Search results for: Optimal Equilibrium Capacity.

Authors: Edison Muzenda, Corina M Mateescu

Abstract:

Group contribution methods such as the UNIFAC are very useful to researchers and engineers involved in synthesis, feasibility studies, design and optimization of separation processes. They can be applied successfully to predict phase equilibrium and excess properties in the development of chemical and separation processes. The main focus of this work was to investigate the possibility of absorbing selected volatile organic compounds (VOCs) into polydimethylsiloxane (PDMS) using three selected UNIFAC group contribution methods. Absorption followed by subsequent stripping is the predominant available abatement technology of VOCs from flue gases prior to their release into the atmosphere. The original, modified and effective UNIFAC models were used in this work. The thirteen selected VOCs that have been considered in this research are: pentane, hexane, heptanes, trimethylamine, toluene, xylene, cyclohexane, butyl acetate, diethyl acetate, chloroform, acetone, ethyl methyl ketone and isobutyl methyl ketone. The computation was done for solute VOC concentration of 8.55x10-8 which is well in the infinite dilution region. The results obtained in this study compare very well with those published in literature obtained through both measurements and predictions. The phase equilibrium obtained in this study show that PDMS is a good absorbent for the removal of VOCs from contaminated air streams through physical absorption.

Keywords: Absorption, Computation, Feasibility studies, Infinite dilution, Volatile organic compounds

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Authors: Abdulrahim Shamayleh, John Fowler, Muhong Zhang

Abstract:

Operating rooms are important assets for hospitals as they generate the largest revenue and, at the same time, produce the largest cost for hospitals. The model presented in this paper helps make capacity planning decisions on the combination of open operating rooms (ORs) and estimated overtime to satisfy the allocated OR time to each specialty. The model combines both decisions on determining the amount of OR time to open and to allocate to different surgical specialties. The decisions made are based on OR costs, overutilization and underutilization costs, and contribution margins from allocating OR time. The results show the importance of having a good estimate of specialty usage of OR time to determine the amount of needed capacity and highlighted the tradeoff that the OR manager faces between opening more ORs versus extending the working time of the ORs already in use.

Keywords: capacity planning, contribution margins, operating room, overutilization

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Authors: M. Polanský

Abstract:

This paper introduces a new method called ARPDC (Advanced Robust Parallel Distributed Compensation) for automatic control of nonlinear systems. This method improves a quality of robust control by interpolating of robust and optimal controller. The weight of each controller is determined by an original criteria function for model validity and disturbance appreciation. ARPDC method is based on nonlinear Takagi-Sugeno (T-S) fuzzy systems and Parallel Distributed Compensation (PDC) control scheme. The relaxed stability conditions of ARPDC control of nominal system have been derived. The advantages of presented method are demonstrated on the inverse pendulum benchmark problem. From comparison between three different controllers (robust, optimal and ARPDC) follows, that ARPDC control is almost optimal with the robustness close to the robust controller. The results indicate that ARPDC algorithm can be a good alternative not only for a robust control, but in some cases also to an adaptive control of nonlinear systems.

Keywords: Robust control, optimal control, Takagi–Sugeno (TS) fuzzy models, linear matrix inequality (LMI), observer, Advanced Robust Parallel Distributed Compensation (ARPDC).

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Authors: M. Mamatha, H. B. Aravinda, E. T. Puttaiah, S. Manjappa

Abstract:

One of the causes of water pollution is the presence of heavy metals in water. In the present study, an adsorbent prepared from the raw bark of the Pongamia pinnata tree is used for the removal of ferrous or ferric ions from aqueous and waste water containing heavy metals. Adsorption studies were conducted at different pH, concentration of metal ion, amount of adsorbent, contact time, agitation and temperature. The Langmuir and Freundlich adsorption isotherm models were applied for the results. The Langmuir isotherms were best fitted by the equilibrium data. The maximum adsorption was found to 146mg/g in waste water at a temperature of 30°C which is in agreement as comparable to the adsorption capacity of different adsorbents reported in literature. Pseudo second order model best fitted the adsorption of both ferrous and ferric ions.

Keywords: Adsorption, Adsorption isotherms, Heavy metals, Industrial effluents.

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Authors: Sagaren Pillay

Abstract:

This study empirically examines the long run equilibrium relationship between South Africa’s exports and imports using quarterly data from 1985 to 2012. The theoretical framework used for the study is based on Johansen’s Maximum Likelihood cointegration technique which tests for both the existence and number of cointegration vectors that exists. The study finds that both the series are integrated of order one and are cointegrated. A statistically significant cointegrating relationship is found to exist between exports and imports. The study models this unique linear and lagged relationship using a Vector Error Correction Model (VECM). The findings of the study confirm the existence of a long run equilibrium relationship between exports and imports.

Keywords: Cointegration lagged, linear, maximum likelihood, vector error correction model.

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Authors: Reza Sedaghati

Abstract:

Given the increasing energy demand in the world as well as limited fossil energy fuel resources, it is necessary to use renewable energy resources more than ever. Developing a hybrid energy system is suggested to overcome the intermittence of renewable energy resources such as sun and wind, in which the excess electrical energy can be converted and stored. While these resources store the energy, they can provide a more reliable system that is really suitable for off-grid applications. In hybrid systems, a methodology for optimal sizing of power generation systems components is of great importance in terms of economic aspects and efficiency. In this study, a hybrid energy system is designed to supply an off-grid sample load pattern with the aim of supplying necessary energy and minimizing the total production cost throughout the system life as well as increasing the reliability. For this purpose, the optimal size and the cost function of these resources is determined and minimized using evolutionary algorithms and system efficiency is studied with real-time load and meteorological information of Kazerun, a city in southern Iran under different conditions.

Keywords: Hybrid energy system, intelligent method, optimal size, minimal.

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Authors: K. Kusakana

Abstract:

A hybrid energy system is a combination of renewable energy sources with back up, as well as a storage system used to respond to given load energy requirements. Given that the electrical output of each renewable source is fluctuating with changes in weather conditions, and since the load demand also varies with time; one of the main attributes of hybrid systems is to be able to respond to the load demand at any time by optimally controlling each energy source, storage and back-up system. The induced optimization problem is to compute the optimal operation control of the system with the aim of minimizing operation costs while efficiently and reliably responding to the load energy requirement. Current optimization research and development on hybrid systems are mainly focusing on the sizing aspect. Thus, the aim of this paper is to report on the state-of-the-art of optimal operation control of hybrid renewable energy systems. This paper also discusses different challenges encountered, as well as future developments that can help in improving the optimal operation control of hybrid renewable energy systems.

Keywords: Renewable energies, hybrid systems, optimization, operation control.

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Authors: Behrouz Mosayebi Dehkordi, Frazaneh Hashemi, Ramin Mostafazadeh

Abstract:

Fick's second law equations for unsteady state diffusion of salt into the potato tissues were solved numerically. The set of equations resulted from implicit modeling were solved using Thomas method to find the salt concentration profiles in solid phase. The needed effective diffusivity and equilibrium distribution coefficient were determined experimentally. Cylindrical samples of potato were infused with aqueous NaCl solutions of 1-3% concentrations, and variations in salt concentrations of brine were determined over time. Solute concentrations profiles of samples were determined by measuring salt uptake of potato slices. For the studied conditions, equilibrium distribution coefficients were found to be dependent on salt concentrations, whereas the effective diffusivity was slightly affected by brine concentration.

Keywords: Brine, Diffusion, Diffusivity, Modeling, Potato

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Authors: Tunjo Peric, Zoran Babic

Abstract:

The authors of this work indicate by means of a concrete example that it is possible to apply efficaciously the method of multiple criteria programming in dealing with the problem of determining the optimal production plan for a certain period of time. The work presents: (1) the selection of optimization criteria, (2) the setting of the problem of determining an optimal production plan, (3) the setting of the model of multiple criteria programming in finding a solution to a given problem, (4) the revised surrogate trade-off method, (5) generalized multicriteria model for solving production planning problem and problem of choosing technological variants in the metal manufacturing industry. In the final part of this work the authors reflect on the application of the method of multiple criteria programming while determining the optimal production plan in manufacturing enterprises.

Keywords: multi-criteria programming, production planning, technological variant, Surrogate Worth Trade-off Method.

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Authors: K. L. Mak, P. Peng

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This paper investigates the problem of automated defect detection for textile fabrics and proposes a new optimal filter design method to solve this problem. Gabor Wavelet Network (GWN) is chosen as the major technique to extract the texture features from textile fabrics. Based on the features extracted, an optimal Gabor filter can be designed. In view of this optimal filter, a new semi-supervised defect detection scheme is proposed, which consists of one real-valued Gabor filter and one smoothing filter. The performance of the scheme is evaluated by using an offline test database with 78 homogeneous textile images. The test results exhibit accurate defect detection with low false alarm, thus showing the effectiveness and robustness of the proposed scheme. To evaluate the detection scheme comprehensively, a prototyped detection system is developed to conduct a real time test. The experiment results obtained confirm the efficiency and effectiveness of the proposed detection scheme.

Keywords: Defect detection, Filtering, Gabor function, Gaborwavelet networks, Textile fabrics.

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Authors: B. Skrabic, N. Tomic-Plazibat

Abstract:

In this paper real money demand function is analyzed within multivariate time-series framework. Cointegration approach is used (Johansen procedure) assuming interdependence between money demand determinants, which are nonstationary variables. This will help us to understand the behavior of money demand in Croatia, revealing the significant influence between endogenous variables in vector autoregrression system (VAR), i.e. vector error correction model (VECM). Exogeneity of the explanatory variables is tested. Long-run money demand function is estimated indicating slow speed of adjustment of removing the disequilibrium. Empirical results provide the evidence that real industrial production and exchange rate explains the most variations of money demand in the long-run, while interest rate is significant only in short-run.

Keywords: Cointegration, Long-run equilibrium, Money demand function, Vector error correction model.

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Authors: Jing Yu, Hongyang Liu, Dong Hao

Abstract:

On-Orbit Refueling is of great significance in extending space crafts' lifetime. The problem of minimum-fuel, time-fixed, Peer-to-Peer On-Orbit Refueling mission planning is addressed here with the particular aim of assigning fuel-insufficient satellites to the fuel-sufficient satellites and optimizing each rendezvous trajectory. Constraints including perturbation, communication link, sun illumination, hold points for different rendezvous phases, and sensor switching are considered. A planning model has established as well as a two-level solution method. The upper level deals with target assignment based on fuel equilibrium criterion, while the lower level solves constrained trajectory optimization using special maneuver strategies. Simulations show that the developed method could effectively resolve the Peer-to-Peer On-Orbit Refueling mission planning problem and deal with complex constraints.

Keywords: Mission planning, orbital rendezvous, on-orbit refueling, space mission.

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Authors: Müzeyyen Balçikanli, Erdoğan Özbay, Hakan Tacettin Türker, Okan Karahan, Cengiz Duran Atiş

Abstract:

In this research, effect of curing time (TC), curing temperature (CT), sodium concentration (SC) and silicate modules (SM) on the compressive strength, chloride ion permeability, and water absorption capacity of alkali activated slag (AAS) concretes were investigated. For maximization of compressive strength while for minimization of chloride ion permeability and water absorption capacity of AAS concretes, best possible combination of CT, CTime, SC and SM were determined. An experimental program was conducted by using the central composite design method. Alkali solution-slag ratio was kept constant at 0.53 in all mixture. The effects of the independent parameters were characterized and analyzed by using statistically significant quadratic regression models on the measured properties (dependent parameters). The proposed regression models are valid for AAS concretes with the SC from 0.1% to 7.5%, SM from 0.4 to 3.2, CT from 20 °C to 94 °C and TC from 1.2 hours to 25 hours. The results of test and analysis indicate that the most effective parameter for the compressive strength, chloride ion permeability and water absorption capacity is the sodium concentration.

Keywords: Alkali activation, slag, rapid chloride permeability, water absorption capacity.

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Authors: Mohamad K. Hasan, Hameed Al-Qaheri

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Optimization plays an important role in most real world applications that support decision makers to take the right decision regarding the strategic directions and operations of the system they manage. Solutions for traffic management and traffic congestion problems are considered major problems that most decision making authorities for cities around the world are looking for. This review paper gives a full description of the traffic problem as part of the transportation planning process and present a view as a framework of urban transportation system analysis where the core of the system is a transportation network equilibrium model that is based on optimization techniques and that can also be used for evaluating an alternative solution or a combination of alternative solutions for the traffic congestion. Different transportation network equilibrium models are reviewed from the sequential approach to the multiclass combining trip generation, trip distribution, modal split, trip assignment and departure time model. A GIS-Based intelligent decision support system framework for urban transportation system analysis is suggested for implementation where the selection of optimized alternative solutions, single or packages, will be based on an intelligent agent rather than human being which would lead to reduction in time, cost and the elimination of the difficulty, by human being, for finding the best solution to the traffic congestion problem.

Keywords: Multiclass simultaneous transportation equilibrium models, transportation planning, urban transportation systems analysis, intelligent decision support system.

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Authors: Hadi Barghlame, M. A. Lotfollahi-Yaghin

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In this paper, the torsion capacity of ultimate point on rectangular beams with spiral reinforcements in the torsion direction and its anti-direction are investigated. Therefore, models of above-mentioned beams have been numerically analyzed under various loads using ANSYS software. It was observed that, spirallyreinforced prismatic beam and beam with spiral links, show lower torsion capacity than beam with normal links also in anti-direction. The result is that the concrete regulations are violated in this case.

Keywords: RC beam, ultimate torsion, finite element, prismatic beams, spirally tie.

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Authors: Dong-Chul Lee, Byung-Kwan Oh, Se-Woon Choi, Hyo-Sun Park

Abstract:

The unanticipated brittle fracture of connection of the steel moment resisting frame (SMRF) occurred in 1994 the Northridge earthquake. Since then, the researches for the vulnerability of connection of the existing SMRF and for rehabilitation of those buildings were conducted. This paper suggests performance-based optimal seismic retrofit technique using connection upgrade. For optimal design, a multi-objective genetic algorithm(NSGA-II) is used. One of the two objective functions is to minimize initial cost and another objective function is to minimize lifetime seismic damages cost. The optimal algorithm proposed in this paper is performed satisfying specified performance objective based on FEMA 356. The nonlinear static analysis is performed for structural seismic performance evaluation. A numerical example of SAC benchmark SMRF is provided using the performance-based optimal seismic retrofit technique proposed in this paper

Keywords: connection upgrade, performace-based seismicdesign, seismic retrofit, multi-objective optimization

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Authors: Supasinee Pipatsantipong, Pramoch Rangsunvigit, Santi Kulprathipanja

Abstract:

To reduce the carbon dioxide emission into the atmosphere, adsorption is believed to be one of the most attractive methods for post-combustion treatment of flue gas. In this work, activated carbon (AC) was modified by polyethylenimine (PEI) via impregnation in order to enhance CO2 adsorption capacity. The adsorbents were produced at 0.04, 0.16, 0.22, 0.25, and 0.28 wt% PEI/AC. The adsorption was carried out at a temperature range from 30 °C to 75 °C and five different gas pressures up to 1 atm. TG-DTA, FT-IR, UV-visible spectrometer, and BET were used to characterize the adsorbents. Effects of PEI loading on the AC for the CO2 adsorption were investigated. Effectiveness of the adsorbents on the CO2 adsorption including CO2 adsorption capacity and adsorption temperature was also investigated. Adsorption capacities of CO2 were enhanced with the increase in the amount of PEI from 0.04 to 0.22 wt% PEI before the capacities decreased onwards from0.25 wt% PEI at 30 °C. The 0.22 wt% PEI/AC showed higher adsorption capacity than the AC for adsorption at 50 °C to 75 °C.

Keywords: Activated Carbon, Adsorption, CO2, Polyethyleneimine

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Authors: Malinwo Estone Ayikpa

Abstract:

Electric power systems are likely to operate with minimum losses and voltage meeting international standards. This is made possible generally by control actions provide by automatic voltage regulators, capacitors and transformers with on-load tap changer (OLTC). With the development of photovoltaic (PV) systems technology, their integration on distribution networks has increased over the last years to the extent of replacing the above mentioned techniques. The conventional analysis and simulation tools used for electrical networks are no longer able to take into account control actions necessary for studying distributed PV generation impact. This paper presents an unbalanced optimal power flow (OPF) model that minimizes losses with association of active power generation and reactive power control of single-phase and three-phase PV systems. Reactive power can be generated or absorbed using the available capacity and the adjustable power factor of the inverter. The unbalance OPF is formulated by current balance equations and solved by primal-dual interior point method. Several simulation cases have been carried out varying the size and location of PV systems and the results show a detailed view of the impact of PV distributed generation on distribution systems.

Keywords: Distribution system, losses, photovoltaic generation, primal-dual interior point method, reactive power control.

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Authors: P. Uthansakul, K. Attakitmongkol, N. Promsuvana, M. Uthansakul

Abstract:

It is well known that the channel capacity of Multiple- Input-Multiple-Output (MIMO) system increases as the number of antenna pairs between transmitter and receiver increases but it suffers from multiple expensive RF chains. To reduce the cost of RF chains, Antenna Selection (AS) method can offer a good tradeoff between expense and performance. In a transmitting AS system, Channel State Information (CSI) feedback is necessarily required to choose the best subset of antennas in which the effects of delays and errors occurred in feedback channels are the most dominant factors degrading the performance of the AS method. This paper presents the concept of AS method using CSI from channel reciprocity instead of feedback method. Reciprocity technique can easily archive CSI by utilizing a reverse channel where the forward and reverse channels are symmetrically considered in time, frequency and location. In this work, the capacity performance of MIMO system when using AS method at transmitter with reciprocity channels is investigated by own developing Testbed. The obtained results show that reciprocity technique offers capacity close to a system with a perfect CSI and gains a higher capacity than a system without AS method from 0.9 to 2.2 bps/Hz at SNR 10 dB.

Keywords: Antenna Selection, Capacity, Channel, Measurement, MIMO, Reciprocity.

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Authors: K. Yathish, K. G. Binu, B. S. Shenoy, D. S. Rao, R. Pai

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Load carrying capacity of an oil lubricated two-axial groove journal bearing is simulated by taking into account the viscosity variations in lubricant due to the addition of TiO2 nanoparticles as lubricant additive. Shear viscosities of TiO2 nanoparticle dispersions in oil are measured for various nanoparticle additive concentrations. The viscosity model derived from the experimental viscosities is employed in a modified Reynolds equation to obtain the pressure profiles and load carrying capacity of two-axial groove journal bearing. Results reveal an increase in load carrying capacity of bearings operating on nanoparticle dispersions as compared to plain oil.

Keywords: Journal bearing, TiO2 nanoparticles, viscosity model, Reynolds equation, load carrying capacity.

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Authors: Mohanad Alata, Mohammad Molhim, Abdullah Ramini

Abstract:

Fuzzy C-means Clustering algorithm (FCM) is a method that is frequently used in pattern recognition. It has the advantage of giving good modeling results in many cases, although, it is not capable of specifying the number of clusters by itself. In FCM algorithm most researchers fix weighting exponent (m) to a conventional value of 2 which might not be the appropriate for all applications. Consequently, the main objective of this paper is to use the subtractive clustering algorithm to provide the optimal number of clusters needed by FCM algorithm by optimizing the parameters of the subtractive clustering algorithm by an iterative search approach and then to find an optimal weighting exponent (m) for the FCM algorithm. In order to get an optimal number of clusters, the iterative search approach is used to find the optimal single-output Sugenotype Fuzzy Inference System (FIS) model by optimizing the parameters of the subtractive clustering algorithm that give minimum least square error between the actual data and the Sugeno fuzzy model. Once the number of clusters is optimized, then two approaches are proposed to optimize the weighting exponent (m) in the FCM algorithm, namely, the iterative search approach and the genetic algorithms. The above mentioned approach is tested on the generated data from the original function and optimal fuzzy models are obtained with minimum error between the real data and the obtained fuzzy models.

Keywords: Fuzzy clustering, Fuzzy C-Means, Genetic Algorithm, Sugeno fuzzy systems.

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Authors: M. Senthil Arumugam, M.V.C. Rao

Abstract:

This paper presents a novel two-phase hybrid optimization algorithm with hybrid genetic operators to solve the optimal control problem of a single stage hybrid manufacturing system. The proposed hybrid real coded genetic algorithm (HRCGA) is developed in such a way that a simple real coded GA acts as a base level search, which makes a quick decision to direct the search towards the optimal region, and a local search method is next employed to do fine tuning. The hybrid genetic operators involved in the proposed algorithm improve both the quality of the solution and convergence speed. The phase–1 uses conventional real coded genetic algorithm (RCGA), while optimisation by direct search and systematic reduction of the size of search region is employed in the phase – 2. A typical numerical example of an optimal control problem with the number of jobs varying from 10 to 50 is included to illustrate the efficacy of the proposed algorithm. Several statistical analyses are done to compare the validity of the proposed algorithm with the conventional RCGA and PSO techniques. Hypothesis t – test and analysis of variance (ANOVA) test are also carried out to validate the effectiveness of the proposed algorithm. The results clearly demonstrate that the proposed algorithm not only improves the quality but also is more efficient in converging to the optimal value faster. They can outperform the conventional real coded GA (RCGA) and the efficient particle swarm optimisation (PSO) algorithm in quality of the optimal solution and also in terms of convergence to the actual optimum value.

Keywords: Hybrid systems, optimal control, real coded genetic algorithm (RCGA), Particle swarm optimization (PSO), Hybrid real coded GA (HRCGA), and Hybrid genetic operators.

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Authors: Aussadavut Dumrongsiri

Abstract:

Westudy a dual-channel supply chain under decentralized setting in which manufacturer sells to retailer and to customers directly usingan online channel. A customer chooses the purchase-channel based on price and service quality. Also, to buy product from the retail store, the customer incurs a transportation cost influenced by the fluctuating gasoline cost. Both companies are under the revenue sharing contract. In this contract the retailer share a portion of the revenue to the manufacturer while the manufacturer will charge the lower wholesales price. The numerical result shows that the effects of gasoline costs, the revenue sharing ratio and the wholesale price play an important role in determining optimal prices. The result shows that when the gasoline price fluctuatesthe optimal on-line priceis relatively stable while the optimal retail price moves in the opposite direction of the gasoline prices.

Keywords: direct-channel, e-business, pricing model, dualchannel supply chain, gasoline cost, revenue sharing

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Authors: Osea Zebua, Norikazu Ikoma, Hiroshi Maeda

Abstract:

Estimation of voltage stability based on optimal filtering method is presented. PV curve is used as a tool for voltage stability analysis. Dynamic voltage stability estimation is done by using particle filter method. Optimum value (nose point) of PV curve can be estimated by estimating parameter of PV curve equation optimal value represents critical voltage and condition at specified point of measurement. Voltage stability is then estimated by analyzing loading margin condition c stimating equation. This maximum loading ecified dynamically.

Keywords: normalized PV curve, optimal filtering method particle filter, voltage stability.

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Authors: Praveen Huded M., Suresh R. Dash

Abstract:

Pile foundations are one of the most preferred deep foundation systems for high rise or heavily loaded structures. In many instances, the failure of the pile founded structures in liquefiable soils had been observed even in many recent earthquakes. Failure of pile foundation have occurred because of buckling, as the pile behaves as an unsupported slender structural element once the surrounding soil liquefies. However, the buckling capacity depends on the depth of soil liquefied and its residual strength. Hence it is essential to check the pile against the possible buckling failure. Beam on non-linear Winkler Foundation is one of the efficient methods to model the pile-soil behavior in liquefiable soil. The pile-soil interaction is modelled through p-y springs, there are different p-y curves available for modeling liquefiable soil. In the present work, the influence of two such p-y curves on the buckling capacity of pile foundation is studied considering the initial geometric and non-linear behavior of pile foundation. The proposed method is validated against experimental results. A significant difference in the buckling capacity is observed for the two p-y curves used in the analysis. A parametric study is conducted to understand the influence of pile flexural rigidity, different initial geometric imperfections, and different soil relative densities on the buckling capacity of pile foundation.

Keywords: pile foundation, liquefaction, buckling load, non-linear p-y curve

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Authors: Thamer Ali Albahkali

Abstract:

The challenge in the swing-up problem of double inverted pendulum on a cart (DIPC) is to design a controller that bring all DIPC's states, especially the joint angles of the two links, into the region of attraction of the desired equilibrium. This paper proposes a new method to swing-up DIPC based on a series of restto- rest maneuvers of the first link about its vertically upright configuration while holding the cart fixed at the origin. The rest-torest maneuvers are designed such that each one results in a net gain in energy of the second link. This results in swing-up of DIPC-s configuration to the region of attraction of the desired equilibrium. A three-step algorithm is provided for swing-up control followed by the stabilization step. Simulation results with a comparison to an experimental work done in the literature are presented to demonstrate the efficacy of the approach.

Keywords: Double Inverted pendulum, Impulse, momentum, underactuated

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Authors: Bright O. Osu, Edikan E. Akpanibah, Chidinma Olunkwa

Abstract:

In this paper, mean-variance optimization of portfolios with the return of premium clauses in a defined contribution (DC) pension plan with multiple contributors under constant elasticity of variance (CEV) model is studied. The return clauses which permit death members to claim their accumulated wealth are considered, the remaining wealth is not equally distributed by the remaining members as in literature. We assume that before investment, the surplus which includes funds of members who died after retirement adds to the total wealth. Next, we consider investments in a risk-free asset and a risky asset to meet up the expected returns of the remaining members and obtain an optimized problem with the help of extended Hamilton Jacobi Bellman equation. We obtained the optimal investment strategies for the two assets and the efficient frontier of the members by using a stochastic optimal control technique. Furthermore, we studied the effect of the various parameters of the optimal investment strategies and the effect of the risk-averse level on the efficient frontier. We observed that the optimal investment strategy is the same as in literature, secondly, we observed that the surplus decreases the proportion of the wealth invested in the risky asset.

Keywords: DC pension fund, Hamilton Jacobi Bellman equation, optimal investment strategies, stochastic optimal control technique, return of premiums clauses, mean-variance utility.

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Authors: H.B.Kekre, Archana Athawale, Pallavi N.Halarnkar

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Steganography, derived from Greek, literally means “covered writing". It includes a vast array of secret communications methods that conceal the message-s very existence. These methods include invisible inks, microdots, character arrangement, digital signatures, covert channels, and spread spectrum communications. This paper proposes a new improved version of Least Significant Bit (LSB) method. The approach proposed is simple for implementation when compared to Pixel value Differencing (PVD) method and yet achieves a High embedding capacity and imperceptibility. The proposed method can also be applied to 24 bit color images and achieve embedding capacity much higher than PVD.

Keywords: Information Hiding, LSB Matching, PVD Steganography.

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Authors: R. Haoui

Abstract:

Hypersonic flows around spatial vehicles during their reentry phase in planetary atmospheres are characterized by intense aerothermodynamics phenomena. The aim of this work is to analyze high temperature flows around an axisymmetric blunt body taking into account chemical and vibrational non-equilibrium for air mixture species and the no slip condition at the wall. For this purpose, the Navier-Stokes equations system is resolved by the finite volume methodology to determine the flow parameters around the axisymmetric blunt body especially at the stagnation point and in the boundary layer along the wall of the blunt body. The code allows the capture of shock wave before a blunt body placed in hypersonic free stream. The numerical technique uses the Flux Vector Splitting method of Van Leer. CFL coefficient and mesh size level are selected to ensure the numerical convergence.

Keywords: Hypersonic flow, viscous flow, chemical kinetic, dissociation, finite volumes, frozen and non-equilibrium flow.

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Authors: Munther I. Kandah, Fahmi A. Abu Al-Rub, Lucy Bawarish, Mira Bawarish, Hiba Al-Tamimi, Reem Khalil, Raja'a Sa, ada

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In this project cadmium ions were adsorbed from aqueous solutions onto either date pits; a cheap agricultural and nontoxic material, or chemically activated carbon prepared from date pits using phosphoric acid. A series of experiments were conducted in a batch adsorption technique to assess the feasibility of using the prepared adsorbents. The effects of the process variables such as initial cadmium ions concentration, contact time, solution pH and adsorbent dose on the adsorption capacity of both adsorbents were studied. The experimental data were tested using different isotherm models such as Langmuir, Freundlich, Tempkin and Dubinin- Radushkevich. The results showed that although the equilibrium data could be described by all models used, Langmuir model gave slightly better results when using activated carbon while Freundlich model, gave better results with date pits.

Keywords: Adsorption, Cadmium, Chemical Activation, DatePits.

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