Search results for: saturation exponent

Authors: Noreddin Mousa

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The main objective of this study is to estimate which type of clay minerals that more effect on saturation exponent using Global Hydraulic Elements (GHEs) approach to estimating the distribution of saturation exponent factor. Two wells and seven core samples have been selected from various (GHEs) for detailed study. There are many factors affecting saturation exponent such as wettability, grain pattern pressure of certain authigenic clays, which may promote oil wet characteristics of history of fluid displacement. The saturation exponent is related to the texture and affected by wettability and clay minerals. Capillary pressure (mercury injection) has been used to confirm GHEs which are selected to define rock types; the porous plate method is used to derive the saturation exponent in the laboratory. The petrography is very important in order to study the mineralogy and texture. In this study the results showing excellent relation between saturation exponent and the type of clay minerals which was observed that the Global Hydraulic Elements GHE-2 and GHE-5 which are containing Chlorite is more affect on saturation exponent comparing with the other GHE’s.

Keywords: GHEs, wettability, global hydraulic elements, petrography

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Authors: Khulud M. Rahuma, Ibrahim B. Younis

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Assessment of petrophysical parameters are very essential for reservoir engineer. Three techniques can be used to predict reservoir properties: well logging, well testing, and core analysis. Cementation factor and saturation exponent are very required for calculation, and their values role a great effect on water saturation estimation. In this study a sensitive analysis was performed to investigate the influence of cementation factor and saturation exponent variation applying logs, and core analysis. Measurements of water saturation resulted in a maximum difference around fifteen percent.

Keywords: porosity, cementation factor, saturation exponent, formation factor, water saturation

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Authors: Hassan Sbiga

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Laboratory measurements methods were undertaken on core samples selected from three different fields (A, B, and C) from the Nubian Sandstone Formation of the central graben reservoirs in Libya. These measurements were conducted in order to determine the factors which affect resistivity parameters, and to investigate the effect of rock heterogeneity and wettability on these parameters. This included determining the saturation exponent (n) in the laboratory at two stages. The first stage was before wettability measurements were conducted on the samples, and the second stage was after the wettability measurements in order to find any effect on the saturation exponent. Another objective of this work was to quantify experimentally pores and porosity types (macro- and micro-porosity), which have an affect on the electrical properties, by integrating capillary pressure curves with other routine and special core analysis. These experiments were made for the first time to obtain a relation between pore size distribution and saturation exponent n. Changes were observed in the formation resistivity factor and cementation exponent due to ambient conditions and changes of overburden pressure. The cementation exponent also decreased from GHE-5 to GHE-8. Changes were also observed in the saturation exponent (n) and water saturation (Sw) before and after wettability measurement. Samples with an oil-wet tendency have higher irreducible brine saturation and higher Archie saturation exponent values than samples with an uniform water-wet surface. The experimental results indicate that there is a good relation between resistivity and pore type depending on the pore size. When oil begins to penetrate micro-pore systems in measurements of resistivity index versus brine saturation (after wettability measurement), a significant change in slope of the resistivity index relationship occurs.

Keywords: part of thesis, cementation, wettability, resistivity

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Authors: Shreemoyee Sarkar, Vikhyat Chadha

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In this paper, the local fractal properties and chaotic properties of financial time series are investigated by calculating two exponents, the Local Hurst Exponent: LHE and Lyapunov Exponent in a moving time window of a financial series.y. For the purpose of this paper, the Dow Jones Industrial Average (DIJA) and S&P 500, two of the major indices of United States have been considered. The behaviour of the above-mentioned exponents prior to some major crashes (1998 and 2008 crashes in S&P 500 and 2002 and 2008 crashes in DIJA) is discussed. Also, the optimal length of the window for obtaining the best possible results is decided. Based on the outcomes of the above, an attempt is made to predict the crashes and accuracy of such an algorithm is decided.

Keywords: local hurst exponent, lyapunov exponent, market crash prediction, time series chaos, time series local fractal properties

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Authors: Ramesh Chandra Majhi

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Saturation flow is a very important input variable for the design of signalized intersections. Saturation flow measurement is well established for homogeneous traffic. However, saturation flow measurement and modeling is a challenging task in heterogeneous characterized by multiple vehicle types and non-lane based movement. Present study focuses on proposing a field procedure for Saturation flow measurement and the effect of typical mixed traffic behavior at the signal as far as non-lane based traffic movement is concerned. Data collected during peak and off-peak hour from five intersections with varying approach width is used for validating the saturation flow model. The insights from the study can be used for modeling saturation flow and delay at signalized intersection in heterogeneous traffic conditions.

Keywords: optimization, passenger car unit, saturation flow, signalized intersection

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Authors: L. Giraudet, O. Simonetti, G. de Tournadre, N. Dumelié, B. Clarenc, F. Reisdorffer

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In this paper we intend to give a comprehensive view of the saturation misbehavior of thin film transistors (TFTs) based on disordered semiconductors, such as most organic TFTs, and its link to the field activation of the mobility. Experimental evidence of the field activation of the mobility is given for disordered semiconductor based TFTs, when reducing the gate length. Saturation misbehavior is observed simultaneously. Advanced transport models have been implemented in a quasi-2D numerical TFT simulation software. From the numerical simulations it is clearly established that field activation of the mobility alone cannot explain the saturation misbehavior. Evidence is given that high longitudinal field gradient at the drain end of the channel is responsible for an excess charge accumulation, preventing saturation. The two combined effects allow reproducing the experimental output characteristics of short channel TFTs, with S-shaped characteristics and saturation failure.

Keywords: mobility field activation, numerical simulation, OTFT, saturation failure

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Authors: Myoung Ah Kim, Dong Ho Sin, Chul Gyu Song

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Blood oxygen saturation system is a well-established, noninvasive photoplethysmographic method to monitor vital signs. Conventional blood oxygen saturation measurements for the two LED light source is the ambiguity of the oxygen saturation measurement principle and the measurement results greatly influenced and heat and motion artifact. A high accuracy in order to solve these problems blood oxygen saturation measuring method has been proposed using a broadband light source that can be easily understood by the algorithm. The measurement of blood oxygen saturation based on broad-band light source has advantage of simple testing facility and easy understanding. Broadband light source based on blood oxygen saturation measuring program proposed in this paper is a combination of LabVIEW and MATLAB. Using the wavelength range of 450 nm-750 nm using a floating light absorption of oxyhemoglobin and deoxyhemoglobin to measure the blood oxygen saturation. Hand movement is to fix the probe to the motor stage in order to prevent oxygen saturation measurement that affect the sample and probe kept constant interval. Experimental results show that the proposed method noticeably increases the accuracy and saves time compared with the conventional methods.

Keywords: oxygen saturation, broad-band light source, CCD, light reflectance theory

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Authors: Arpita Saha, Apoorv Jain, Satish Chandra, Indrajit Ghosh

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Level of service at a signal controlled intersection is directly measured from the delay. Similarly, saturation flow rate is a fundamental parameter to measure the intersection capacity. The present study calculates vehicle arrival rate, departure rate, and queue length for every five seconds interval in each cycle. Based on the queue lengths, the total delay of the cycle has been calculated using Simpson’s 1/3rd rule. Saturation flow has been estimated in terms of veh/hr of green/lane for every five seconds interval of the green period until at least three vehicles are left to cross the stop line. Vehicle composition shows an immense effect on total delay and saturation flow rate. The increase in two-wheeler proportion increases the saturation flow rate and reduces the total delay per vehicle significantly. Additionally, an increase in the heavy vehicle proportion reduces the saturation flow rate and increases the total delay for each vehicle.

Keywords: delay, saturation flow, signalised intersection, vehicle composition

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Authors: Fatima Mehmood, Khalid Farooq, Rabeea Bakhtawer

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For geotechnical engineers, one of the most important properties of soil to consider in various stability analyses is its shear strength which is governed by a number of factors. The objective of this research is to ascertain the effect of compaction and degree of saturation on the shear strength of fine-grained soil. For this purpose, three different dry densities such as in-situ, maximum standard proctor, and maximum modified proctor, were determined for the sandy clay soil. The soil samples were then prepared to keep dry density constant and varying degrees of saturation. These samples were tested for (UU) unconsolidated undrained shear strength in triaxial compression tests. The decrease in shear strength was observed with the decrease in density and increase in the saturation. The values of the angle of internal friction followed the same trend. However, the change in cohesion with the increase in saturation showed a different behavior, analogous to the compaction curve.

Keywords: compaction, degree of saturation, dry density, geotechnical investigation, laboratory testing, shear strength

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Authors: G. M. Hamada, A. A. Al-Gathe, A. M. Al-Khudafi

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Determination of water saturation in sandstone is a vital question to determine the initial oil or gas in place in reservoir rocks. Water saturation determination using electrical measurements is mainly on Archie’s formula. Consequently accuracy of Archie’s formula parameters affects water saturation values rigorously. Determination of Archie’s parameters a, m, and n is proceeded by three conventional techniques, Core Archie-Parameter Estimation (CAPE) and 3-D. This work introduces the hybrid system of parallel self-organizing neural network (PSONN) targeting accepted values of Archie’s parameters and, consequently, reliable water saturation values. This work focuses on Archie’s parameters determination techniques; conventional technique, CAPE technique, and 3-D technique, and then the calculation of water saturation using current. Using the same data, a hybrid parallel self-organizing neural network (PSONN) algorithm is used to estimate Archie’s parameters and predict water saturation. Results have shown that estimated Arche’s parameters m, a, and n are highly accepted with statistical analysis, indicating that the PSONN model has a lower statistical error and higher correlation coefficient. This study was conducted using a high number of measurement points for 144 core plugs from a sandstone reservoir. PSONN algorithm can provide reliable water saturation values, and it can supplement or even replace the conventional techniques to determine Archie’s parameters and thereby calculate water saturation profiles.

Keywords: water saturation, Archie’s parameters, artificial intelligence, PSONN, sandstone reservoir

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Authors: P. N. Salini, B. Anish Kini, R. Ashalatha

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At signalized intersections with heterogeneous traffic, the percentage share of different vehicle categories have a bearing on the inter-vehicle space utilization, which eventually impacts the saturation flow. This paper analyzed the impact of the percentage share of various vehicle categories in the traffic stream on the saturation flow at signalized intersections by video graphing major intersections with varying geometry in Kerala, India. It was found that as the percentage share of two-wheelers increases, the saturation flow at signalized intersections increases and vice-versa for the percentage share of cars. The effect of bus blockage and parking maneuvers on the saturation flow were also studied. As the distance of bus blockage increases from the stop line, the effect on the saturation flow decreases, while with more buses stopping at the same bus stop, the saturation flow reduces further. The study revealed that with higher kerbside parking maneuvers on the upstream, the saturation flow reduces, and with an increase in the distance of the parking maneuver from the stop line, the effect on the saturation flow decreases. The adjustment factors for bus blockage due to bus stops within 75m downstream and parking maneuvers within 75m upstream of the intersection have been established for mixed traffic conditions. These adjustment factors could empower the urban planners, enforcement personnel and decision-makers to estimate the reduction in the capacity of signalized intersections for suggesting improvements in the form of parking restrictions/ bus stop relocation for existing intersections or make design changes for planned intersections.

Keywords: signalized intersection, saturation flow, adjustment factors, capacity

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Authors: A. J. Nazari, S. Honma

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This paper evaluates oil displacement by water in Hauterivian sandstone reservoir of Kashkari oil field in North of Afghanistan. The core samples of this oil field were taken out from well No-21^st, and the relative permeability and fractional flow are analyzed. Steady state flow laboratory experiments are performed to empirically obtain the fractional flow curves and relative permeability in different water saturation ratio. The relative permeability represents the simultaneous flow behavior in the reservoir. The fractional flow approach describes the individual phases as fractional of the total flow. The fractional flow curve interprets oil displacement by water, and from the tangent of fractional flow curve can find out the average saturation behind the water front flow saturation. Therefore, relative permeability and fractional flow curves are suitable for describing the displacement of oil by water in a petroleum reservoir. The effects of irreducible water saturation, residual oil saturation on the displaceable amount of oil are investigated through Buckley-Leveret analysis.

Keywords: fractional flow, oil displacement, relative permeability, simultaneously flow

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Authors: Abdelghafour Galadi

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In this paper, accurate power MOSFET models including quasi-saturation effect are presented. These models have no internal node voltages determined by the circuit simulator and use one JFET or one depletion mode MOSFET transistors controlled by an “effective” gate voltage taking into account the quasi-saturation effect. The proposed models achieve accurate simulation results with an average error percentage less than 9%, which is an improvement of 21 percentage points compared to the commonly used standard power MOSFET model. In addition, the models can be integrated in any available commercial circuit simulators by using their analytical equations. A description of the models will be provided along with the parameter extraction procedure.

Keywords: power MOSFET, drift layer, quasi-saturation effect, SPICE model

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Authors: Mohamed Arbi Khlifi, Badr M. Alshammari

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This paper discusses the general methods to saturation in the steady-state, two axis (d & q) frame models of synchronous machines. In particular, the important role of the magnetic coupling between the d-q axes (cross-magnetizing phenomenon), is demonstrated. For that purpose, distinct methods of saturation modeling of dumper synchronous machine with cross-saturation are identified, and detailed models synthesis in d-q axes. A number of models are given in the final developed form. The procedure and the novel models are verified by a critical application to prove the validity of the method and the equivalence between all developed models is reported. Advantages of some of the models over the existing ones and their applicability are discussed.

Keywords: cross-magnetizing, models synthesis, synchronous machine, saturated modeling, state-space vectors

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Authors: Caje F. Pinto, Jivan S. Parab, Gourish M. Naik

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This paper is about the development of non-invasive heart rate and oxygen saturation in human blood using Altera NIOS II soft-core processor system. In today's world, monitoring oxygen saturation and heart rate is very important in hospitals to keep track of low oxygen levels in blood. We have designed an Embedded System On Peripheral Chip (SOPC) reconfigurable system by interfacing two LED’s of different wavelengths (660 nm/940 nm) with a single photo-detector to measure the absorptions of hemoglobin species at different wavelengths. The implementation of the interface with Finger Probe and Liquid Crystal Display (LCD) was carried out using NIOS II soft-core system running on Altera NANO DE0 board having target as Cyclone IVE. This designed system is used to monitor oxygen saturation in blood and heart rate for different test subjects. The designed NIOS II processor based non-invasive heart rate and oxygen saturation was verified with another Operon Pulse oximeter for 50 measurements on 10 different subjects. It was found that the readings taken were very close to the Operon Pulse oximeter.

Keywords: heart rate, NIOS II, oxygen saturation, photoplethysmography, soft-core, SOPC

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Authors: Sakura Yoshii, Masakazu Abe, Akihiro Iijima

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Nitrogen saturation has become one of the serious issues in the field of forest environment. The watershed protection forests located in the downwind hinterland of Tokyo Metropolitan Area are believed to be facing nitrogen saturation. In this study, we carefully focus on the balance of nitrogen between load and runoff. Annual nitrogen load via atmospheric deposition was estimated to 461.1 t-N/year in the upper reaches of the Kanna River. Annual nitrogen runoff to the forested headwater stream of the Kanna River was determined to 184.9 t-N/year, corresponding to 40.1% of the total nitrogen load. Clear seasonal change in NO3-N concentration was still observed. Therefore, watershed protection forest of the Kanna River is most likely to be in Stage-1 on the status of nitrogen saturation.

Keywords: atmospheric deposition, nitrogen accumulation, denitrification, forest ecosystems

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Authors: D. Subedi, S. Pradhan

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Current transformers are an integral part of power system because it provides a proportional safe amount of current for protection and measurement applications. However when the power system experiences an abnormal situation leading to huge current flow, then this huge current is proportionally injected to the protection and metering circuit. Since the protection and metering equipment’s are designed to withstand only certain amount of current with respect to time, these high currents pose a risk to man and equipment. Therefore during such instances, the CT saturation characteristics have a huge influence on the safety of both man and equipment and also on the reliability of the protection and metering system. This paper shows the effect of burden on the Accuracy Limiting factor/ Instrument security factor of current transformers and also the change in saturation characteristics of the CT’s. The response of the CT to varying levels of overcurrent at different connected burden will be captured using the data acquisition software LabVIEW. Analysis is done on the real time data gathered using LabVIEW. Variation of current transformer saturation characteristics with changes in burden will be discussed.

Keywords: accuracy limiting factor, burden, current transformer, instrument security factor, saturation characteristics

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Authors: Ashish Ashish

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In the last few decades, the discrete chaos of difference equations has gained a massive attention of academicians and scholars due to its tremendous applications in each and every branch of science, such as cryptography, traffic control models, secure communications, weather forecasting, and engineering. In this article, a generalized logistic discrete map is established and discrete chaos is reported through period doubling bifurcation, period three orbit and Lyapunov exponent. It is interesting to see that the generalized logistic map exhibits superior chaos due to the presence of an extra degree of freedom of an ordered parameter. The period doubling bifurcation and Lyapunov exponent are demonstrated for some particular values of parameter and the discrete chaos is determined in the sense of Devaney's definition of chaos theoretically as well as numerically. Moreover, the study discusses an extended chaos based image encryption and decryption scheme in cryptography using this novel system. Surprisingly, a larger key space for coding and more sensitive dependence on initial conditions are examined for encryption and decryption of text messages, images and videos which secure the system strongly from external cyber attacks, coding attacks, statistic attacks and differential attacks.

Keywords: chaos, period-doubling, logistic map, Lyapunov exponent, image encryption

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Authors: Hanan Mikhael Dawood, Afaneen Anwer Abood Al-Khazraji

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The paper presents an investigation of field oriented control strategy of Permanent Magnet Synchronous Motor (PMSM) based on hardware in the loop simulation (HIL) over a wide speed range. A sensorless rotor position estimation using sliding mode observer for permanent magnet synchronous motor is illustrated considering the effects of magnetic saturation between the d and q axes. The cross saturation between d and q axes has been calculated by finite-element analysis. Therefore, the inductance measurement regards the saturation and cross saturation which are used to obtain the suitable id-characteristics in base and flux weakening regions. Real time matrix multiplication in Field Programmable Gate Array (FPGA) using floating point number system is used utilizing Quartus-II environment to develop FPGA designs and then download these designs files into development kit. dSPACE DS1103 is utilized for Pulse Width Modulation (PWM) switching and the controller. The hardware in the loop results conducted to that from the Matlab simulation. Various dynamic conditions have been investigated.

Keywords: magnetic saturation, rotor position estimation, sliding mode observer, hardware in the loop (HIL)

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Authors: F. S. Kadhim, A. Samsuri, H. Alwan

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Well logging records can help to answer many questions from a wide range of special interested information and basic petrophysical properties to formation evaluation of oil and gas reservoirs. The accurate calculations of porosity in carbonate reservoirs are the most challenging aspects of well log analysis. Many equations have been developed over the years based on known physical principles or on empirically derived relationships, which are used to calculate porosity, estimate lithology and water saturation; however these parameters are calculated from well logs by using modern technique in a current study. Nasiriya (NS) oilfield is one of giant oilfields in the Middle East, and the formation under study is the Mishrif carbonate formation which is the shallowest hydrocarbon bearing zone in the NS oilfield. Neurolog software (V5, 2008) was used to digitize the scanned copies of the available logs. Environmental corrections had been made as per Schlumberger charts 2005, which supplied in the Interactive Petrophysics software (IP, V3.5, 2008). Three saturation models have been used to calculate water saturation of carbonate formations, which are simple Archie equation, Dual water model, and Indonesia model. Results indicate that the Mishrif formation consists mainly of limestone, some dolomite and shale. The porosity interpretation shows that the logging tools have a good quality after making the environmental corrections. The average formation water saturation for Mishrif formation is around 0.4-0.6.This study is provided accurate behavior of petrophysical properties with depth for this formation by using modern software.

Keywords: lithology, porosity, water saturation, carbonate formation, mishrif formation

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Authors: Mrinalini Ranjan, Sudheesh Chethil

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Epilepsy is a common neurological disorder characterised by the recurrence of seizures. Electroencephalogram (EEG) signals are complex biomedical signals which exhibit nonlinear and nonstationary behavior. We use two methods 1) Detrended Fluctuation Analysis (DFA) and 2) Recurrence Plots (RP) to capture this complex behavior of EEG signals. DFA considers fluctuation from local linear trends. Scale invariance of these signals is well captured in the multifractal characterisation using detrended fluctuation analysis (DFA). Analysis of long-range correlations is vital for understanding the dynamics of EEG signals. Correlation properties in the EEG signal are quantified by the calculation of a scaling exponent. We report the existence of two scaling behaviours in the epileptic EEG signals which quantify short and long-range correlations. To illustrate this, we perform DFA on extant ictal (seizure) and interictal (seizure free) datasets of different patients in different channels. We compute the short term and long scaling exponents and report a decrease in short range scaling exponent during seizure as compared to pre-seizure and a subsequent increase during post-seizure period, while the long-term scaling exponent shows an increase during seizure activity. Our calculation of long-term scaling exponent yields a value between 0.5 and 1, thus pointing to power law behaviour of long-range temporal correlations (LRTC). We perform this analysis for multiple channels and report similar behaviour. We find an increase in the long-term scaling exponent during seizure in all channels, which we attribute to an increase in persistent LRTC during seizure. The magnitude of the scaling exponent and its distribution in different channels can help in better identification of areas in brain most affected during seizure activity. The nature of epileptic seizures varies from patient-to-patient. To illustrate this, we report an increase in long-term scaling exponent for some patients which is also complemented by the recurrence plots (RP). RP is a graph that shows the time index of recurrence of a dynamical state. We perform Recurrence Quantitative analysis (RQA) and calculate RQA parameters like diagonal length, entropy, recurrence, determinism, etc. for ictal and interictal datasets. We find that the RQA parameters increase during seizure activity, indicating a transition. We observe that RQA parameters are higher during seizure period as compared to post seizure values, whereas for some patients post seizure values exceeded those during seizure. We attribute this to varying nature of seizure in different patients indicating a different route or mechanism during the transition. Our results can help in better understanding of the characterisation of epileptic EEG signals from a nonlinear analysis.

Keywords: detrended fluctuation, epilepsy, long range correlations, recurrence plots

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Authors: Marina Benito-Parejo, Raul Perez-Lopez, Miguel Herraiz, Carolina Guardiola-Albert, Cesar Martinez

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Persistency, long-term memory and randomness are intrinsic properties of time-series of earthquakes. The Rescaled Range Analysis (RS-Analysis) was introduced by Hurst in 1956 and modified by Mandelbrot and Wallis in 1964. This method represents a simple and elegant analysis which determines the range of variation of one natural property (the seismic energy released in this case) in a time interval. Despite the simplicity, there is complexity inherent in the property measured. The cumulative curve of the energy released in time is the well-known fractal geometry of a devil’s staircase. This geometry is used for determining the maximum and minimum value of the range, which is normalized by the standard deviation. The rescaled range obtained obeys a power-law with the time, and the exponent is the Hurst value. Depending on this value, time-series can be classified in long-term or short-term memory. Hence, an algorithm has been developed for compiling the RS-Analysis for time series of earthquakes by days. Completeness time distribution and locally stationarity of the time series are required. The interest of this analysis is their application for a complex seismic crisis where different earthquakes take place in clusters in a short period. Therefore, the Hurst exponent has been obtained for the seismic crisis of Alhoceima (Mediterranean Sea) of January-March, 2016, where at least five medium-sized earthquakes were triggered. According to the values obtained from the Hurst exponent for each cluster, a different mechanical origin can be detected, corroborated by the focal mechanisms calculated by the official institutions. Therefore, this type of analysis not only allows an approach to a greater understanding of a seismic series but also makes possible to discern different types of seismic origins.

Keywords: Alhoceima crisis, earthquake time series, Hurst exponent, rescaled range analysis

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Authors: Chang-Jen Lan

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Current Level of Service (LOS) index adopted in Highway Capacity Manual (HCM) for signalized intersections on surface streets is based on the intersection average delay. The delay thresholds for defining LOS grades are subjective and is unrelated to critical traffic condition. For example, an intersection delay of 80 sec per vehicle for failing LOS grade F does not necessarily correspond to the intersection capacity. Also, a specific measure of average delay may result from delay minimization, delay equality, or other meaningful optimization criteria. To that end, a reliability version of the intersection critical degree of saturation (v/c) as the LOS index is introduced. Traditionally, the level of saturation at a signalized intersection is defined as the ratio of critical volume sum (per lane) to the average saturation flow (per lane) during all available effective green time within a cycle. The critical sum is the sum of the maximal conflicting movement-pair volumes in northbound-southbound and eastbound/westbound right of ways. In this study, both movement volume and saturation flow are assumed log-normal distributions. Because, when the conditions of central limit theorem obtain, multiplication of the independent, positive random variables tends to result in a log-normal distributed outcome in the limit, the critical degree of saturation is expected to be a log-normal distribution as well. Derivation of the risk index predictive limits is complex due to the maximum and absolute value operators, as well as the ratio of random variables. A fairly accurate functional form for the predictive limit at a user-specified significant level is yielded. The predictive limit is then compared with the designated LOS thresholds for the intersection critical degree of saturation (denoted as X

Keywords: reliability analysis, level of service, intersection critical degree of saturation, risk based index

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Authors: Massimiliano Frezza, Sergio Bianchi, Augusto Pianese

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

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

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Authors: Tushnik Sarkar, Mofazzal H. Khondekar, Subrata Banerjee

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This paper investigates the nature of the fluctuation of the daily average Solar wind speed time series collected over a period of 2492 days, from 1^st January, 1997 to 28^th October, 2003. The degree of self-similarity and scalability of the Solar Wind Speed signal has been explored to characterise the signal fluctuation. Multi-fractal Detrended Fluctuation Analysis (MFDFA) method has been implemented on the signal which is under investigation to perform this task. Furthermore, the singularity spectra of the signals have been also obtained to gauge the extent of the multifractality of the time series signal.

Keywords: detrended fluctuation analysis, generalized hurst exponent, holder exponents, multifractal exponent, multifractal spectrum, singularity spectrum, time series analysis

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Authors: K. R. Phaneesh, Anirudh Bhat, G. Mukherjee, K. T. Kashyap

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Extensive Monte Carlo Potts model simulations were performed on 2D square lattice to investigate the effects of simulated higher temperatures effects on grain growth kinetics. A range of simulation temperatures (KTs) were applied on a matrix of size 10002 with Q-state 64, dispersed with a wide range of second phase particles, ranging from 0.001 to 0.1, and then run to 100,000 Monte Carlo steps. The average grain size, the largest grain size and the grain growth exponent were evaluated for all particle fractions and simulated temperatures. After evaluating several growth parameters, the critical temperature for a square lattice, with eight nearest neighbors, was found to be KTs = 0.4.

Keywords: average grain size, critical temperature, grain growth exponent, Monte Carlo steps

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Authors: Shun Horikoshi, Tohru Kawabe

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This study presents performance analysis results of SMC (Sliding mode control) with changing the chattering functions applied to slip suppression problem of electric vehicles (EVs). In SMC, chattering phenomenon always occurs through high frequency switching of the control inputs. It is undesirable phenomenon and degrade the control performance, since it causes the oscillations of the control inputs. Several studies have been conducted on this problem by introducing some general saturation function. However, study about whether saturation function was really best and the performance analysis when using the other functions, weren’t being done so much. Therefore, in this paper, several candidate functions for SMC are selected and control performance of candidate functions is analyzed. In the analysis, evaluation function based on the trade-off between slip suppression performance and chattering reduction performance is proposed. The analyses are conducted in several numerical simulations of slip suppression problem of EVs. Then, we can see that there is no difference of employed candidate functions in chattering reduction performance. On the other hand, in slip suppression performance, the saturation function is excellent overall. So, we conclude the saturation function is most suitable for slip suppression sliding mode control.

Keywords: sliding mode control, chattering function, electric vehicle, slip suppression, performance analysis

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Authors: Hillary Mwongyera

Abstract:

The Semliki basin has become a frontier for petroleum exploration in recent years. Exploration efforts have resulted into extensive seismic data acquisition and drilling of three wells namely; Turaco 1, Turaco 2 and Turaco 3. A petrophysical analysis of the Turaco 1 well was carried out to identify two reservoir zones on which AVO modeling was performed. A combination of seismic modeling and rock physics modeling was applied during reservoir characterization and monitoring to determine variations of seismic responses with amplitude characteristics. AVO intercept gradient analysis applied on AVO synthetic CDP gathers classified AVO anomalies associated with both reservoir zones as Class 1 AVO anomalies. Fluid replacement modeling was carried out on both reservoir zones using homogeneous mixing and patchy saturation patterns to determine effects of fluid substitution on rock property interactions. For both homogeneous mixing and saturation patterns, density (ρ) showed an increasing trend with increasing brine substitution while Shear wave velocity (Vs) decreased with increasing brine substitution. A study of compressional wave velocity (Vp) with increasing brine substitution for both homogeneous mixing and patchy saturation gave quite interesting results. During patchy saturation, Vp increased with increasing brine substitution. During homogeneous mixing however, Vp showed a slightly decreasing trend with increasing brine substitution but increased tremendously towards and at full brine saturation. A sensitivity analysis carried out showed that density was a very sensitive rock property responding to brine saturation except at full brine saturation during homogeneous mixing where Vp showed greater sensitivity with brine saturation. Rock physics modeling was performed to predict diagnostics of reservoir quality using an inverse deterministic approach which showed low shale content and a high degree of shale stiffness within reservoir zones.

Keywords: Amplitude Versus Offset (AVO), fluid replacement modelling, reservoir characterization, AVO attributes, rock physics modelling, reservoir monitoring

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Authors: Sofiane Bououden, Ilyes Boulkaibet

Abstract:

In this paper, a robust model predictive controller (RMPC) for uncertain nonlinear system under actuator saturation is designed to control a DC-DC buck converter in PV pumping application, where this system is subject to actuator saturation and parameter uncertainties. The considered nonlinear system contains a linear constant part perturbed by an additive state-dependent nonlinear term. Based on the saturating actuator property, an appropriate linear feedback control law is constructed and used to minimize an infinite horizon cost function within the framework of linear matrix inequalities. The proposed approach has successfully provided a solution to the optimization problem that can stabilize the nonlinear plants. Furthermore, sufficient conditions for the existence of the proposed controller guarantee the robust stability of the system in the presence of polytypic uncertainties. In addition, the simulation results have demonstrated the efficiency of the proposed control scheme.

Keywords: PV pumping system, DC-DC buck converter, robust model predictive controller, nonlinear system, actuator saturation, linear matrix inequality

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Authors: D. K. Soni

Abstract:

A study of engineering properties of stones, i.e. compressive strength, tensile strength, modulus of elasticity, density, hardness were carried out to explore the possibility of optimum utilization of stone. The laboratory test results on equally dimensioned discs of the stone show a considerable variation in computed split tensile strength with varied rates of deformation. Hence, the effect of strain rate on the tensile strength of a sand stone and lime stone under wet and dry conditions has been studied experimentally using the split tensile strength test technique. It has been observed that the tensile strength of these stone is very much dependent on the rate of deformation particularly in a dry state. On saturation the value of split tensile strength reduced considerably depending upon the structure of rock and amount of water absorption.

Keywords: sedimentary rocks, split tensile test, deformation rate, saturation rate, sand stone, lime stone

Procedia PDF Downloads 370