory. The matrix consists of two axes; vertical (X) and horizontal (Y). The number of fields in the vertical axis are 6 domains, including 105 variables. The horizontal axis is two fields which are pre-university education that incorporate educational stages and contemporary formulations including (23) variables. The second field is the university education in its public universities and contemporary formulas including (15) variables. The researcher can access topics, ideas and research points through the matrix of scientific research in comparative and international education by selecting of any subject on the vertical axis (X) from (1) to (105) and selecting of any subject on the horizontal axis (Y) from (B) to (U). The cell where the axes intersect with the chosen fields can generate an idea or a research point conveniently and easily through the words that have been monitored by the user. These steps can be repeated to generate new ideas and research points. Many graduate researchers have been trained on using of this matrix which gave them more potential to generate an appropriate study serving the national education.

Keywords: content analysis method, comparative education, international education, matrix, root theory

Procedia PDF Downloads 97

Authors: Arian Ebneyamini, Hoda Azimi, Jules Thibaults, F. Handan Tezel

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In this study, a modification of Hennepe model for pervaporation separation of butanol from aqueous solutions using Polydimethylsiloxane (PDMS) mixed matrix membranes has been introduced and validated by experimental data. The model was compared to the original Hennepe model and few other models which are applicable for membrane gas separation processes such as Maxwell, Lewis Nielson and Pal. Theoretical modifications for non-ideal interface morphology have been offered to predict the permeability in case of interface void, interface rigidification and pore-blockage. The model was in a good agreement with experimental data.

Keywords: butanol, PDMS, modeling, pervaporation, mixed matrix membranes

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Authors: Lakshminarayanan, Vijayaraghavan, Krishnamurthy

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The ever-increasing demand for high efficiency in automotive and aerospace applications requires new materials to suit to high temperature applications. The Ceramic Matrix Composites nowadays find its applications for high strength and high temperature environments. In this paper, Al2O3 and Sic ceramic materials are taken in particulate form as matrix and reinforcement respectively. They are blended together in Ball Milling and compacted in Cold Compaction Machine by powder metallurgy technique. Scanning Electron Microscope images are taken for the samples in order to find out proper blending of powders. Micro harness testing is also carried out for the samples in Vickers Micro Hardness Testing Equipment. Surface grinding of the samples is also carried out in Surface Grinding Machine in order to find out grinding force estimates. The surface roughness of the grounded samples is also taken in Surface Profilometer. These are yielding promising results.

Keywords: ceramic matrix composite, cold compaction, material characterization, particulate and surface grinding

Procedia PDF Downloads 219

Authors: M. A. Tayfun, M. A. Alkhalidi

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The exact theoretical expression describing the probability distribution of nonlinear sea-surface elevations derived from the second-order narrowband model has a cumbersome form that requires numerical computations, not well-disposed to theoretical or practical applications. Here, the same narrowband model is re-examined to develop a simpler closed-form approximation suitable for theoretical and practical applications. The salient features of the approximate form are explored, and its relative validity is verified with comparisons to other readily available approximations, and oceanic data.

Keywords: ocean waves, probability distributions, second-order nonlinearities, skewness coefficient, wave steepness

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Authors: Yoshiaki Shikata

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A prioritized processor-sharing (PS) system with a maximum permissible sojourn time (MPST) is proposed. In this PS system, a higher-priority request is allocated a larger service ratio than a lower-priority request. Moreover, each request receiving service is guaranteed the maximum permissible sojourn time determined by each priority class, regardless of its service time. Arriving requests that cannot receive service due to this guarantee are rejected. We further propose a guarantee method for implementing such a system, and discuss performance evaluation procedures for the resulting system. Practical performance measures, such as the relationships between the loss probability or mean sojourn time of each class request and the maximum permissible sojourn time are evaluated via simulation. At the arrival of each class request, its acceptance or rejection is judged using extended sojourn times of all requests receiving service in the server. As the MPST increases, the mean sojourn time increases almost linearly. However, the logarithm of the loss probability decreases almost linearly. Moreover with an MPST, the difference in the mean sojourn time for different MPSTs increases with the traffic rate. Conversely, the difference in the loss probability for different MPSTs decreases as the traffic rate increases.

Keywords: prioritized processor sharing, priority ratio, permissible sojourn time, loss probability, mean sojourn time, simulation

Procedia PDF Downloads 164

Authors: Dhaladhuli Pranavi, Amirtham Rajagopal

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There are various failure modes in ceramic matrix composites; notable ones are fiber breakage, matrix cracking and fiber matrix debonding. Crack nucleation and propagation in microstructure of such composites requires an understanding of interaction of crack with the multiple inclusion heterogeneous system and interfaces. In order to assess structural integrity, the material parameters especially of the interface that governs the crack growth should be determined. In the present work, a nonlocal phase field approach is proposed to model the crack interface interaction in such composites. Nonlocal approaches help in understanding the complex mechanisms of delamination growth and mitigation and operates at a material length scale. The performance of the proposed formulation is illustrated through representative numerical examples. The model proposed is implemented in the framework of the finite element method. Several parametric studies on interface crack interaction are conducted. The proposed model is easy and simple to implement and works very well in modeling fracture in composite systems.

Keywords: composite, interface, nonlocal, phase field

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Authors: Omar Alzeley, Sergey Utev

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Minimizing a constrained multivariate function is the fundamental of Machine learning, and these algorithms are at the core of data mining and data visualization techniques. The decision function that maps input points to output points is based on the result of optimization. This optimization is the central of learning theory. One approach to complex systems where the dynamics of the system is inferred by a statistical analysis of the fluctuations in time of some associated observable is time series analysis. The purpose of this paper is a mathematical transition from the autoregressive model of classical time series to the matrix formalization of quantum theory. Firstly, we have proposed a quantum time series model (QTS). Although Hamiltonian technique becomes an established tool to detect a deterministic chaos, other approaches emerge. The quantum probabilistic technique is used to motivate the construction of our QTS model. The QTS model resembles the quantum dynamic model which was applied to financial data. Secondly, various statistical methods, including machine learning algorithms such as the Kalman filter algorithm, are applied to estimate and analyses the unknown parameters of the model. Finally, simulation techniques such as Markov chain Monte Carlo have been used to support our investigations. The proposed model has been examined by using real and simulated data. We establish the relation between quantum statistical machine and quantum time series via random matrix theory. It is interesting to note that the primary focus of the application of QTS in the field of quantum chaos was to find a model that explain chaotic behaviour. Maybe this model will reveal another insight into quantum chaos.

Keywords: machine learning, simulation techniques, quantum probability, tensor product, time series

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Authors: G. Balakrishnan

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Stereo Correspondence plays a major role in estimation of distance of an object from the stereo camera pair for various applications. In this paper, a stereo correspondence algorithm based on block-matching technique is presented. Initially, an energy matrix is calculated for every disparity obtained using modified Sum of Absolute Difference (SAD). Higher energy matrix errors are removed by using threshold value in order to reduce the mismatch errors. A smoothening filter is applied to eliminate unreliable disparity estimate across the object boundaries. The purpose is to improve the reliability of calculation of disparity map. The experimental results obtained shows that the final depth map produce better results and can be used to all the applications using stereo cameras.

Keywords: stereo matching, filters, energy matrix, disparity

Procedia PDF Downloads 177

Authors: Slim Souissi, Mohamed Ben Amar, Nesrine Bouhamed, Pierre Marechal

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The bio-composites development from biodegradable materials and natural fibers has a growing interest in the science of composite materials. The present work was conducted as part of a cooperation project between the Sfax University and the Havre University. This work consists in developing and monitoring the properties of a composite material of olive flour wood with a polymer matrix (urea formaldehyde). For this, ultrasonic non-destructive and destructive methods of characterization were used to optimize the mechanical and acoustic properties of the studied material based on the elaboration parameters.

Keywords: bio-composite, olive flour wood, polymer matrix, ultrasonic methods, mechanical properties

Procedia PDF Downloads 464

Authors: Shaowei Sun

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Let G be a graph with vertex set V(G)={v_1,v_2,...,v_n} and edge set E(G). For any vertex v belong to V(G), let d_v denote the degree of v. The normalized Laplacian matrix of the graph G is the matrix where the non-diagonal (i,j)-th entry is -1/(d_id_j) when vertex i is adjacent to vertex j and 0 when they are not adjacent, and the diagonal (i,i)-th entry is the di. In this paper, we discuss some bounds on the largest and the second smallest normalized Laplacian eigenvalue of trees and graphs. As following, we found some new bounds on the second smallest normalized Laplacian eigenvalue of tree T in terms of graph parameters. Moreover, we use Sage to give some conjectures on the second largest and the third smallest normalized eigenvalues of graph.

Keywords: graph, normalized Laplacian eigenvalues, normalized Laplacian matrix, tree

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Authors: Haydar S. Al Shabbani, M. Marshall, R. Goodall

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Metal matrix composites (MMCs) have been explored for many applications for many decades. Recently, this includes investigations for thermal applications associated with electronics, such as in heat sinks. Here, to promote thermal conductivity, composites of a metal matrix with diamond particles are used. However, this class of composites has not yet been extensively examined for mechanical and tribological behavior, especially for applications that require extreme mechanical and tribological strength, such as the resistance to abrasive cutting. Therefore, this research seeks to develop a composite material with metal matrix and diamond particles which resist abrasive and cutting forces. The development progresses through a series of steps, exploring methods to process the material, understanding the mechanics of abrasive behavior and optimizing the composite structure to resist abrasive cutting. In processing, infiltration casting under gas pressure has been applied to molten aluminum to obtain a significant penetration of the metal into a preform of diamond particles. Different diamond particle sizes were used with different surface modifications (coated/uncoated), and to compare resulting composites with the same particle sizes. Al-1 wt.% Mg as a matrix alloy was utilised to investigate the possible effect of Mg on bonding phases during the infiltration process. The mechanical behavior and microstructure of the materials produced have been characterised. These tests showed that the surface modification of the diamond particles with a reactive material (Ti-coating) has an important role for enhancing the bonding between the aluminium matrix and diamond reinforcement as apparent under SEM observation. The effect of this improved bond is seen in the cutting resistance of the material.

Keywords: aluminium, composites, diamond, Ti-coated, tribology

Procedia PDF Downloads 241

Authors: S. M. Abdullah Al Mamun

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Human Computer Interaction (HCI) is an excellent area for the researchers to make daily life more simple and fast. Necessary hardware equipments for any BCI are generally expensive and not affordable for most of the people. Emotiv is one of the solutions for this problem, which can provide electroencephalograph (EEG) signal and explain the brain activities. BCI virtual speller was one of the important applications for the people who have lost their hand or speaking ability because of diseases or unexpected accident. In this paper, a matrix speller has been designed for the first time for Bengali speaking people around the world. Bengali is one of the most commonly spoken languages. Among them, a lot of disabled person will be able to express their desire in their mother tongue. This application is also usable for the social networks and daily life communications. For this virtual keyboard, the well-known matrix speller method with column flashing is applied and controlled by single Emokey only. Emokey is a great feature which translates emotional state for application inputs. In this paper, it is presented that the ITR (Information Transfer Rate) were 29.4 bits/min and typing speed achieved up to 7.43 char/per min.

Keywords: brain computer interface, Emotiv EPOC, EEG, virtual keyboard, matrix speller

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Authors: S. Bouameur, S. Chirani

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The aim of this study was to evaluate the potential use of EthylCellulose in the preparation of microspheres as a Drug Delivery System for sustained release of phenobarbital. The microspheres were prepared by solvent evaporation technique using ethylcellulose as polymer matrix with a ratio 1:2, dichloromethane as solvent and Polyvinyl alcohol 1% as processing medium to solidify the microspheres. Size, shape, drug loading capacity and entrapement efficiency were studied.

Keywords: phenobarbital, microspheres, ethylcellulose, polyvinylacohol

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Authors: Asim Laeeq Khan, Mazhar Amjad Gilani, Tayub Raza

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The use of fossil fuels for energy generation leads to the emission of greenhouse gases particularly CO2 into the atmosphere. To date, several techniques have been proposed for the efficient removal of CO2 from flue gas mixtures. Membrane technology is a promising choice due to its several inherent advantages such as low capital cost, high energy efficiency, and low ecological footprint. One of the goals in the development of membranes is to achieve high permeability and selectivity. Mixed matrix membranes comprising of inorganic fillers embedded in polymer matrix are a class of membranes that have showed improved separation properties. One of the biggest challenges in the commercialization if mixed matrix membranes are the removal of non-selective voids existing at the polymer-filler interface. In this work, mixed matrix membranes were prepared using polysulfone as polymer matrix and ordered mesoporous MCM-41 as filler materials. A new approach to removing the interfacial voids was developed by introducing room temperature ionic (RTIL) at the polymer-filler interface. The results showed that the imidazolium based RTIL not only provided wettability characteristics but also helped in further improving the separation properties. The removal of interfacial voids and good contact between polymer and filler was verified by SEM measurement. The synthesized membranes were tested in a custom built gas permeation set-up for the measurement of gas permeability and ideal gas selectivity. The results showed that the mixed matrix membranes showed significantly higher CO2 permeability in comparison to the pristine membrane. In order to have further insight into the role of fillers, diffusion and solubility measurements were carried out. The results showed that the presence of highly porous fillers resulted in increasing the diffusion coefficient while the solubility showed a slight drop. The RTIL filled membranes showed higher CO2/CH4 and CO2/N2 selectivity than unfilled membranes while the permeability dropped slightly. The increase in selectivity was due to the highly selective RTIL used in this work. The study revealed that RTIL filled mixed matrix membranes are an interesting candidate for gas separation membranes.

Keywords: ionic liquids, CO2 separation, membranes, mixed matrix membranes

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Authors: Rachit Marwaha, Rahul Dev Gupta, Vivek Jain, Krishan Kant Sharma

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Metal matrix hybrid composites (MMHCs) are now gaining their usage in aerospace, automotive and other industries because of their inherent properties like high strength to weight ratio, hardness and wear resistance, good creep behaviour, light weight, design flexibility and low wear rate etc. Al alloy base matrix reinforced with silicon carbide (10%) and graphite (5%) particles was fabricated by stir casting process. The wear and frictional properties of metal matrix hybrid composites were studied by performing dry sliding wear test using pin on disc wear test apparatus. Experiments were conducted based on the plan of experiments generated through Taguchi’s technique. A L9 Orthogonal array was selected for analysis of data. Investigation to find the influence of applied load, sliding speed and track diameter on wear rate as well as coefficient of friction during wearing process was carried out using ANOVA. Objective of the model was chosen as smaller the better characteristics to analyse the dry sliding wear resistance. Results show that track diameter has highest influence followed by load and sliding speed.

Keywords: Taguchi method, orthogonal array, ANOVA, metal matrix hybrid composites

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Authors: Vincent Iacobellis, Kamran Behdinan

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A finite element cohesive zone model is used to predict the temperature dependent material properties of a polyimide matrix composite with unidirectional carbon fiber arrangement. The cohesive zone parameters have been obtained from previous research involving an atomistic-to-continuum multiscale simulation of the fiber-matrix interface using the bridging cell multiscale method. The goal of the research was to both investigate the effect of temperature change on the composite behavior with respect to transverse loading as well as the validate the use of cohesive parameters obtained from atomistic-to-continuum multiscale modeling to predict fiber-matrix interfacial cracking. From the multiscale model cohesive zone parameters (i.e. maximum traction and energy of separation) were obtained by modeling the interface between the coarse-grained polyimide matrix and graphite based carbon fiber. The cohesive parameters from this simulation were used in a cohesive zone model of the composite microstructure in order to predict the properties of the macroscale composite with respect to changes in temperature ranging from 21 ˚C to 316 ˚C. Good agreement was found between the microscale RUC model and experimental results for stress-strain response, stiffness, and material strength at low and high temperatures. Examination of the deformation of the composite through localized crack initiation at the fiber-matrix interface also agreed with experimental observations of similar phenomena. Overall, the cohesive zone model was shown to be both effective at modeling the composite properties with respect to transverse loading as well as validated the use of cohesive zone parameters obtained from the multiscale simulation.

Keywords: cohesive zone model, fiber-matrix interface, microscale damage, multiscale modeling

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Authors: Zviad Ghadua, Biswa Bhattacharya

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The Flash Flood Guidance (FFG) provides the rainfall amount of a given duration necessary to cause flooding. The approach is based on the development of rainfall-runoff curves, which helps us to find out the rainfall amount that would cause flooding. An alternative approach, mostly experimented with Italian Alpine catchments, is based on determining threshold discharges from past events and on finding whether or not an oncoming flood has its magnitude more than some critical discharge thresholds found beforehand. Both approaches suffer from large uncertainties in forecasting flash floods as, due to the simplistic approach followed, the same rainfall amount may or may not cause flooding. This uncertainty leads to the question whether a probabilistic model is preferable over a deterministic one in forecasting flash floods. We propose the use of a Bayesian probabilistic approach in flash flood forecasting. A prior probability of flooding is derived based on historical data. Additional information, such as antecedent moisture condition (AMC) and rainfall amount over any rainfall thresholds are used in computing the likelihood of observing these conditions given a flash flood has occurred. Finally, the posterior probability of flooding is computed using the prior probability and the likelihood. The variation of the computed posterior probability with rainfall amount and AMC presents the suitability of the approach in decision making in an uncertain environment. The methodology has been applied to the Posina basin in Italy. From the promising results obtained, we can conclude that the Bayesian approach in flash flood forecasting provides more realistic forecasting over the FFG.

Keywords: flash flood, Bayesian, flash flood guidance, FFG, forecasting, Posina

Procedia PDF Downloads 106

Authors: Francis Mugabi, Kevin Duffy, Joseph J. Y. T Mugisha, Obiora Collins

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Bluetongue virus (BTV) has 27 serotypes, with some of them coexisting in patchy (different) environments, which make its control difficult. Wind-aided midge movement is a known mechanism in the spread of BTV. However, its effects on the probability of coexistence of multiple BTV serotypes are not clear. Deterministic and stochastic models for r BTV serotypes in n discrete patches connected by midge and/or cattle movement are formulated and analyzed. For the deterministic model without midge and cattle movement, using the comparison principle, it is shown that if the patch reproduction number R0 < 1, i=1,2,...,n, j=1,2,...,r, all serotypes go extinct. If R^j_i0>1, competitive exclusion takes place. Using numerical simulations, it is shown that when the n patches are connected by midge movement, coexistence takes place. To account for demographic and movement variability, the deterministic model is transformed into a continuous-time Markov chain stochastic model. Utilizing a multitype branching process, it is shown that the midge movement can have a large effect on the probability of coexistence of multiple BTV serotypes. The probability of coexistence can be brought to zero when the control interventions that directly kill the adult midges are applied. These results indicate the significance of wind-aided midge movement and vector control interventions on the coexistence and control of multiple BTV serotypes in patchy environments.

Keywords: bluetongue virus, coexistence, multiple serotypes, midge movement, branching process

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Authors: Petr Gurný

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One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the credit-scoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: credit-scoring models, multidimensional subordinated Lévy model, probability of default

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Authors: Mohammad Noor Hisham Osman, Ahmed Razman Abdul Latiff, Zaidi Mat Daud, Zulkarnain Muhamad Sori

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The problem that Malaysian auditors do not issue going concern opinion (GC opinion) to seriously financially distressed companies is still a pressing issue. Policy makers, particularly the Financial Statement Review Committee (FSRC) of Malaysian Institute of Accountant, have raised this issue as early as in 2009. Similar problem happened in the US, UK, and many developing countries. It is important for auditors to issue GC opinion properly because such opinion is one signal about the viability of a company much needed by stakeholders. There are at least two unanswered questions or research gaps in the literature on determinants of GC opinion. Firstly, is client’s probability of failure associated with GC opinion issuance? Secondly, to what extent influential owners (management, family, and institution) moderate the association between client probability of failure and GC opinion issuance. The objective of this study is, therefore, twofold; (1) To examine the extent of the relationship between the probability of client failure and the issuance of GC opinion and (2) To examine the level of management, family, and institutional ownerships moderate the association between client probability of failure and the issuance of GC opinion. This study is quantitative in nature, and the sources of data are secondary (mainly company’s annual reports). A total of four hypotheses have been developed and tested on data accumulated from annual reports of seriously financially distressed Malaysian public listed companies. Data from 2006 to 2012 on a sample of 644 observations have been analyzed using panel logistic regression. It is found that certainty (rather than probability) of client failure affects the issuance of GC opinion. In addition, it is found that only the level of family ownership does positively moderate the relationship between client probability of failure and GC opinion issuance. This study is a contribution to auditing literature as its findings can enhance our understanding about audit quality; particularly on the variables that are associated with the issuance of GC opinion. The findings of this study shed light on the roles family owners in GC opinion issuance process, and this would open ways for the researcher to suggest measures that can be used to tackle the problem of auditors do not want to issue GC opinion to financially distressed clients. The measures to be suggested can be useful to policy makers in formulating future promulgations.

Keywords: audit quality, auditing, auditor characteristics, going concern opinion, Malaysia

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Authors: Md Fazlul Kader, Soo Young Shin

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In this paper, we consider a cognitive relay network (CRN) in which the primary receiver (PR) is protected by peak transmit power $\bar{P}_{ST}$ and/or peak interference power Q constraints. In addition, the interference effect from the primary transmitter (PT) is considered to show its impact on the performance of the CRN. We investigate the outage probability (OP) and outage capacity (OC) of the CRN by deriving closed-form expressions over Rayleigh fading channel. Results show that both the OP and OC improve by increasing the cooperative relay nodes as well as when the PT is far away from the SR.

Keywords: cognitive relay, outage, interference limited, decode-and-forward (DF)

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Authors: Abdulmagid A. Khattabi

Abstract:

The aim of this research is to study the manner of alumina (Al2O3) particles dispersion with (2-10) mm size in (Al-7%Si-0.45% Mg) base of alloy melt employing of classical casting method. The mechanism of particles diffusions by melt turning and stirring that makes vortexes help the particles entrance in the matrix of base alloy also has been studied. The samples of metallic composites (MMCs) with dispersed particles percentages (4% - 6% - 8% - 10% - 15% and 20%) are prepared. The effect of the particles dispersion on the mechanical properties of produced samples were carried out by tension & hardness tests. It is found that the ultimate tensile strength of the produced composites can be increased by increasing the percentages of alumina particles in the matrix of the base alloy. It becomes (232 Mpa) at (20%) of added particles. The results showed that the average hardness of prepared samples increasing with increases the alumina content. Microstructure study of prepared samples was carried out. The results showed particles location and distribution of it in the matrix of base alloy. The dissolution of Alumina particles into liquid base alloy was clear in some cases.

Keywords: base alloy, matrix, hardness, thermal properties, base metal MMCs

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