Search results for: normal equation

Authors: K. N. C. Njoku, Chinwendu Best Eleje, Christian Chukwuemeka Nwandu

Abstract:

One of the problems facing most insurance companies is how best the burden of paying claims to its policy holders can be managed whenever need arises. Hence there is need for the insurer to buy a reinsurance contract in order to reduce risk which will enable the insurer to share the financial burden with the reinsurer. In this paper, the insurer’s and reinsurer’s strategy is investigated under the modified constant elasticity of variance (M-CEV) process and proportional administrative charges. The insurer considered investment in one risky asset and one risk free asset where the risky asset is modeled based on the M-CEV process which is an extension of constant elasticity of variance (CEV) process. Next, a nonlinear partial differential equation in the form of Hamilton Jacobi Bellman equation is obtained by dynamic programming approach. Using power transformation technique and variable change, the explicit solutions of the optimal investment strategy and optimal reinsurance strategy are obtained. Finally, some numerical simulations of some sensitive parameters were obtained and discussed in details where we observed that the modification factor only affects the optimal investment strategy and not the reinsurance strategy for an insurer with exponential utility function.

Keywords: Reinsurance strategy, Hamilton Jacobi Bellman equation, power transformation, M-CEV process, exponential utility.

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Authors: Jia-Ru Li, Ching-Wen Lin

Abstract:

The study was designed to develop a measurement of the positive emotion regulation questionnaire (PERQ) that assesses positive emotion regulation strategies through self-report. The 14 items developed for the surveying instrument of the study were based upon literatures regarding elements of positive regulation strategies. 319 elementary students (age ranging from 12 to14) were recruited among three public elementary schools to survey on their use of positive emotion regulation strategies. Of 319 subjects, 20 invalid questionnaire s yielded a response rate of 92%. The data collected wasanalyzed through methods such as item analysis, factor analysis, and structural equation models. In reference to the results from item analysis, the formal survey instrument was reduced to 11 items. A principal axis factor analysis with varimax was performed on responses, resulting in a 2-factor equation (savoring strategy and neutralizing strategy), which accounted for 55.5% of the total variance. Then, the two-factor structure of scale was also identified by structural equation models. Finally, the reliability coefficients of the two factors were Cronbach-s α .92 and .74. Gender difference was only found in savoring strategy. In conclusion, the positive emotion regulation strategies questionnaire offers a brief, internally consistent, and valid self-report measure for understanding the emotional regulation strategies of children that may be useful to researchers and applied professionals.

Keywords: Emotional regulation, emotional regulation strategies, scale, SEM.

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Authors: Guixia Lv, Longjun Shen

Abstract:

This paper presents a finite point method based on directional derivatives for diffusion equation on 2D scattered points. To discretize the diffusion operator at a given point, a six-point stencil is derived by employing explicit numerical formulae of directional derivatives, namely, for the point under consideration, only five neighbor points are involved, the number of which is the smallest for discretizing diffusion operator with first-order accuracy. A method for selecting neighbor point set is proposed, which satisfies the solvability condition of numerical derivatives. Some numerical examples are performed to show the good performance of the proposed method.

Keywords: Finite point method, directional derivatives, diffusionequation, method for selecting neighbor point set.

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Authors: Md. Harunur Rashid, S. M. Kamal Uddin, Sobura khatun

Abstract:

The performance of mortar subjected to high temperature and cooled in normal ambient temperature was examined in the laboratory to comply with the situation of burning & cooling of a structure. Four series of cubical (5 X 5 X 5 cm) mortar specimens were made from OPC, and partial replacement (10, 15, 20, 25 & 30%) of OPC by Rice Husk Ash (RHA) produced in the uncontrolled environment. These specimens were heated in electric furnace to 200, 300, 400, 500 and 7000C. The specimens were kept in normal room temperature for cooling. They were then tested for mechanical properties and the results shows that particular 20% RHA mixed mortar shows better fire performance.

Keywords: Fire performance, Rice Husk

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Authors: Shaoquan Sun, Chunxiang Liu

Abstract:

The aim of this paper is to introduce the concepts of the (λ, μ)-intuitionistic fuzzy subgroups and (λ, μ)-intuitionistic fuzzy normal subgroups of groups with operators, and to investigate their properties and characterizations based on M-group homomorphism.

Keywords: Intuitionistic fuzzy group, (λ, μ)-intuitionistic fuzzy subgroup of groups with operators, (λ, μ)-intuitionistic fuzzy normal subgroup of groups with operators, M-group homomorphism.

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Authors: Soumiya Bhattacharjee, P. K. Champati Ray, Shovan L. Chattoraj, Mrinmoy Dhara

Abstract:

The entire Himalayan range is globally renowned for rainfall-induced landslides. The prime focus of the study is to determine rainfall based threshold for initiation of landslides that can be used as an important component of an early warning system for alerting stake holders. This research deals with temporal dimension of slope failures due to extreme rainfall events along the National Highway-58 from Karanprayag to Badrinath in the Garhwal Himalaya, India. Post processed 3-hourly rainfall intensity data and its corresponding duration from daily rainfall data available from Tropical Rainfall Measuring Mission (TRMM) were used as the prime source of rainfall data. Landslide event records from Border Road Organization (BRO) and some ancillary landslide inventory data for 2013 and 2014 have been used to determine Intensity Duration (ID) based rainfall threshold. The derived governing threshold equation, I= 4.738D^-0.025, has been considered for prediction of landslides of the study region. This equation was validated with an accuracy of 70% landslides during August and September 2014. The derived equation was considered for further prediction of landslides of the study region. From the obtained results and validation, it can be inferred that this equation can be used for initiation of landslides in the study area to work as a part of an early warning system. Results can significantly improve with ground based rainfall estimates and better database on landslide records. Thus, the study has demonstrated a very low cost method to get first-hand information on possibility of impending landslide in any region, thereby providing alert and better preparedness for landslide disaster mitigation.

Keywords: Landslide, intensity-duration, rainfall threshold, Tropical Rainfall Measuring Mission, slope, inventory, early warning system.

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Authors: Enxiao Yuan, Xiaomin Zhang

Abstract:

It is known that a left C-wrpp semigroup can be described as curler structure of a left band and a C-wrpp semigroup. In this paper, we introduce the class of weakly left C-wrpp semigroups which includes the class of weakly left C-rpp semigroups as a subclass. We shall particularly show that the spined product of a left C-wrpp semigroup and a right normal band is a weakly left C-wrpp semifroup. Some equivalent characterizations of weakly left C-wrpp semigroups are obtained. Our results extend that of left C-wrpp semigroups.

Keywords: Left C-wrpp semigroup, left quasi normal regular band, weakly left C-wrpp semigroup.

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Authors: Wei Jun-xia, Yuan Guang-wei, Yang Shu-lin, Shen Wei-dong

Abstract:

In order to make conventional implicit algorithm to be applicable in large scale parallel computers , an interface prediction and correction of discontinuous finite element method is presented to solve time-dependent neutron transport equations under 2-D cylindrical geometry. Domain decomposition is adopted in the computational domain.The numerical experiments show that our parallel algorithm with explicit prediction and implicit correction has good precision, parallelism and simplicity. Especially, it can reach perfect speedup even on hundreds of processors for large-scale problems.

Keywords: Transport Equation, Discontinuous Finite Element, Domain Decomposition, Interface Prediction And Correction

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Authors: Wen-liang Chen, Peng Wei, Yidong Bao

Abstract:

This paper presents a linear-elastic finite element method based flattening algorithm for three dimensional triangular surfaces. First, an intrinsic characteristic preserving method is used to obtain the initial developing graph, which preserves the angles and length ratios between two adjacent edges. Then, an iterative equation is established based on linear-elastic finite element method and the flattening result with an equilibrium state of internal force is obtained by solving this iterative equation. The results show that complex surfaces can be dealt with this proposed method, which is an efficient tool for the applications in computer aided design, such as mould design.

Keywords: Triangular mesh, surface flattening, finite elementmethod, linear-elastic deformation.

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Authors: Jihye Jeon

Abstract:

This paper analyzes the conceptual framework of three statistical methods, multiple regression, path analysis, and structural equation models. When establishing research model of the statistical modeling of complex social phenomenon, it is important to know the strengths and limitations of three statistical models. This study explored the character, strength, and limitation of each modeling and suggested some strategies for accurate explaining or predicting the causal relationships among variables. Especially, on the studying of depression or mental health, the common mistakes of research modeling were discussed.

Keywords: Multiple regression, path analysis, structural equation models, statistical modeling, social and psychological phenomenon.

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Authors: Mohd Agos Salim Nasir, Ahmad Izani Md. Ismail

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Several numerical schemes utilizing central difference approximations have been developed to solve the Goursat problem. However, in a recent years compact discretization methods which leads to high-order finite difference schemes have been used since it is capable of achieving better accuracy as well as preserving certain features of the equation e.g. linearity. The basic idea of the new scheme is to find the compact approximations to the derivative terms by differentiating centrally the governing equations. Our primary interest is to study the performance of the new scheme when applied to two Goursat partial differential equations against the traditional finite difference scheme.

Keywords: Goursat problem, partial differential equation, finite difference scheme, compact finite difference

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Authors: N.M. Anas, S.K.S. Yusoff, R. Mohamad

Abstract:

A modified Saleh-Valenzuela channel model has been adapted for Ultra Wideband (UWB) system. The suggested realistic channel is assessed by its distribution of fading amplitude and time of arrivals. Furthermore, the propagation characteristic has been distinct into four channel models, namely CM 1 to 4. Each are differentiate in terms of cluster arrival rates, rays arrival rate within each cluster and its respective constant decay rates. This paper described the multiband OFDM system performance simulates under these multipath conditions. Simulation work described in this paper is based on WiMedia ECMA-368 standard, which has been deployed for practical implementation of low cost and low power UWB devices.

Keywords: Log-Normal, Multiband OFDM, Saleh-Valenzuela

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Authors: Suparat Niwitpong

Abstract:

In this paper we proposed two new confidence intervals for the normal population mean with known coefficient of variation. This situation occurs normally in environment and agriculture experiments where the scientist knows the coefficient of variation of their experiments. We propose two new confidence intervals for this problem based on the recent work of Searls [5] and the new method proposed in this paper for the first time. We derive analytic expressions for the coverage probability and the expected length of each confidence interval. Monte Carlo simulation will be used to assess the performance of these intervals based on their expected lengths.

Keywords: confidence interval, coverage probability, expected length, known coefficient of variation.

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Authors: Alaa I. Arafa, Hemdan O. A. Said. Marwa A. M. Ali

Abstract:

This paper investigates and evaluates experimentally the structural behavior of high strength concrete (HSC) beams under fire and compares it with that of Normal strength concrete (NSC) beams. The main investigated parameters are: concrete compressive strength (300 or 600 kg/cm²); the concrete cover thickness (3 or 5 cm); the degree of temperature (room temperature or 600 ^oC); the type of cooling (air or water); and the fire exposure time (3 or 5 hours). Test results showed that the concrete compressive strength decreases significantly as the exposure time to fire increases.

Keywords: Experimental, fire, high strength concrete beams, monotonic loading.

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Authors: D. K. Tiwari, Mukesh Kumar Awasthi, G. S. Agrawal

Abstract:

The effect of an axial electric field on the capillary instability of a cylindrical interface in the presence of heat and mass transfer has been investigated using viscous potential flow theory. In viscous potential flow, the viscous term in Navier-Stokes equation vanishes as vorticity is zero but viscosity is not zero. Viscosity enters through normal stress balance in the viscous potential flow theory and tangential stresses are not considered. A dispersion relation that accounts for the growth of axisymmetric waves is derived and stability is discussed theoretically as well as numerically. Stability criterion is given by critical value of applied electric field as well as critical wave number. Various graphs have been drawn to show the effect of various physical parameters such as electric field, heat transfer capillary number, conductivity ratio, permittivity ratio on the stability of the system. It has been observed that the axial electric field and heat and mass transfer both have stabilizing effect on the stability of the system.

Keywords: Capillary instability, Viscous potential flow, Heat and mass transfer, Axial electric field.

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Authors: Peichen Zhao

Abstract:

In this paper, we extend the compound binomial model to the case where the premium income process, based on a binomial process, is no longer a linear function. First, a mathematically recursive formula is derived for non ruin probability, and then, we examine the expected discounted penalty function, satisfy a defect renewal equation. Third, the asymptotic estimate for the expected discounted penalty function is then given. Finally, we give two examples of ruin quantities to illustrate applications of the recursive formula and the asymptotic estimate for penalty function.

Keywords: Discounted penalty function, compound binomial process, recursive formula, discrete renewal equation, asymptotic estimate.

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Authors: R. Alipour, F.Najarian

Abstract:

Explosive welding is a process which uses explosive detonation to move the flyer plate material into the base material to produce a solid state joint. Experimental tests have been carried out by other researchers; have been considered to explosively welded aluminium 7039 and steel 4340 tubes in one step. The tests have been done using various stand-off distances and explosive ratios. Various interface geometries have been obtained from these experiments. In this paper, all the experiments carried out were simulated using the finite element method. The flyer plate and collision velocities obtained from the analysis were validated by the pin-measurement experiments. The numerical results showed that very high localized plastic deformation produced at the bond interface. The Ls_dyna_971 FEM has been used for all simulation process.

Keywords: Explosive Welding, Johnson-Cook Equation, Finite Element, JWL Equation.

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Authors: E.G. Bautista, F. Méndez, O. Bautista, J.C. Arcos

Abstract:

In this work we study analytically and numerically the performance of the mean heave motion of an OWC coupled with the governing equation of the spreading ocean waves due to the wide variation in an open parabolic channel with constant depth. This paper considers that the ocean wave propagation is under the assumption of a shallow flow condition. In order to verify the effect of the waves in the OWC firstly we establish the analytical model in a non-dimensional form based on the energy equation. The proposed wave-power system has to aims: one is to perturb the ocean waves as a consequence of the channel shape in order to concentrate the maximum ocean wave amplitude in the neighborhood of the OWC and the second is to determine the pressure and volume oscillation of air inside the compression chamber.

Keywords: Oscillating water column, Shallow flow, Waveenergy.

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Authors: B. Tomczyk, R. Mania

Abstract:

Thin linear-elastic cylindrical circular shells having a micro-periodic structure along two directions tangent to the shell midsurface (biperiodic shells) are object of considerations. The aim of this paper is twofold. First, we formulate an averaged nonasymptotic model for the analysis of parametric vibrations or dynamical stability of periodic shells under consideration, which has constant coefficients and takes into account the effect of a cell size on the overall shell behavior (a length-scale effect). This model is derived employing the tolerance modeling procedure. Second we apply the obtained model to derivation of frequency equation being a starting point in the analysis of parametric vibrations. The effect of the microstructure length oh this frequency equation is discussed.

Keywords: Micro-periodic shells, mathematical modeling, length-scale effect, parametric vibrations

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Authors: Alessandro Barbiero

Abstract:

This paper proposes, implements and evaluates an original discretization method for continuous random variables, in order to estimate the reliability of systems for which stress and strength are defined as complex functions, and whose reliability is not derivable through analytic techniques. This method is compared to other two discretizing approaches appeared in literature, also through a comparative study involving four engineering applications. The results show that the proposal is very efficient in terms of closeness of the estimates to the true (simulated) reliability. In the study we analyzed both a normal and a non-normal distribution for the random variables: this method is theoretically suitable for each parametric family.

Keywords: Approximation, asymmetry, experimental design, interference theory, Monte Carlo simulations.

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Authors: Haider M. Giasuddin, Jay G. Sanjayan, P. G. Ranjith

Abstract:

Geopolymer cement was evaluated as wellbore sealing material for carbon dioxide geosequestration application. Curing of cement system in saline water and strength testing in triaxial stress state condition under lateral confinement is relevant to primary cementing in CO2 geosequestration wellbore in saline aquifer. Geopolymer cement was cured in saline water (both at ambient conditions for 28 days and heated (60°C) conditions for 12 hours) and tested for triaxial strength at different levels of lateral confinement. Normal water and few other curing techniques were also studied both for geopolymer and API ‘G’ cement. Results reported were compared to evaluate the suitability of saline water for curing of geopolymer cement. Unconfined compression test results showed higher strength for curing in saline water than normal water. Besides, testing strength under lateral confinement demonstrated the material failure behavior from brittle to plastic.

Keywords: Fly ash, Geopolymer, Geosequestration, Saline water, Strength, Traiaxial test.

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Authors: Alireza Rezaei, Fatemeh Baharifard, Kourosh Parand

Abstract:

In this paper we improve the quasilinearization method by barycentric Lagrange interpolation because of its numerical stability and computation speed to achieve a stable semi analytical solution. Then we applied the improved method for solving the Fin problem which is a nonlinear equation that occurs in the heat transferring. In the quasilinearization approach the nonlinear differential equation is treated by approximating the nonlinear terms by a sequence of linear expressions. The modified QLM is iterative but not perturbative and gives stable semi analytical solutions to nonlinear problems without depending on the existence of a smallness parameter. Comparison with some numerical solutions shows that the present solution is applicable.

Keywords: Quasilinearization method, Barycentric lagrange interpolation, nonlinear ODE, fin problem, heat transfer.

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Authors: Youngji Yoo, Cheong-Sool Park, Jun Seok Kim, Young-Hak Lee, Sung-Shick Kim, Jun-Geol Baek

Abstract:

In the semiconductor manufacturing process, large amounts of data are collected from various sensors of multiple facilities. The collected data from sensors have several different characteristics due to variables such as types of products, former processes and recipes. In general, Statistical Quality Control (SQC) methods assume the normality of the data to detect out-of-control states of processes. Although the collected data have different characteristics, using the data as inputs of SQC will increase variations of data, require wide control limits, and decrease performance to detect outof- control. Therefore, it is necessary to separate similar data groups from mixed data for more accurate process control. In the paper, we propose a regression tree using split algorithm based on Pearson distribution to handle non-normal distribution in parametric method. The regression tree finds similar properties of data from different variables. The experiments using real semiconductor manufacturing process data show improved performance in fault detecting ability.

Keywords: Semiconductor, non-normal mixed process data, clustering, Statistical Quality Control (SQC), regression tree, Pearson distribution system.

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Authors: Mukesh Kumar Awasth, Mohammad Tamsir

Abstract:

The effect of porous medium on the capillary instability of a cylindrical interface in the presence of axial electric field has been investigated using viscous potential flow theory. In viscous potential flow, the viscous term in Navier-Stokes equation vanishes as vorticity is zero but viscosity is not zero. Viscosity enters through normal stress balance in the viscous potential flow theory and tangential stresses are not considered. A dispersion relation that accounts for the growth of axisymmetric waves is derived and stability is discussed theoretically as well as numerically. Stability criterion is given by critical value of applied electric field as well as critical wave number. Various graphs have been drawn to show the effect of various physical parameters such as electric field, viscosity ratio, permittivity ratio on the stability of the system. It has been observed that the axial electric field and porous medium both have stabilizing effect on the stability of the system.

Keywords: Capillary instability, Viscous potential flow, Porous media, Axial electric field.

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Authors: Hsian Ming Goo

Abstract:

The paper concerns a special approximate algorithm of the square root of the specific positive integer, which is built by the use of the property of positive integer solution of the Pell’s equation, together with using some elementary theorems of matrices, and then takes it to compare with general used the Newton’s method and give a practical numerical example and error analysis; it is unexpected to find its special property: the significant figure of the approximation value of the square root of positive integer will increase one digit by one. It is well useful in some occasions.

Keywords: Special approximate algorithm, square root, Pell’s equation, Newton’s method, error analysis.

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Authors: A. Soltani, M. Karimi Demneh

Abstract:

In this paper, modeling of an acoustic enclosed vehicle cabin has been carried out by using boundary element method. Also, the second purpose of this study is analyzing of linear wave equation in an acoustic field. The resultants of this modeling consist of natural frequencies that have been compared with resultants derived from finite element method. By using numerical method (boundary element method) and after solution of wave equation inside an acoustic enclosed cabin, this method has been progressed to simulate noise inside a simple vehicle cabin.

Keywords: Boundary element method, natural frequency, noise, vehicle cabin.

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Authors: Navid Javidtash, Abdolmohamad Davodi, Mojtaba Hakimzadeh, Abdolreza Roozbeh

Abstract:

Economic dispatch (ED) is considered to be one of the key functions in electric power system operation. This paper presents a new hybrid approach based genetic algorithm (GA) to economic dispatch problems. GA is most commonly used optimizing algorithm predicated on principal of natural evolution. Utilization of chaotic queue with GA generates several neighborhoods of near optimal solutions to keep solution variation. It could avoid the search process from becoming pre-mature. For the objective of chaotic queue generation, utilization of tent equation as opposed to logistic equation results in improvement of iterative speed. The results of the proposed approach were compared in terms of fuel cost, with existing differential evolution and other methods in literature.

Keywords: Economic Dispatch(ED), Optimization, Fuel Cost, Genetic Algorithm (GA).

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Authors: V. Anbarasi, David V Rajan, K. Adalarasu

Abstract:

Musculoskeletal problems are common in high performance dance population. This study attempts to identify lower extremity muscle flexibility parameters prevailing among bharatanatyam dancers and analyze if there is any significant difference exist between normal and injured dancers in flexibility parameters. Four hundred and one female dancers and 17 male dancers were participated in this study. Flexibility parameters (hamstring tightness, hip internal and external rotation and tendoachilles in supine and sitting posture) were measured using goniometer. Results of our study it is evident that injured female bharathnatyam dancers had significantly (p < 0.05) high hamstring tightness on left side lower extremity compared to normal female dancers. The range of motion for left tendoachilles was significantly (p < 0.05) high for the normal female group when compared to injured dancers during supine lying posture. Majority of the injured dancers had high hamstring tightness that could be a possible reason for pain and MSDs.

Keywords: External rotation (ER), Internal rotation (IR), Musculoskeletal disorder (MSD), Range of motion (ROM)

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Authors: Simon Brown

Abstract:

Glomerular filtration rate (GFR) is a measure of kidney function. It is usually estimated from serum concentrations of cystatin C or creatinine although there has been considerable debate in the literature about (i) the best equation to use and (ii) the variability in the correlation between the concentrations of creatinine and cystatin C. The equations for GFR can be written in a general form and from these I calculate the error of the GFR estimates associated with analyte measurement error. These show that the error of the GFR estimates is such that it is not possible to distinguish between the equations over much of the concentration range of either analyte. The general forms of the equations are also used to derive an expression for the concentration of cystatin C as a function of the concentration of creatinine. This equation shows that these analyte concentrations are not linearly related. Clinical reports of cystatin C and creatinine concentration are consistent with the expression derived.

Keywords: creatinine, cystatin C, error analysis, glomerularfiltration rate, measurement error.

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Authors: Reza Mohammadi, Mahdieh Sahebi

Abstract:

We develop a method based on polynomial quintic spline for numerical solution of fourth-order non-homogeneous parabolic partial differential equation with variable coefficient. By using polynomial quintic spline in off-step points in space and finite difference in time directions, we obtained two three level implicit methods. Stability analysis of the presented method has been carried out. We solve four test problems numerically to validate the derived method. Numerical comparison with other methods shows the superiority of presented scheme.

Keywords: Fourth-order parabolic equation, variable coefficient, polynomial quintic spline, off-step points, stability analysis.

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