Search results for: Small disturbance rotor angle stability.

Authors: H. Sediki, Dj. Ould Abdeslam, T. Otmane-cherif, A. Bechouche, K. Mesbah

Abstract:

This paper explores steady-state characteristics of grid-connected doubly fed induction motor (DFIM) in case of unity power factor operation. Based on the synchronized mathematical model, analytic determination of the control laws is presented and illustrated by various figures to understand the effect of the applied rotor voltage on the speed and the active power. On other hand, unlike previous works where the stator resistance was neglected, in this work, stator resistance is included such that the equations can be applied to small wind turbine generators which are becoming more popular. Finally the work is crowned by integration of the studied induction generator in a wind system where an open loop control is proposed confers a remarkable simplicity of implementation compared to the known methods.

Keywords: DFIM, equivalent circuit, induction machine, steady state

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Authors: H. Ifassiouen, H. Medromi, N. E. Radhy

Abstract:

In this paper, we present the recently implemented approach allowing dynamics systems to plan its actions, taking into account the environment perception changes, and to control their execution when uncertainty and incomplete knowledge are the major characteristics of the situated environment [1],[2],[3],[4]. The control distributed architecture has three modules and the approach is related to hierarchical planning: the plan produced by the planner is further refined at the control layer that in turn supervises its execution by a functional level. We propose a new intelligent distributed architecture constituted by: Multi-Agent subsystem of the sensor, of the interpretation and representation of environment [9], of the dynamic localization and of the action. We tested this distributed architecture with dynamic system in the known environment. The autonomous for Rotor Mini Rotorcraft task is described by the primitive actions. The distributed controlbased on multi-agent system is in charge of achieving each task in the best possible way taking into account the context and sensory feedback.

Keywords: Autonomous four rotors helicopter, Control system, Hierarchical planning, Intelligent Distributed Architecture.

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Authors: Haiping Ding, Rongchu Zhu, Zhenxia Song

Abstract:

Local irregular topography has a great impact on earthquake ground motion. For scarp topography, using numerical simulation method, the influence extent and scope of the scarp terrain on scarp's upside and downside ground motion are discussed in case of different vertical incident SV waves. The results show that: (1) The amplification factor of scarp's upside region is greater than that of the free surface, while the amplification factor of scarp's downside part is less than that of the free surface; (2) When the slope angle increases, for x component, amplification factors of the scarp upside also increase, while the downside part decrease with it. For z component, both of the upside and downside amplification factors will increase; (3) When the slope angle changes, the influence scope of scarp's downside part is almost unchanged, but for the upside part, it slightly becomes greater with the increase of slope angle; (4) Due to the existence of the scarp, the z component ground motion appears at the surface. Its amplification factor increases for larger slope angle, and the peaks of the surface responses are related with incident waves. However, the input wave has little effects on the x component amplification factors.

Keywords: Scarp topography, ground motion, amplification factor, vertical incident wave.

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Authors: K. Rusnakova, D. Gerych, M. Stehlik

Abstract:

Postural stability is a complex process involving actions of biomechanical, motor, sensory and central nervous system components. Numerous joint systems, muscles involved, the complexity of sporting movements and situations require perfect coordination of the body's movement patterns. To adapt to a constantly changing situation in such a dynamic environment as physical performance, optimal input of information from visual, vestibular and somatosensory sensors are needed. Combat soldiers are required to perform physically and mentally demanding tasks in adverse conditions, and poor postural stability has been identified as a risk factor for lower extremity musculoskeletal injury. The aim of this study is to investigate whether some personality traits are related to the performance of static postural stability among soldiers of combat troops. NEO personality inventory (NEO-PI-R) was used to identify personality traits and the Nintendo Wii Balance Board was used to assess static postural stability of soldiers. Postural stability performance was assessed by changes in center of pressure (CoP) and center of gravity (CoG). A posturographic test was performed for 60 s with eyes opened during quiet upright standing. The results showed that facets of neuroticism and conscientiousness personality traits were significantly correlated with measured parameters of CoP and CoG. This study can help for better understanding the relationship between personality traits and static postural stability. The results can be used to optimize the training process at the individual level.

Keywords: Neuroticism, conscientiousness, postural stability, combat troops.

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Authors: José Luis Oslinger, Luis Carlos Castro

Abstract:

Measurements of capacitance C and dissipation factor tand of the stator insulation system provide useful information about internal defects within the insulation. The index k is defined as the proportionality constant between the changes at high voltage of capacitance DC and of the dissipation factor Dtand . DC and Dtand values were highly correlated when small flat defects were within the insulation and that correlation was lost in the presence of large narrow defects like electrical treeing. The discrimination between small and large defects is made resorting to partial discharge PD phase angle analysis. For the validation of the results, C and tand measurements were carried out in a 15MVA 4160V steam turbine turbogenerator placed in a sugar mill. In addition, laboratory test results obtained by other authors were analyzed jointly. In such laboratory tests, model coil bars subjected to thermal cycling resulted highly degraded and DC and Dtand values were not correlated. Thus, the index k could not be calculated.

Keywords: Aging, capacitance, dissipation factor, electrical treeing, insulation condition, partial discharge.

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Authors: C. Ramsauer, J. Karandikar, D. Leitner, T. Schmitz, F. Bleicher

Abstract:

Machining instability, or chatter, can impose an important limitation to discrete part machining. In this work, a networked implementation of milling stability optimization with Bayesian learning is presented. The milling process was monitored with a wireless sensory tool holder instrumented with an accelerometer at the TU Wien, Vienna, Austria. The recorded data from a milling test cut were used to classify the cut as stable or unstable based on a frequency analysis. The test cut result was used in a Bayesian stability learning algorithm at the University of Tennessee, Knoxville, Tennessee, USA. The algorithm calculated the probability of stability as a function of axial depth of cut and spindle speed based on the test result and recommended parameters for the next test cut. The iterative process between two transatlantic locations was repeated until convergence to a stable optimal process parameter set was achieved.

Keywords: Bayesian learning, instrumented tool holder, machining stability, optimization strategy.

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Authors: Sanjay K.Srivastava, Bhanu Gupta

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In this paper some results on strict stability heve beeb extended for fuzzy differential equations with impulse effect using Lyapunov functions and Razumikhin technique.

Keywords: Fuzzy differential equations, Impulsive differential equations, Strict stability, Lyapunov function, Razumikhin technique.

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Authors: R. Ziaie Moayed , S. Tamassoki , E. Izadi

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Investigation of sandy clay behavior is important since urban development demands mean that sandy clay areas are increasingly encountered, especially for transportation infrastructures. This paper presents the results of the finite element analysis of the direct shear test (under three vertical loading 44, 96 and 192 kPa) and discusses the effects of different parameters such as cohesion, friction angle and Young's modulus on the shear strength of sandy clay. The numerical model was calibrated against the experimental results of large-scale direct shear tests. The results have shown that the shear strength was increased with increase in friction angle and cohesion. However, the shear strength was not influenced by raising the friction angle at normal stress of 44 kPa. Also, the effect of different young's modulus factors on stress-strain curve was investigated.

Keywords: Shear strength, Finite element analysis, Large direct shear test, Sandy clay.

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Authors: M. Azadbakht, Y. Fadakar

Abstract:

Since fuel must be injected with appropriate pressure and time for accurate performance of diesel engines, then proper function of engine is influenced by accurate function of injector pump. At first total pump was designed by SolidWorks 2012 software. Then the total relationship of rotor, roller, internal cam ring, pole shoe and plunger in injector pump in MF285 tractor and their performance was shown. During suction state rollers connect with dents in internal cam ring and in pressure course pole shoes have drawer move in rotor and perform tappet action between rollers and plungers. The maximum stress was obtained by using analysis of finite element method. The maximum stress in contact surface of roller and internal cam ring and on roller surface. The maximum amount of this stress is 288.12 MPa. According to conducted analyses, the minimum value for safety factor is related to roller surface and it equals to 2.0477.

Keywords: Rotary injector pump, MF285 tractor, finite element, stress.

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Authors: Mostafa.A. Fellani, Daw .E. Abaid

Abstract:

This paper deals with stability analysis for synchronous reluctance motors drive. Special attention is paid to the transient performance with variations in motor's parameters such as Ld and Rs. A study of the dynamic control using d-q model is presented first in order to clarify the stability of the motor drive system. Based on the experimental parameters of the synchronous reluctance motor, this paper gives some simulation results using MATLAB/SIMULINK software packages. It is concluded that the motor parameters, especially Ld, affect the estimator stability and hence the whole drive system.

Keywords: Dynamic Simulation, MATLAB, PWM-inverter, Reluctance Machine, Sensorless Control

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Authors: Indar Chaerah Gunadin, Adi Soeprijanto, Ontoseno Penangsang

Abstract:

This paper will discuss about an active power generator scheduling method in order to increase the limit level of steady state systems. Some power generator optimization methods such as Langrange, PLN (Indonesian electricity company) Operation, and the proposed Z-Thevenin-based method will be studied and compared in respect of their steady state aspects. A method proposed in this paper is built upon the thevenin equivalent impedance values between each load respected to each generator. The steady state stability index obtained with the REI DIMO method. This research will review the 500kV-Jawa-Bali interconnection system. The simulation results show that the proposed method has the highest limit level of steady state stability compared to other optimization techniques such as Lagrange, and PLN operation. Thus, the proposed method can be used to create the steady state stability limit of the system especially in the peak load condition.

Keywords: generation scheduling, steady-state stability limit, REI Dimo, margin stability

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Authors: Hyun-Min Kim, Yun-Seok Lim, Hyeok-Jin Yun, Jang-Mok Kim, Hee-je Kim

Abstract:

As we make progressive products for good works, and future industries want to get higher speed and resolution from various developments in the robotics as well as precise control system, the concept of control feedback is getting more important. Within a range of industrial developments, the concept is most responsible for the high reliability of a device. We explain an efficient analyzing method of a rotary encoder such as an incremental type encoder and absolute type encoder using the LabVIEW program

Keywords: LabVIEW, PFI Function, Angle analyzer, Incremental encoder, Absolute encoder

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Authors: S. M. Dash, K. B. Lua, T. T. Lim

Abstract:

This paper presents results of numerical and experimental studies on a two-dimensional (2D) flapping elliptic airfoil in a forward flight condition at Reynolds number of 5000. The study is motivated from an earlier investigation which shows that the deterioration in thrust performance of a sinusoidal heaving and pitching 2D (NACA0012) airfoil at high flapping frequency can be recovered by changing the effective angle of attack profile to square wave, sawtooth, or cosine wave shape. To better understand why such modifications lead to superior thrust performance, we take a closer look at the transient aerodynamic force behavior of an airfoil when the effective angle of attack profile changes gradually from a generic smooth trapezoidal profile to a sinusoid shape by modifying the base length of the trapezoid. The choice of using a smooth trapezoidal profile is to avoid the infinite acceleration condition encountered in the square wave profile. Our results show that the enhancement in the time-averaged thrust performance at high flapping frequency can be attributed to the delay and reduction in the drag producing valley region in the transient thrust force coefficient when the effective angle of attack profile changes from sinusoidal to trapezoidal.  

Keywords: Two-dimensional Flapping Airfoil, Thrust Performance, Effective Angle of Attack, CFD and Experiments.

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Authors: Shu Lü, Shouming Zhong, Zixin Liu

Abstract:

In this paper, the robust exponential stability problem of discrete-time uncertain stochastic neural networks with timevarying delays is investigated. By introducing a new augmented Lyapunov function, some delay-dependent stable results are obtained in terms of linear matrix inequality (LMI) technique. Compared with some existing results in the literature, the conservatism of the new criteria is reduced notably. Three numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed method.

Keywords: Robust exponential stability, delay-dependent stability, discrete-time neural networks, stochastic, time-varying delays.

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Authors: Nguyen Thi Thanh Truc, Chi-Hyeon Lee, Byeong-Kyu Lee, Srinivasa Reddy Mallampati

Abstract:

This study evaluated to facilitate separation of ABS plastics from other waste plastics by froth flotation after surface hydrophilization of ABS with heat treatment. The mild heat treatment at 100oC for 60s could selectively increase the hydrophilicity of the ABS plastics surface (i.e., ABS contact angle decreased from 79o to 65.8o) among other plastics mixture. The SEM and XPS results of plastic samples sufficiently supported the increase in hydrophilic functional groups and decrease contact angle on ABS surface, after heat treatment. As a result of the froth flotation (at mixing speed 150 rpm and airflow rate 0.3 L/min) after heat treatment, about 85% of ABS was selectively separated from other heavy plastics with 100% of purity. The effect of optimum treatment condition and detailed mechanism onto separation efficiency in the froth floatation was also investigated. This research is successful in giving a simple, effective, and inexpensive method for ABS separation from waste plastics.

Keywords: ABS, hydrophilic, heat treatment, froth flotation, contact angle.

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Authors: Lijiang Xiang, Shouming Zhong, Yucai Ding

Abstract:

The problems of globally exponential stability and dissipativity analysis for static neural networks (NNs) with time delay is investigated in this paper. Some delay-dependent stability criteria are established for static NNs with time delay using the delay partitioning technique. In terms of this criteria, the delay-dependent sufficient condition is given to guarantee the dissipativity of static NNs with time delay. All the given results in this paper are not only dependent upon the time delay but also upon the number of delay partitions. Two numerical examples are used to show the effectiveness of the proposed methods.

Keywords: Globally exponential stability, Dissipativity, Static neural networks, Time delay.

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Authors: M. Karami Khorramabadi, P. Khazaeinejad

Abstract:

The static stability analysis of stiffened functionally graded cylindrical shells by isotropic rings and stringers subjected to axial compression is presented in this paper. The Young's modulus of the shell is taken to be function of the thickness coordinate. The fundamental relations, the equilibrium and stability equations are derived using the Sander's assumption. Resulting equations are employed to obtain the closed-form solution for the critical axial loads. The effects of material properties, geometric size and different material coefficient on the critical axial loads are examined. The analytical results are compared and validated using the finite element model.

Keywords: Functionally graded material, Stability, Stiffened cylindrical shell, Finite element analysis

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Authors: Sheng-Lan Zeng, Ting-Ting Zhang, Yu Gao, Zu-Tao Ouyang, Jia-Kuan Chen, Bo Li, Bin Zhao

Abstract:

Urbanization and related anthropogenic modifications cause extent of habitat fragmentation and directly lead to decline of local biodiversity. Conservation biologists advocate corridor creation as one approach to rescue biodiversity. Here we examine the utility of roads as corridors in preserving plant diversity by investigating roadside vegetation in Yellow River Delta (YRD), China. We examined the spatio-temporal distribution pattern of plant species richness, diversity and composition along roadside. The results suggest that roads, as dispersal conduits, increase occurrence probability of new settlers to a new area, meanwhile, roads accumulate the greater propagule pressure and favourable survival condition during operation phase. As a result, more species, including native and alien plants, non- halophyte and halophyte species, threatened and cosmopolitic species, were found prosperous at roadside. Roadside may be a refuge for more species, and the pattern of vegetation distribution is affected by road age and the distance from road verge.

Keywords: Native and alien species, Plant diversity conservation, Road construction, Road disturbance

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Authors: Nurbanu Guzey, S. Jagannathan

Abstract:

Locating Radio Controlled (RC) devices using their unintended emissions has a great interest considering security concerns. Weak nature of these emissions requires near field localization approach since it is hard to detect these signals in far field region of array. Instead of only angle estimation, near field localization also requires range estimation of the source which makes this method more complicated than far field models. Challenges of locating such devices in a near field region and real time environment are analyzed in this paper. An ESPRIT like near field localization scheme is utilized for both angle and range estimation. 1-D search with symmetric subarrays is provided. Two 7 element uniform linear antenna arrays (ULA) are employed for locating RC source. Experiment results of location estimation for one unintended emitting walkie-talkie for different positions are given.

Keywords: Localization, angle of arrival (AoA), range estimation, array signal processing, ESPRIT, uniform linear array (ULA).

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Authors: Shunya Wakayama, Kazuya Okubo, Toru Fujii, Daisuke Sakata, Noriyuki Kado, Hiroshi Furutachi

Abstract:

The purpose of this study is to propose an effective method to improve frictional coefficient between shoe rubber soles with added glass fibers and the surfaces of icy and snowy road in order to prevent slip-and-fall accidents by the users. The additional fibers into the rubber were uniformly tilted to the perpendicular direction of the frictional surface, where tilting angles were -60, -30, +30, +60, 90 degrees and 0 (as normal specimen), respectively. It was found that parallel arraignment was effective to improve the frictional coefficient when glass fibers were embedded in the shoe rubber, while perpendicular to normal direction of the embedded glass fibers on the shoe surface was also effective to do that once after they were exposed from the shoe rubber with its abrasion. These improvements were explained by the increase of stiffness against the shear deformation of the rubber at critical frictional state and adequate scratching of fibers when fibers were protruded in perpendicular to frictional direction, respectively. Most effective angle of tilting of frictional coefficient between rubber specimens and a stone was perpendicular (= 0 degree) to frictional direction. Combinative modified rubber specimen having 2 layers was fabricated where tilting angle of protruded fibers was 0 degree near the contact surface and tilting angle of embedded fibers was 90 degrees near back surface in thickness direction to further improve the frictional coefficient. Current study suggested that effective arraignments in tilting angle of the added fibers should be applied in designing rubber shoe soles to keep the safeties for users in regions of cold climates.

Keywords: Frictional coefficient, icy and snowy road, shoe rubber soles, tilting angle.

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Authors: Reza Sirjani, Nobosse Tafem Bolan

Abstract:

Many optimization techniques available in the literature have been developed in order to solve the problem of voltage stability enhancement in power systems. However, there are a number of drawbacks in the use of previous techniques aimed at determining the optimal location and size of reactive compensators in a network. In this paper, an Improved Cuckoo Search algorithm is applied as an appropriate optimization algorithm to determine the optimum location and size of a Static Var Compensator (SVC) in a transmission network. The main objectives are voltage stability improvement and total cost minimization. The results of the presented technique are then compared with other available optimization techniques.

Keywords: Cuckoo search algorithm, optimization, power system, var compensators, voltage stability.

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Authors: Adam Czornik, Aleksander Nawrat

Abstract:

This paper studies the problem of exponential stability of perturbed discrete linear systems with periodic coefficients. Assuming that the unperturbed system is exponentially stable we obtain conditions on the perturbations under which the perturbed system is exponentially stable.

Keywords: Exponential stability, time-varying linear systems, periodic systems.

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Authors: A. S. Telang, P. P. Bedekar

Abstract:

In today’s world, electrical energy has become an indispensable component of all aspects of modern human life. Reliability, security and stability are the key aspects of any power system. Failure to meet any of these three aspects results into a great impediment to modern life. Modern power systems are being subjected to heavily stressed conditions leading to voltage stability problems. If the voltage stability problems are not mitigated properly through proper voltage stability assessment methods, cascading events may occur which may lead to voltage collapse or blackout events. Modern FACTS devices like STATCOM are one of the measures to overcome the blackout problems. As these devices are very costly, they must be installed properly at suitable locations, mostly at weak bus. Line voltage stability indices such as FVSI, Lmn and LQP play important role for identification of a weak bus. This paper presents evaluation of these line stability indices for the assessment of reliable information about the closeness of the power system to voltage collapse. PSAT is a user-friendly MATLAB toolbox, of which CPF is an important feature which has been extensively used for the placement of STATCOM to assess the stability. Novelty of the present research work lies in that the active and reactive load has been changed simultaneously at all the load buses under consideration. MATLAB code has been developed for the same and tested successfully on various standard IEEE test systems. The results for standard IEEE14 bus test system, specifically, are presented in this paper.

Keywords: Voltage stability analysis, voltage collapse, PSAT, CPF, VSI, FVSI, Lmn, LQP.

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Authors: Midiya Khademi, Ali Nikoo, Shabnam Rahimnezhad Baghche Jooghi

Abstract:

Cardiovascular diseases (CVDs) are the main cause of death globally. Most CVDs can be prevented by avoiding habitual risk factors. Separate from the habitual risk factors, there are some inherent factors in each individual that can increase the risk potential of CVDs. Vessel shapes and geometry are influential factors, having great impact on the blood flow and the hemodynamic behavior of the vessels. In the present study, the influence of bifurcation angle on blood flow characteristics is studied. In order to approach this topic, by simplifying the details of the bifurcation, three models with angles 30°, 45°, and 60° were created, then by using CFD analysis, the response of these models for stable flow and pulsatile flow was studied. In the conducted simulation in order to eliminate the influence of other geometrical factors, only the angle of the bifurcation was changed and other parameters remained constant during the research. Simulations are conducted under dynamic and stable condition. In the stable flow simulation, a steady velocity of 0.17 m/s at the inlet plug was maintained and in dynamic simulations, a typical LAD flow waveform is implemented. The results show that the bifurcation angle has an influence on the maximum speed of the flow. In the stable flow condition, increasing the angle lead to decrease the maximum flow velocity. In the dynamic flow simulations, increasing the bifurcation angle lead to an increase in the maximum velocity. Since blood flow has pulsatile characteristics, using a uniform velocity during the simulations can lead to a discrepancy between the actual results and the calculated results.

Keywords: Coronary artery, cardiovascular disease, bifurcation, atherosclerosis, CFD, artery wall shear stress.

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Authors: Qiang Yang, Ping-An Du

Abstract:

Group decision making with multiple attribute has attracted intensive concern in the decision analysis area. This paper assumes that the contributions of all the decision makers (DMs) are not equal to the decision process based on different knowledge and experience in group setting. The aim of this paper is to develop a novel approach to determine weights of DMs in the group decision making problems. In this paper, the weights of DMs are determined in the group decision environment via angle cosine and projection method. First of all, the average decision of all individual decisions is defined as the ideal decision. After that, we define the weight of each decision maker (DM) by aggregating the angle cosine and projection between individual decision and ideal decision with associated direction indicator μ. By using the weights of DMs, all individual decisions are aggregated into a collective decision. Further, the preference order of alternatives is ranked in accordance with the overall row value of collective decision. Finally, an example in a chemical company is provided to illustrate the developed approach.

Keywords: Angel cosine, ideal decision, projection method, weights of decision makers.

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Authors: J. Ritonja

Abstract:

Available commercial applications of power system stabilizers assure optimal damping of synchronous generator’s oscillations only in a small part of operating range. Parameters of the power system stabilizer are usually tuned for the selected operating point. Extensive variations of the synchronous generator’s operation result in changed dynamic characteristics. This is the reason that the power system stabilizer tuned for the nominal operating point does not satisfy preferred damping in the overall operation area. The small-signal stability and the transient stability of the synchronous generators have represented an attractive problem for testing different concepts of the modern control theory. Of all the methods, the adaptive control has proved to be the most suitable for the design of the power system stabilizers. The adaptive control has been used in order to assure the optimal damping through the entire synchronous generator’s operating range. The use of the adaptive control is possible because the loading variations and consequently the variations of the synchronous generator’s dynamic characteristics are, in most cases, essentially slower than the adaptation mechanism. The paper shows the development and the application of the self-tuning power system stabilizer based on recursive least square identification method and linear quadratic regulator. Identification method is used to calculate the parameters of the Heffron-Phillips model of the synchronous generator. On the basis of the calculated parameters of the synchronous generator’s mathematical model, the synthesis of the linear quadratic regulator is carried-out. The identification and the synthesis are implemented on-line. In this way, the self-tuning power system stabilizer adapts to the different operating conditions. A purpose of this paper is to contribute to development of the more effective power system stabilizers, which would replace currently used linear stabilizers. The presented self-tuning power system stabilizer makes the tuning of the controller parameters easier and assures damping improvement in the complete operating range. The results of simulations and experiments show essential improvement of the synchronous generator’s damping and power system stability.

Keywords: Adaptive control, linear quadratic regulator, power system stabilizer, recursive least square identification.

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Authors: Mohammad Jafarifar

Abstract:

This paper presents a speed estimation scheme based on second-order sliding-mode Super Twisting Algorithm (STA) and Model Reference Adaptive System (MRAS) estimation theory for Sensorless control of multiphase induction machine. A stator current observer is designed based on the STA, which is utilized to take the place of the reference voltage model of the standard MRAS algorithm. The observer is insensitive to the variation of rotor resistance and magnetizing inductance when the states arrive at the sliding mode. Derivatives of rotor flux are obtained and designed as the state of MRAS, thus eliminating the integration. Compared with the first-order sliding-mode speed estimator, the proposed scheme makes full use of the auxiliary sliding-mode surface, thus alleviating the chattering behavior without increasing the complexity. Simulation results show the robustness and effectiveness of the proposed scheme.

Keywords: Multiphase induction machine, field oriented control, sliding mode, super twisting algorithm, MRAS algorithm.

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Authors: Sang Hoon Kang, Seong-Min Yoon

Abstract:

Little attention has been paid to information transmission between the portfolios of large stocks and small stocks in the Korean stock market. This study investigates the return and volatility transmission mechanisms between large and small stocks in the Korea Exchange (KRX). This study also explores whether bad news in the large stock market leads to a volatility of the small stock market that is larger than the good news volatility of the large stock market. By employing the Granger causality test, we found unidirectional return transmissions from the large stocks to medium and small stocks. This evidence indicates that pat information about the large stocks has a better ability to predict the returns of the medium and small stocks in the Korean stock market. Moreover, by using the asymmetric GARCH-BEKK model, we observed the unidirectional relationship of asymmetric volatility transmission from large stocks to the medium and small stocks. This finding suggests that volatility in the medium and small stocks following a negative shock in the large stocks is larger than that following a positive shock in the large stocks.

Keywords: Asymmetric GARCH-BEKK model, Asymmetric volatility transmission, Causality, Korean stock market, Spillover effect

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Authors: Nor Fadzillah Mohd Mokhtar, Norihan Md Arifin, Roslinda Nazar, Fudziah Ismail, MohamedSuleiman

Abstract:

The stability analysis of Marangoni convection in porous media with a deformable upper free surface is investigated. The linear stability theory and the normal mode analysis are applied and the resulting eigenvalue problem is solved exactly. The Darcy law and the Brinkman model are used to describe the flow in the porous medium heated from below. The effect of the Crispation number, Bond number and the Biot number are analyzed for the stability of the system. It is found that a decrease in the Crispation number and an increase in the Bond number delay the onset of convection in porous media. In addition, the system becomes more stable when the Biot number is increases and the Daeff number is decreases.

Keywords: Deformable, Marangoni, Porous, Stability.

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Authors: G. Parmar, R. Prasad, S. Mukherjee

Abstract:

The authors present an algorithm for order reduction of linear dynamic systems using the combined advantages of stability equation method and the error minimization by Genetic algorithm. The denominator of the reduced order model is obtained by the stability equation method and the numerator terms of the lower order transfer function are determined by minimizing the integral square error between the transient responses of original and reduced order models using Genetic algorithm. The reduction procedure is simple and computer oriented. It is shown that the algorithm has several advantages, e.g. the reduced order models retain the steady-state value and stability of the original system. The proposed algorithm has also been extended for the order reduction of linear multivariable systems. Two numerical examples are solved to illustrate the superiority of the algorithm over some existing ones including one example of multivariable system.

Keywords: Genetic algorithm, Integral square error, Orderreduction, Stability equation method.

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