Search results for: differential interconnect
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 760

Search results for: differential interconnect

460 Simulation of Laser Structuring by Three Dimensional Heat Transfer Model

Authors: Bassim Bachy, Joerg Franke

Abstract:

In this study, a three dimensional numerical heat transfer model has been used to simulate the laser structuring of polymer substrate material in the Three-Dimensional Molded Interconnect Device (3D MID) which is used in the advanced multifunctional applications. A finite element method (FEM) transient thermal analysis is performed using APDL (ANSYS Parametric Design Language) provided by ANSYS. In this model, the effect of surface heat source was modeled with Gaussian distribution, also the effect of the mixed boundary conditions which consist of convection and radiation heat transfers have been considered in this analysis. The model provides a full description of the temperature distribution, as well as calculates the depth and the width of the groove upon material removal at different set of laser parameters such as laser power and laser speed. This study also includes the experimental procedure to study the effect of laser parameters on the depth and width of the removal groove metal as verification to the modeled results. Good agreement between the experimental and the model results is achieved for a wide range of laser powers. It is found that the quality of the laser structure process is affected by the laser scan speed and laser power. For a high laser structured quality, it is suggested to use laser with high speed and moderate to high laser power.

Keywords: Laser Structuring, Simulation, Finite element analysis, Thermal modeling.

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459 Effect of Changing Iron Content and Excitation Frequency on Magnetic Particle Imaging Signal: A Comparative Study of Synomag® Nanoparticles

Authors: Kalthoum Riahi, Max T. Rietberg, Javier Perez y Perez, Corné Dijkstra, Bennie ten Haken, Lejla Alic

Abstract:

Magnetic nanoparticles (MNPs) are widely used to facilitate magnetic particle imaging (MPI) which has the potential to become the leading diagnostic instrument for biomedical imaging. This comparative study assesses the effects of changing iron content and excitation frequency on point-spread function (PSF) representing the effect of magnetization reversal. PSF is quantified by features of interest for MPI: i.e., drive field amplitude and full-width-at-half-maximum (FWHM). A superparamagnetic quantifier (SPaQ) is used to assess differential magnetic susceptibility of two commercially available MNPs: Synomag®-D50 and Synomag®-D70. For both MNPs, the signal output depends on increase in drive field frequency and amount of iron-oxide, which might be hampering the sensitivity of MPI systems that perform on higher frequencies. Nevertheless, there is a clear potential of Synomag®-D for a stable MPI resolution, especially in case of 70 nm version, that is independent of either drive field frequency or amount of iron-oxide.

Keywords: Magnetic nanoparticles, MNPs, Differential magnetic susceptibility, DMS, Magnetic particle imaging, MPI, magnetic relaxation, Synomag®-D.

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458 Recycling of Polymers in the Presence of Nanocatalysts: A Green Approach towards Sustainable Environment

Authors: Beena Sethi

Abstract:

This work involves the degradation of plastic waste in the presence of three different nanocatalysts. A thin film of LLDPE was formed with all three nanocatalysts separately in the solvent. Thermo Gravimetric Analysis (TGA) and Differential Scanning Calorimetric (DSC) analysis of polymers suggest that the presence of these catalysts lowers the degradation temperature and the change mechanism of degradation. Gas chromatographic analysis was carried out for two films. In gas chromatography (GC) analysis, it was found that degradation of pure polymer produces only 32% C3/C4 hydrocarbons and 67.6% C5/C9 hydrocarbons. In the presence of these catalysts, more than 80% of polymer by weight was converted into either liquid or gaseous hydrocarbons. Change in the mechanism of degradation of polymer was observed therefore more C3/C4 hydrocarbons along with valuable feedstock are produced. Adjustment of dose of nanocatalyst, use of nano-admixtures and recycling of catalyst can make this catalytic feedstock recycling method a good tool to get sustainable environment. The obtained products can be utilized as fuel or can be transformed into other useful products. In accordance with the principles of sustainable development, chemical recycling i.e. tertiary recycling of polymers along with the reuse (zero order recycling) of plastics can be the most appropriate and promising method in this direction. The tertiary recycling is attracting much attention from the viewpoint of the energy resource.

Keywords: Degradation, differential scanning calorimetry, feedstock recycling, gas chromatography, thermogravimetric analysis. DSC.

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457 Robust FACTS Controller Design Employing Modern Heuristic Optimization Techniques

Authors: A.K.Balirsingh, S.C.Swain, S. Panda

Abstract:

Recently, Genetic Algorithms (GA) and Differential Evolution (DE) algorithm technique have attracted considerable attention among various modern heuristic optimization techniques. Since the two approaches are supposed to find a solution to a given objective function but employ different strategies and computational effort, it is appropriate to compare their performance. This paper presents the application and performance comparison of DE and GA optimization techniques, for flexible ac transmission system (FACTS)-based controller design. The design objective is to enhance the power system stability. The design problem of the FACTS-based controller is formulated as an optimization problem and both the PSO and GA optimization techniques are employed to search for optimal controller parameters. The performance of both optimization techniques has been compared. Further, the optimized controllers are tested on a weekly connected power system subjected to different disturbances, and their performance is compared with the conventional power system stabilizer (CPSS). The eigenvalue analysis and non-linear simulation results are presented and compared to show the effectiveness of both the techniques in designing a FACTS-based controller, to enhance power system stability.

Keywords: Differential Evolution, Flexible AC TransmissionSystems (FACTS), Genetic Algorithm, Low Frequency Oscillations, Single-machine Infinite Bus Power System.

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456 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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455 Nonlinear Structural Behavior of Micro- and Nano-Actuators Using the Galerkin Discretization Technique

Authors: Hassen M. Ouakad

Abstract:

In this paper, the influence of van der Waals, as well as electrostatic forces on the structural behavior of MEMS and NEMS actuators, has been investigated using of a Euler-Bernoulli beam continuous model. In the proposed nonlinear model, the electrostatic fringing-fields and the mid-plane stretching (geometric nonlinearity) effects have been considered. The nonlinear integro-differential equation governing the static structural behavior of the actuator has been derived. An original Galerkin-based reduced-order model has been developed to avoid problems arising from the nonlinearities in the differential equation. The obtained reduced-order model equations have been solved numerically using the Newton-Raphson method. The basic design parameters such as the pull-in parameters (voltage and deflection at pull-in), as well as the detachment length due to the van der Waals force of some investigated micro- and nano-actuators have been calculated. The obtained numerical results have been compared with some other existing methods (finite-elements method and finite-difference method) and the comparison showed good agreement among all assumed numerical techniques.

Keywords: MEMS, NEMS, fringing-fields, mid-plane stretching, Galerkin method.

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454 Spectral Investigation for Boundary Layer Flow over a Permeable Wall in the Presence of Transverse Magnetic Field

Authors: Saeed Sarabadan, Mehran Nikarya, Kouroah Parand

Abstract:

The magnetohydrodynamic (MHD) Falkner-Skan equations appear in study of laminar boundary layers flow over a wedge in presence of a transverse magnetic field. The partial differential equations of boundary layer problems in presence of a transverse magnetic field are reduced to MHD Falkner-Skan equation by similarity solution methods. This is a nonlinear ordinary differential equation. In this paper, we solve this equation via spectral collocation method based on Bessel functions of the first kind. In this approach, we reduce the solution of the nonlinear MHD Falkner-Skan equation to a solution of a nonlinear algebraic equations system. Then, the resulting system is solved by Newton method. We discuss obtained solution by studying the behavior of boundary layer flow in terms of skin friction, velocity, various amounts of magnetic field and angle of wedge. Finally, the results are compared with other methods mentioned in literature. We can conclude that the presented method has better accuracy than others.

Keywords: MHD Falkner-Skan, nonlinear ODE, spectral collocation method, Bessel functions, skin friction, velocity.

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453 A Model to Study the Effect of Na+ ions on Ca2+diffusion under Rapid Buffering Approximation

Authors: Vikas Tewari, K.R. Pardasani

Abstract:

Calcium is very important for communication among the neurons. It is vital in a number of cell processes such as secretion, cell movement, cell differentiation. To reduce the system of reactiondiffusion equations of [Ca2+] into a single equation, two theories have been proposed one is excess buffer approximation (EBA) other is rapid buffer approximation (RBA). The RBA is more realistic than the EBA as it considers both the mobile and stationary endogenous buffers. It is valid near the mouth of the channel. In this work we have studied the effects of different types of buffers on calcium diffusion under RBA. The novel thing studied is the effect of sodium ions on calcium diffusion. The model has been made realistic by considering factors such as variable [Ca2+], [Na+] sources, sodium-calcium exchange protein(NCX), Sarcolemmal Calcium ATPase pump. The proposed mathematical leads to a system of partial differential equations which has been solved numerically to study the relationships between different parameters such as buffer concentration, buffer disassociation rate, calcium permeability. We have used Forward Time Centred Space (FTCS) approach to solve the system of partial differential equations.

Keywords: rapid buffer approximation, sodium-calcium exchangeprotein, Sarcolemmal Calcium ATPase pump, buffer disassociationrate, forward time centred space.

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452 Effects of Energy Consumption on Indoor Air Quality

Authors: M. Raatikainen, J-P. Skön, M. Johansson, K. Leiviskä, M. Kolehmainen

Abstract:

Continuous measurements and multivariate methods are applied in researching the effects of energy consumption on indoor air quality (IAQ) in a Finnish one-family house. Measured data used in this study was collected continuously in a house in Kuopio, Eastern Finland, during fourteen months long period. Consumption parameters measured were the consumptions of district heat, electricity and water. Indoor parameters gathered were temperature, relative humidity (RH), the concentrations of carbon dioxide (CO2) and carbon monoxide (CO) and differential air pressure. In this study, self-organizing map (SOM) and Sammon's mapping were applied to resolve the effects of energy consumption on indoor air quality. Namely, the SOM was qualified as a suitable method having a property to summarize the multivariable dependencies into easily observable two-dimensional map. Accompanying that, the Sammon's mapping method was used to cluster pre-processed data to find similarities of the variables, expressing distances and groups in the data. The methods used were able to distinguish 7 different clusters characterizing indoor air quality and energy efficiency in the study house. The results indicate, that the cost implications in euros of heating and electricity energy vary according to the differential pressure, concentration of carbon dioxide, temperature and season.

Keywords: Indoor air quality, Energy efficiency, Self- organizing map, Sammon's mapping

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451 Speeding up Nonlinear Time History Analysis of Base-Isolated Structures Using a Nonlinear Exponential Model

Authors: Nicolò Vaiana, Giorgio Serino

Abstract:

The nonlinear time history analysis of seismically base-isolated structures can require a significant computational effort when the behavior of each seismic isolator is predicted by adopting the widely used differential equation Bouc-Wen model. In this paper, a nonlinear exponential model, able to simulate the response of seismic isolation bearings within a relatively large displacements range, is described and adopted in order to reduce the numerical computations and speed up the nonlinear dynamic analysis. Compared to the Bouc-Wen model, the proposed one does not require the numerical solution of a nonlinear differential equation for each time step of the analysis. The seismic response of a 3d base-isolated structure with a lead rubber bearing system subjected to harmonic earthquake excitation is simulated by modeling each isolator using the proposed analytical model. The comparison of the numerical results and computational time with those obtained by modeling the lead rubber bearings using the Bouc-Wen model demonstrates the good accuracy of the proposed model and its capability to reduce significantly the computational effort of the analysis.

Keywords: Base isolation, computational efficiency, nonlinear exponential model, nonlinear time history analysis.

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450 Effects of Thermal Radiation and Magnetic Field on Unsteady Stretching Permeable Sheet in Presence of Free Stream Velocity

Authors: Phool Singh, Ashok Jangid, N. S. Tomer, Deepa Sinha

Abstract:

The aim of this paper is to investigate twodimensional unsteady flow of a viscous incompressible fluid about stagnation point on permeable stretching sheet in presence of time dependent free stream velocity. Fluid is considered in the influence of transverse magnetic field in the presence of radiation effect. Rosseland approximation is use to model the radiative heat transfer. Using time-dependent stream function, partial differential equations corresponding to the momentum and energy equations are converted into non-linear ordinary differential equations. Numerical solutions of these equations are obtained by using Runge-Kutta Fehlberg method with the help of Newton-Raphson shooting technique. In the present work the effect of unsteadiness parameter, magnetic field parameter, radiation parameter, stretching parameter and the Prandtl number on flow and heat transfer characteristics have been discussed. Skin-friction coefficient and Nusselt number at the sheet are computed and discussed. The results reported in the paper are in good agreement with published work in literature by other researchers.

Keywords: Magneto hydrodynamics, stretching sheet, thermal radiation, unsteady flow.

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449 Biological Diagnosis and Physiopathology of von Willebrand-s Disease in a Part of the Algerian Population in the East and the South

Authors: H. Djaara, M. Yahia, H. Bousselsela, N Khelif, A. Zidani, S. Benbia.

Abstract:

Von Willebrand-s disease is the most common inherited bleeding disorder in humans, it caused by qualitative abnormalities of the von Willebrand factor (vWF). Our objective is to determine the prevalence of this disease at part of the Algerian population in the East and the South by a biological diagnosis based on specific biological tests (automated platelet count, the bleeding time (TS), the time of cephalin + activator (TCA), measure of the prothrombin rate (TP), vWF rate and factor VIII rate, Molecular electrophoresis of vWF multimers in agarose gel in the presence of SDS). Four patients of type III or severe Willebrand-s disease were found on 200 suspect cases. All cases are showed a deficit in vWF rate (< 5%), and factor VIII (P<0, 0001), and lengthening very significantly high of the TCA (P<0, 0001) and of the bleeding time (P<0,0001), with a normal blood platelet rate (P=0,7433) and a normal prothrombin rate (P=0,5808), an absence of all the multimers of vWF in plasma patients. The severe Willebrand-s disease is not only one pathology of primary haemostasis, but it can be accompanied by coagulation-s anomaly due to deficit in factor VIII. At this studied population, von Willebrand-s disease is less frequent (2%) than other hemorrhagic syndromes identified by the differential diagnosis like the thrombocytopenia (36%).

Keywords: Von Willebrand's disease, differential diagnosis, von Willebrand factor, factor VIII, biological diagnosis, thrombocytopenia.

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448 Applying Element Free Galerkin Method on Beam and Plate

Authors: Mahdad M’hamed, Belaidi Idir

Abstract:

This paper develops a meshless approach, called Element Free Galerkin (EFG) method, which is based on the weak form Moving Least Squares (MLS) of the partial differential governing equations and employs the interpolation to construct the meshless shape functions. The variation weak form is used in the EFG where the trial and test functions are approximated bye the MLS approximation. Since the shape functions constructed by this discretization have the weight function property based on the randomly distributed points, the essential boundary conditions can be implemented easily. The local weak form of the partial differential governing equations is obtained by the weighted residual method within the simple local quadrature domain. The spline function with high continuity is used as the weight function. The presently developed EFG method is a truly meshless method, as it does not require the mesh, either for the construction of the shape functions, or for the integration of the local weak form. Several numerical examples of two-dimensional static structural analysis are presented to illustrate the performance of the present EFG method. They show that the EFG method is highly efficient for the implementation and highly accurate for the computation. The present method is used to analyze the static deflection of beams and plate hole

Keywords: Numerical computation, element-free Galerkin, moving least squares, meshless methods.

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447 FEM Simulation of Triple Diffusive Magnetohydrodynamics Effect of Nanofluid Flow over a Nonlinear Stretching Sheet

Authors: Rangoli Goyal, Rama Bhargava

Abstract:

The triple diffusive boundary layer flow of nanofluid under the action of constant magnetic field over a non-linear stretching sheet has been investigated numerically. The model includes the effect of Brownian motion, thermophoresis, and cross-diffusion; slip mechanisms which are primarily responsible for the enhancement of the convective features of nanofluid. The governing partial differential equations are transformed into a system of ordinary differential equations (by using group theory transformations) and solved numerically by using variational finite element method. The effects of various controlling parameters, such as the magnetic influence number, thermophoresis parameter, Brownian motion parameter, modified Dufour parameter, and Dufour solutal Lewis number, on the fluid flow as well as on heat and mass transfer coefficients (both of solute and nanofluid) are presented graphically and discussed quantitatively. The present study has industrial applications in aerodynamic extrusion of plastic sheets, coating and suspensions, melt spinning, hot rolling, wire drawing, glass-fibre production, and manufacture of polymer and rubber sheets, where the quality of the desired product depends on the stretching rate as well as external field including magnetic effects.

Keywords: FEM, Thermophoresis, Diffusiophoresis, Brownian motion.

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446 Application of Mapping and Superimposing Rule for Solution of Parabolic PDE in Porous Medium under Cyclic Loading

Authors: Mohammad M. Toufigh, Ahad Ouria

Abstract:

This paper presents an analytical method to solve governing consolidation parabolic partial differential equation (PDE) for inelastic porous Medium (soil) with consideration of variation of equation coefficient under cyclic loading. Since under cyclic loads, soil skeleton parameters change, this would introduce variable coefficient of parabolic PDE. Classical theory would not rationalize consolidation phenomenon in such condition. In this research, a method based on time space mapping to a virtual time space along with superimposing rule is employed to solve consolidation of inelastic soils in cyclic condition. Changes of consolidation coefficient applied in solution by modification of loading and unloading duration by introducing virtual time. Mapping function is calculated based on consolidation partial differential equation results. Based on superimposing rule a set of continuous static loads in specified times used instead of cyclic load. A set of laboratory consolidation tests under cyclic load along with numerical calculations were performed in order to verify the presented method. Numerical solution and laboratory tests results showed accuracy of presented method.

Keywords: Mapping, Consolidation, Inelastic porous medium, Cyclic loading, Superimposing rule.

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445 Dynamic Analysis of a Moderately Thick Plate on Pasternak Type Foundation under Impact and Moving Loads

Authors: Neslihan Genckal, Reha Gursoy, Vedat Z. Dogan

Abstract:

In this study, dynamic responses of composite plates on elastic foundations subjected to impact and moving loads are investigated. The first order shear deformation (FSDT) theory is used for moderately thick plates. Pasternak-type (two-parameter) elastic foundation is assumed. Elastic foundation effects are integrated into the governing equations. It is assumed that plate is first hit by a mass as an impact type loading then the mass continues to move on the composite plate as a distributed moving loading, which resembles the aircraft landing on airport pavements. Impact and moving loadings are modeled by a mass-spring-damper system with a wheel. The wheel is assumed to be continuously in contact with the plate after impact. The governing partial differential equations of motion for displacements are converted into the ordinary differential equations in the time domain by using Galerkin’s method. Then, these sets of equations are solved by using the Runge-Kutta method. Several parameters such as vertical and horizontal velocities of the aircraft, volume fractions of the steel rebar in the reinforced concrete layer, and the different touchdown locations of the aircraft tire on the runway are considered in the numerical simulation. The results are compared with those of the ABAQUS, which is a commercial finite element code.

Keywords: Elastic foundation, impact, moving load, thick plate.

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444 MHD Chemically Reacting Viscous Fluid Flow towards a Vertical Surface with Slip and Convective Boundary Conditions

Authors: Ibrahim Yakubu Seini, Oluwole Daniel Makinde

Abstract:

MHD chemically reacting viscous fluid flow towards a vertical surface with slip and convective boundary conditions has been conducted. The temperature and the chemical species concentration of the surface and the velocity of the external flow are assumed to vary linearly with the distance from the vertical surface. The governing differential equations are modeled and transformed into systems of ordinary differential equations, which are then solved numerically by a shooting method. The effects of various parameters on the heat and mass transfer characteristics are discussed. Graphical results are presented for the velocity, temperature, and concentration profiles whilst the skin-friction coefficient and the rate of heat and mass transfers near the surface are presented in tables and discussed. The results revealed that increasing the strength of the magnetic field increases the skin-friction coefficient and the rate of heat and mass transfers toward the surface. The velocity profiles are increased towards the surface due to the presence of the Lorenz force, which attracts the fluid particles near the surface. The rate of chemical reaction is seen to decrease the concentration boundary layer near the surface due to the destructive chemical reaction occurring near the surface.

Keywords: Boundary layer, surface slip, MHD flow, chemical reaction, heat transfer, mass transfer.

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443 Comparative Dynamic Performance of Load Frequency Control of Nonlinear Interconnected Hydro-Thermal System Using Intelligent Techniques

Authors: Banaja Mohanty, Prakash Kumar Hota

Abstract:

This paper demonstrates dynamic performance evaluation of load frequency control (LFC) with different intelligent techniques. All non-linearities and physical constraints have been considered in simulation studies such as governor dead band (GDB), generation rate constraint (GRC) and boiler dynamics. The conventional integral time absolute error has been considered as objective function. The design problem is formulated as an optimisation problem and particle swarm optimisation (PSO), bacterial foraging optimisation algorithm (BFOA) and differential evolution (DE) are employed to search optimal controller parameters. The superiority of the proposed approach has been shown by comparing the results with published fuzzy logic control (FLC) for the same interconnected power system. The comparison is done using various performance measures like overshoot, undershoot, settling time and standard error criteria of frequency and tie-line power deviation following a step load perturbation (SLP). It is noticed that, the dynamic performance of proposed controller is better than FLC. Further, robustness analysis is carried out by varying the time constants of speed governor, turbine, tie-line power in the range of +40% to -40% to demonstrate the robustness of the proposed DE optimized PID controller.

Keywords: Automatic generation control, governor dead band, generation rate constraint, differential evolution.

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442 Modeling and Visualizing Seismic Wave Propagation in Elastic Medium Using Multi-Dimension Wave Digital Filtering Approach

Authors: Jason Chien-Hsun Tseng, Nguyen Dong-Thai Dao, Chong-Ching Chang

Abstract:

A novel PDE solver using the multidimensional wave digital filtering (MDWDF) technique to achieve the solution of a 2D seismic wave system is presented. In essence, the continuous physical system served by a linear Kirchhoff circuit is transformed to an equivalent discrete dynamic system implemented by a MD wave digital filtering (MDWDF) circuit. This amounts to numerically approximating the differential equations used to describe elements of a MD passive electronic circuit by a grid-based difference equations implemented by the so-called state quantities within the passive MDWDF circuit. So the digital model can track the wave field on a dense 3D grid of points. Details about how to transform the continuous system into a desired discrete passive system are addressed. In addition, initial and boundary conditions are properly embedded into the MDWDF circuit in terms of state quantities. Graphic results have clearly demonstrated some physical effects of seismic wave (P-wave and S–wave) propagation including radiation, reflection, and refraction from and across the hard boundaries. Comparison between the MDWDF technique and the finite difference time domain (FDTD) approach is also made in terms of the computational efficiency.

Keywords: Seismic Wave Propagation, Multi-dimension WaveDigital Filters, Partial Differential Equations.

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441 Nonlinear Dynamic Analysis of Base-Isolated Structures Using a Partitioned Solution Approach and an Exponential Model

Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino

Abstract:

The solution of the nonlinear dynamic equilibrium equations of base-isolated structures adopting a conventional monolithic solution approach, i.e. an implicit single-step time integration method employed with an iteration procedure, and the use of existing nonlinear analytical models, such as differential equation models, to simulate the dynamic behavior of seismic isolators can require a significant computational effort. In order to reduce numerical computations, a partitioned solution method and a one dimensional nonlinear analytical model are presented in this paper. A partitioned solution approach can be easily applied to base-isolated structures in which the base isolation system is much more flexible than the superstructure. Thus, in this work, the explicit conditionally stable central difference method is used to evaluate the base isolation system nonlinear response and the implicit unconditionally stable Newmark’s constant average acceleration method is adopted to predict the superstructure linear response with the benefit in avoiding iterations in each time step of a nonlinear dynamic analysis. The proposed mathematical model is able to simulate the dynamic behavior of seismic isolators without requiring the solution of a nonlinear differential equation, as in the case of widely used differential equation model. The proposed mixed explicit-implicit time integration method and nonlinear exponential model are adopted to analyze a three dimensional seismically isolated structure with a lead rubber bearing system subjected to earthquake excitation. The numerical results show the good accuracy and the significant computational efficiency of the proposed solution approach and analytical model compared to the conventional solution method and mathematical model adopted in this work. Furthermore, the low stiffness value of the base isolation system with lead rubber bearings allows to have a critical time step considerably larger than the imposed ground acceleration time step, thus avoiding stability problems in the proposed mixed method.

Keywords: Base-isolated structures, earthquake engineering, mixed time integration, nonlinear exponential model.

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440 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics

Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

Abstract:

A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

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439 Time and Wavelength Division Multiplexing Passive Optical Network Comparative Analysis: Modulation Formats and Channel Spacings

Authors: A. Fayad, Q. Alqhazaly, T. Cinkler

Abstract:

In light of the substantial increase in end-user requirements and the incessant need of network operators to upgrade the capabilities of access networks, in this paper, the performance of the different modulation formats on eight-channels Time and Wavelength Division Multiplexing Passive Optical Network (TWDM-PON) transmission system has been examined and compared. Limitations and features of modulation formats have been determined to outline the most suitable design to enhance the data rate and transmission reach to obtain the best performance of the network. The considered modulation formats are On-Off Keying Non-Return-to-Zero (NRZ-OOK), Carrier Suppressed Return to Zero (CSRZ), Duo Binary (DB), Modified Duo Binary (MODB), Quadrature Phase Shift Keying (QPSK), and Differential Quadrature Phase Shift Keying (DQPSK). The performance has been analyzed by varying transmission distances and bit rates under different channel spacing. Furthermore, the system is evaluated in terms of minimum Bit Error Rate (BER) and Quality factor (Qf) without applying any dispersion compensation technique, or any optical amplifier. Optisystem software was used for simulation purposes.

Keywords: Bit Error Rate, BER, Carrier Suppressed Return to Zero, CSRZ, Duo Binary, DB, Differential Quadrature Phase Shift Keying, DQPSK, Modified Duo Binary, MODB, On-Off Keying Non-Return-to-Zero, NRZ-OOK, Quality factor, Qf, Time and Wavelength Division Multiplexing Passive Optical Network, TWDM-PON.

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438 Verification of Space System Dynamics Using the MATLAB Identification Toolbox in Space Qualification Test

Authors: Y. V. Kim

Abstract:

This article presents an approach with regards to the Functional Testing of Space System (SS) that could be a space vehicle (spacecraft-S/C) and/or its equipment and components – S/C subsystems. This test should finalize the Space Qualification Tests (SQT) campaign. It could be considered as a generic test and used for a wide class of SS that, from the point of view of System Dynamics and Control Theory, may be described by the ordinary differential equations. The suggested methodology is based on using semi-natural experiment laboratory stand that does not require complicated, precise and expensive technological control-verification equipment. However, it allows for testing totally assembled system during Assembling, Integration and Testing (AIT) activities at the final phase of SQT, involving system hardware (HW) and software (SW). The test physically activates system input (sensors) and output (actuators) and requires recording their outputs in real time. The data are then inserted in a laboratory computer, where it is post-experiment processed by the MATLAB/Simulink Identification Toolbox. It allows for estimating the system dynamics in the form of estimation of its differential equation coefficients through the verification experimental test and comparing them with expected mathematical model, prematurely verified by mathematical simulation during the design process. Mathematical simulation results presented in the article show that this approach could be applicable and helpful in SQT practice. Further semi-natural experiments should specify detail requirements for the test laboratory equipment and test-procedures.

Keywords: system dynamics, space system ground tests, space qualification, system dynamics identification, satellite attitude control, assembling integration and testing

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437 On the Mathematical Model of Vascular Endothelial Growth Connected with a Tumor Proliferation

Authors: N. Khatiashvili, Ch. Pirumova, V. Akhobadze

Abstract:

In the paper the mathematical model of tumor growth is considered. New capillary network formation, which supply cancer cells with the nutrients, is taken into the account. A formula estimating a tumor growth in connection with the number of capillaries is obtained.

Keywords: Differential Equations, Mathematical Models, Vascular Endothelial, Tumor

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436 Two-Dimensional Observation of Oil Displacement by Water in a Petroleum Reservoir through Numerical Simulation and Application to a Petroleum Reservoir

Authors: Ahmad Fahim Nasiry, Shigeo Honma

Abstract:

We examine two-dimensional oil displacement by water in a petroleum reservoir. The pore fluid is immiscible, and the porous media is homogenous and isotropic in the horizontal direction. Buckley-Leverett theory and a combination of Laplacian and Darcy’s law are used to study the fluid flow through porous media, and the Laplacian that defines the dispersion and diffusion of fluid in the sand using heavy oil is discussed. The reservoir is homogenous in the horizontal direction, as expressed by the partial differential equation. Two main factors which are observed are the water saturation and pressure distribution in the reservoir, and they are evaluated for predicting oil recovery in two dimensions by a physical and mathematical simulation model. We review the numerical simulation that solves difficult partial differential reservoir equations. Based on the numerical simulations, the saturation and pressure equations are calculated by the iterative alternating direction implicit method and the iterative alternating direction explicit method, respectively, according to the finite difference assumption. However, to understand the displacement of oil by water and the amount of water dispersion in the reservoir better, an interpolated contour line of the water distribution of the five-spot pattern, that provides an approximate solution which agrees well with the experimental results, is also presented. Finally, a computer program is developed to calculate the equation for pressure and water saturation and to draw the pressure contour line and water distribution contour line for the reservoir.

Keywords: Numerical simulation, immiscible, finite difference, IADI, IADE, waterflooding.

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435 The Use of the Limit Cycles of Dynamic Systems for Formation of Program Trajectories of Points Feet of the Anthropomorphous Robot

Authors: A. S. Gorobtsov, A. S. Polyanina, A. E. Andreev

Abstract:

The movement of points feet of the anthropomorphous robot in space occurs along some stable trajectory of a known form. A large number of modifications to the methods of control of biped robots indicate the fundamental complexity of the problem of stability of the program trajectory and, consequently, the stability of the control for the deviation for this trajectory. Existing gait generators use piecewise interpolation of program trajectories. This leads to jumps in the acceleration at the boundaries of sites. Another interpolation can be realized using differential equations with fractional derivatives. In work, the approach to synthesis of generators of program trajectories is considered. The resulting system of nonlinear differential equations describes a smooth trajectory of movement having rectilinear sites. The method is based on the theory of an asymptotic stability of invariant sets. The stability of such systems in the area of localization of oscillatory processes is investigated. The boundary of the area is a bounded closed surface. In the corresponding subspaces of the oscillatory circuits, the resulting stable limit cycles are curves having rectilinear sites. The solution of the problem is carried out by means of synthesis of a set of the continuous smooth controls with feedback. The necessary geometry of closed trajectories of movement is obtained due to the introduction of high-order nonlinearities in the control of stabilization systems. The offered method was used for the generation of trajectories of movement of point’s feet of the anthropomorphous robot. The synthesis of the robot's program movement was carried out by means of the inverse method.

Keywords: Control, limits cycle, robot, stability.

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434 Elasticity Model for Easing Peak Hour Demand for Metrorail Transport System

Authors: P. K. Sarkar, Amit Kumar Jain

Abstract:

The demand for Urban transportation is characterised by a large scale temporal and spatial variations which causes heavy congestion inside metro trains in peak hours near Centre Business District (CBD) of the city. The conventional approach to address peak hour congestion, metro trains has been to increase the supply by way of introduction of more trains, increasing the length of the trains, optimising the time table to increase the capacity of the system. However, there is a limitation of supply side measures determined by the design capacity of the systems beyond which any addition in the capacity requires huge capital investments. The demand side interventions are essentially required to actually spread the demand across the time and space. In this study, an attempt has been made to identify the potential Transport Demand Management tools applicable to Urban Rail Transportation systems with a special focus on differential pricing. A conceptual price elasticity model has been developed to analyse the effect of various combinations of peak and nonpeak hoursfares on demands. The elasticity values for peak hour, nonpeak hour and cross elasticity have been assumed from the relevant literature available in the field. The conceptual price elasticity model so developed is based on assumptions which need to be validated with actual values of elasticities for different segments of passengers. Once validated, the model can be used to determine the peak and nonpeak hour fares with an objective to increase overall ridership, revenue, demand levelling and optimal utilisation of assets.

Keywords: Congestion, differential pricing, elasticity, transport demand management, urban transportation.

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433 Displacement Solution for a Static Vertical Rigid Movement of an Interior Circular Disc in a Transversely Isotropic Tri-Material Full-Space

Authors: D. Mehdizadeh, M. Rahimian, M. Eskandari-Ghadi

Abstract:

This article is concerned with the determination of the static interaction of a vertically loaded rigid circular disc embedded at the interface of a horizontal layer sandwiched in between two different transversely isotropic half-spaces called as tri-material full-space. The axes of symmetry of different regions are assumed to be normal to the horizontal interfaces and parallel to the movement direction. With the use of a potential function method, and by implementing Hankel integral transforms in the radial direction, the government partial differential equation for the solely scalar potential function is transformed to an ordinary 4th order differential equation, and the mixed boundary conditions are transformed into a pair of integral equations called dual integral equations, which can be reduced to a Fredholm integral equation of the second kind, which is solved analytically. Then, the displacements and stresses are given in the form of improper line integrals, which is due to inverse Hankel integral transforms. It is shown that the present solutions are in exact agreement with the existing solutions for a homogeneous full-space with transversely isotropic material. To confirm the accuracy of the numerical evaluation of the integrals involved, the numerical results are compared with the solutions exists for the homogeneous full-space. Then, some different cases with different degrees of material anisotropy are compared to portray the effect of degree of anisotropy.

 

Keywords: Transversely isotropic, rigid disc, elasticity, dual integral equations, tri-material full-space.

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432 A Method to Calculate Frenet Apparatus of the Curves in Euclidean-5 Space

Authors: Süha Yılmaz, Melih Turgut

Abstract:

In this paper, a method to calculate Frenet Apparatus of the curves in five dimensional Euclidean space is presented.

Keywords: Classical Differential Geometry, Euclidean-5 space, Frenet Apparatus.

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431 Explicit Solution of an Investment Plan for a DC Pension Scheme with Voluntary Contributions and Return Clause under Logarithm Utility

Authors: Promise A. Azor, Avievie Igodo, Esabai M. Ase

Abstract:

The paper merged the return of premium clause and voluntary contributions to investigate retirees’ investment plan in a defined contributory (DC) pension scheme with a portfolio comprising of a risk-free asset and a risky asset whose price process is described by geometric Brownian motion (GBM). The paper considers additional voluntary contributions paid by members, charge on balance by pension fund administrators and the mortality risk of members of the scheme during the accumulation period by introducing return of premium clause. To achieve this, the Weilbull mortality force function is used to establish the mortality rate of members during accumulation phase. Furthermore, an optimization problem from the Hamilton Jacobi Bellman (HJB) equation is obtained using dynamic programming approach. Also, the Legendre transformation method is used to transform the HJB equation which is a nonlinear partial differential equation to a linear partial differential equation and solves the resultant equation for the value function and the optimal distribution plan under logarithm utility function. Finally, numerical simulations of the impact of some important parameters on the optimal distribution plan were obtained and it was observed that the optimal distribution plan is inversely proportional to the initial fund size, predetermined interest rate, additional voluntary contributions, charge on balance and instantaneous volatility.

Keywords: Legendre transform, logarithm utility, optimal distribution plan, return clause of premium, charge on balance, Weibull mortality function.

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