Search results for: System of Fredholm and Volterra integral equations.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9507

Search results for: System of Fredholm and Volterra integral equations.

5997 Determination of Neighbor Node in Consideration of the Imaging Range of Cameras in Automatic Human Tracking System

Authors: Kozo Tanigawa, Tappei Yotsumoto, Kenichi Takahashi, Takao Kawamura, Kazunori Sugahara

Abstract:

A automatic human tracking system using mobile agent technology is realized because a mobile agent moves in accordance with a migration of a target person. In this paper, we propose a method for determining the neighbor node in consideration of the imaging range of cameras.

Keywords: Human tracking, Mobile agent, Pan/Tilt/Zoom, Neighbor relation.

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5996 Using Technology with a New Model of Management Development by Simulation of Neural Network and its Application on Intelligent Schools

Authors: Ahmad Ghayoumi, Mehdi Ghayoumi

Abstract:

Intelligent schools are those which use IT devices and technologies as media software, hardware and networks to improve learning process. On the other hand management improvement is best described as the process from which managers learn and improve their skills not only to benefit themselves but also their employing organizations Here, we present a model Management improvement System that has been applied on some schools and have made strict improvement.

Keywords: Intelligent school, Management development system, Learning station, Teaching station

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5995 Labyrinth Fractal on a Convex Quadrilateral

Authors: Harsha Gopalakrishnan, Srijanani Anurag Prasad

Abstract:

Quadrilateral Labyrinth Fractals are a type of fractals presented in this paper. They belong to a unique class of fractals on any plane quadrilateral. The previously researched labyrinth fractals on the unit square and triangle inspire this form of fractal. This work describes how to construct a quadrilateral labyrinth fractal and looks at the circumstances in which it can be understood as the attractor of an iterated function system. Furthermore, some of its topological properties and the Hausdorff and box-counting dimensions of the quadrilateral labyrinth fractals are studied.

Keywords: Fractals, labyrinth fractals, dendrites, iterated function system, non-self similar, non-self affine, connected, path connected.

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5994 Solid Concentration in Circulating Fluidized Bed Reactor for the MTO Process

Authors: Biao Wang, Tao Li, Qi-wen Sun, Wei-yong Ying, Ding-ye Fang

Abstract:

Methanol-to-olefins (MTO) coupled with transformation of coal or natural gas to methanol gives an interesting and promising way to produce ethylene and propylene. To investigate solid concentration in gas-solid fluidized bed for methanol-to-olefins process catalyzed by SAPO-34, a cold model experiment system is established in this paper. The system comprises a gas distributor in a 300mm internal diameter and 5000mm height acrylic column, the fiber optic probe system and series of cyclones. The experiments are carried out at ambient conditions and under different superficial gas velocity ranging from 0.3930m/s to 0.7860m/s and different initial bed height ranging from 600mm to 1200mm. The effects of radial distance, axial distance, superficial gas velocity, initial bed height on solid concentration in the bed are discussed. The effects of distributor shape and porosity on solid concentration are also discussed. The time-averaged solid concentration profiles under different conditions are obtained.

Keywords: Branched pipe distributor, distributor porosity, gas-solid fluidized bed, solid concentration.

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5993 Unsupervised Text Mining Approach to Early Warning System

Authors: Ichihan Tai, Bill Olson, Paul Blessner

Abstract:

Traditional early warning systems that alarm against crisis are generally based on structured or numerical data; therefore, a system that can make predictions based on unstructured textual data, an uncorrelated data source, is a great complement to the traditional early warning systems. The Chicago Board Options Exchange (CBOE) Volatility Index (VIX), commonly referred to as the fear index, measures the cost of insurance against market crash, and spikes in the event of crisis. In this study, news data is consumed for prediction of whether there will be a market-wide crisis by predicting the movement of the fear index, and the historical references to similar events are presented in an unsupervised manner. Topic modeling-based prediction and representation are made based on daily news data between 1990 and 2015 from The Wall Street Journal against VIX index data from CBOE.

Keywords: Early Warning System, Knowledge Management, Topic Modeling, Market Prediction.

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5992 Enhance Halorespiration in Rhodopseudomonas palustris with Cytochrome P450cam System from Pseudomonas putida

Authors: Shou-Chen Lo, Chia-Ching Lin, Chieh-Chen Huang

Abstract:

To decompose organochlorides by bioremediation, co-culture biohydrogen producer and dehalogenation microorganisms is a useful method. In this study, we combined these two characteristics from a biohydrogen producer, Rhodopseudomonas palustris, and a dehalogenation microorganism, Pseudomonas putida, to enchance halorespiration in R. palustris. The genes encoding cytochrome P450cam system (camC, camA, and camB) from P. putida were expressed in R. palustris with designated expression plasmid. All tested strains were cultured to log phase then presented pentachloroethane (PCA) in media. The vector control strain could degrade PCA about 78% after 16 hours, however, the cytochrome P450cam system expressed strain, CGA-camCAB, could completely degrade PCA in 12 hours. While taking chlorinated aromatic, 3-chlorobenzoate, as sole carbon source or present benzoate as co-substrate, CGA-camCAB presented faster growth rate than vector control strain.

Keywords: cytochrome P450, halorespiration, nitrogen fixation, Rhodopseudomonas palustris CGA009

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5991 DTMF Based Robot Assisted Tele Surgery

Authors: Vikas Pandey, T. L. Joshy, Vyshak Vijayan, N. Babu

Abstract:

A new and cost effective robotic device was designed for remote tele surgery using dual tone multi frequency technology (DTMF). Tele system with Dual Tone Multiple Frequency has a large capability in sending and receiving of data in hardware and software. The robot consists of DC motors for arm movements and it is controlled manually through a mobile phone through DTMF Technology. The system enables the surgeon from base station to send commands through mobile phone to the patient’s robotic system which includes two robotic arms that translate the input into actual instrument manipulation. A mobile phone attached to the microcontroller 8051 which can activate robot through relays. The Remote robot-assisted tele surgery eliminates geographic constraints for getting surgical expertise where it is needed and allows an expert surgeon to teach or proctor the performance of surgical technique by real-time intervention.

Keywords: Robot, Microcontroller, DTMF, Tele surgery.

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5990 Effect of Prefabricated Vertical Drain System Properties on Embankment Behavior

Authors: Seyed Abolhasan Naeini, Ali Namaei

Abstract:

This study presents the effect of prefabricated vertical drain system properties on embankment behavior by calculating the settlement, lateral displacement and induced excess pore pressure by numerical method. In order to investigate this behavior, three different prefabricated vertical drains have been simulated under an embankment. The finite element software PLAXIS has been carried out for analyzing the displacements and excess pore pressures. The results showed that the consolidation time and induced excess pore pressure are highly depended to the discharge capacity of the prefabricated vertical drain. The increase in the discharge capacity leads to decrease the consolidation process and the induced excess pore pressure. Moreover, it was seen that the vertical drains spacing does not have any significant effect on the consolidation time. However, the increase in the drains spacing would decrease the system stiffness.

Keywords: Vertical drain, prefabricated, consolidation, embankment.

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5989 MHD Natural Convection Flow of Tangent Hyperbolic Nanofluid Past a Vertical Permeable Cone

Authors: A. Mahdy

Abstract:

In this paper, a non-similraity analysis has been presented to exhibit the two-dimensional boundary layer flow of magnetohydrodynamic (MHD) natural convection of tangent hyperbolic nanofluid nearby a vertical permeable cone in the presence of variable wall temperature impact. The mutated boundary layer nonlinear governing equations are solved numerically by the an efficient implicit finite difference procedure. For both nanofluid effective viscosity and nanofluid thermal conductivity, a number of experimental relations have been recognized. For characterizing the nanofluid, the compatible nanoparticle volume fraction model has been used. Nusselt number and skin friction coefficient are calculated for some values of Weissenberg number W, surface temperature exponent n, magnetic field parameter Mg, power law index m and Prandtl number Pr as functions of suction parameter. The rate of heat transfer from a vertical permeable cone in a regular fluid is less than that in nanofluids. A best convection has been presented by Copper nanoparticle among all the used nanoparticles.

Keywords: Tangent hyperbolic nanofluid, finite difference, non-similarity, isothermal cone.

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5988 Numerical Simulation of the Liquid-Vapor Interface Evolution with Material Properties

Authors: Kimou Kouadio Prosper, Souleymane Oumtanaga, Tety Pierre, Adou Kablan Jérôme

Abstract:

A satured liquid is warmed until boiling in a parallelepipedic boiler. The heat is supplied in a liquid through the horizontal bottom of the boiler, the other walls being adiabatic. During the process of boiling, the liquid evaporates through its free surface by deforming it. This surface which subdivides the boiler into two regions occupied on both sides by the boiled liquid (broth) and its vapor which surmounts it. The broth occupying the region and its vapor the superior region. A two- fluids model is used to describe the dynamics of the broth, its vapor and their interface. In this model, the broth is treated as a monophasic fluid (homogeneous model) and form with its vapor adiphasic pseudo fluid (two-fluid model). Furthermore, the interface is treated as a zone of mixture characterized by superficial void fraction noted α* . The aim of this article is to describe the dynamics of the interface between the boiled fluid and its vapor within a boiler. The resolution of the problem allowed us to show the evolution of the broth and the level of the liquid.

Keywords: Two-fluid models, homogeneous model, interface, averaged equations, Jumps conditions, void fraction.

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5987 Gain Tuning Fuzzy Controller for an Optical Disk Drive

Authors: Shiuh-Jer Huang, Ming-Tien Su

Abstract:

Since the driving speed and control accuracy of commercial optical disk are increasing significantly, it needs an efficient controller to monitor the track seeking and following operations of the servo system for achieving the desired data extracting response. The nonlinear behaviors of the actuator and servo system of the optical disk drive will influence the laser spot positioning. Here, the model-free fuzzy control scheme is employed to design the track seeking servo controller for a d.c. motor driving optical disk drive system. In addition, the sliding model control strategy is introduced into the fuzzy control structure to construct a 1-D adaptive fuzzy rule intelligent controller for simplifying the implementation problem and improving the control performance. The experimental results show that the steady state error of the track seeking by using this fuzzy controller can maintain within the track width (1.6 μm ). It can be used in the track seeking and track following servo control operations.

Keywords: Fuzzy control, gain tuning and optical disk drive.

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5986 Coaxial Helix Antenna for Microwave Coagulation Therapy in Liver Tissue Simulations

Authors: M. Chaichanyut, S. Tungjitkusolmun

Abstract:

This paper is concerned with microwave (MW) ablation for a liver cancer tissue by using helix antenna. The antenna structure supports the propagation of microwave energy at 2.45 GHz. A 1½ turn spiral catheter-based microwave antenna applicator has been developed. We utilize the three-dimensional finite element method (3D FEM) simulation to analyze where the tissue heat flux, lesion pattern and volume destruction during MW ablation. The configurations of helix antenna where Helix air-core antenna and Helix Dielectric-core antenna. The 3D FEMs solutions were based on Maxwell and bio-heat equations. The simulation protocol was power control (10 W, 300s). Our simulation result, both helix antennas have heat flux occurred around the helix antenna and that can be induced the temperature distribution similar (teardrop). The region where the temperature exceeds 50°C the microwave ablation was successful (i.e. complete destruction). The Helix air-core antenna and Helix Dielectric-core antenna, ablation zone or axial ratios (Widest/length) were respectively 0.82 and 0.85; the complete destructions were respectively 4.18 cm3 and 5.64 cm3

Keywords: Liver cancer, Helix antenna, Finite element, Microwave ablation.

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5985 Developing of Knowledge-Based System for the Medical Treatment with Herbs

Authors: Rujijan Vichivanives

Abstract:

This research aims to create a knowledge-based system as a database for self-healthcare analysis, diagnosis of simple illnesses, and the use of Thai herbs instead of modern medicine by using principles of Thai traditional medication theory. These were disseminated by website network programs within Suan Sunandha Rajabhat University. The population used in this study was divided into two groups: the first group consisted of four experts of Thai traditional medication and the second group was 300 website users. The methods used for collecting data were paper questionnaires and poll questionnaires on the website. The statistics used for analyzing data was at an average level. The results were divided into three parts: the first part was the development of a knowledge-based system and the second part was applied programs on website. Both parts could be fulfilled and achieved according to the set goal. The third part was the evaluation of the study: The evaluation of the viewpoints of the experts towards website designs were evaluated at a good level of 4.20. The satisfaction evaluation of the users was found at a good level of average satisfactory level at 4.24. It was found that the young population of those under the age of 16 had less cares about their health than the population of other teenagers, working age adults and those of older age. The research findings should be extended in order to encourage the lifestyle modifications to people of all ages by using the self-healthcare principles.

Keywords: Developing, Herbs, Knowledge-based system, Medical treatment.

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5984 A Framework for Designing Complex Product- Service Systems with a Multi-Domain Matrix

Authors: Yoonjung An, Yongtae Park

Abstract:

Offering a Product-Service System (PSS) is a well-accepted strategy that companies may adopt to provide a set of systemic solutions to customers. PSSs were initially provided in a simple form but now take diversified and complex forms involving multiple services, products and technologies. With the growing interest in the PSS, frameworks for the PSS development have been introduced by many researchers. However, most of the existing frameworks fail to examine various relations existing in a complex PSS. Since designing a complex PSS involves full integration of multiple products and services, it is essential to identify not only product-service relations but also product-product/ service-service relations. It is also equally important to specify how they are related for better understanding of the system. Moreover, as customers tend to view their purchase from a more holistic perspective, a PSS should be developed based on the whole system’s requirements, rather than focusing only on the product requirements or service requirements. Thus, we propose a framework to develop a complex PSS that is coordinated fully with the requirements of both worlds. Specifically, our approach adopts a multi-domain matrix (MDM). A MDM identifies not only inter-domain relations but also intra-domain relations so that it helps to design a PSS that includes highly desired and closely related core functions/ features. Also, various dependency types and rating schemes proposed in our approach would help the integration process.

Keywords: Inter-domain relations, intra-domain relations, multi-domain matrix, product-service system design.

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5983 Thermodynamic Equilibrium of Nitrogen Species Discharge: Comparison with Global Model

Authors: Saktioto, F.D Ismail, P.P. Yupapin, J. Ali

Abstract:

The equilibrium process of plasma nitrogen species by chemical kinetic reactions along various pressures is successfully investigated. The equilibrium process is required in industrial application to obtain the stable condition when heating up the material for having homogenous reaction. Nitrogen species densities is modeled by a continuity equation and extended Arrhenius form. These equations are used to integrate the change of density over the time. The integration is to acquire density and the reaction rate of each reaction where temperature and time dependence are imposed. A comparison is made with global model within pressure range of 1- 100mTorr and the temperature of electron is set to be higher than other nitrogen species. The results shows that the chemical kinetic model only agrees for high pressure because of no power imposed; while the global model considers the external power along the pressure range then the electron and nitrogen species give highly quantity densities by factor of 3 to 5.

Keywords: chemical kinetic model, Arrhenius equation, nitrogen plasma, low pressure discharge

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5982 Finite Element Analysis of Oil-Lubricated Elliptical Journal Bearings

Authors: Marco T. C. Faria

Abstract:

Fixed-geometry hydrodynamic journal bearings are one of the best supporting systems for several applications of rotating machinery. Cylindrical journal bearings present excellent loadcarrying capacity and low manufacturing costs, but they are subjected to the oil-film instability at high speeds. An attempt of overcoming this instability problem has been the development of non-circular journal bearings. This work deals with an analysis of oil-lubricated elliptical journal bearings using the finite element method. Steadystate and dynamic performance characteristics of elliptical bearings are rendered by zeroth- and first-order lubrication equations obtained through a linearized perturbation method applied on the classical Reynolds equation. Four-node isoparametric rectangular finite elements are employed to model the bearing thin film flow. Curves of elliptical bearing load capacity and dynamic force coefficients are rendered at several operating conditions. The results presented in this work demonstrate the influence of the bearing ellipticity on its performance at different loading conditions.

Keywords: Elliptical journal bearings, non-circular journal bearings, hydrodynamic bearings, finite element method.

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5981 Electoral Mathematics and Asymmetrical Treatment to Political Parties: The Mexican Case

Authors: Verónica Arredondo, Miguel Martínez-Panero, Teresa Peña, Victoriano Ramírez

Abstract:

The Mexican Chamber of Deputies is composed of 500 representatives: 300 of them elected by relative majority and another 200 ones elected through proportional representation in five electoral clusters (constituencies) with 40 representatives each. In this mixed-member electoral system, the seats distribution of proportional representation is not independent of the election by relative majority, as it attempts to correct representation imbalances produced in single-member districts. This two-fold structure has been maintained in the successive electoral reforms carried out along the last three decades (eight from 1986 to 2014). In all of them, the election process of 200 seats becomes complex: Formulas in the Law are difficult to understand and to be interpreted. This paper analyzes the Mexican electoral system after the electoral reform of 2014, which was applied for the first time in 2015. The research focuses on contradictions and issues of applicability, in particular situations where seats allocation is affected by ambiguity in the law and where asymmetrical treatment of political parties arises. Due to these facts, a proposal of electoral reform will be presented. It is intended to be simpler, clearer, and more enduring than the current system. Furthermore, this model is more suitable for producing electoral outcomes free of contradictions and paradoxes. This approach would allow a fair treatment of political parties and as a result an improved opportunity to exercise democracy.

Keywords: Apportionment paradoxes, biproportional representation, electoral mathematics, electoral reform, Mexican electoral system, proportional representation, political asymmetry.

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5980 Fuzzy Hyperbolization Image Enhancement and Artificial Neural Network for Anomaly Detection

Authors: Sri Hartati, 1Agus Harjoko, Brad G. Nickerson

Abstract:

A prototype of an anomaly detection system was developed to automate process of recognizing an anomaly of roentgen image by utilizing fuzzy histogram hyperbolization image enhancement and back propagation artificial neural network. The system consists of image acquisition, pre-processor, feature extractor, response selector and output. Fuzzy Histogram Hyperbolization is chosen to improve the quality of the roentgen image. The fuzzy histogram hyperbolization steps consist of fuzzyfication, modification of values of membership functions and defuzzyfication. Image features are extracted after the the quality of the image is improved. The extracted image features are input to the artificial neural network for detecting anomaly. The number of nodes in the proposed ANN layers was made small. Experimental results indicate that the fuzzy histogram hyperbolization method can be used to improve the quality of the image. The system is capable to detect the anomaly in the roentgen image.

Keywords: Image processing, artificial neural network, anomaly detection.

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5979 Investigating Determinants of Medical User Expectations from Hospital Information System

Authors: G. Gürsel, K. H. Gülkesen, N. Zayim, A. Arifoğlu, O. Saka

Abstract:

User satisfaction is one of the most used success indicators in the research of information system (IS). Literature shows user expectations have great influence on user satisfaction. Both expectation and satisfaction of users are important for Hospital Information Systems (HIS). Education, IS experience, age, attitude towards change, business title, sex and working unit of the hospital, are examined as the potential determinant of the medical users’ expectations. Data about medical user expectations are collected by the “Expectation Questionnaire” developed for this study. Expectation data are used for calculating the Expectation Meeting Ratio (EMR) with the evaluation framework also developed for this study. The internal consistencies of the answers to the questionnaire are measured by Cronbach´s Alpha coefficient. The multivariate analysis of medical user’s EMRs of HIS is performed by forward stepwise binary logistic regression analysis. Education and business title is appeared to be the determinants of expectations from HIS.

Keywords: Evaluation, Fuzzy Logic, Hospital Information System, User Expectation.

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5978 A Novel Fuzzy Logic Based Controller to Adjust the Brightness of the Television Screen with Respect to Surrounding Light

Authors: A. V. Sai Balasubramanian, N. Ravi Shankar, S. Subbaraman, R. Rengaraj

Abstract:

One of the major cause of eye strain and other problems caused while watching television is the relative illumination between the screen and its surrounding. This can be overcome by adjusting the brightness of the screen with respect to the surrounding light. A controller based on fuzzy logic is proposed in this paper. The fuzzy controller takes in the intensity of light surrounding the screen and the present brightness of the screen as input. The output of the fuzzy controller is the grid voltage corresponding to the required brightness. This voltage is given to CRT and brightness is controller dynamically. For the given test system data, different de-fuzzifier methods have been implemented and the results are compared. In order to validate the effectiveness of the proposed approach, a fuzzy controller has been designed by obtaining a test data from a real time system. The simulations are performed in MATLAB and are verified with standard system data. The proposed approach can be implemented for real time applications.

Keywords: Fuzzy controller, Grid voltage

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5977 Comparison between the Conventional Methods and PSO Based MPPT Algorithm for Photovoltaic Systems

Authors: Ramdan B. A. Koad, Ahmed. F. Zobaa

Abstract:

Since the output characteristics of photovoltaic (PV) system depends on the ambient temperature, solar radiation and load impedance, its maximum power point (MPP) is not constant. Under each condition PV module has a point at which it can produce its MPP. Therefore, a maximum power point tracking (MPPT) method is needed to uphold the PV panel operating at its MPP. This paper presents comparative study between the conventional MPPT methods used in (PV) system: Perturb and Observe (P&O), Incremental Conductance (IncCond), andParticle Swarm Optimization (PSO) algorithmfor (MPPT) of (PV) system. To evaluate the study, the proposed PSO MPPT is implemented on a DC-DC cuk converter and has been compared with P&O and INcond methods in terms of their tracking speed, accuracy and performance by using the Matlab tool Simulink. The simulation result shows that the proposed algorithm is simple, and is superior to the P&O and IncCond methods.

Keywords: Incremental Conductance (IncCond) Method, Perturb and Observe (P&O) Method, Photovoltaic Systems (PV) and Practical Swarm Optimization Algorithm (PSO).

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5976 Modeling of Blood Flow Velocity into the Main Artery via Left Ventricle of Heart during Steady Condition

Authors: Mohd Azrul Hisham Mohd Adib, Nur Hazreen Mohd Hasni

Abstract:

A three-dimensional and pulsatile blood flow in the left ventricle of heart model has been studied numerically. The geometry was derived from a simple approximation of the left ventricle model and the numerical simulations were obtained using a formulation of the Navier-Stokes equations. In this study, simulation was used to investigate the pattern of flow velocity in 3D model of heart with consider the left ventricle based on critical parameter of blood under steady condition. Our results demonstrate that flow velocity focused from mitral valve channel and continuous linearly to left ventricle wall but this skewness progresses into outside wall in atrium through aortic valve with random distribution that is irregular due to force subtract from ventricle wall during cardiac cycle. The findings are the prediction of the behavior of the blood flow velocity pattern in steady flow condition which can assist the medical practitioners in their decision on the patients- treatments.

Keywords: Mitral Valve, Aortic Valve, Cardiac Cycle, Leaflet, Biomechanics, Left Ventricle

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5975 Techniques for Reliability Evaluation in Distribution System Planning

Authors: T. Lantharthong, N. Phanthuna

Abstract:

This paper presents reliability evaluation techniques which are applied in distribution system planning studies and operation. Reliability of distribution systems is an important issue in power engineering for both utilities and customers. Reliability is a key issue in the design and operation of electric power distribution systems and load. Reliability evaluation of distribution systems has been the subject of many recent papers and the modeling and evaluation techniques have improved considerably.

Keywords: Reliability Evaluation, Optimization Technique, Reliability Indices

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5974 Mixed Convection Boundary Layer Flows Induced by a Permeable Continuous Surface Stretched with Prescribed Skin Friction

Authors: Mohamed Ali

Abstract:

The boundary layer flow and heat transfer on a stretched surface moving with prescribed skin friction is studied for permeable surface. The surface temperature is assumed to vary inversely with the vertical direction x for n = -1. The skin friction at the surface scales as (x-1/2) at m = 0. The constants m and n are the indices of the power law velocity and temperature exponent respectively. Similarity solutions are obtained for the boundary layer equations subject to power law temperature and velocity variation. The effect of various governing parameters, such as the buoyancy parameter λ and the suction/injection parameter fw for air (Pr = 0.72) are studied. The choice of n and m ensures that the used similarity solutions are x independent. The results show that, assisting flow (λ > 0) enhancing the heat transfer coefficient along the surface for any constant value of fw. Furthermore, injection increases the heat transfer coefficient but suction reduces it at constant λ.

Keywords: Stretching surface, Boundary layers, Prescribed skin friction, Suction or injection, similarity solutions, buoyancy effects.

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5973 Power System Contingency Analysis Using Multiagent Systems

Authors: Anant Oonsivilai, Kenedy A. Greyson

Abstract:

The demand of the energy management systems (EMS) set forth by modern power systems requires fast energy management systems. Contingency analysis is among the functions in EMS which is time consuming. In order to handle this limitation, this paper introduces agent based technology in the contingency analysis. The main function of agents is to speed up the performance. Negotiations process in decision making is explained and the issue set forth is the minimization of the operating costs. The IEEE 14 bus system and its line outage have been used in the research and simulation results are presented.

Keywords: Agents, model, negotiation, optimal dispatch, powersystems.

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5972 Impact of Liquidity Crunch on Interbank Network

Authors: I. Lucas, N. Schomberg, F-A. Couturier

Abstract:

Most empirical studies have analyzed how liquidity risks faced by individual institutions turn into systemic risk. Recent banking crisis has highlighted the importance of grasping and controlling the systemic risk, and the acceptance by Central Banks to ease their monetary policies for saving default or illiquid banks. This last point shows that banks would pay less attention to liquidity risk which, in turn, can become a new important channel of loss. The financial regulation focuses on the most important and “systemic” banks in the global network. However, to quantify the expected loss associated with liquidity risk, it is worth to analyze sensitivity to this channel for the various elements of the global bank network. A small bank is not considered as potentially systemic; however the interaction of small banks all together can become a systemic element. This paper analyzes the impact of medium and small banks interaction on a set of banks which is considered as the core of the network. The proposed method uses the structure of agent-based model in a two-class environment. In first class, the data from actual balance sheets of 22 large and systemic banks (such as BNP Paribas or Barclays) are collected. In second one, to model a network as closely as possible to actual interbank market, 578 fictitious banks smaller than the ones belonging to first class have been split into two groups of small and medium ones. All banks are active on the European interbank network and have deposit and market activity. A simulation of 12 three month periods representing a midterm time interval three years is projected. In each period, there is a set of behavioral descriptions: repayment of matured loans, liquidation of deposits, income from securities, collection of new deposits, new demands of credit, and securities sale. The last two actions are part of refunding process developed in this paper. To strengthen reliability of proposed model, random parameters dynamics are managed with stochastic equations as rates the variations of which are generated by Vasicek model. The Central Bank is considered as the lender of last resort which allows banks to borrow at REPO rate and some ejection conditions of banks from the system are introduced.

Liquidity crunch due to exogenous crisis is simulated in the first class and the loss impact on other bank classes is analyzed though aggregate values representing the aggregate of loans and/or the aggregate of borrowing between classes. It is mainly shown that the three groups of European interbank network do not have the same response, and that intermediate banks are the most sensitive to liquidity risk.

Keywords: Systemic Risk, Financial Contagion, Liquidity Risk, Interbank Market, Network Model.

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5971 An Axiomatic Model for Development of the Allocated Architecture in Systems Engineering Process

Authors: A. Sharahi, R. Tehrani, A. Mollajan

Abstract:

The final step to complete the “Analytical Systems Engineering Process” is the “Allocated Architecture” in which all Functional Requirements (FRs) of an engineering system must be allocated into their corresponding Physical Components (PCs). At this step, any design for developing the system’s allocated architecture in which no clear pattern of assigning the exclusive “responsibility” of each PC for fulfilling the allocated FR(s) can be found is considered a poor design that may cause difficulties in determining the specific PC(s) which has (have) failed to satisfy a given FR successfully. The present study utilizes the Axiomatic Design method principles to mathematically address this problem and establishes an “Axiomatic Model” as a solution for reaching good alternatives for developing the allocated architecture. This study proposes a “loss Function”, as a quantitative criterion to monetarily compare non-ideal designs for developing the allocated architecture and choose the one which imposes relatively lower cost to the system’s stakeholders. For the case-study, we use the existing design of U. S. electricity marketing subsystem, based on data provided by the U.S. Energy Information Administration (EIA). The result for 2012 shows the symptoms of a poor design and ineffectiveness due to coupling among the FRs of this subsystem.

Keywords: Allocated Architecture, Analytical Systems Engineering Process, Functional Requirements (FRs), Physical Components (PCs), Responsibility of a Physical Component, System’s Stakeholders.

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5970 In situ Modelling of Lateral-Torsional Vibration of a Rotor-Stator with Multiple Parametric Excitations

Authors: B. X. Tchomeni, A. A. Alugongo, L. M. Masu

Abstract:

This paper presents a 4-DOF nonlinear model of a cracked de Laval rotor-stator system derived based on Energy Principles. The model has been used to simulate coupled torsionallateral response of the faulty system with multiple parametric excitations; rotor-stator-rub, a breathing transverse crack, eccentric mass and an axial force. Nonlinearity of a “breathing” crack is incorporated in the model using a simple hinge mechanism suitable for a shallow crack. Response of the system while passing via its critical speed with intermittent rotor-stator rub is analyzed. Effects of eccentricity with phase and acceleration are investigated. Features of crack, rub and eccentricity in vibration response are explored for condition monitoring. The presence of a crack and rub are observable in the power spectrum despite excitations by an axial force and rotor unbalance. Obtained results are consistent with existing literature and could be adopted into rotor condition monitoring strategies.

Keywords: Axial force, Crack, Nonlinear, Rotor-Stator, Rub.

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5969 Experimental Investigation into Chaotic Features of Flow Gauges in Automobile Fuel Metering System

Authors: S. K. Fasogbon

Abstract:

Chaotic system may lead to instability, extreme sensitivity and performance reduction in control systems. It is therefore important to understand the causes of such undesirable characteristics in control system especially in the automobile fuel gauges. This is because without accurate fuel gauges in automobile systems, it will be difficult if not impossible to embark on a journey whether during odd hours of the day or where fuel is difficult to obtain. To this end, this work studied the impacts of fuel tank rust and faulty component of fuel gauge system (voltage stabilizer) on the chaotic characteristics of fuel gauges. The results obtained were analyzed using Graph iSOFT package. Over the range of experiments conducted, the results obtained showed that rust effect of the fuel tank would alter the flow density, consequently the fluid pressure and ultimately the flow velocity of the fuel. The responses of the fuel gauge pointer to the faulty voltage stabilizer were erratic causing noticeable instability of gauge measurands indicated. The experiment also showed that the fuel gauge performed optimally by indicating the highest degree of accuracy when combined the effect of rust free tank and non-faulty voltage stabilizer conditions (± 6.75% measurand error) as compared to only the rust free tank situation (± 15% measurand error) and only the non-faulty voltage stabilizer condition (± 40% measurand error). The study concludes that both the fuel tank rust and the faulty voltage stabilizer gauge component have a significant effect on the sensitivity of fuel gauge and its accuracy ultimately. Also, by the reason of literature, our findings can also be said to be valid for all other fluid meters and gauges applicable in plant machineries and most hydraulic systems.

Keywords: Chaotic system, degree of accuracy, measurand, sensitivity of fuel gauge.

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5968 Monitoring the Fiscal Health of Taiwan’s Local Government: Application of the 10-Point Scale of Fiscal Distress

Authors: Yuan-Hong Ho, Chiung-Ju Huang

Abstract:

This article presents a monitoring indicators system that predicts whether a local government in Taiwan is heading for fiscal distress and identifies a suitable fiscal policy that would allow the local government to achieve fiscal balance in the long run. This system is relevant to stockholders’ interest, simple for national audit bodies to use, and provides an early warning of fiscal distress that allows preventative action to be taken.

Keywords: Fiscal distress, fiscal health, monitoring signals, 10-point scale.

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