Search results for: Mathematical Models

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

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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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Authors: Cristian Păuna

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After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: Algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction.

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Authors: Raninder Kaur Dhillon, Mayur Jethwa, Hardeep Singh Rai

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Information technology has made a pivotal progress across disparate disciplines, one of which is AEC (Architecture, Engineering and Construction) industry. CAD is a form of computer-aided building modulation that architects, engineers and contractors use to create and view two- and three-dimensional models. The AEC industry also uses building information modeling (BIM), a newer computerized modeling system that can create four-dimensional models; this software can greatly increase productivity in the AEC industry. BIM models generate open source IFC (Industry Foundation Classes) files which aim for interoperability for exchanging information throughout the project lifecycle among various disciplines. The methods developed in previous studies require either an IFC schema or MVD and software applications, such as an IFC model server or a Building Information Modeling (BIM) authoring tool, to extract a partial or complete IFC instance model. This paper proposes an efficient algorithm for extracting a partial and total model from an Industry Foundation Classes (IFC) instance model without an IFC schema or a complete IFC model view definition (MVD).

Keywords: BIM, CAD, IFC, MVD.

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Authors: M. Rozanek, K. Roubik

Abstract:

A mathematical model of the respiratory system is introduced in this study. Geometrical dimensions of the respiratory system were used to compute the acoustic properties of the respiratory system using the electro-acoustic analogy. The effect of the geometrical proportions of the respiratory system is observed in the paper.

Keywords: Electro-acoustic analogy, total lung impedance, mechanical parameters, respiratory system.

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Authors: Panagiotis Kyratsis, Konstantinos Kakoulis

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Nowadays, the rapid development of CAD systems’ programming environments results in the creation of multiple downstream applications, which are developed and becoming increasingly available. CAD based manufacturing simulations is gradually following the same trend. Drilling is the most popular holemaking process used in a variety of industries. A specially built piece of software that deals with the drilling kinematics is presented. The cutting forces are calculated based on the tool geometry, the cutting conditions and the tool/work-piece materials. The results are verified by experimental work. Finally, the response surface methodology (RSM) is applied and mathematical models of the total thrust force and the thrust force developed because of the main cutting edges are proposed.

Keywords: Application programming interface, CAD, drilling, response surface methodology, RSM.

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Authors: Natalia Podkhodova, Olga Sheremeteva, Mariia Soldaeva

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Creating favourable conditions for students’ comprehension of mathematical content is one of the primary problems in teaching mathematics in secondary school. The fact of comprehension includes the ability to build a working situational model and thus becomes an important means of solving mathematical problems. This paper describes a holistic approach to teaching mathematics designed to address the primary challenges of such teaching; specifically, the challenge of students’ comprehension. Essentially, this approach consists of (1) establishing links between the attributes of the notion: the sense, the meaning, and the term; (2) taking into account the components of student’s subjective experience—value-based emotions, contextual, procedural and communicative—during the educational process; (3) linking together different ways to present mathematical information; (4) identifying and leveraging the relationships between real, perceptual and conceptual (scientific) mathematical spaces by applying real-life situational modelling. The article describes approaches to the practical use of these foundational concepts. Identifying how proposed methods and techniques influence understanding of material used in teaching mathematics was the primary goal. The study included an experiment in which 256 secondary school students took part: 142 in the study group and 114 in the control group. All students in these groups had similar levels of achievement in math and studied math under the same curriculum. In the course of the experiment, comprehension of two topics — “Derivative” and “Trigonometric functions”—was evaluated. Control group participants were taught using traditional methods. Students in the study group were taught using the holistic method: under teacher’s guidance, they carried out assignments designed to establish linkages between notion’s characteristics, to convert information from one mode of presentation to another, as well as assignments that required the ability to operate with all modes of presentation. Identification, accounting for and transformation of subjective experience were associated with methods of stimulating the emotional value component of the studied mathematical content (discussions of lesson titles, assignments aimed to create study dominants, performing theme-related physical exercise ...) The use of techniques that forms inter-subject notions based on linkages between, perceptual real and mathematical conceptual spaces proved to be of special interest to the students. Results of the experiment were analysed by presenting students in each of the groups with a final test in each of the studied topics. The test included assignments that required building real situational models. Statistical analysis was used to aggregate test results. Pierson criterion x2 was used to reveal statistics significance of results (pass-fail the modelling test). Significant difference of results was revealed (p < 0.001), which allowed to conclude that students in the study group showed better comprehension of mathematical information than those in the control group. The total number of completed assignments of each student was analysed as well, with average results calculated for each group. Statistical significance of result differences against the quantitative criterion (number of completed assignments) was determined using Student’s t-test, which showed that students in the study group completed significantly more assignments than those in the control group (p = 0.0001). Authors thus come to the conclusion that suggested increase in the level of comprehension of study material took place as a result of applying implemented methods and techniques.

Keywords: Comprehension of mathematical content, holistic approach to teaching mathematics in secondary school, subjective experience, technology of the formation of inter-subject notions.

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Authors: Roberto Iglesias, Theocharis Kyriacou, Ulrich Nehmzow, Steve Billings

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Fundamental sensor-motor couplings form the backbone of most mobile robot control tasks, and often need to be implemented fast, efficiently and nevertheless reliably. Machine learning techniques are therefore often used to obtain the desired sensor-motor competences. In this paper we present an alternative to established machine learning methods such as artificial neural networks, that is very fast, easy to implement, and has the distinct advantage that it generates transparent, analysable sensor-motor couplings: system identification through nonlinear polynomial mapping. This work, which is part of the RobotMODIC project at the universities of Essex and Sheffield, aims to develop a theoretical understanding of the interaction between the robot and its environment. One of the purposes of this research is to enable the principled design of robot control programs. As a first step towards this aim we model the behaviour of the robot, as this emerges from its interaction with the environment, with the NARMAX modelling method (Nonlinear, Auto-Regressive, Moving Average models with eXogenous inputs). This method produces explicit polynomial functions that can be subsequently analysed using established mathematical methods. In this paper we demonstrate the fidelity of the obtained NARMAX models in the challenging task of robot route learning; we present a set of experiments in which a Magellan Pro mobile robot was taught to follow four different routes, always using the same mechanism to obtain the required control law.

Keywords: Mobile robotics, system identification, non-linear modelling, NARMAX.

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Authors: Sudip Kumar Kundu, Charu Singh

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As a great physiographic divide, the Himalayas affecting a large system of water and air circulation which helps to determine the climatic condition in the Indian subcontinent to the south and mid-Asian highlands to the north. It creates obstacles by defending chill continental air from north side into India in winter and also defends rain-bearing southwesterly monsoon to give up maximum precipitation in that area in monsoon season. Nowadays extreme weather conditions such as heavy precipitation, cloudburst, flash flood, landslide and extreme avalanches are the regular happening incidents in the region of North Western Himalayan (NWH). The present study has been planned to investigate the suitable model(s) to find out the rainfall pattern over that region. For this investigation, selected models from Coordinated Regional Climate Downscaling Experiment (CORDEX) and Coupled Model Intercomparison Project Phase 5 (CMIP5) has been utilized in a consistent framework for the period of 1976 to 2000 (historical). The ability of these driving models from CORDEX domain and CMIP5 has been examined according to their capability of the spatial distribution as well as time series plot of rainfall over NWH in the rainy season and compared with the ground-based Indian Meteorological Department (IMD) gridded rainfall data set. It is noted from the analysis that the models like MIROC5 and MPI-ESM-LR from the both CORDEX and CMIP5 provide the best spatial distribution of rainfall over NWH region. But the driving models from CORDEX underestimates the daily rainfall amount as compared to CMIP5 driving models as it is unable to capture daily rainfall data properly when it has been plotted for time series (TS) individually for the state of Uttarakhand (UK) and Himachal Pradesh (HP). So finally it can be said that the driving models from CMIP5 are better than CORDEX domain models to investigate the rainfall pattern over NWH region.

Keywords: Global warming, rainfall, CMIP5, CORDEX, North Western Himalayan region.

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Authors: Zoran Jovanovic, Zoran Masonicic, S. Dragutinovic, Z. Sakota

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In this paper, results concerning flame propagation of various fuels in a particular combustion chamber with four tilted valves were elucidated. Flame propagation was represented by the evolution of spatial distribution of temperature in various cut-planes within combustion chamber while the flame front location was determined by dint of zones with maximum temperature gradient. The results presented are only a small part of broader on-going scrutinizing activity in the field of multidimensional modeling of reactive flows in combustion chambers with complicated geometries encompassing various models of turbulence, different fuels and combustion models. In the case of turbulence two different models were applied i.e. standard k-ε model of turbulence and k-ξ-f model of turbulence. In this paper flame propagation results were analyzed and presented for two different hydrocarbon fuels, such as CH4 and C8H18. In the case of combustion all differences ensuing from different turbulence models, obvious for non-reactive flows are annihilated entirely. Namely the interplay between fluid flow pattern and flame propagation is invariant as regards turbulence models and fuels applied. Namely the interplay between fluid flow pattern and flame propagation is entirely invariant as regards fuel variation indicating that the flame propagation through unburned mixture of CH4 and C8H18 fuels is not chemically controlled.

Keywords: Automotive flows, flame propagation, combustion modelling.

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Authors: Yuan-Jye Tseng, Yi-Shiuan Chen

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The paper presented a sustainable design model for integrated evaluation of the design and supply chain of a product for the sustainable objectives. To design a product, there can be alternative ways to assign the detailed specifications to fulfill the same design objectives. In the design alternative cases, different material and manufacturing processes with various supply chain activities may be required for the production. Therefore, it is required to evaluate the different design cases based on the sustainable objectives. In this research, a closed-loop design model is developed by integrating the forward design model and reverse design model. From the supply chain point of view, the decisions in the forward design model are connected with the forward supply chain. The decisions in the reverse design model are connected with the reverse supply chain considering the sustainable objectives. The purpose of this research is to develop a mathematical model for analyzing the design cases by integrated evaluating the criteria in the closed-loop design and the closed-loop supply chain. The decision variables are built to represent the design cases of the forward design and reverse design. The cost parameters in a forward design include the costs of material and manufacturing processes. The cost parameters in a reverse design include the costs of recycling, disassembly, reusing, remanufacturing, and disposing. The mathematical model is formulated to minimize the total cost under the design constraints. In practical applications, the decisions of the mathematical model can be used for selecting a design case for the purpose of sustainable design of a product. An example product is demonstrated in the paper. The test result shows that the sustainable design model is useful for integrated evaluation of the design and the supply chain to achieve the sustainable objectives.

Keywords: Closed-loop design, closed-loop supply chain, design evaluation, mathematical model, supply chain management, sustainable design model.

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Authors: Gilberto Gonzalez-A, Noe Barrera-G

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An analysis of a synchronous generator in a bond graph approach is proposed. This bond graph allows to determine the simplified models of the system by using singular perturbations. Firstly, the nonlinear bond graph of the generator is linearized. Then, the slow and fast state equations by applying singular perturbations are obtained. Also, a bond graph to get the quasi-steady state of the slow dynamic is proposed. In order to verify the effectiveness of the singularly perturbed models, simulation results of the complete system and reduced models are shown.

Keywords: Bond graph modelling, synchronous generator, singular perturbations

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Authors: Md. Ashikur Rahman Khan, M. M. Rahman, K. Kadirgama, M.A. Maleque, Rosli A. Bakar

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Conventionally the selection of parameters depends intensely on the operator-s experience or conservative technological data provided by the EDM equipment manufacturers that assign inconsistent machining performance. The parameter settings given by the manufacturers are only relevant with common steel grades. A single parameter change influences the process in a complex way. Hence, the present research proposes artificial neural network (ANN) models for the prediction of surface roughness on first commenced Ti-15-3 alloy in electrical discharge machining (EDM) process. The proposed models use peak current, pulse on time, pulse off time and servo voltage as input parameters. Multilayer perceptron (MLP) with three hidden layer feedforward networks are applied. An assessment is carried out with the models of distinct hidden layer. Training of the models is performed with data from an extensive series of experiments utilizing copper electrode as positive polarity. The predictions based on the above developed models have been verified with another set of experiments and are found to be in good agreement with the experimental results. Beside this they can be exercised as precious tools for the process planning for EDM.

Keywords: Ti-15l-3, surface roughness, copper, positive polarity, multi-layered perceptron.

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Authors: Yuzhi Cai

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In this paper, we discuss a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. Together with a combining forecasts technique, we then predict USD to GBP currency exchange rates. Combined forecasts contain all the information captured by the fitted QAR models at different quantile levels and are therefore better than those obtained from individual models. Our results show that an unequally weighted combining method performs better than other forecasting methodology. We found that a median AR model can perform well in point forecasting when the predictive density functions are symmetric. However, in practice, using the median AR model alone may involve the loss of information about the data captured by other QAR models. We recommend that combined forecasts should be used whenever possible.

Keywords: Exchange rate, quantile regression, combining forecasts.

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Authors: Anil Kumar, S. Deswal

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The mathematical equation for Separation of the binary aqueous solution is developed by using the Spiegler- Kedem theory. The characteristics of a B-9 hollow fibre module of Du Pont are determined by using these equations and their results are compared with the experimental results of Ohya et al. The agreement between these results is found to be excellent.

Keywords: Binary aqueous solution, modeling, reverse osmosis module, Spiegler-Kedem theory.

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Authors: S. Boria

Abstract:

In the last years, the crashworthiness of an automotive body structure can be improved, since the beginning of the design stage, thanks to the development of specific optimization tools. It is well known how the finite element codes can help the designer to investigate the crashing performance of structures under dynamic impact. Therefore, by coupling nonlinear mathematical programming procedure and statistical techniques with FE simulations, it is possible to optimize the design with reduced number of analytical evaluations. In engineering applications, many optimization methods which are based on statistical techniques and utilize estimated models, called meta-models, are quickly spreading. A meta-model is an approximation of a detailed simulation model based on a dataset of input, identified by the design of experiments (DOE); the number of simulations needed to build it depends on the number of variables. Among the various types of meta-modeling techniques, Kriging method seems to be excellent in accuracy, robustness and efficiency compared to other ones when applied to crashworthiness optimization. Therefore the application of such meta-model was used in this work, in order to improve the structural optimization of a bumper for a racing car in composite material subjected to frontal impact. The specific energy absorption represents the objective function to maximize and the geometrical parameters subjected to some design constraints are the design variables. LS-DYNA codes were interfaced with LS-OPT tool in order to find the optimized solution, through the use of a domain reduction strategy. With the use of the Kriging meta-model the crashworthiness characteristic of the composite bumper was improved.

Keywords: Composite material, crashworthiness, finite element analysis, optimization.

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Authors: B. L. Ho, L. Shi, D. F. Wang, V. C. T. Mok

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The brain’s functional connectivity while temporally non-stationary does express consistency at a macro spatial level. The study of stable resting state connectivity patterns hence provides opportunities for identification of diseases if such stability is severely perturbed. A mathematical model replicating the brain’s spatial connections will be useful for understanding brain’s representative geometry and complements the empirical model where it falls short. Empirical computations tend to involve large matrices and become infeasible with fine parcellation. However, the proposed analytical model has no such computational problems. To improve replicability, 92 subject data are obtained from two open sources. The proposed methodology, inspired by financial theory, uses multivariate regression to find relationships of every cortical region of interest (ROI) with some pre-identified hubs. These hubs acted as representatives for the entire cortical surface. A variance-covariance framework of all ROIs is then built based on these relationships to link up all the ROIs. The result is a high level of match between model and empirical correlations in the range of 0.59 to 0.66 after adjusting for sample size; an increase of almost forty percent. More significantly, the model framework provides an intuitive way to delineate between systemic drivers and idiosyncratic noise while reducing dimensions by more than 30 folds, hence, providing a way to conduct attribution analysis. Due to its analytical nature and simple structure, the model is useful as a standalone toolkit for network dependency analysis or as a module for other mathematical models.

Keywords: Functional magnetic resonance imaging, multivariate regression, network hubs, resting state functional connectivity.

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Authors: Alibek Issakhov

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In this paper presents the mathematical model of hydrothermal processes in thermal power plant with different wind direction scenarios in the water reservoir, which is solved by the Navier - Stokes and temperature equations for an incompressible fluid in a stratified medium. Numerical algorithm based on the method of splitting by physical parameters. Three dimensional Poisson equation is solved with Fourier method by combination of tridiagonal matrix method (Thomas algorithm).

Keywords: thermal power plant, hydrothermal process, large eddy simulation, water reservoir

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Authors: Abdunaser Abduelmula, Maria Luisa M. Bastos, José A. Gonçalves

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Modelling of the earth's surface and evaluation of urban environment, with 3D models, is an important research topic. New stereo capabilities of high resolution optical satellites images, such as the tri-stereo mode of Pleiades, combined with new image matching algorithms, are now available and can be applied in urban area analysis. In addition, photogrammetry software packages gained new, more efficient matching algorithms, such as SGM, as well as improved filters to deal with shadow areas, can achieve more dense and more precise results. This paper describes a comparison between 3D data extracted from tri-stereo and dual stereo satellite images, combined with pixel based matching and Wallis filter. The aim was to improve the accuracy of 3D models especially in urban areas, in order to assess if satellite images are appropriate for a rapid evaluation of urban environments. The results showed that 3D models achieved by Pleiades tri-stereo outperformed, both in terms of accuracy and detail, the result obtained from a Geo-eye pair. The assessment was made with reference digital surface models derived from high resolution aerial photography. This could mean that tri-stereo images can be successfully used for the proposed urban change analyses.

Keywords: 3D Models, Environment, Matching, Pleiades.

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Authors: Makram Ben Jeddou

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ABC classification is widely used by managers for inventory control. The classical ABC classification is based on Pareto principle and according to the criterion of the annual use value only. Single criterion classification is often insufficient for a closely inventory control. Multi-criteria inventory classification models have been proposed by researchers in order to consider other important criteria. From these models, we will consider a specific model in order to make a sensitive analysis on the composite score calculated for each item. In fact, this score, based on a normalized average between a good and a bad optimized index, can affect the ABC-item classification. We will focus on items differently assigned to classes and then propose a classification compromise.

Keywords: ABC classification, Multi criteria inventory classification models, ZF-model.

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Authors: Zhengyi Kong, Seung-Eock Kim

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Single angle connections, which are bolted to the beam web and the column flange, are studied to investigate their moment-rotation behavior. Elastic–perfectly plastic material behavior is assumed. ABAQUS software is used to analyze the nonlinear behavior of a single angle connection. The identical geometric and material conditions with Lipson’s test are used for verifying finite element models. Since Kishi and Chen’s Power model and Lee and Moon’s Log model are accurate only for a limited range of mechanism, simpler and more accurate hyperbolic function models are proposed.

Keywords: Single-web angle connections, finite element method, moment and rotation, hyperbolic function models.

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Authors: Holger Keitel

Abstract:

The prediction of long-term deformations of concrete and reinforced concrete structures has been a field of extensive research and several different creep models have been developed so far. Most of the models were developed for constant concrete stresses, thus, in case of varying stresses a specific superposition principle or time-integration, respectively, is necessary. Nowadays, when modeling concrete creep the engineering focus is rather on the application of sophisticated time-integration methods than choosing the more appropriate creep model. For this reason, this paper presents a method to quantify the uncertainties of creep prediction originating from the selection of creep models or from the time-integration methods. By adapting variance based global sensitivity analysis, a methodology is developed to quantify the influence of creep model selection or choice of time-integration method. Applying the developed method, general recommendations how to model creep behavior for varying stresses are given.

Keywords: Concrete creep models, time-integration methods, sensitivity analysis, prediction uncertainty.

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Authors: Elias K. Maragos, Petros E. Maravelakis

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In Dynamic Data Envelopment Analysis (DDEA), which is a subfield of Data Envelopment Analysis (DEA), the productivity of Decision Making Units (DMUs) is considered in relation to time. In this case, as it is accepted by the most of the researchers, there are outputs, which are produced by a DMU to be used as inputs in a future time. Those outputs are known as intermediates. The common models, in DDEA, do not take into account the shape of the distribution of those inputs, outputs or intermediates data, assuming that the distribution of the virtual value of them does not deviate from linearity. This weakness causes the limitation of the accuracy of the analytical power of the traditional DDEA models. In this paper, the authors, using the concept of piecewise linear inputs and outputs, propose an extended DDEA model. The proposed model increases the flexibility of the traditional DDEA models and improves the measurement of the dynamic performance of DMUs.

Keywords: Data envelopment analysis, Dynamic DEA, Piecewise linear inputs, Piecewise linear outputs.

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Authors: Hanifeh Imanian, Morteza Kolahdoozan

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The purpose of this study is to present a mathematical phrase for calculating the dispersion rate of spilled oil in water column under non-breaking waves. In this regard, a multiphase numerical model is applied for which waves and oil phase were computed concurrently, and accuracy of its hydraulic calculations have been proven. More than 200 various scenarios of oil spilling in wave waters were simulated using the multiphase numerical model and its outcome were collected in a database. The recorded results were investigated to identify the major parameters affected vertical oil dispersion and finally 6 parameters were identified as main independent factors. Furthermore, some statistical tests were conducted to identify any relationship between the dependent variable (dispersed oil mass in the water column) and independent variables (water wave specifications containing height, length and wave period and spilled oil characteristics including density, viscosity and spilled oil mass). Finally, a mathematical-statistical relationship is proposed to predict dispersed oil in marine waters. To verify the proposed relationship, a laboratory example available in the literature was selected. Oil mass rate penetrated in water body computed by statistical regression was in accordance with experimental data was predicted. On this occasion, it was necessary to verify the proposed mathematical phrase. In a selected laboratory case available in the literature, mass oil rate penetrated in water body computed by suggested regression. Results showed good agreement with experimental data. The validated mathematical-statistical phrase is a useful tool for oil dispersion prediction in oil spill events in marine areas.

Keywords: Dispersion, marine environment, mathematical-statistical relationship, oil spill.

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Authors: Dalin Si, Azizan Aziz, Bertrand Lasternas

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To encourage building owners to purchase electricity at the wholesale market and reduce building peak demand, this study aims to develop models that predict day-ahead hourly electricity consumption and demand using artificial neural network (ANN) and support vector machine (SVM). All prediction models are built in Python, with tool Scikit-learn and Pybrain. The input data for both consumption and demand prediction are time stamp, outdoor dry bulb temperature, relative humidity, air handling unit (AHU), supply air temperature and solar radiation. Solar radiation, which is unavailable a day-ahead, is predicted at first, and then this estimation is used as an input to predict consumption and demand. Models to predict consumption and demand are trained in both SVM and ANN, and depend on cooling or heating, weekdays or weekends. The results show that ANN is the better option for both consumption and demand prediction. It can achieve 15.50% to 20.03% coefficient of variance of root mean square error (CVRMSE) for consumption prediction and 22.89% to 32.42% CVRMSE for demand prediction, respectively. To conclude, the presented models have potential to help building owners to purchase electricity at the wholesale market, but they are not robust when used in demand response control.

Keywords: Building energy prediction, data mining, demand response, electricity market.

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Authors: Moustafa Osman Mohammed

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This paper will explore formation of HCl aerosol at atmospheric boundary layers and encourages the uptake of environmental modeling systems (EMSs) as a practice evaluation of gaseous emissions (“framework measures”) from small and medium-sized enterprises (SMEs). The conceptual model predicts greenhouse gas emissions to ecological points beyond landfill site operations. It focuses on incorporation traditional knowledge into baseline information for both measurement data and the mathematical results, regarding parameters influence model variable inputs. The paper has simplified parameters of aerosol processes based on the more complex aerosol process computations. The simple model can be implemented to both Gaussian and Eulerian rural dispersion models. Aerosol processes considered in this study were (i) the coagulation of particles, (ii) the condensation and evaporation of organic vapors, and (iii) dry deposition. The chemical transformation of gas-phase compounds is taken into account photochemical formulation with exposure effects according to HCl concentrations as starting point of risk assessment. The discussion set out distinctly aspect of sustainability in reflection inputs, outputs, and modes of impact on the environment. Thereby, models incorporate abiotic and biotic species to broaden the scope of integration for both quantification impact and assessment risks. The later environmental obligations suggest either a recommendation or a decision of what is a legislative should be achieved for mitigation measures of landfill gas (LFG) ultimately.

Keywords: Air dispersion model, landfill management, spatial analysis, environmental impact and risk assessment.

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Authors: Cândida M. Pereira, Amílcar L. Ramalho, Jorge A. Ambrósio

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In the numerical solution of the forward dynamics of a multibody system, the positions and velocities of the bodies in the system are obtained first. With the information of the system state variables at each time step, the internal and external forces acting on the system are obtained by appropriate contact force models if the continuous contact method is used instead of a discrete contact method. The local deformation of the bodies in contact, represented by penetration, is used to compute the contact force. The ability and suitability with current cylindrical contact force models to describe the contact between bodies with cylindrical geometries with particular focus on internal contacting geometries involving low clearances and high loads simultaneously is discussed in this paper. A comparative assessment of the performance of each model under analysis for different contact conditions, in particular for very different penetration and clearance values, is presented. It is demonstrated that some models represent a rough approximation to describe the conformal contact between cylindrical geometries because contact forces are underestimated.

Keywords: Clearance joints, Contact mechanics, Contact dynamics, Internal cylindrical contact, Multibody dynamics.

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Authors: Abd Elrahman Elgamala, N. Darwish, I. Bondouk, Sh. Hamada

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Available experimental angular distributions for ⁶Li elastically scattered from ¹⁶O nucleus in the energy range 13.0–50.0 MeV are investigated and reanalyzed using optical model of the conventional phenomenological potential and also using double folding optical model of different interaction models: DDM3Y1, CDM3Y1, CDM3Y2, and CDM3Y3. All the involved models of interaction are of M3Y Paris except DDM3Y1 which is of M3Y Reid and the main difference between them lies in the different values for the parameters of the incorporated density distribution function F(ρ). We have extracted the renormalization factor N_R for ⁶Li+¹⁶O nuclear system in the energy range 13.0–50.0 MeV using the aforementioned interaction models.

Keywords: Elastic scattering, optical model, folding potential, density distribution.

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Authors: A. G. Matveev

Abstract:

The copyrights system is a combination of different elements. The number, content and the correlation of these elements are different for different legal orders. The models of copyrights systems display this system in terms of the interaction of economic and author's moral rights. Monistic and dualistic models are the most popular ones. The article deals with different points of view on the monism and dualism in copyright system. A specific model of the copyright in Switzerland in the XXth century is analyzed. The evolution of a French dualistic model of copyright is shown. The author believes that one should talk not about one, but rather about a number of dualism forms of copyright system.

Keywords: Copyright, exclusive copyright, economic rights, author's moral rights, rights of personality, monistic model, dualistic model.

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Authors: P. Santiprapan, K-L. Areerak, K-N. Areerak

Abstract:

This paper presents the mathematical model and control strategy on DQ frame of shunt active power filter. The structure of the shunt active power filter is the voltage source inverter (VSI). The pulse width modulation (PWM) with PI controller is used in the paper. The concept of DQ frame to apply with the shunt active power filter is described. Moreover, the detail of the PI controller design for two current loops and one voltage loop are fully explained. The DQ axis with Fourier (DQF) method is applied to calculate the reference currents on DQ frame. The simulation results show that the control strategy and the design method presented in the paper can provide the good performance of the shunt active power filter. Moreover, the %THD of the source currents after compensation can follow the IEEE Std.519-1992.

Keywords: shunt active power filter, mathematical model, DQ control strategy, DQ axis with Fourier, pulse width modulation control.

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Authors: Shih-Ching Lo

Abstract:

Discrete choice model is the most used methodology for studying traveler-s mode choice and demand. However, to calibrate the discrete choice model needs to have plenty of questionnaire survey. In this study, an aggregative model is proposed. The historical data of passenger volumes for high speed rail and domestic civil aviation are employed to calibrate and validate the model. In this study, different models are compared so as to propose the best one. From the results, systematic equations forecast better than single equation do. Models with the external variable, which is oil price, are better than models based on closed system assumption.

Keywords: forecasting, passenger volume, dynamic competition model, external variable, oil price

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