Search results for: slip distributions

Authors: Gubhinder Kundhi, Paul Rilstone

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Refined procedures for higher-order asymptotic theory for non-linear models are developed. These include a new method for deriving stochastic expansions of arbitrary order, new methods for evaluating the moments of polynomials of sample averages, a new method for deriving the approximate moments of the stochastic expansions; an application of these techniques to gather improved inferences with the weak instruments problem is considered. It is well established that Instrumental Variable (IV) estimators in the presence of weak instruments can be poorly behaved, in particular, be quite biased in finite samples. In our application, finite sample approximations to the distributions of these estimators are obtained using Edgeworth and Saddlepoint expansions. Departures from normality of the distributions of these estimators are analyzed using higher order analytical corrections in these expansions. In a Monte-Carlo experiment, the performance of these expansions is compared to the first order approximation and other methods commonly used in finite samples such as the bootstrap.

Keywords: edgeworth expansions, higher order asymptotics, saddlepoint expansions, weak instruments

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Authors: Gabriel I. Loaiza Ossa, Carlos A. Cadavid Moreno, Juan C. Arango Parra

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It is known that the Riemannian manifold determined by the family of inverse Gaussian distributions endowed with the Fisher metric has negative constant curvature κ= -1/2, as does the family of usual Gaussian distributions. In the present paper, firstly, we arrive at this result by following a different path, much simpler than the previous ones. We first put the family in exponential form, thus endowing the family with a new set of parameters, or coordinates, θ₁, θ₂; then we determine the matrix of the Fisher metric in terms of these parameters; and finally we compute this matrix in the original parameters. Secondly, we define the inverse q-Gaussian distribution family (q < 3) as the family obtained by replacing the usual exponential function with the Tsallis q-exponential function in the expression for the inverse Gaussian distribution and observe that it supports two possible geometries, the Fisher and the q-Fisher geometry. And finally, we apply our strategy to obtain results about the Fisher and q-Fisher geometry of the inverse q-Gaussian distribution family, similar to the ones obtained in the case of the inverse Gaussian distribution family.

Keywords: base of changes, information geometry, inverse Gaussian distribution, inverse q-Gaussian distribution, statistical manifolds

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Authors: Olawale Babatunde Olatinsu, Deborah Oluwaseun Olorode

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Industrial rocks were collected from a quarry site at Ewekoro in south-western Nigeria and analysed using Nuclear Magnetic Resonance (NMR) technique. NMR measurement was conducted on the samples in partial water-saturated and full brine-saturated conditions. Raw NMR data were analysed with the aid of T2 curves and T2 spectra generated by inversion of raw NMR data using conventional regularized least-squares inversion routine. Results show that NMR transverse relaxation (T2) signatures fairly adequately distinguish between the rock types. Similar T2 curve trend and rates at partial saturation suggests that the relaxation is mainly due to adsorption of water on micropores of similar sizes while T2 curves at full saturation depict relaxation decay rate as: 1/T2(shale)>1/ T2(glauconite)>1/ T2(limestone) and 1/T2(sandstone). NMR T2 distributions at full brine-saturation show: unimodal distribution in shale; bimodal distribution in sandstone and glauconite; and trimodal distribution in limestone. Full saturation T2 distributions revealed the presence of well-developed and more abundant micropores in all the samples with T2 in the range, 402-504 μs. Mesopores with amplitudes much lower than those of micropores are present in limestone, sandstone and glauconite with T2 range: 8.45-26.10 ms, 6.02-10.55 ms, and 9.45-13.26 ms respectively. Very low amplitude macropores of T2 values, 90.26-312.16 ms, are only recognizable in limestone samples. Samples with multiple peaks showed well-connected pore systems with sandstone having the highest degree of connectivity. The difference in T2 curves and distributions for the rocks at full saturation can be utilised as a potent diagnostic tool for discrimination of these rock types found at Ewekoro.

Keywords: Ewekoro, NMR techniques, industrial rocks, characterization, relaxation

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Authors: Deepak Ganjiwale, Karthik Vishwanathan

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Objective: Splinting is a great domain of occupational therapy profession.Making a splint for the patient would depend upon the need or requirement of the problems and deformities. Swan neck deformity is not very common in finger it may occur after any disease. Conservative treatment of the swan neck deformity is available by using different static splints only. There are very few reports of surgical correction of swan-neck deformity in benign hypermobility syndrome. Method: This case report describes the result of surgical intervention and hand splint in a twenty year old lady with past history of cardiovascular stroke with no residual neurological deficit. She presented with correctable swan neck deformity and failed to improve with static ring splints to correct the deformity. She was noted to have hyperlaxity (EhlerDanlos type) as per modified Beighton’s score of 5/9. She underwent volar plate plication of the proximal interphalangeal joint of the left ring finger along with hemitenodesis of ulnar slip of flexor digitorum superficialis (FDS) tendon whereby, the ulnar slip of FDS was passed through a small surgically created rent in A2 pulley and sutured back to itself. Result: Postoperatively, the patient was referred to occupational therapy for splinting with the instruction that the splint would work some time for as static and some time as dynamic for positional and correction of the finger. Conclusion: After occupational therapy intervention and splinting, the patient had a full correction of the swan-neck deformity with near full flexion of the operated finger and is able to work independently.

Keywords: swan neck, finger, deformity, splint, hypermobility

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Authors: Ishapathik Das, Sumen Sen, N. Rao Chaganty, Pooja Sengupta

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Dependent multivariate count data occur in several research studies. These data can be modeled by a multivariate Poisson or Negative binomial distribution constructed using copulas. However, when some of the counts are inflated, that is, the number of observations in some cells are much larger than other cells, then the copula based multivariate Poisson (or Negative binomial) distribution may not fit well and it is not an appropriate statistical model for the data. There is a need to modify or adjust the multivariate distribution to account for the inflated frequencies. In this article, we consider the situation where the frequencies of two cells are higher compared to the other cells, and develop a doubly inflated multivariate Poisson distribution function using multivariate Gaussian copula. We also discuss procedures for regression on covariates for the doubly inflated multivariate count data. For illustrating the proposed methodologies, we present a real data containing bivariate count observations with inflations in two cells. Several models and linear predictors with log link functions are considered, and we discuss maximum likelihood estimation to estimate unknown parameters of the models.

Keywords: copula, Gaussian copula, multivariate distributions, inflated distributios

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Authors: Sayed A. Elsayed, Emad Z. Ibrahim, Osama M. Mesalhy, Mohamed A. Abdelatief

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An experimental and numerical study has been conducted to clarify fluid flow characteristics and pressure drop distributions of a cross-flow heat exchanger employing staggered wing-shaped tubes at different angels of attack. The water-side Rew and the air-side Rea were at 5 x 102 and at from 1.8 x 103 to 9.7 x 103, respectively. Three cases of the tubes arrangements with various angles of attack, row angles of attack and 90° cone angles were employed at the considered Rea range. Correlation of pressure drop coefficient Pdc in terms of Rea, design parameters for the studied cases were presented. The flow pattern around the staggered wing-shaped tubes bundle were predicted by using commercial CFD FLUENT 6.3.26 software package. Results indicated that the values of Pdc were increased by increasing the angle of attack from 0° to 45°, while the opposite was true for angles of attack from 135° to 180°. Comparisons between the experimental and numerical results of the present study and those, previously, obtained for similar available studies showed good agreements.

Keywords: wing-shaped tubes, cross-flow cooling, staggered arrangement, CFD

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Authors: Toshifumi Hiramatsu, Satoshi Morita, Manuel Pencelli, Marta Niccolini, Matteo Ragaglia, Alfredo Argiolas

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Automation technologies for agriculture field are needed to promote labor-saving. One of the most relevant problems in automated agriculture is represented by controlling the robot along a predetermined path in presence of rough terrain or incline ground. Unfortunately, disturbances originating from interaction with the ground, such as slipping, make it quite difficult to achieve the required accuracy. In general, it is required to move within 5-10 cm accuracy with respect to the predetermined path. Moreover, lateral velocity caused by gravity on the incline field also affects slipping. In this paper, a path-tracking controller for tracked mobile robots moving on rough terrains of incline field such as vineyard is presented. The controller is composed of a disturbance observer and an adaptive controller based on the kinematic model of the robot. The disturbance observer measures the difference between the measured and the reference yaw rate and linear velocity in order to estimate slip. Then, the adaptive controller adapts “virtual” parameter of the kinematics model: Instantaneous Centers of Rotation (ICRs). Finally, target angular velocity reference is computed according to the adapted parameter. This solution allows estimating the effects of slip without making the model too complex. Finally, the effectiveness of the proposed solution is tested in a simulation environment.

Keywords: the agricultural robot, autonomous control, path-tracking control, tracked mobile robot

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Authors: Samir Assal

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This paper considers an international sample of venture capital and private equity funds to assess the role of law, corruption and culture in setting fund manager fees in terms of their fixed management fees, carried interest performance fees, clawbacks of fees and cash versus share distributions of fees. The data highlight a role of legal conditions in shaping fees paid to fund managers. In countries with better legal conditions, fixed fees are lower, carried interest fees are higher, clawbacks are less likely, and share distributions are more likely. These findings suggest legal conditions help to align the interests of managers and shareholders. More specifically, we examine which element of legal conditions matter most, and discover that corruption levels play a pronounced role in shaping fund manager fee contracts. We also show that cultural forces such as Hofstede’s measures of power distance and uncertainty avoidance likewise play a role in influencing fees.

Keywords: managerial compensation, incentive contracts, private equity, law and finance

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Authors: Patarawan Sangnawakij, Sa-Aat Niwitpong

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In this paper, we proposed two new confidence intervals for the difference of coefficients of variation, CIw and CIs, in two independent gamma distributions. These proposed confidence intervals using the close form method of variance estimation which was presented by Donner and Zou (2010) based on concept of Wald and Score confidence interval, respectively. Monte Carlo simulation study is used to evaluate the performance, coverage probability and expected length, of these confidence intervals. The results indicate that values of coverage probabilities of the new confidence interval based on Wald and Score are satisfied the nominal coverage and close to nominal level 0.95 in various situations, particularly, the former proposed confidence interval is better when sample sizes are small. Moreover, the expected lengths of the proposed confidence intervals are nearly difference when sample sizes are moderate to large. Therefore, in this study, the confidence interval for the difference of coefficients of variation which based on Wald is preferable than the other one confidence interval.

Keywords: confidence interval, score’s interval, wald’s interval, coefficient of variation, gamma distribution, simulation study

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Authors: Oliver Commichau, Richard Krimm, Bernd-Arno Behrens

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A growing demand on the production rate of modern presses leads to higher stroke rates. Commonly used material feeding devices for presses like grippers and roll-feeding systems can only achieve high stroke rates along with high gripper forces, to avoid stick-slip. These forces are limited by the sensibility of the surfaces of the workpieces. Stick-slip leads to scratches on the surface and false positioning of the workpiece. In this paper, a new contactless feeding device is presented, which develops higher feeding force without damaging the surface of the workpiece through gripping forces. It is based on the principle of the linear induction motor. A primary part creates a magnetic field and induces eddy currents in the electrically conductive material. A Lorentz-Force applies to the workpiece in feeding direction as a mutual reaction between the eddy-currents and the magnetic induction. In this study, the FEA model of this approach is shown. The calculation of this model was used to identify the influence of various design parameters on the performance of the feeder and thus showing the promising capabilities and limits of this technology. In order to validate the study, a prototype of the feeding device has been built. An experimental setup was used to measure pulling forces and placement accuracy of the experimental feeder in order to give an outlook of a potential industrial application of this approach.

Keywords: conductive material, contactless feeding, linear induction, Lorentz-Force

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Authors: Bernardo C. P. Albuquerque, Darym J. F. Campos

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Increasing our ability to solve complex engineering problems is directly related to the processing capacity of computers. By means of such equipments, one is able to fast and accurately run numerical algorithms. Besides the increasing interest in numerical simulations, probabilistic approaches are also of great importance. This way, statistical tools have shown their relevance to the modelling of practical engineering problems. In general, statistical approaches to such problems consider that the random variables involved follow a normal distribution. This assumption tends to provide incorrect results when skew data is present since normal distributions are symmetric about their means. Thus, in order to visualize and quantify this aspect, 9 statistical distributions (symmetric and skew) have been considered to model a hypothetical slope stability problem. The data modeled is the friction angle of a superficial soil in Brasilia, Brazil. Despite the apparent universality, the normal distribution did not qualify as the best fit. In the present effort, data obtained in consolidated-drained triaxial tests and saturated direct shear tests have been modeled and used to analytically derive the probability density function (PDF) of the safety factor of a hypothetical slope based on Mohr-Coulomb rupture criterion. Therefore, based on this analysis, it is possible to explicitly derive the failure probability considering the friction angle as a random variable. Furthermore, it is possible to compare the stability analysis when the friction angle is modelled as a Dagum distribution (distribution that presented the best fit to the histogram) and as a Normal distribution. This comparison leads to relevant differences when analyzed in light of the risk management.

Keywords: statistical slope stability analysis, skew distributions, probability of failure, functions of random variables

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Authors: Mikhail O. Eremin

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Seismic activity around the world is clearly a threat to people's lives, as well as infrastructure and capital construction. It is the instability of the latter to powerful earthquakes that most often causes human casualties. Therefore, during construction it is necessary to take into account the risks of large-scale natural disasters. The task of assessing the risks of natural disasters is one of the most urgent at the present time. The final goal of any study of earthquakes is forecasting. This is especially important for seismically active regions of the planet where earthquakes occur frequently. Gorni Altai is one of such regions. In work, we developed the physical-mathematical model of stress-strain state evolution of loaded geomedium with the purpose of numerical simulation of seismic process accompanying the formation of Chuya-Kuray fault zone Gorni Altay, Russia. We build a structural model on the base of seismotectonic and paleoseismogeological investigations, as well as SRTM-data. Base of mathematical model is the system of equations of solid mechanics which includes the fundamental conservation laws and constitutive equations for elastic (Hooke's law) and inelastic deformation (modified model of Drucker-Prager-Nikolaevskii). An initial stress state of the model correspond to gravitational. Then we simulate an activation of a buried dextral strike-slip paleo-fault located in the basement of the model. We obtain the stages of formation and the structure of Chuya-Kuray fault zone. It is shown that results of numerical simulation are in good agreement with field observations in statistical sense. Simulated seismic process is strongly bound to the faults - lineaments with high degree of inelastic strain localization. Fault zone represents en-echelon system of dextral strike-slips according to the Riedel model. The system of surface lineaments is represented with R-, R'-shear bands, X- and Y-shears, T-fractures. Simulated seismic process obeys the laws of Gutenberg-Richter and Omori. Thus, the model describes a self-similar character of deformation and fracture of rocks and geomedia. We also modified the algorithm of determination of separate slip events in the model due to the features of strain rates dependence vs time.

Keywords: Drucker-Prager model, fault zone, numerical simulation, Riedel bands, seismic process, strike-slip fault

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Authors: İlhami Karahanoglu, Oguz Ceylan

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As its well-known definitions; systemic risk refers to whole economic system down-turn movement even collapse together in very severe cases. In fact, it points out the contagion effects of the defaults. Such a risk is can be depicted with the famous Chinese game of falling domino stones. During and after the Bear & Sterns and Lehman Brothers cases, it was well understood that there is a very strong effect of systemic risk in financial services sector. In this study, we concentrate on the existence of systemic risk in Turkish Banking Sector based upon the Halkbank Case during the end month of 2013; there was a political turmoil in Turkey in which the close relatives of the upper politicians were involved in illegal trading activities. In that operation, the CEO of Halkbank was also arrested and in investigation, Halkbank was considered as part of such illegal actions. That operation had an impact on Halkbanks stock value. The Halkbank stock value during that time interval decreased remarkably, the distributional profile of stock return changed and became more volatile as well as more skewed. In this study, the daily returns of 5 leading banks in Turkish banking sector were used to obtain 48 return distributions (for each month, 90-days-back stock value returns are used) of 5 banks for the period 12/2011-12/2013 (pre operation period) and 12/2013-12/2015 (post operation period). When those distributions are compared with timely manner, interestingly; the distribution of the 5 other leading banks in Turkey, public or private, had also distribution profiles which was different from the past 2011-2013 period just like Halkbank. Those 5 big banks, whose stock values are monitored with sub index in Istanbul stock exchange (BIST) as BN10, had more skewed distribution just following the Halkbank stock return movement during the post operation period, with lover mean value and as well higher volatility. In addition, the correlation between the stock value return distributions of the leading banks after Halkbank case, where the returns are more skewed to the left, increased (which is measured in monthly base before and after the operation). The dependence between those banks was stronger under the case where the stock values were falling compared with the normal market condition. Such distributional effect of stock returns between the leading banks in Turkey, which is valid for down sub-market (financial/banking sector) condition, can be evaluated as an evidence for the existence of contagious effect and systemic risk.

Keywords: financial risk, systemic risk, banking sector, return distribution, dependency structure

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Authors: A. Shaygani, R. Saifi, M. S. Saidi, M. Sani

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Particle size distribution, the most important characteristics of aerosols, is obtained through electrical characterization techniques. The dynamics of charged nano-particles under the influence of electric field in electrical mobility spectrometer (EMS) reveals the size distribution of these particles. The accuracy of this measurement is influenced by flow conditions, geometry, electric field and particle charging process, therefore by the transfer function (transfer matrix) of the instrument. In this work, a wire-cylinder corona charger was designed and the combined field-diffusion charging process of injected poly-disperse aerosol particles was numerically simulated as a prerequisite for the study of a multi-channel EMS. The result, a cloud of particles with non-uniform charge distribution, was introduced to the EMS. The flow pattern and electric field in the EMS were simulated using computational fluid dynamics (CFD) to obtain particle trajectories in the device and therefore to calculate the reported signal by each electrometer. According to the output signals (resulted from bombardment of particles and transferring their charges as currents), we proposed a modification to the size of detecting rings (which are connected to electrometers) in order to evaluate particle size distributions more accurately. Based on the capability of the system to transfer information contents about size distribution of the injected particles, we proposed a benchmark for the assessment of optimality of the design. This method applies the concept of Von Neumann entropy and borrows the definition of entropy from information theory (Shannon entropy) to measure optimality. Entropy, according to the Shannon entropy, is the ''average amount of information contained in an event, sample or character extracted from a data stream''. Evaluating the responses (signals) which were obtained via various configurations of detecting rings, the best configuration which gave the best predictions about the size distributions of injected particles, was the modified configuration. It was also the one that had the maximum amount of entropy. A reasonable consistency was also observed between the accuracy of the predictions and the entropy content of each configuration. In this method, entropy is extracted from the transfer matrix of the instrument for each configuration. Ultimately, various clouds of particles were introduced to the simulations and predicted size distributions were compared to the exact size distributions.

Keywords: aerosol nano-particle, CFD, electrical mobility spectrometer, von neumann entropy

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Authors: L. Melzerová, T. Janda, M. Šejnoha, J. Šejnoha

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Two finite element (FEM) models are presented in this paper to address the random nature of the response of glued timber structures made of wood segments with variable elastic moduli evaluated from 3600 indentation measurements. This total database served to create the same number of ensembles as was the number of segments in the tested beam. Statistics of these ensembles were then assigned to given segments of beams and the Latin Hypercube Sampling (LHS) method was called to perform 100 simulations resulting into the ensemble of 100 deflections subjected to statistical evaluation. Here, a detailed geometrical arrangement of individual segments in the laminated beam was considered in the construction of two-dimensional FEM model subjected to in four-point bending to comply with the laboratory tests. Since laboratory measurements of local elastic moduli may in general suffer from a significant experimental error, it appears advantageous to exploit the full scale measurements of timber beams, i.e. deflections, to improve their prior distributions with the help of the Bayesian statistical method. This, however, requires an efficient computational model when simulating the laboratory tests numerically. To this end, a simplified model based on Mindlin’s beam theory was established. The improved posterior distributions show that the most significant change of the Young’s modulus distribution takes place in laminae in the most strained zones, i.e. in the top and bottom layers within the beam center region. Posterior distributions of moduli of elasticity were subsequently utilized in the 2D FEM model and compared with the original simulations.

Keywords: Bayesian inference, FEM, four point bending test, laminated timber, parameter estimation, prior and posterior distribution, Young’s modulus

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Authors: T. Y. Liu, C. H. Lin, Y. M. Ferng

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Wind energy is one of the clean renewable energy. However, the low frequency (20-200HZ) noise generated from the wind turbine blades, which bothers the residents, becomes the major problem to be developed. It is useful for predicting the aerodynamic noise by flow field and pressure distribution analysis on the wind turbine blades. Therefore, the main objective of this study is to use different turbulence models to analyse the flow field and pressure distributions of the wing blades. Three-dimensional Computation Fluid Dynamics (CFD) simulation of the flow field was used to calculate the flow phenomena for the National Renewable Energy Laboratory (NREL) Phase VI horizontal axis wind turbine rotor. Two different flow cases with different wind speeds were investigated: 7m/s with 72rpm and 15m/s with 72rpm. Four kinds of RANS-based turbulence models, Standard k-ε, Realizable k-ε, SST k-ω, and v2f, were used to predict and analyse the results in the present work. The results show that the predictions on pressure distributions with SST k-ω and v2f turbulence models have good agreements with experimental data.

Keywords: horizontal axis wind turbine, turbulence model, noise, fluid dynamics

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Authors: Fatna Benmessaoud, Mohammed Cheikh, Vencent Velay, Vanessa Vedal, Farhad Rezai-Aria, Christine Boher

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The global mechanical behavior of materials is strongly linked to their microstructure, especially their crystallographic texture and their grains morphology. These material aspects determine the mechanical fields character (heterogeneous or homogeneous), thus, they give to the global behavior a degree of anisotropy according the initial microstructure. For these reasons, the prediction of global behavior of materials in relationship with the microstructure must be performed with a multi-scale approach. Therefore, multi-scale modeling in the context of crystal plasticity is widely used. In this present contribution, a phenomenological elasto-viscoplastic model developed in the crystal plasticity context and finite element method are used to investigate the effects of crystallographic texture and grains sizes on global behavior of a polycrystalline equiaxed Ti-6Al-4V alloy. The constitutive equations of this model are written on local scale for each slip system within each grain while the strain and stress mechanical fields are investigated at the global scale via finite element scale transition. The beta phase of Ti-6Al-4V alloy modeled is negligible; its percent is less than 10%. Three families of slip systems of alpha phase are considered: basal and prismatic families with a burgers vector and pyramidal family with a burgers vector. The twinning mechanism of plastic strain is not observed in Ti-6Al-4V, therefore, it is not considered in the present modeling. Nine representative elementary volumes (REV) are generated with Voronoi tessellations. For each individual equiaxed grain, the own crystallographic orientation vis-à-vis the loading is taken into account. The meshing strategy is optimized in a way to eliminate the meshing effects and at the same time to allow calculating the individual grain size. The stress and strain fields are determined in each Gauss point of the mesh element. A post-treatment is used to calculate the local behavior (in each grain) and then by appropriate homogenization, the macroscopic behavior is calculated. The developed model is validated by comparing the numerical simulation results with an experimental data reported in the literature. It is observed that the present model is able to predict the global mechanical behavior of Ti-6Al-4V alloy and investigate the microstructural parameters' effects. According to the simulations performed on the generated volumes (REV), the macroscopic mechanical behavior of Ti-6Al-4V is strongly linked to the active slip systems family (prismatic, basal or pyramidal). The crystallographic texture determines which family of slip systems can be activated; therefore it gives to the plastic strain a heterogeneous character thus an anisotropic macroscopic mechanical behavior. The average grains size influences also the Ti-6Al-4V mechanical proprieties, especially the yield stress; by decreasing of the average grains size, the yield strength increases according to Hall-Petch relationship. The grains sizes' distribution gives to the strain fields considerable heterogeneity. By increasing grain sizes, the scattering in the localization of plastic strain is observed, thus, in certain areas the stress concentrations are stronger than other regions.

Keywords: microstructural parameters, multi-scale modeling, crystal plasticity, Ti-6Al-4V alloy

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Authors: Weiyao Zhu, Qian Qi, Ming Yue, Dongxu Ma

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Due to the nano-micro pore structures and the massive multi-stage multi-cluster hydraulic fracturing in shale gas reservoirs, the multi-scale seepage flows are much more complicated than in most other conventional reservoirs, and are crucial for the economic development of shale gas. In this study, a new multi-scale non-linear flow model was established and simplified, based on different diffusion and slip correction coefficients. Due to the fact that different flow laws existed between the fracture network and matrix zone, a three-zone composite model was proposed. Then, according to the conformal transformation combined with the law of equivalent percolation resistance, the productivity equation of a horizontal fractured well, with consideration given to diffusion, slip, desorption, and absorption, was built. Also, an analytic solution was derived, and the interference of the multi-cluster fractures was analyzed. The results indicated that the diffusion of the shale gas was mainly in the transition and Fick diffusion regions. The matrix permeability was found to be influenced by slippage and diffusion, which was determined by the pore pressure and diameter according to the Knudsen number. It was determined that, with the increased half-lengths of the fracture clusters, flow conductivity of the fractures, and permeability of the fracture network, the productivity of the fractured well also increased. Meanwhile, with the increased number of fractures, the distance between the fractures decreased, and the productivity slowly increased due to the mutual interference of the fractures. In regard to the fractured horizontal wells, the free gas was found to majorly contribute to the productivity, while the contribution of the desorption increased with the increased pressure differences.

Keywords: multi-scale, fracture network, composite model, productivity

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Authors: Lanka Dinushke Weerasiri, Subrat Das, Daniel Fabijanic, William Yang

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Fluidization at vacuum pressure has been a topic that is of growing research interest. Several industrial applications (such as drying, extractive metallurgy, and chemical vapor deposition (CVD)) can potentially take advantage of vacuum pressure fluidization. Particularly, the fine chemical industry requires processing under safe conditions for thermolabile substances, and reduced pressure fluidized beds offer an alternative. Fluidized beds under vacuum conditions provide optimal conditions for treatment of granular materials where the reduced gas pressure maintains an operational environment outside of flammability conditions. The fluidization at low-pressure is markedly different from the usual gas flow patterns of atmospheric fluidization. The different flow regimes can be characterized by the dimensionless Knudsen number. Nevertheless, hydrodynamics of bubbling vacuum fluidized beds has not been investigated to author’s best knowledge. In this work, the two-fluid numerical method was used to determine the impact of reduced pressure on the fundamental properties of a fluidized bed. The slip flow model implemented by Ansys Fluent User Defined Functions (UDF) was used to determine the interphase momentum exchange coefficient. A wide range of operating pressures was investigated (1.01, 0.5, 0.25, 0.1 and 0.03 Bar). The gas was supplied by a uniform inlet at 1.5U_mf and 2U_mf. The predicted minimum fluidization velocity (U_mf) shows excellent agreement with the experimental data. The results show that the operating pressure has a notable impact on the bed properties and its hydrodynamics. Furthermore, it also shows that the existing Gorosko correlation that predicts bed expansion is not applicable under reduced pressure conditions.

Keywords: computational fluid dynamics, fluidized bed, gas-solid flow, vacuum pressure, slip flow, minimum fluidization velocity

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Authors: Betty Johanna Garzon Rozo, Jonathan Crook, Fernando Moreira

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Operational risk losses are heavy tailed and are likely to be asymmetric and extremely dependent among business lines/event types. We propose a new methodology to assess, in a multivariate way, the asymmetry and extreme dependence between severity distributions, and to calculate the capital for Operational Risk. This methodology simultaneously uses (i) several parametric distributions and an alternative mix distribution (the Lognormal for the body of losses and the Generalized Pareto Distribution for the tail) via extreme value theory using SAS®, (ii) the multivariate skew t-copula applied for the first time for operational losses and (iii) Bayesian theory to estimate new n-dimensional skew t-copula models via Markov chain Monte Carlo (MCMC) simulation. This paper analyses a newly operational loss data set, SAS Global Operational Risk Data [SAS OpRisk], to model operational risk at international financial institutions. All the severity models are constructed in SAS® 9.2. We implement the procedure PROC SEVERITY and PROC NLMIXED. This paper focuses in describing this implementation.

Keywords: operational risk, loss distribution approach, extreme value theory, copulas

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Authors: Toshiyuki Sato, Kenta Iitani, Koji Toma, Takahiro Arakawa, Kohji Mitsubayashi

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A 2-dimensional imaging system (Sniff-camera) for gaseous ethanol emissions from a human palm skin was constructed and demonstrated. This imaging system measures gaseous ethanol concentrations as intensities of chemiluminescence (CL) by luminol reaction induced by alcohol oxidase and luminol-hydrogen peroxide system. A conversion of ethanol distributions and concentrations to 2-dimensional CL was conducted on an enzyme-immobilized mesh substrate in a dark box, which contained a luminol solution. In order to visualize ethanol emissions from human palm skin, we developed highly sensitive and selective imaging system for transpired gaseous ethanol at sub ppm-levels. High sensitivity imaging allows us to successfully visualize the emissions dynamics of transdermal gaseous ethanol. The intensity of each pixel on the palm shows the reflection of ethanol concentrations distributions based on the metabolism of oral alcohol administration. This imaging system is significant and useful for the assessment of ethanol measurement of the palmar skin.

Keywords: sniff-camera, gas-imaging, ethanol vapor, human body gas

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Authors: Tejeet Singh, Ishvneet Singh, Vinay Gupta

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The present study focussed on carrying out the creep analysis in an isotropic thick-walled composite cylindrical pressure vessel composed of aluminium matrix reinforced with silicon-carbide in particulate form. The creep behaviour of the composite material has been described by the threshold stress based creep law. The value of stress exponent appearing in the creep law was selected as 3, 5 and 8. The constitutive equations were developed using well known von-Mises yield criteria. Models were developed to find out the distributions of creep stresses and strain rate in thick-walled composite cylindrical pressure vessels under internal pressure. In order to obtain the stress distributions in the cylinder, the equilibrium equation of the continuum mechanics and the constitutive equations are solved together. It was observed that the radial stress, tangential stress and axial stress increases along with the radial distance. The cross-over was also obtained almost at the middle region of cylindrical vessel for tangential and axial stress for different values of stress exponent. The strain rates were also decreasing in nature along the entire radius.

Keywords: creep, composite, cylindrical vessel, internal pressure

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Authors: Amir Moslehi, Gholamreza Raisali

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Microdosimetric detectors based on multiple-thick gas electron multiplier (multiple-THGEM) configurations are being used in various fields of radiation protection and dosimetry. In the present work, microdosimetric response of these detectors to fast neutrons has been investigated by Monte Carlo method. Three similar microdosimeters made of A-150 and rexolite as the wall materials are designed; the first based on single-THGEM, the second based on double-THGEM and the third is based on triple-THGEM. Sensitive volume of the three microdosimeters is a right cylinder of 5 mm height and diameter which is filled with the propane-based tissue-equivalent (TE) gas. The TE gas with 0.11 atm pressure at the room temperature simulates 1 µm of tissue. Lineal energy distributions for several neutron energies from 10 keV to 14 MeV including 241Am-Be neutrons are calculated by the Geant4 simulation toolkit. Also, mean quality factor and dose-equivalent value for any neutron energy has been determined by these distributions. Obtained data derived from the three microdosimeters are in agreement. Therefore, we conclude that the multiple-THGEM structures present similar microdosimetric responses to fast neutrons.

Keywords: fast neutrons, geant4, multiple-thick gas electron multiplier, microdosimeter

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Authors: Tejeet Singh, Ishavneet Singh

Abstract:

The present study focused on carrying out the creep analysis in an isotropic thick-walled composite cylindrical pressure vessel composed of aluminum matrix reinforced with silicon-carbide in particulate form. The creep behavior of the composite material has been described by the threshold stress based creep law. The values of stress exponent appearing in the creep law were selected as 3, 5 and 8. The constitutive equations were developed using well known von-Mises yield criteria. Models were developed to find out the distributions of creep stress and strain rate in thick-walled composite cylindrical pressure vessels under internal pressure. In order to obtain the stress distributions in the cylinder, the equilibrium equation of the continuum mechanics and the constitutive equations are solved together. It was observed that the radial stress, tangential stress and axial stress increases along with the radial distance. The cross-over was also obtained almost at the middle region of cylindrical vessel for tangential and axial stress for different values of stress exponent. The strain rates were also decreasing in nature along the entire radius.

Keywords: steady state creep, composite, cylinder, pressure

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Authors: Valerii Dashuk

Abstract:

The usage of the confidence intervals in economics and econometrics is widespread. To be able to investigate a random variable more thoroughly, joint tests are applied. One of such examples is joint mean-variance test. A new approach for testing such hypotheses and constructing confidence sets is introduced. Exploring both the value of the random variable and its deviation with the help of this technique allows checking simultaneously the shift and the probability of that shift (i.e., portfolio risks). Another application is based on the normal distribution, which is fully defined by mean and variance, therefore could be tested using the introduced approach. This method is based on the difference of probability density functions. The starting point is two sets of normal distribution parameters that should be compared (whether they may be considered as identical with given significance level). Then the absolute difference in probabilities at each 'point' of the domain of these distributions is calculated. This measure is transformed to a function of cumulative distribution functions and compared to the critical values. Critical values table was designed from the simulations. The approach was compared with the other techniques for the univariate case. It differs qualitatively and quantitatively in easiness of implementation, computation speed, accuracy of the critical region (theoretical vs. real significance level). Stable results when working with outliers and non-normal distributions, as well as scaling possibilities, are also strong sides of the method. The main advantage of this approach is the possibility to extend it to infinite-dimension case, which was not possible in the most of the previous works. At the moment expansion to 2-dimensional state is done and it allows to test jointly up to 5 parameters. Therefore the derived technique is equivalent to classic tests in standard situations but gives more efficient alternatives in nonstandard problems and on big amounts of data.

Keywords: confidence set, cumulative distribution function, hypotheses testing, normal distribution, probability density function

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Authors: Javed Iqbal

Abstract:

Filling of Xiangjiaba Reservoir Lake in Southwest China triggered and re-activated numerous landslides due to water fluctuation. In order to understand the relationship between reservoirs and slope instability, a typical reservoir landslide (Dasha landslide) at right bank of Jinsha River was selected as a case study for in-depth investigations. The detailed field investigations were carried out in order to identify the landslide with respect to its surroundings and to find out the slip-surface. Boreholes were drilled in order to find out the subsurface lithology and the depth of failure of Dasha landslide. The in-situ geotechnical tests were performed, and the soil samples from exposed slip surface were retrieved for geotechnical laboratory analysis. Finally, stability analysis was done using 3D strength reduction method under different conditions of reservoir water level fluctuations and rainfall conditions. The in-depth investigations show that the Dasha landslide is a bedding rockslide which was once activated in 1986. The topography of Dasha landslide is relatively flat, while the back scarp and local terrain are relatively steep. The landslide area is about 29 × 104 m², and the maximum thickness of the landslide deposits revealed by drilling is about 40 m with the average thickness being about 20 m, and the volume is thus estimated being about 580 × 10⁴ m³. Bedrock in the landslide area is composed of Suining Formation of Jurassic age. The main rock type is silty mudstone with sandstone, and bedding orientation is 300~310° ∠ 7~22°. The factor of safety (FOS) of Dasha landslide obtained by 3D strength reduction cannot meet the minimum safety requirement under the working condition of reservoir level fluctuation as designed, with effect of rainfall and rapid drawdown.

Keywords: Dasha landslide, Xiangjiaba reservoir, strength reduction method, bedding rockslide

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Authors: Neziha Jaouedi, Noureddine Boujnah, Mohamed Salim Bouhlel

Abstract:

In the framework of human machine interaction systems enhancement, we focus throw this paper on human behavior analysis and action recognition. Human behavior is characterized by actions and reactions duality (movements, psychological modification, verbal and emotional expression). It’s worth noting that many information is hidden behind gesture, sudden motion points trajectories and speeds, many research works reconstructed an information retrieval issues. In our work we will focus on motion extraction, tracking and action recognition using wavelet network approaches. Our contribution uses an analysis of human subtraction by Gaussian Mixture Model (GMM) and body movement through trajectory models of motion constructed from kalman filter. These models allow to remove the noise using the extraction of the main motion features and constitute a stable base to identify the evolutions of human activity. Each modality is used to recognize a human action using wavelets of derived beta distributions approach. The proposed approach has been validated successfully on a subset of KTH and UCF sports database.

Keywords: feautures extraction, human action classifier, wavelet neural network, beta wavelet

Procedia PDF Downloads 383

Authors: Fatemah A. Alqallaf, Debasis Kundu

Abstract:

The aim of this paper is to introduce a bivariate inverse generalized exponential distribution which has a singular component. The proposed bivariate distribution can be used when the marginals have heavy-tailed distributions, and they have non-monotone hazard functions. Due to the presence of the singular component, it can be used quite effectively when there are ties in the data. Since it has four parameters, it is a very flexible bivariate distribution, and it can be used quite effectively for analyzing various bivariate data sets. Several dependency properties and dependency measures have been obtained. The maximum likelihood estimators cannot be obtained in closed form, and it involves solving a four-dimensional optimization problem. To avoid that, we have proposed to use an EM algorithm, and it involves solving only one non-linear equation at each `E'-step. Hence, the implementation of the proposed EM algorithm is very straight forward in practice. Extensive simulation experiments and the analysis of one data set have been performed. We have observed that the proposed bivariate inverse generalized exponential distribution can be used for modeling dependent competing risks data. One data set has been analyzed to show the effectiveness of the proposed model.

Keywords: Block and Basu bivariate distributions, competing risks, EM algorithm, Marshall-Olkin bivariate exponential distribution, maximum likelihood estimators

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

The probability distributions are the best method for forecasting of extreme hydrologic phenomena such as rainfall and flood flows. In this research, in order to determine suitable probability distribution for estimating of annual extreme rainfall and flood flows (discharge) series with different return periods, precipitation with 40 and discharge with 58 years time period had been collected from Karkheh River at Iran. After homogeneity and adequacy tests, data have been analyzed by Stormwater Management and Design Aid (SMADA) software and residual sum of squares (R.S.S). The best probability distribution was Log Pearson Type III with R.S.S value (145.91) and value (13.67) for peak discharge and Log Pearson Type III with R.S.S values (141.08) and (8.95) for maximum discharge in Jelogir Majin and Pole Zal stations, respectively. The best distribution for maximum precipitation in Jelogir Majin and Pole Zal stations was Log Pearson Type III distribution with R.S.S values (1.74&1.90) and then Pearson Type III distribution with R.S.S values (1.53&1.69). Overall, the Log Pearson Type III distributions are acceptable distribution types for representing statistics of extreme hydrologic phenomena in Karkheh River at Iran with the Pearson Type III distribution as a potential alternative.

Keywords: Karkheh River, Log Pearson Type III, probability distribution, residual sum of squares

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Authors: M. Bazrafshan, M. B. de Rooij, D. J. Schipper

Abstract:

Frictional hysteresis is the phenomenon in which mechanical contacts are subject to small (compared to contact area) oscillating tangential displacements. In the presence of adhesion at the interface, the contact repulsive force increases leading to a higher static friction force and pre-sliding displacement. This paper proposes a boundary element model (BEM) for the adhesive frictional hysteresis contact at the interface of two contacting bodies of arbitrary geometries. In this model, adhesion is represented by means of a Dugdale approximation of the total work of adhesion at local areas with a very small gap between the two bodies. The frictional contact is divided into sticking and slipping regions in order to take into account the transition from stick to slip (pre-sliding regime). In the pre-sliding regime, the stick and slip regions are defined based on the local values of shear stress and normal pressure. In the studied cases, a fixed normal force is applied to the interface and the friction force varies in such a way to start gross sliding in one direction reciprocally. For the first case, the problem is solved at the smooth interface between a ball and a flat for different values of work of adhesion. It is shown that as the work of adhesion increases, both static friction and pre-sliding distance increase due to the increase in the contact repulsive force. For the second case, the rough interface between a glass ball against a silicon wafer and a DLC (Diamond-Like Carbon) coating is considered. The work of adhesion is assumed to be identical for both interfaces. As adhesion depends on the interface roughness, the corresponding contact repulsive force is different for these interfaces. For the smoother interface, a larger contact repulsive force and consequently, a larger static friction force and pre-sliding distance are observed.

Keywords: boundary element model, frictional hysteresis, adhesion, roughness, pre-sliding

Procedia PDF Downloads 144