Search results for: primal-dual interior point method

Authors: Magdi M. Nabi, Ding-Li Yu

Abstract:

Control of a semi-batch polymerization reactor using an adaptive radial basis function (RBF) neural network method is investigated in this paper. A neural network inverse model is used to estimate the valve position of the reactor; this method can identify the controlled system with the RBF neural network identifier. The weights of the adaptive PID controller are timely adjusted based on the identification of the plant and self-learning capability of RBFNN. A PID controller is used in the feedback control to regulate the actual temperature by compensating the neural network inverse model output. Simulation results show that the proposed control has strong adaptability, robustness and satisfactory control performance and the nonlinear system is achieved.

Keywords: Chylla-Haase polymerization reactor, RBF neural networks, feed-forward and feedback control.

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Authors: Yang Weiping, Zhang Zhilong, Zhang Yan, Chen Zengping

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Infrared focal plane arrays (IRFPA) sensors, due to their high sensitivity, high frame frequency and simple structure, have become the most prominently used detectors in military applications. However, they suffer from a common problem called the fixed pattern noise (FPN), which severely degrades image quality and limits the infrared imaging applications. Therefore, it is necessary to perform non-uniformity correction (NUC) on IR image. The algorithms of non-uniformity correction are classified into two main categories, the calibration-based and scene-based algorithms. There exist some shortcomings in both algorithms, hence a novel non-uniformity correction algorithm based on non-linear fit is proposed, which combines the advantages of the two algorithms. Experimental results show that the proposed algorithm acquires a good effect of NUC with a lower non-uniformity ratio.

Keywords: Non-uniformity correction, non-linear fit, two-point correction, temporal Kalman filter.

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Authors: Abdulsalam A. Al-Sudairi

Abstract:

Object-oriented simulation is considered one of the most sophisticated techniques that has been widely used in planning, designing, executing and maintaining construction projects. This technique enables the modeler to focus on objects which is extremely important for thorough understanding of a system. Thus, identifying an object is an essential point of building a successful simulation model. In a maintenance process an object is a maintenance work order (MWO). This study demonstrates a maintenance simulation model for the building maintenance division of Saudi Consolidated Electric Company (SCECO) in Dammam, Saudi Arabia. The model focused on both types of maintenance processes namely: (1) preventive maintenance (PM) and (2) corrective maintenance (CM). It is apparent from the findings that object-oriented simulation is a good diagnostic and experimental tool. This is because problems, limitations, bottlenecks and so forth are easily identified. These features are very difficult to obtain when using other tools.

Keywords: Object oriented, simulation, maintenance, process, work orders

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Authors: Ali Emad

Abstract:

Enhancement of the performance of a reverse osmosis (RO) unit through periodic control is studied. The periodic control manipulates the feed pressure and flow rate of the RO unit. To ensure the periodic behavior of the inputs, the manipulated variables (MV) are transformed into the form of sinusoidal functions. In this case, the amplitude and period of the sinusoidal functions become the surrogate MV and are thus regulated via nonlinear model predictive control algorithm. The simulation results indicated that the control system can generate cyclic inputs necessary to enhance the closedloop performance in the sense of increasing the permeate production and lowering the salt concentration. The proposed control system can attain its objective with arbitrary set point for the controlled outputs. Successful results were also obtained in the presence of modeling errors.

Keywords: Reverse osmosis, water desalination, periodic control, model predictive control.

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Authors: Laurent Thiry, Michel Hassenforder

Abstract:

This paper presents a general approach to implement efficient queries’ interpreters in a functional programming language. Indeed, most of the standard tools actually available use an imperative and/or object-oriented language for the implementation (e.g. Java for Jena-Fuseki) but other paradigms are possible with, maybe, better performances. To proceed, the paper first explains how to model data structures and queries in a functional point of view. Then, it proposes a general methodology to get performances (i.e. number of computation steps to answer a query) then it explains how to integrate some optimization techniques (short-cut fusion and, more important, data transformations). It then compares the functional server proposed to a standard tool (Fuseki) demonstrating that the first one can be twice to ten times faster to answer queries.

Keywords: Data transformation, functional programming, information server, optimization.

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Authors: Görkem Ülkü, Esin A. Güvel, Nesrin Köken, Nilgün Kızılcan

Abstract:

This study presents synthesis of novel block copolymers of thienyl end capped ethoxylated nonyl phenol and pyrrole via chemical oxidative polymerization. Ethoxylated nonyl phenol (ENP) was reacted with 2-thiophenecarbonyl chloride in order to synthesize a macromonomer containing thienyl end-group (ENPThC). Then copolymers of ENP-ThC and pyrrole were synthesized by chemical oxidative polymerization using iron (III) chloride as an oxidant. ENP-ThC served both as a macromonomer and an emulsifier for pyrrole with poor solubility in water. The synthesized block copolymers (ENP-ThC-b-PPy) were characterized by spectroscopic analysis and the electrical conductivities were investigated with 4-point probe technique.

Keywords: End capped polymer, ethoxylated nonyl phenol, heterophase polymerization, polypyrrole.

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Authors: Izian Abd. Karim, Kachalla Mohammed, Nora Farah A. A. Aziz, Law Teik Hua

Abstract:

The economic use and ease of construction of profiled deck composite slab is marred with the complex and un-economic strength verification required for the serviceability and general safety considerations. Beside these, albeit factors such as shear span length, deck geometries and mechanical frictions greatly influence the longitudinal shear strength, that determines the ultimate strength of profiled deck composite slab, and number of methods available for its determination; partial shear and slope-intercept are the two methods according to Euro-code 4 provision. However, the complexity associated with shear behavior of profiled deck composite slab, the use of these methods in determining the load carrying capacities of such slab yields different and conflicting values. This couple with the time and cost constraint associated with the strength verification is a source of concern that draws more attentions nowadays, the issue is critical. Treating some of these known shear strength influencing factors as random variables, the load carrying capacity violation of profiled deck composite slab from the use of the two-methods defined according to Euro-code 4 are determined using reliability approach, and comparatively studied. The study reveals safety values from the use of m-k method shows good standing compared with that from the partial shear method.

Keywords: Composite slab, first order reliability method, longitudinal shear, partial shear connection, slope-intercept.

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Authors: A. Pourahmad, Sh. Gharipour

Abstract:

The present work describes the preparation and characterization of nanosized SiO₂@PbS core-shell particles by using a simple wet chemical route. This method utilizes silica spheres formation followed by successive ionic layer adsorption and reaction method assisted lead sulphide shell layer formation. The final product was characterized by X-ray diffraction (XRD), scanning electron microscopy (SEM), UV–vis spectroscopic, infrared spectroscopy (IR) and transmission electron microscopy (TEM) experiments. The morphological studies revealed the uniformity in size distribution with core size of 250 nm and shell thickness of 18 nm. The electron microscopic images also indicate the irregular morphology of lead sulphide shell layer. The structural studies indicate the face-centered cubic system of PbS shell with no other trace for impurities in the crystal structure.

Keywords: Core-shell, nanostructure, semiconductor, optical property, XRD.

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Authors: Abdelazim Makki Ibrahim, Esamaldeen Ali

Abstract:

This study aims at analysing the load settlement behavior and predict the bearing capacity of piled raft foundation a series of finite element models with different foundation configurations and stiffness were established. Numerical modeling is used to study the behavior of the piled raft foundation due to the complexity of piles, raft, and soil interaction and also due to the lack of reliable analytical method that can predict the behavior of the piled raft foundation system. Simple analytical models are developed to predict the average settlement and the load sharing between the piles and the raft in piled raft foundation system. A simple example to demonstrate the applications of these charts is included.

Keywords: Finite element, pile-raft foundation, method, PLAXIS software, settlement.

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Authors: Rui. Zhang, Yiming. Pi

Abstract:

In this paper we present a novel approach for human Body configuration based on the Silhouette. We propose to address this problem under the Bayesian framework. We use an effective Model based MCMC (Markov Chain Monte Carlo) method to solve the configuration problem, in which the best configuration could be defined as MAP (maximize a posteriori probability) in Bayesian model. This model based MCMC utilizes the human body model to drive the MCMC sampling from the solution space. It converses the original high dimension space into a restricted sub-space constructed by the human model and uses a hybrid sampling algorithm. We choose an explicit human model and carefully select the likelihood functions to represent the best configuration solution. The experiments show that this method could get an accurate configuration and timesaving for different human from multi-views.

Keywords: Bayesian framework, MCMC, model based, human body configuration.

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Authors: P. Gnanasekar, A. Nagappan, S. Sharavanan, O. Saravanan, D. Vinodkumar, T. Elayabharathi, G. Karthik

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In this paper we present the deep study about the Bio- Medical Images and tag it with some basic extracting features (e.g. color, pixel value etc). The classification is done by using a nearest neighbor classifier with various distance measures as well as the automatic combination of classifier results. This process selects a subset of relevant features from a group of features of the image. It also helps to acquire better understanding about the image by describing which the important features are. The accuracy can be improved by increasing the number of features selected. Various types of classifications were evolved for the medical images like Support Vector Machine (SVM) which is used for classifying the Bacterial types. Ant Colony Optimization method is used for optimal results. It has high approximation capability and much faster convergence, Texture feature extraction method based on Gabor wavelets etc..

Keywords: ACO Ant Colony Optimization, Correlogram, CCM Co-Occurrence Matrix, RTS Rough-Set theory

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Authors: Zhiguo Ren, Lilong Cai

Abstract:

This paper present an effective method to accurately reconstruct and measure the 3D curve edges of small industrial parts based on stereo vision. To effectively fit the curve of the measured parts using a series of line segments in the images, a strategy from coarse to fine is employed based on multi-scale curve fitting. After reconstructing the 3D curve of a hole through a curved surface, its axis is adjusted so that it is parallel to the Z axis with least squares error and the dimensions of the hole can be calculated on the XY plane easily. Experimental results show that the presented method can accurately measure the dimensions of round holes through a curved surface.

Keywords: Stereo Vision, 3D Round Hole Measurement, Curve Fitting, 3D Curve Reconstruction, Least Squares Error.

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Authors: L. Agneni, F. Carta, C. Micheletta, V. Tersigni

Abstract:

The development of a qualitative method to profile jobseekers is needed to improve the quality of the Public Employment Services (PES) in Italy. This is why the National Agency for Active Labour Market Policies (ANPAL) decided to introduce a Qualitative Profiling Service in the context of the activities carried out by local employment offices’ operators. The qualitative profiling service provides information and data regarding the jobseeker’s personal transition status, through a semi-structured questionnaire administered to PES clients during the guidance interview. The questionnaire responses allow PES staff to identify, for each client, proper activities and policy measures to support jobseekers in their reintegration into the labour market. Data and information gathered by the qualitative profiling tool are the following: frequency, modalities and motivations for clients to apply to local employment offices; clients’ expectations and skills; difficulties that they have faced during the previous working experiences; strategies, actions undertaken and activated channels for job search. These data are used to assess jobseekers’ personal and career characteristics and to measure their employability level (qualitative profiling index), in order to develop and deliver tailor-made action programmes for each client. This paper illustrates the use of the above-mentioned qualitative profiling service on the national territory and provides an overview of the main findings of the survey: concerning the difficulties that unemployed people face in finding a job and their perception of different aspects related to the transition in the labour market. The survey involved over 10.000 jobseekers registered with the PES. Most of them are beneficiaries of the “citizens' income”, a specific active labour policy and social inclusion measure. Furthermore, data analysis allows classifying jobseekers into a specific group of clients with similar features and behaviours, on the basis of socio-demographic variables, customers' expectations, needs and required skills for the profession for which they seek employment. Finally, the survey collects PES staff opinions and comments concerning clients’ difficulties in finding a new job and also their strengths. This is a starting point for PESs’ operators to define adequate strategies to facilitate jobseekers’ access or reintegration into the labour market.

Keywords: Labour market transition, Public Employment Services, qualitative profiling, vocational guidance.

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Authors: Mohamed El Aroussi, Mohammed El Hassouni, Sanaa Ghouzali, Mohammed Rziza, Driss Aboutajdine

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In this paper the problem of face recognition under variable illumination conditions is considered. Most of the works in the literature exhibit good performance under strictly controlled acquisition conditions, but the performance drastically drop when changes in pose and illumination occur, so that recently number of approaches have been proposed to deal with such variability. The aim of this work is to introduce an efficient local appearance feature extraction method based steerable pyramid (SP) for face recognition. Local information is extracted from SP sub-bands using LBP(Local binary Pattern). The underlying statistics allow us to reduce the required amount of data to be stored. The experiments carried out on different face databases confirm the effectiveness of the proposed approach.

Keywords: Face recognition (FR), Steerable pyramid (SP), localBinary Pattern (LBP).

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Authors: Takaaki Ishibashi

Abstract:

Independent component analysis can estimate unknown source signals from their mixtures under the assumption that the source signals are statistically independent. However, in a real environment, the separation performance is often deteriorated because the number of the source signals is different from that of the sensors. In this paper, we propose an estimation method for the number of the sources based on the joint distribution of the observed signals under two-sensor configuration. From several simulation results, it is found that the number of the sources is coincident to that of peaks in the histogram of the distribution. The proposed method can estimate the number of the sources even if it is larger than that of the observed signals. The proposed methods have been verified by several experiments.

Keywords: blind source separation, independent component analysys, estimation for the number of the blind sources, voice activity detection, target extraction.

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Authors: A.O. Boudraa, J.C. Cexus, Z. Saidi

Abstract:

This paper introduces a new signal denoising based on the Empirical mode decomposition (EMD) framework. The method is a fully data driven approach. Noisy signal is decomposed adaptively into oscillatory components called Intrinsic mode functions (IMFs) by means of a process called sifting. The EMD denoising involves filtering or thresholding each IMF and reconstructs the estimated signal using the processed IMFs. The EMD can be combined with a filtering approach or with nonlinear transformation. In this work the Savitzky-Golay filter and shoftthresholding are investigated. For thresholding, IMF samples are shrinked or scaled below a threshold value. The standard deviation of the noise is estimated for every IMF. The threshold is derived for the Gaussian white noise. The method is tested on simulated and real data and compared with averaging, median and wavelet approaches.

Keywords: Empirical mode decomposition, Signal denoisingnonstationary process.

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Authors: Songtao Wu, Yuesheng Zhu, Ziqiang Sun

Abstract:

Region covariance (RC) descriptor is an effective and efficient feature for visual tracking. Current RC-based tracking algorithms use the whole RC matrix to track the target in video directly. However, there exist some issues for these whole RCbased algorithms. If some features are contaminated, the whole RC will become unreliable, which results in lost object-tracking. In addition, if some features are very discriminative to the background, other features are still processed and thus reduce the efficiency. In this paper a new robust tracking method is proposed, in which the whole RC matrix is decomposed into several low rank matrices. Those matrices are dynamically chosen and processed so as to achieve a good tradeoff between discriminability and complexity. Experimental results have shown that our method is more robust to complex environment changes, especially either when occlusion happens or when the background is similar to the target compared to other RC-based methods.

Keywords: Visual tracking, region covariance descriptor, lowrankregion covariance

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Authors: Mario Mastriani

Abstract:

We describe a novel method for removing noise (in wavelet domain) of unknown variance from microarrays. The method is based on the following procedure: We apply 1) Bidimentional Discrete Wavelet Transform (DWT-2D) to the Noisy Microarray, 2) scaling and rounding to the coefficients of the highest subbands (to obtain integer and positive coefficients), 3) bit-slicing to the new highest subbands (to obtain bit-planes), 4) then we apply the Systholic Boolean Orthonormalizer Network (SBON) to the input bit-plane set and we obtain two orthonormal otput bit-plane sets (in a Boolean sense), we project a set on the other one, by means of an AND operation, and then, 5) we apply re-assembling, and, 6) rescaling. Finally, 7) we apply Inverse DWT-2D and reconstruct a microarray from the modified wavelet coefficients. Denoising results compare favorably to the most of methods in use at the moment.

Keywords: Bit-Plane, Boolean Orthonormalization Process, Denoising, Microarrays, Wavelets

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Authors: Jevgenijs Carkovs

Abstract:

The paper is devoted to stochastic analysis of finite dimensional difference equation with dependent on ergodic Markov chain increments, which are proportional to small parameter ". A point-form solution of this difference equation may be represented as vertexes of a time-dependent continuous broken line given on the segment [0,1] with "-dependent scaling of intervals between vertexes. Tending " to zero one may apply stochastic averaging and diffusion approximation procedures and construct continuous approximation of the initial stochastic iterations as an ordinary or stochastic Ito differential equation. The paper proves that for sufficiently small " these equations may be successfully applied not only to approximate finite number of iterations but also for asymptotic analysis of iterations, when number of iterations tends to infinity.

Keywords: Markov dynamical system, diffusion approximation, equilibrium stochastic stability.

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Authors: Diana Gómez-Cano, J. C. Ochoa-Botero, Roberto Bernal Correa, Yhan Paul Arias

Abstract:

To obtain high mechanical performance, the fresh conditions of a mortar are decisive. Measuring the absorption of aggregates used in mortar mixes is a fundamental requirement for proper design of the mixes prior to their placement in construction sites. In this sense, absorption is a determining factor in the design of a mix because it conditions the amount of water, which in turn affects the water/cement ratio and the final porosity of the mortar. Thus, this work focuses on the mechanical behavior of recycled mortars manufactured from moisture correction using the Thermogravimetric Balancing Halogen Light (TBHL) technique in comparison with the traditional ASTM C 128 International Standard method. The advantages of using the TBHL technique are favorable in terms of reduced consumption of resources such as materials, energy and time. The results show that in contrast to the ASTM C 128 method, the TBHL alternative technique allows obtaining a higher precision in the absorption values of recycled aggregates, which is reflected not only in a more efficient process in terms of sustainability in the characterization of construction materials, but also in an effect on the mechanical performance of recycled mortars.

Keywords: Alternative raw materials, halogen light, recycled mortar, resources optimization, water absorption.

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Authors: Venugopal Kummamuru

Abstract:

Corporate Governance (CG) is of utmost importance for running a company ethically. It is essential for the growth and success of the corporation. It is intended to increase the accountability of an organization to the larger context of the business environment. The general principles of CG include and are related to Shareholder recognition, Stakeholder interests, and focus on Corporate Social Responsibility (CSR), Clear Board responsibilities, Ethical behavior, and Business transparency. Network Marketing Organizations (NMOs) focus on marketing through direct-sales using people who are associated with the organization but are not their employees. This paper tries to study the importance of Ethics and CSR in an NMO and suggest a basic guideline for CG in NMO(s). This paper could be used as a basis or starting point for conducting an in-depth research to understand the difference in CG practices between NMO(s) and other organizations and define a standard set of guidelines for CG practice.

Keywords: Corporate governance, corporate responsibility, direct selling, network marketing.

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Authors: S. Souli, Z. Lachiri

Abstract:

In this paper we propose a robust environmental sound classification approach, based on spectrograms features driven from log-Gabor filters. This approach includes two methods. In the first methods, the spectrograms are passed through an appropriate log-Gabor filter banks and the outputs are averaged and underwent an optimal feature selection procedure based on a mutual information criteria. The second method uses the same steps but applied only to three patches extracted from each spectrogram.

To investigate the accuracy of the proposed methods, we conduct experiments using a large database containing 10 environmental sound classes. The classification results based on Multiclass Support Vector Machines show that the second method is the most efficient with an average classification accuracy of 89.62 %.

Keywords: Environmental sounds, Log-Gabor filters, Spectrogram, SVM Multiclass, Visual features.

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Authors: Chia-Chih Wei, Yun-Qi Li, Ssu-Ying Chen, Hsuan-Jung Chen, Hsi-Wen Yang, Chih-Yuan Chen, Chien-Chon Chen

Abstract:

In this paper, we used a high-quality anodization technique to make a colored wind chime with a nano-tube structure anodic film, which controls the length-to-diameter ratio of an aluminum rod and controls the oxide film structure on the surface of the aluminum rod by an anodizing method. The research experiment used hard anodization to grow a controllable thickness of anodic film on an aluminum alloy surface. The hard anodization film has high hardness, high insulation, high-temperature resistance, good corrosion resistance, colors, and mass production properties that can be further applied to transportation, electronic products, biomedical fields, or energy industry applications. This study also provides in-depth research and a detailed discussion of the related process of aluminum alloy surface hard anodizing, including pre-anodization, anodization, and post-anodization. The experiment parameters of anodization include using a mixed acid solution of sulfuric acid and oxalic acid as an anodization electrolyte and controlling the temperature, time, current density, and final voltage to obtain the anodic film. In the results of the experiments, the properties of the anodic film, including thickness, hardness, insulation, and corrosion characteristics, the microstructure of the anode film were measured, and the hard anodization efficiency was calculated. Thereby it can obtain different transmission speeds of sound in the aluminum rod. And, different audio sounds can present on the aluminum rod. Another feature of the present experiment result is the use of the anodizing method and dyeing method, laser engraving patterning and electrophoresis method to make good-quality colored aluminum wind chimes.

Keywords: Anodization, aluminum, wind chime, nano-tube.

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Authors: Nor Maniha Abdul Ghani, Faradila Naim, Tan Piow Yon

Abstract:

This project focuses on the development of a line follower algorithm for a Two Wheels Balancing Robot. In this project, ATMEGA32 is chosen as the brain board controller to react towards the data received from Balance Processor Chip on the balance board to monitor the changes of the environment through two infra-red distance sensor to solve the inclination angle problem. Hence, the system will immediately restore to the set point (balance position) through the implementation of internal PID algorithms at the balance board. Application of infra-red light sensors with the PID control is vital, in order to develop a smooth line follower robot. As a result of combination between line follower program and internal self balancing algorithms, we are able to develop a dynamically stabilized balancing robot with line follower function.

Keywords: infra-red sensor, PID algorithms, line followerBalancing robot

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Authors: Sara A.Yones, Ahmed S. Moussa

Abstract:

Quantitative measurements of tumor in general and tumor volume in particular, become more realistic with the use of Magnetic Resonance imaging, especially when the tumor morphological changes become irregular and difficult to assess by clinical examination. However, tumor volume estimation strongly depends on the image segmentation, which is fuzzy by nature. In this paper a fuzzy approach is presented for tumor volume segmentation based on the fuzzy connectedness algorithm. The fuzzy affinity matrix resulting from segmentation is then used to estimate a fuzzy volume based on a certainty parameter, an Alpha Cut, defined by the user. The proposed method was shown to highly affect treatment decisions. A statistical analysis was performed in this study to validate the results based on a manual method for volume estimation and the importance of using the Alpha Cut is further explained.

Keywords: Alpha Cut, Fuzzy Connectedness, Magnetic Resonance Imaging, Tumor volume estimation.

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Authors: Say Wei Foo, Qi Dong

Abstract:

Digital watermarking has become an important technique for copyright protection but its robustness against attacks remains a major problem. In this paper, we propose a normalizationbased robust image watermarking scheme. In the proposed scheme, original host image is first normalized to a standard form. Zernike transform is then applied to the normalized image to calculate Zernike moments. Dither modulation is adopted to quantize the magnitudes of Zernike moments according to the watermark bit stream. The watermark extracting method is a blind method. Security analysis and false alarm analysis are then performed. The quality degradation of watermarked image caused by the embedded watermark is visually transparent. Experimental results show that the proposed scheme has very high robustness against various image processing operations and geometric attacks.

Keywords: Image watermarking, Image normalization, Zernike moments, Robustness.

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Authors: M. A. Islam, P. J. Hazell, J. P. Escobedo, M. Saadatfar

Abstract:

Metallic foams have good potential for lightweight structures for impact and blast mitigation. Therefore it is important to find out the optimized foam structure (i.e. cell size, shape, relative density, and distribution) to maximise energy absorption. In this paper, quasistatic compression and microstructural characterization of closed-cell aluminium foams of different pore size and cell distributions have been carried out. We present results for two different aluminium metal foams of density 0.49-0.51 g/cc and 0.31- 0.34 g/cc respectively that have been tested in quasi-static compression. The influence of cell geometry and cell topology on quasistatic compression behaviour has been investigated using optical microscope and computed tomography (micro-CT) analysis. It is shown that the deformation is not uniform in the structure and collapse begins at the weakest point.

Keywords: Metal foams, micro-CT, cell topology, quasistatic compression.

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Authors: M. Goodarzi, P. Lashgari

Abstract:

A major part of the flow field involves no complicated turbulent behavior in many turbulent flows. In this research work, in order to reduce required memory and CPU time, the flow field was decomposed into several blocks, each block including its special turbulence. A two dimensional backward facing step was considered here. Four combinations of the Prandtl mixing length and standard k- E models were implemented as well. Computer memory and CPU time consumption in addition to numerical convergence and accuracy of the obtained results were mainly investigated. Observations showed that, a suitable combination of turbulence models in different blocks led to the results with the same accuracy as the high order turbulence model for all of the blocks, in addition to the reductions in memory and CPU time consumption.

Keywords: Computer memory, CPU time, Multi-block method, Turbulence modeling.

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Authors: Tomohiro Ando, Satoshi Yamashita

Abstract:

The objective of this study is to propose a statistical modeling method which enables simultaneous term structure estimation of the risk-free interest rate, hazard and loss given default, incorporating the characteristics of the bond issuing company such as credit rating and financial information. A reduced form model is used for this purpose. Statistical techniques such as spline estimation and Bayesian information criterion are employed for parameter estimation and model selection. An empirical analysis is conducted using the information on the Japanese bond market data. Results of the empirical analysis confirm the usefulness of the proposed method.

Keywords: Empirical Bayes, Hazard term structure, Loss given default.

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Authors: Corné J. Coetzee, Etienne Horn

Abstract:

One of the main challenges in using the Discrete Element Method (DEM) is to specify the correct input parameter values. In general, the models are sensitive to the input parameter values and accurate results can only be achieved if the correct values are specified. For the linear contact model, micro-parameters such as the particle density, stiffness, coefficient of friction, as well as the particle size and shape distributions are required. There is a need for a procedure to accurately calibrate these parameters before any attempt can be made to accurately model a complete bulk materials handling system. Since DEM is often used to model applications in the mining and quarrying industries, a calibration procedure was developed for materials that consist of relatively large (up to 40 mm in size) particles. A coarse crushed aggregate was used as the test material. Using a specially designed large shear box with a diameter of 590 mm, the confined Young’s modulus (bulk stiffness) and internal friction angle of the material were measured by means of the confined compression test and the direct shear test respectively. DEM models of the experimental setup were developed and the input parameter values were varied iteratively until a close correlation between the experimental and numerical results was achieved. The calibration process was validated by modelling the pull-out of an anchor from a bed of material. The model results compared well with experimental measurement.

Keywords: Discrete Element Method (DEM), calibration, shear box, anchor pull-out.

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