Search results for: Kuramoto-Sivashinsky equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1093

Search results for: Kuramoto-Sivashinsky equation

703 Top Management Support as an Enabling Factor for Academic Innovation through Knowledge Sharing

Authors: Sawsan J. Al-husseini, Talib A. Dosa

Abstract:

Educational institutions are today facing increasing pressures due to economic, political and social upheaval. This is only exacerbated by the nature of education as an intangible good which relies upon the intellectual assets of the organisation, its staff. Top management support has been acknowledged as having a positive general influence on knowledge management and creativity. However, there is a lack of models linking top management support, knowledge sharing, and innovation within higher education institutions, in general within developing countries, and particularly in Iraq. This research sought to investigate the impact of top management support on innovation through the mediating role of knowledge sharing in Iraqi private HEIs. A quantitative approach was taken and 262 valid responses were collected to test the causal relationships between top management support, knowledge sharing, and innovation. Employing structural equation modelling with AMOS v.25, the research demonstrated that knowledge sharing plays a pivotal role in the relationship between top management support and innovation. The research has produced some guidelines for researchers as well as leaders, and provided evidence to support the use of knowledge sharing to increase innovation within the higher education environment in developing countries, particularly Iraq.

Keywords: Top management support, knowledge sharing, innovation, structural equation modelling.

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702 Experimental Study on the Creep Characteristics of FRC Base for Composite Pavement System

Authors: Woo-tai Jung, Sung-yong Choi, Young-hwan Park

Abstract:

The composite pavement system considered in this paper is composed of a functional surface layer, a fiber reinforced asphalt middle layer and a fiber reinforced lean concrete base layer. The mix design of the fiber reinforced lean concrete corresponds to the mix composition of conventional lean concrete but reinforced by fibers. The quasi-absence of research on the durability or long-term performances (fatigue, creep, etc.) of such mix design stresses the necessity to evaluate experimentally the long-term characteristics of this layer composition. This study tests the creep characteristics as one of the long-term characteristics of the fiber reinforced lean concrete layer for composite pavement using a new creep device. The test results reveal that the lean concrete mixed with fiber reinforcement and fly ash develops smaller creep than the conventional lean concrete. The results of the application of the CEB-FIP prediction equation indicate that a modified creep prediction equation should be developed to fit with the new mix design of the layer.

Keywords: Creep, Lean concrete, Pavement, Fiber reinforced concrete, Base.

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701 Experimental Study on the Creep Characteristics of FRC Base for Composite Pavement System

Authors: Woo-Tai Jung, Sung-Yong Choi, Young-Hwan Park

Abstract:

The composite pavement system considered in this paper is composed of a functional surface layer, a fiber reinforced asphalt middle layer and a fiber reinforced lean concrete base layer. The mix design of the fiber reinforced lean concrete corresponds to the mix composition of conventional lean concrete but reinforced by fibers. The quasi-absence of research on the durability or long-term performances (fatigue, creep, etc.) of such mix design stresses the necessity to evaluate experimentally the long-term characteristics of this layer composition. This study tests the creep characteristics as one of the long-term characteristics of the fiber reinforced lean concrete layer for composite pavement using a new creep device. The test results reveal that the lean concrete mixed with fiber reinforcement and fly ash develops smaller creep than the conventional lean concrete. The results of the application of the CEB-FIP prediction equation indicate that a modified creep prediction equation should be developed to fit with the new mix design of the layer.

Keywords: Creep, Lean concrete, Pavement, Fiber reinforced concrete, Base.

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700 Analysis of Nonlinear Pulse Propagation Characteristics in Semiconductor Optical Amplifier for Different Input Pulse Shapes

Authors: Suchi Barua, Narottam Das, Sven Nordholm, Mohammad Razaghi

Abstract:

This paper presents nonlinear pulse propagation characteristics for different input optical pulse shapes with various input pulse energy levels in semiconductor optical amplifiers. For simulation of nonlinear pulse propagation, finite-difference beam propagation method is used to solve the nonlinear Schrödinger equation. In this equation, gain spectrum dynamics, gain saturation are taken into account which depends on carrier depletion, carrier heating, spectral-hole burning, group velocity dispersion, self-phase modulation and two photon absorption. From this analysis, we obtained the output waveforms and spectra for different input pulse shapes as well as for different input energies. It shows clearly that the peak position of the output waveforms are shifted toward the leading edge which due to the gain saturation of the SOA for higher input pulse energies. We also analyzed and compared the normalized difference of full-width at half maximum for different input pulse shapes in the SOA.

Keywords: Finite-difference beam propagation method, pulse shape, pulse propagation, semiconductor optical amplifier.

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699 The Effects of Transformational Leadership on Process Innovation through Knowledge Sharing

Authors: Sawsan J. Al-Husseini, Talib A. Dosa

Abstract:

Transformational leadership has been identified as the most important factor affecting innovation and knowledge sharing; it leads to increased goal-directed behavior exhibited by followers and thus to enhanced performance and innovation for the organization. However, there is a lack of models linking transformational leadership, knowledge sharing, and process innovation within higher education (HE) institutions in general within developing countries, particularly in Iraq. This research aims to examine the mediating role of knowledge sharing in the transformational leadership and process innovation relationship. A quantitative approach was taken and 254 usable questionnaires were collected from public HE institutions in Iraq. Structural equation modelling with AMOS 22 was used to analyze the causal relationships among factors. The research found that knowledge sharing plays a pivotal role in the relationship between transformational leadership and process innovation, and that transformational leadership would be ideal in an educational context, promoting knowledge sharing activities and influencing process innovation in the public HE in Iraq. The research has developed some guidelines for researchers as well as leaders and provided evidence to support the use of TL to increase process innovation within HE environment in developing countries, particularly in Iraq.

Keywords: Transformational leadership, knowledge sharing, process innovation, structural equation modelling, developing countries.

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698 Using Facebook as an Alternative Learning Tool in Malaysian Higher Learning Institutions: A Structural Equation Modeling Approach

Authors: Ahasanul Haque, Abdullah Sarwar, Khaliq Ahmad

Abstract:

Networking is important among students to achieve better understanding. Social networking plays an important role in the education. Realizing its huge potential, various organizations, including institutions of higher learning have moved to the area of social networks to interact with their students especially through Facebook. Therefore, measuring the effectiveness of Facebook as a learning tool has become an area of interest to academicians and researchers. Therefore, this study tried to integrate and propose new theoretical and empirical evidences by linking the western idea of adopting Facebook as an alternative learning platform from a Malaysian perspective. This study, thus, aimed to fill a gap by being among the pioneering research that tries to study the effectiveness of adopting Facebook as a learning platform across other cultural settings, namely Malaysia. Structural equation modeling was employed for data analysis and hypothesis testing. This study finding has provided some insights that would likely affect students’ awareness towards using Facebook as an alternative learning platform in the Malaysian higher learning institutions. At the end, future direction is proposed.

Keywords: Learning Management Tool, Social Networking, Education, Malaysia.

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697 An Analysis of the Results of Trial Blasting of Site Development Project in the Volcanic Island

Authors: Dong Wook Lee, Seung Hyun Kim

Abstract:

Trial blasting is conducted to identify the characteristics of the blasting of the applicable ground before production blasting and to investigate various problems posed by blasting. The methods and pattern of production blasting are determined based on an analysis of the results of trial blasting. The bedrock in Jeju Island, South Korea is formed through the volcanic activities unlike the inland areas, composed of porous basalt. Trial blasting showed that the blast vibration frequency of sedimentary and metamorphic rocks in the inland areas is in a high frequency band of about 80 Hz while the blast vibration frequency of Jeju Island is in a low frequency band of 10~25 Hz. The frequency band is analyzed to be low due to the large cycle of blasting pattern as blast vibration passes through the layered structured ground layer where the rock formation and clickers irregularly repeat. In addition, the blast vibration equation derived from trial blasting was R: 0.885, S.E: 0.216 when applying the square root scaled distance (SRSD) relatively suitable for long distance, estimated at the confidence level of 95%.

Keywords: Attenuation index, basaltic ground, blasting vibration constant, blast vibration equation, clinker layer.

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696 The Influences of Marketing Mix on Customer Purchasing Behavior at Chatuchak Plaza Market

Authors: Bundit Pungnirund

Abstract:

The objective of this research was to study the influence of marketing mix on customers purchasing behavior. A total of 397 respondents were collected from customers who were the patronages of the Chatuchak Plaza market. A questionnaire was utilized as a tool to collect data. Statistics utilized in this research included frequency, percentage, mean, standard deviation, and multiple regression analysis. Data were analyzed by using Statistical Package for the Social Sciences. The findings revealed that the majority of respondents were male with the age between 25-34 years old, hold undergraduate degree, married and stay together. The average income of respondents was between 10,001-20,000 baht. In terms of occupation, the majority worked for private companies. The research analysis disclosed that there were three variables of marketing mix which included price (X2), place (X3), and product (X1) which had an influence on the frequency of customer purchasing. These three variables can predict a purchase about 30 percent of the time by using the equation; Y1 = 6.851 + .921(X2) + .949(X3) + .591(X1). It also found that in terms of marketing mixed, there were two variables had an influence on the amount of customer purchasing which were physical characteristic (X6), and the process (X7). These two variables are 17 percent predictive of a purchasing by using the equation: Y2 = 2276.88 + 2980.97(X6) + 2188.09(X7).

Keywords: Influences, Marketing Mixed, Purchasing Behavior.

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695 Influences of Thermal Relaxation Times on Generalized Thermoelastic Longitudinal Waves in Circular Cylinder

Authors: Fatimah A. Alshaikh

Abstract:

This paper is concerned with propagation of thermoelastic longitudinal vibrations of an infinite circular cylinder, in the context of the linear theory of generalized thermoelasticity with two relaxation time parameters (Green and Lindsay theory). Three displacement potential functions are introduced to uncouple the equations of motion. The frequency equation, by using the traction free boundary conditions, is given in the form of a determinant involving Bessel functions. The roots of the frequency equation give the value of the characteristic circular frequency as function of the wave number. These roots, which correspond to various modes, are numerically computed and presented graphically for different values of the thermal relaxation times. It is found that the influences of the thermal relaxation times on the amplitudes of the elastic and thermal waves are remarkable. Also, it is shown in this study that the propagation of thermoelastic longitudinal vibrations based on the generalized thermoelasticity can differ significantly compared with the results under the classical formulation. A comparison of the results for the case with no thermal effects shows well agreement with some of the corresponding earlier results.

Keywords: Wave propagation, longitudinal vibrations, circular cylinder, generalized thermoelasticity, Thermal relaxation times.

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694 Factors Influence Depositors- Withdrawal Behavior in Islamic Banks: A Theory of Reasoned Action

Authors: Muhamad Abduh, Jarita Duasa, Mohd. Azmi Omar

Abstract:

Unlike its conventional counterpart, Islamic principles forbid Islamic banks to take any interest-related income and thus makes deposits from depositors as an important source of fund for its operational and financing. Consequently, the risk of deposit withdrawal by depositors is an important aspect that should be wellmanaged in Islamic banking. This paper aims to investigate factors that influence depositors- withdrawal behavior in Islamic banks, particularly in Malaysia, using the framework of theory of reasoned action. A total of 368 respondents from Klang valley are involved in the analysis. The paper finds that all the constructs variable i.e. normative beliefs, subjective norms, behavioral beliefs, and attitude towards behavior are perceived to be distinct by the respondents. In addition, the structural equation model is able to verify the structural relationships between subjective norms, attitude towards behavior and behavioral intention. Subjective norms gives more influence to depositors- decision on deposit withdrawal compared to attitude towards behavior.

Keywords: Islamic bank, structural equation model, theory of reasoned action, withdrawal behavior

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693 Vortex-Induced Vibration Characteristics of an Elastic Circular Cylinder

Authors: T. Li, J.Y. Zhang, W.H. Zhang, M.H. Zhu

Abstract:

A numerical simulation of vortex-induced vibration of a 2-dimensional elastic circular cylinder with two degree of freedom under the uniform flow is calculated when Reynolds is 200. 2-dimensional incompressible Navier-Stokes equations are solved with the space-time finite element method, the equation of the cylinder motion is solved with the new explicit integral method and the mesh renew is achieved by the spring moving mesh technology. Considering vortex-induced vibration with the low reduced damping parameter, the variety trends of the lift coefficient, the drag coefficient, the displacement of cylinder are analyzed under different oscillating frequencies of cylinder. The phenomena of locked-in, beat and phases-witch were captured successfully. The evolution of vortex shedding from the cylinder with time is discussed. There are very similar trends in characteristics between the results of the one degree of freedom cylinder model and that of the two degree of freedom cylinder model. The streamwise vibrations have a certain effect on the lateral vibrations and their characteristics.

Keywords: Fluid-structure interaction, Navier-Stokes equation, Space-time finite element method, vortex-induced vibration.

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692 Artificial Neural Network with Steepest Descent Backpropagation Training Algorithm for Modeling Inverse Kinematics of Manipulator

Authors: Thiang, Handry Khoswanto, Rendy Pangaldus

Abstract:

Inverse kinematics analysis plays an important role in developing a robot manipulator. But it is not too easy to derive the inverse kinematic equation of a robot manipulator especially robot manipulator which has numerous degree of freedom. This paper describes an application of Artificial Neural Network for modeling the inverse kinematics equation of a robot manipulator. In this case, the robot has three degree of freedoms and the robot was implemented for drilling a printed circuit board. The artificial neural network architecture used for modeling is a multilayer perceptron networks with steepest descent backpropagation training algorithm. The designed artificial neural network has 2 inputs, 2 outputs and varies in number of hidden layer. Experiments were done in variation of number of hidden layer and learning rate. Experimental results show that the best architecture of artificial neural network used for modeling inverse kinematics of is multilayer perceptron with 1 hidden layer and 38 neurons per hidden layer. This network resulted a RMSE value of 0.01474.

Keywords: Artificial neural network, back propagation, inverse kinematics, manipulator, robot.

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691 Fundamental Equation of Complete Factor Synergetics of Complex Systems with Normalization of Dimension

Authors: Li Zong-Cheng

Abstract:

It is by reason of the unified measure of varieties of resources and the unified processing of the disposal of varieties of resources, that these closely related three of new basic models called the resources assembled node and the disposition integrated node as well as the intelligent organizing node are put forth in this paper; the three closely related quantities of integrative analytical mechanics including the disposal intensity and disposal- weighted intensity as well as the charge of resource charge are set; and then the resources assembled space and the disposition integrated space as well as the intelligent organizing space are put forth. The system of fundamental equations and model of complete factor synergetics is preliminarily approached for the general situation in this paper, to form the analytical base of complete factor synergetics. By the essential variables constituting this system of equations we should set twenty variables respectively with relation to the essential dynamical effect, external synergetic action and internal synergetic action of the system.

Keywords: complex system, disposal of resources, completefactor synergetics, fundamental equation.

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690 Multi-Rate Exact Discretization based on Diagonalization of a Linear System - A Multiple-Real-Eigenvalue Case

Authors: T. Sakamoto, N. Hori

Abstract:

A multi-rate discrete-time model, whose response agrees exactly with that of a continuous-time original at all sampling instants for any sampling periods, is developed for a linear system, which is assumed to have multiple real eigenvalues. The sampling rates can be chosen arbitrarily and individually, so that their ratios can even be irrational. The state space model is obtained as a combination of a linear diagonal state equation and a nonlinear output equation. Unlike the usual lifted model, the order of the proposed model is the same as the number of sampling rates, which is less than or equal to the order of the original continuous-time system. The method is based on a nonlinear variable transformation, which can be considered as a generalization of linear similarity transformation, which cannot be applied to systems with multiple eigenvalues in general. An example and its simulation result show that the proposed multi-rate model gives exact responses at all sampling instants.

Keywords: Multi-rate discretization, linear systems, triangularization, similarity transformation, diagonalization, exponential transformation, multiple eigenvalues

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689 Phase Behaviors and Fuel Properties of Bio-Oil-Diesel-Alcohol Blends

Authors: P. Weerachanchai, C. Tangsathitkulchai, M. Tangsathitkulchai

Abstract:

Attempt was made to improve certain characteristics of bio-oil derived from palm kernel pyrolysis by blending it with diesel fuel and alcohols. Two types of alcohol, ethanol or butanol, was used as cosolvent to stabilize the phase of ternary systems. Phase behaviors and basic fuel properties of palm kernel bio-oildiesel- alcohol systems were investigated in this study. Alcohol types showed a significant influence on the phase characteristics with palm kernel bio-oil-diesel-butanol system giving larger soluble area than that of palm kernel bio-oil-diesel-ethanol system. For fuel properties, blended fuels showed superior properties including lower values of density (~860 kg/m3 at 25°C), viscosity (~4.12 mm2/s at 40°C), carbon residue (1.02-2.53 wt%), ash (0.018-0.034 wt%) and pour point (<-25 to -7 °C), increased pH (~ 6.4) and giving reasonable heating values of 32.5-41.2 MJ/kg. To enable the prediction of some properties of fuel mixtures, the measured fuel properties including heating value, density, ash content and pH were fitted by Kay-s mixing rule, whereas the viscosities of blended fuels at different temperatures were correlated by the modified Grunberg-Nissan equation and Andrade equation.

Keywords: Bio-oil, fuel blend, fuel properties, phase behaviour.

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688 Study of Natural Convection in a Triangular Cavity Filled with Water: Application of the Lattice Boltzmann Method

Authors: Imen Mejri, Ahmed Mahmoudi, Mohamed A. Abbassi, Ahmed Omri

Abstract:

The Lattice Boltzmann Method (LBM) with double populations is applied to solve the steady-state laminar natural convective heat transfer in a triangular cavity filled with water. The bottom wall is heated, the vertical wall is cooled, and the inclined wall is kept adiabatic. The buoyancy effect was modeled by applying the Boussinesq approximation to the momentum equation. The fluid velocity is determined by D2Q9 LBM and the energy equation is discritized by D2Q4 LBM to compute the temperature field. Comparisons with previously published work are performed and found to be in excellent agreement. Numerical results are obtained for a wide range of parameters: the Rayleigh number from  to  and the inclination angle from 0° to 360°. Flow and thermal fields were exhibited by means of streamlines and isotherms. It is observed that inclination angle can be used as a relevant parameter to control heat transfer in right-angled triangular enclosures.

 

Keywords: Heat transfer, inclination angle, Lattice Boltzmann Method, Nusselt number, Natural convection, Rayleigh number.

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687 Perturbed-Chain Statistical Association Fluid Theory (PC-SAFT) Parameters for Propane, Ethylene, and Hydrogen under Supercritical Conditions

Authors: Ilke Senol

Abstract:

Perturbed-Chain Statistical Association Fluid Theory (PC-SAFT) equation of state (EOS) is a modified SAFT EOS with three pure component specific parameters: segment number (m), diameter (σ) and energy (ε). These PC-SAFT parameters need to be determined for each component under the conditions of interest by fitting experimental data, such as vapor pressure, density or heat capacity. PC-SAFT parameters for propane, ethylene and hydrogen in supercritical region were successfully estimated by fitting experimental density data available in literature. The regressed PCSAFT parameters were compared with the literature values by means of estimating pure component density and calculating average absolute deviation between the estimated and experimental density values. PC-SAFT parameters available in literature especially for ethylene and hydrogen estimated density in supercritical region reasonably well. However, the regressed PC-SAFT parameters performed better in supercritical region than the PC-SAFT parameters from literature.

Keywords: Equation of state, perturbed-chain, PC-SAFT, super critical.

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686 Bubble Point Pressures of CO2+Ethyl Palmitate by a Cubic Equation of State and the Wong-Sandler Mixing Rule

Authors: M. A. Sedghamiz, S. Raeissi

Abstract:

This study presents three different approaches to estimate bubble point pressures for the binary system of CO2 and ethyl palmitate fatty acid ethyl ester. The first method involves the Peng-Robinson (PR) Equation of State (EoS) with the conventional mixing rule of Van der Waals. The second approach involves the PR EOS together with the Wong Sandler (WS) mixing rule, coupled with the UNIQUAC GE model. In order to model the bubble point pressures with this approach, the volume and area parameter for ethyl palmitate were estimated by the Hansen group contribution method. The last method involved the Peng-Robinson, combined with the Wong-Sandler method, but using NRTL as the GE model. Results using the Van der Waals mixing rule clearly indicated that this method has the largest errors among all three methods, with errors in the range of 3.96-6.22%. The PR-WS-UNIQUAC method exhibited small errors, with average absolute deviations between 0.95 to 1.97 percent. The PR-WS-NRTL method led to the least errors, where average absolute deviations ranged between 0.65-1.7%.

Keywords: Bubble pressure, Gibbs excess energy model, mixing rule, CO2 solubility, ethyl palmitate.

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685 E-Government Continuance Intention of Media Psychology: Some Insights from Psychographic Characteristics

Authors: Azlina Binti Abu Bakar, Fahmi Zaidi Bin Abdul Razak, Wan Salihin Wong Abdullah

Abstract:

Psychographic is a psychological study of values, attitudes, interests and it is used mostly in prediction, opinion research and social research. This study predicts the influence of performance expectancy, effort expectancy, social influence and facilitating condition on e-government acceptance among Malaysian citizens. The survey responses of 543 e-government users have been validated and analyzed by means of covariance-based Structural Equation Modeling. The findings indicate that e-government acceptance among Malaysian citizens are mainly influenced by performance expectancy (β = 0.66, t = 11.53, p < 0.01) and social influence (β = 0.20, t = 4.23, p < 0.01). Surprisingly, there is no significant effect of facilitating condition and effort expectancy on e-government continuance intention (β = 0.01, t = 0.27, p > 0.05; β = -0.01, t = -0.40, p > 0.05). This study offers government and vendors a frame of reference to analyze citizen’s situation before initiating new innovations. In case of Malaysian e-government technology, adoption strategies should be built around fostering level of citizens’ technological expectation and social influence on e-government usage.

Keywords: Continuance intention, Malaysian citizens, media psychology, structural equation modeling.

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684 The Relationship between Fugacity and Stress Intensity Factor for Corrosive Environment in Presence of Hydrogen Embrittlement

Authors: A. R. Shahani, E. Mahdavi, M. Amidpour

Abstract:

Hydrogen diffusion is the main problem for corrosion fatigue in corrosive environment. In order to analyze the phenomenon, it is needed to understand their behaviors specially the hydrogen behavior during the diffusion. So, Hydrogen embrittlement and prediction its behavior as a main corrosive part of the fractions, needed to solve combinations of different equations mathematically. The main point to obtain the equation, having knowledge about the source of causing diffusion and running the atoms into materials, called driving force. This is produced by either gradient of electrical or chemical potential. In this work, we consider the gradient of chemical potential to obtain the property equation. In diffusion of atoms, some of them may be trapped but, it could be ignorable in some conditions. According to the phenomenon of hydrogen embrittlement, the thermodynamic and chemical properties of hydrogen are considered to justify and relate them to fracture mechanics. It is very important to get a stress intensity factor by using fugacity as a property of hydrogen or other gases. Although, the diffusive behavior and embrittlement event are common and the same for other gases but, for making it more clear, we describe it for hydrogen. This considering on the definite gas and describing it helps us to understand better the importance of this relation.

Keywords: Hydrogen embrittlement, Fracture mechanics, Thermodynamic, Stress intensity factor.

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683 On Discretization of Second-order Derivatives in Smoothed Particle Hydrodynamics

Authors: R. Fatehi, M.A. Fayazbakhsh, M.T. Manzari

Abstract:

Discretization of spatial derivatives is an important issue in meshfree methods especially when the derivative terms contain non-linear coefficients. In this paper, various methods used for discretization of second-order spatial derivatives are investigated in the context of Smoothed Particle Hydrodynamics. Three popular forms (i.e. "double summation", "second-order kernel derivation", and "difference scheme") are studied using one-dimensional unsteady heat conduction equation. To assess these schemes, transient response to a step function initial condition is considered. Due to parabolic nature of the heat equation, one can expect smooth and monotone solutions. It is shown, however in this paper, that regardless of the type of kernel function used and the size of smoothing radius, the double summation discretization form leads to non-physical oscillations which persist in the solution. Also, results show that when a second-order kernel derivative is used, a high-order kernel function shall be employed in such a way that the distance of inflection point from origin in the kernel function be less than the nearest particle distance. Otherwise, solutions may exhibit oscillations near discontinuities unlike the "difference scheme" which unconditionally produces monotone results.

Keywords: Heat conduction, Meshfree methods, Smoothed ParticleHydrodynamics (SPH), Second-order derivatives.

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

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

Abstract:

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

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

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681 Horizontal and Vertical Illuminance Correlations in a Case Study for Shaded South Facing Surfaces

Authors: S. Matour, M. Mahdavinejad, R. Fayaz

Abstract:

Daylight utilization is a key factor in achieving visual and thermal comfort, and energy savings in integrated building design. However, lack of measured data related to this topic has become a major challenge with the increasing need for integrating lighting concepts and simulations in the early stages of design procedures. The current paper deals with the values of daylight illuminance on horizontal and south facing vertical surfaces; the data are estimated using IESNA model and measured values of the horizontal and vertical illuminance, and a regression model with an acceptable linear correlation is obtained. The resultant illuminance frequency curves are useful for estimating daylight availability on south facing surfaces in Tehran. In addition, the relationship between indirect vertical illuminance and the corresponding global horizontal illuminance is analyzed. A simple parametric equation is proposed in order to predict the vertical illumination on a shaded south facing surface. The equation correlates the ratio between the vertical and horizontal illuminance to the solar altitude and is used with another relationship for prediction of the vertical illuminance. Both equations show good agreement, which allows for calculation of indirect vertical illuminance on a south facing surface at any time throughout the year.

Keywords: Tehran daylight availability, horizontal illuminance, vertical illuminance, diffuse illuminance.

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

Authors: Hassen M. Ouakad

Abstract:

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

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

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679 Application of Computational Intelligence Techniques for Economic Load Dispatch

Authors: S.C. Swain, S. Panda, A.K. Mohanty, C. Ardil

Abstract:

This paper presents the applications of computational intelligence techniques to economic load dispatch problems. The fuel cost equation of a thermal plant is generally expressed as continuous quadratic equation. In real situations the fuel cost equations can be discontinuous. In view of the above, both continuous and discontinuous fuel cost equations are considered in the present paper. First, genetic algorithm optimization technique is applied to a 6- generator 26-bus test system having continuous fuel cost equations. Results are compared to conventional quadratic programming method to show the superiority of the proposed computational intelligence technique. Further, a 10-generator system each with three fuel options distributed in three areas is considered and particle swarm optimization algorithm is employed to minimize the cost of generation. To show the superiority of the proposed approach, the results are compared with other published methods.

Keywords: Economic Load Dispatch, Continuous Fuel Cost, Quadratic Programming, Real-Coded Genetic Algorithm, Discontinuous Fuel Cost, Particle Swarm Optimization.

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678 A New Solution for Natural Convection of Darcian Fluid about a Vertical Full Cone Embedded in Porous Media Prescribed Wall Temperature by using a Hybrid Neural Network-Particle Swarm Optimization Method

Authors: M.A.Behrang, M. Ghalambaz, E. Assareh, A.R. Noghrehabadi

Abstract:

Fluid flow and heat transfer of vertical full cone embedded in porous media is studied in this paper. Nonlinear differential equation arising from similarity solution of inverted cone (subjected to wall temperature boundary conditions) embedded in porous medium is solved using a hybrid neural network- particle swarm optimization method. To aim this purpose, a trial solution of the differential equation is defined as sum of two parts. The first part satisfies the initial/ boundary conditions and does contain an adjustable parameter and the second part which is constructed so as not to affect the initial/boundary conditions and involves adjustable parameters (the weights and biases) for a multi-layer perceptron neural network. Particle swarm optimization (PSO) is applied to find adjustable parameters of trial solution (in first and second part). The obtained solution in comparison with the numerical ones represents a remarkable accuracy.

Keywords: Porous Media, Ordinary Differential Equations (ODE), Particle Swarm Optimization (PSO), Neural Network (NN).

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677 Optimal Portfolio Selection in a DC Pension with Multiple Contributors and the Impact of Stochastic Additional Voluntary Contribution on the Optimal Investment Strategy

Authors: Edikan E. Akpanibah, Okwigbedi Oghen’Oro

Abstract:

In this paper, we studied the optimal portfolio selection in a defined contribution (DC) pension scheme with multiple contributors under constant elasticity of variance (CEV) model and the impact of stochastic additional voluntary contribution on the investment strategies. We assume that the voluntary contributions are stochastic and also consider investments in a risk free asset and a risky asset to increase the expected returns of the contributing members. We derived a stochastic differential equation which consists of the members’ monthly contributions and the invested fund and obtained an optimized problem with the help of Hamilton Jacobi Bellman equation. Furthermore, we find an explicit solution for the optimal investment strategy with stochastic voluntary contribution using power transformation and change of variables method and the corresponding optimal fund size was obtained. We discussed the impact of the voluntary contribution on the optimal investment strategy with numerical simulations and observed that the voluntary contribution reduces the optimal investment strategy of the risky asset.

Keywords: DC pension fund, Hamilton-Jacobi-Bellman, optimal investment strategies, power transformation method, stochastic, voluntary contribution.

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676 On the Exact Solution of Non-Uniform Torsion for Beams with Asymmetric Cross-Section

Authors: A.Campanile, M. Mandarino, V. Piscopo

Abstract:

This paper deals with the problem of non-uniform torsion in thin-walled elastic beams with asymmetric cross-section, removing the basic concept of a fixed center of twist, necessary in the Vlasov-s and Benscoter-s theories to obtain a warping stress field equivalent to zero. In this new torsion/flexure theory, despite of the classical ones, the warping function will punctually satisfy the first indefinite equilibrium equation along the beam axis and it wont- be necessary to introduce the classical congruence condition, to take into account the effect of the beam restraints. The solution, based on the Fourier development of the displacement field, is obtained assuming that the applied external torque is constant along the beam axis and on both beam ends the unit twist angle and the warping axial displacement functions are totally restrained. Finally, in order to verify the feasibility of the proposed method and to compare it with the classical theories, two applications are carried out. The first one, relative to an open profile, is necessary to test the numerical method adopted to find the solution; the second one, instead, is relative to a simplified containership section, considered as full restrained in correspondence of two adjacent transverse bulkheads.

Keywords: Non-uniform torsion, Asymmetric cross-section, Fourier series, Helmholtz equation, FE method.

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675 Free Flapping Vibration of Rotating Inclined Euler Beams

Authors: Chih-Ling Huang, Wen-Yi Lin, Kuo-Mo Hsiao

Abstract:

A method based on the power series solution is proposed to solve the natural frequency of flapping vibration for the rotating inclined Euler beam with constant angular velocity. The vibration of the rotating beam is measured from the position of the corresponding steady state axial deformation. In this paper the governing equations for linear vibration of a rotating Euler beam are derived by the d'Alembert principle, the virtual work principle and the consistent linearization of the fully geometrically nonlinear beam theory in a rotating coordinate system. The governing equation for flapping vibration of the rotating inclined Euler beam is linear ordinary differential equation with variable coefficients and is solved by a power series with four independent coefficients. Substituting the power series solution into the corresponding boundary conditions at two end nodes of the rotating beam, a set of homogeneous equations can be obtained. The natural frequencies may be determined by solving the homogeneous equations using the bisection method. Numerical examples are studied to investigate the effect of inclination angle on the natural frequency of flapping vibration for rotating inclined Euler beams with different angular velocity and slenderness ratio.

Keywords: Flapping vibration, Inclination angle, Natural frequency, Rotating beam.

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674 The Hall Coefficient and Magnetoresistance in Rectangular Quantum Wires with Infinitely High Potential under the Influence of a Laser Radiation

Authors: Nguyen Thu Huong, Nguyen Quang Bau

Abstract:

The Hall Coefficient (HC) and the Magnetoresistance (MR) have been studied in two-dimensional systems. The HC and the MR in Rectangular Quantum Wire (RQW) subjected to a crossed DC electric field and magnetic field in the presence of a Strong Electromagnetic Wave (EMW) characterized by electric field are studied in this work. Using the quantum kinetic equation for electrons interacting with optical phonons, we obtain the analytic expressions for the HC and the MR with a dependence on magnetic field, EMW frequency, temperatures of systems and the length characteristic parameters of RQW. These expressions are different from those obtained for bulk semiconductors and cylindrical quantum wires. The analytical results are applied to GaAs/GaAs/Al. For this material, MR depends on the ratio of the EMW frequency to the cyclotron frequency. Indeed, MR reaches a minimum at the ratio 5/4, and when this ratio increases, it tends towards a saturation value. The HC can take negative or positive values. Each curve has one maximum and one minimum. When magnetic field increases, the HC is negative, achieves a minimum value and then increases suddenly to a maximum with a positive value. This phenomenon differs from the one observed in cylindrical quantum wire, which does not have maximum and minimum values.

Keywords: Hall coefficient, rectangular quantum wires, electron-optical phonon interaction, quantum kinetic equation.

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