Search results for: jump–diffusion model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7677

Search results for: jump–diffusion model

7257 Investigation of Different Control Stratgies for UPFC Decoupled Model and the Impact of Location on Control Parameters

Authors: S.A. Alqallaf, S.A. Al-Mawsawi, A. Haider

Abstract:

In order to evaluate the performance of a unified power flow controller (UPFC), mathematical models for steady state and dynamic analysis are to be developed. The steady state model is mainly concerned with the incorporation of the UPFC in load flow studies. Several load flow models for UPFC have been introduced in literature, and one of the most reliable models is the decoupled UPFC model. In spite of UPFC decoupled load flow model simplicity, it is more robust compared to other UPFC load flow models and it contains unique capabilities. Some shortcoming such as additional set of nonlinear equations are to be solved separately after the load flow solution is obtained. The aim of this study is to investigate the different control strategies that can be realized in the decoupled load flow model (individual control and combined control), and the impact of the location of the UPFC in the network on its control parameters.

Keywords: UPFC, Decoupled model, Load flow.

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7256 Necessity of using an Optimum Business Model in High-Tech Firms, Nanotechnology Case Study

Authors: Reza Davoodi, Jahangir Yadollahi Farsi, Roya Naseri

Abstract:

In the way of growing and developing firms especially high-tech firms, on many occasions manager of firm is mainly involved in solving problems of his business and decision making about executive activities of the firm, while besides executive measures, attention to planning of firm's success and growth way and application of long experience and sagacity in designing business model are vital and necessary success in a business is achieved as a result of different factors, one of the most important of them is designing and performing an optimal business model at the beginning of the firm's work. This model is determining the limit of profitability achieved by innovation and gained value added. Therefore, business model is the process of connecting innovation environment and technology with economic environment and business and is important for succeeding modern businesses considering their traits.

Keywords: Business Model (BM), Nanotechnology, High- TechFirms.

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7255 A Physics-Based Model for Fast Recovery Diodes with Lifetime Control and Emitter Efficiency Reduction

Authors: Chengjie Wang, Li Yin, Chuanmin Wang

Abstract:

This paper presents a physics-based model for the high-voltage fast recovery diodes. The model provides a good trade-off between reverse recovery time and forward voltage drop realized through a combination of lifetime control and emitter efficiency reduction techniques. The minority carrier lifetime can be extracted from the reverse recovery transient response and forward characteristics. This paper also shows that decreasing the amount of the excess carriers stored in the drift region will result in softer characteristics which can be achieved using a lower doping level. The developed model is verified by experiment and the measurement data agrees well with the model.

Keywords: Emitter efficiency, lifetime control, P-i-N diode, physics-based model

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7254 Verification and Application of Finite Element Model Developed for Flood Routing in Rivers

Authors: A. L. Qureshi, A. A. Mahessar, A. Baloch

Abstract:

Flood wave propagation in river channel flow can be enunciated by nonlinear equations of motion for unsteady flow. It is difficult to find analytical solution of these non-linear equations. Hence, in this paper verification of the finite element model has been carried out against available numerical predictions and field data. The results of the model indicate a good matching with both Preissmann scheme and HEC-RAS model for a river reach of 29km at both sites (15km from upstream and at downstream end) for discharge hydrographs. It also has an agreeable comparison with the Preissemann scheme for the flow depth (stage) hydrographs. The proposed model has also been applying to forecast daily discharges at 400km downstream in the Indus River from Sukkur barrage of Sindh, Pakistan, which demonstrates accurate model predictions with observed the daily discharges. Hence, this model may be utilized for flood warnings in advance.

Keywords: Finite Element Method, Flood Forecasting, HEC-RAS, Indus river.

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7253 Modeling and Validation of Microspheres Generation in the Modified T-Junction Device

Authors: Lei Lei, Hongbo Zhang, Donald J. Bergstrom, Bing Zhang, K. Y. Song, W. J. Zhang

Abstract:

This paper presents a model for a modified T-junction device for microspheres generation. The numerical model is developed using a commercial software package: COMSOL Multiphysics. In order to test the accuracy of the numerical model, multiple variables, such as the flow rate of cross-flow, fluid properties, structure, and geometry of the microdevice are applied. The results from the model are compared with the experimental results in the diameter of the microsphere generated. The comparison shows a good agreement. Therefore the model is useful in further optimization of the device and feedback control of microsphere generation if any.

Keywords: CFD modeling, validation, microsphere generation, modified T-junction.

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7252 An Artificial Emotion Model For Visualizing Emotion of Characters

Authors: Junseok Ham, Chansun Jung, Junhyung Park, Jihye Ryeo, Ilju Ko

Abstract:

It is hard to express emotion through only speech when we watch a character in a movie or a play because we cannot estimate the size, kind, and quantity of emotion. So this paper proposes an artificial emotion model for visualizing current emotion with color and location in emotion model. The artificial emotion model is designed considering causality of generated emotion, difference of personality, difference of continual emotional stimulus, and co-relation of various emotions. This paper supposed the Emotion Field for visualizing current emotion with location, and current emotion is expressed by location and color in the Emotion Field. For visualizing changes within current emotion, the artificial emotion model is adjusted to characters in Hamlet.

Keywords: Emotion, Artificial Emotion, Visualizing, EmotionModel.

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7251 A Super-Efficiency Model for Evaluating Efficiency in the Presence of Time Lag Effect

Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

In many cases, there are some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in evaluating the performance of organizations. Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. Multi-periods input(MpI) and Multi-periods output(MpO) models are integrate models to calculate simple efficiency considering time lag effect. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. That is, efficient DMUs can’t be discriminated because their efficiency scores are same. Thus, this paper suggests a super-efficiency model for efficiency evaluation under the consideration of time lag effect based on the MpO model. A case example using a long term research project is given to compare the suggested model with the MpO model.

Keywords: DEA, Super-efficiency, Time Lag.

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7250 Improved Algorithms for Construction of Interface Agent Interaction Model

Authors: Huynh Quyet Thang, Le Hai Quan

Abstract:

Interaction Model plays an important role in Modelbased Intelligent Interface Agent Architecture for developing Intelligent User Interface. In this paper we are presenting some improvements in the algorithms for development interaction model of interface agent including: the action segmentation algorithm, the action pair selection algorithm, the final action pair selection algorithm, the interaction graph construction algorithm and the probability calculation algorithm. The analysis of the algorithms also presented. At the end of this paper, we introduce an experimental program called “Personal Transfer System".

Keywords: interface agent, interaction model, user model.

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7249 A Constitutive Model of Ligaments and Tendons Accounting for Fiber-Matrix Interaction

Authors: Ratchada Sopakayang, Gerhard A. Holzapfel

Abstract:

In this study, a new constitutive model is developed to describe the hyperelastic behavior of collagenous tissues with a parallel arrangement of collagen fibers such as ligaments and tendons. The model is formulated using a continuum approach incorporating the structural changes of the main tissue components: collagen fibers, proteoglycan-rich matrix and fiber-matrix interaction. The mechanical contribution of the interaction between the fibers and the matrix is simply expressed by a coupling term. The structural change of the collagen fibers is incorporated in the constitutive model to describe the activation of the fibers under tissue straining. Finally, the constitutive model can easily describe the stress-stretch nonlinearity which occurs when a ligament/tendon is axially stretched. This study shows that the interaction between the fibers and the matrix contributes to the mechanical tissue response. Therefore, the model may lead to a better understanding of the physiological mechanisms of ligaments and tendons under axial loading.

Keywords: Hyperelasticity, constitutive model, fiber-matrix interaction, ligament, tendon.

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7248 Adaptive Digital Watermarking Integrating Fuzzy Inference HVS Perceptual Model

Authors: Sherin M. Youssef, Ahmed Abouelfarag, Noha M. Ghatwary

Abstract:

An adaptive Fuzzy Inference Perceptual model has been proposed for watermarking of digital images. The model depends on the human visual characteristics of image sub-regions in the frequency multi-resolution wavelet domain. In the proposed model, a multi-variable fuzzy based architecture has been designed to produce a perceptual membership degree for both candidate embedding sub-regions and strength watermark embedding factor. Different sizes of benchmark images with different sizes of watermarks have been applied on the model. Several experimental attacks have been applied such as JPEG compression, noises and rotation, to ensure the robustness of the scheme. In addition, the model has been compared with different watermarking schemes. The proposed model showed its robustness to attacks and at the same time achieved a high level of imperceptibility.

Keywords: Watermarking, The human visual system (HVS), Fuzzy Inference System (FIS), Local Binary Pattern (LBP), Discrete Wavelet Transform (DWT).

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7247 Application of Generalized Autoregressive Score Model to Stock Returns

Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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7246 Groundwater Contamination due to Bhalaswa Landfill Site in New Delhi

Authors: Bharat Jhamnani, SK Singh

Abstract:

Sampling and analysis of leachate from Bhalaswa landfill and groundwater samples from nearby locations, clearly indicated the likely contamination of groundwater due to landfill leachate. The results of simulation studies carried out for the migration of Chloride from landfill shows that the simulation results are in consonance with the observed concentration of Chloride in the vicinity of landfill facility. The solid waste disposal system presently being practiced in Delhi consists of mere dumping of wastes generated, at three locations Bhalaswa, Ghazipur, and Okhla without any regard to proper care for the protection of surrounding environment. Bhalaswa landfill site in Delhi, which is being operated as a dump site, is expected to become cause of serious groundwater pollution in its vicinity. The leachate from Bhalaswa landfill was found to be having a high concentration of chlorides, as well as DOC, COD. The present study was undertaken to determine the likely concentrations of principle contaminants in the groundwater over a period of time due to the discharge of such contaminants from landfill leachates to the underlying groundwater. The observed concentration of chlorides in the groundwater within 75m of the radius of landfill facility was found to be in consonance with the simulated concentration of chloride in groundwater considering one dimensional transport model, with finite mass of contaminant source. Governing equation of contaminant transport involving advection and diffusion-dispersion was solved in matlab7.0 using finite difference method.

Keywords: Groundwater, landfill, leachate, solid waste.

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7245 Reduction of Linear Time-Invariant Systems Using Routh-Approximation and PSO

Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil

Abstract:

Order reduction of linear-time invariant systems employing two methods; one using the advantages of Routh approximation and other by an evolutionary technique is presented in this paper. In Routh approximation method the denominator of the reduced order model is obtained using Routh approximation while the numerator of the reduced order model is determined using the indirect approach of retaining the time moments and/or Markov parameters of original system. By this method the reduced order model guarantees stability if the original high order model is stable. In the second method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical examples.

Keywords: Model Order Reduction, Markov Parameters, Routh Approximation, Particle Swarm Optimization, Integral Squared Error, Steady State Stability.

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7244 Specialized Reduced Models of Dynamic Flows in 2-Stroke Engines

Authors: S. Cagin, X. Fischer, E. Delacourt, N. Bourabaa, C. Morin, D. Coutellier, B. Carré, S. Loumé

Abstract:

The complexity of scavenging by ports and its impact on engine efficiency create the need to understand and to model it as realistically as possible. However, there are few empirical scavenging models and these are highly specialized. In a design optimization process, they appear very restricted and their field of use is limited. This paper presents a comparison of two methods to establish and reduce a model of the scavenging process in 2-stroke diesel engines. To solve the lack of scavenging models, a CFD model has been developed and is used as the referent case. However, its large size requires a reduction. Two techniques have been tested depending on their fields of application: The NTF method and neural networks. They both appear highly appropriate drastically reducing the model’s size (over 90% reduction) with a low relative error rate (under 10%). Furthermore, each method produces a reduced model which can be used in distinct specialized fields of application: the distribution of a quantity (mass fraction for example) in the cylinder at each time step (pseudo-dynamic model) or the qualification of scavenging at the end of the process (pseudo-static model).

Keywords: Diesel engine, Design optimization, Model reduction, Neural network, NTF algorithm, Scavenging.

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7243 A New Shock Model for Systems Subject to Random Threshold Failure

Authors: A. Rangan, A. Tansu

Abstract:

This paper generalizes Yeh Lam-s shock model for renewal shock arrivals and random threshold. Several interesting statistical measures are explicitly obtained. A few special cases and an optimal replacement problem are also discussed.

Keywords: shock model, optimal replacement, random threshold, shocks.

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7242 Trapping Efficiency of Diesel Particles Through a Square Duct

Authors: Francis William S, Imtiaz Ahmed Choudhury, Ananda Kumar Eriki, A. John Rajan

Abstract:

Diesel Engines emit complex mixtures of inorganic and organic compounds in the form of both solid and vapour phase particles. Most of the particulates released are ultrafine nanoparticles which are detrimental to human health and can easily enter the body by respiration. The emissions standards on particulate matter release from diesel engines are constantly upgraded within the European Union and with future regulations based on the particles numbers released instead of merely mass, the need for effective aftertreatment devices will increase. Standard particulate filters in the form of wall flow filters can have problems with high soot accumulation, producing a large exhaust backpressure. A potential solution would be to combine the standard filter with a flow through filter to reduce the load on the wall flow filter. In this paper soot particle trapping has been simulated in different continuous flow filters of monolithic structure including the use of promoters, at laminar flow conditions. An Euler Lagrange model, the discrete phase model in Ansys used with user defined functions for forces acting on particles. A method to quickly screen trapping of 5 nm and 10 nm particles in different catalysts designs with tracers was also developed. Simulations of square duct monoliths with promoters show that the strength of the vortices produced are not enough to give a high amount of particle deposition on the catalyst walls. The smallest particles in the simulations, 5 and 10 nm particles were trapped to a higher extent, than larger particles up to 1000 nm, in all studied geometries with the predominant deposition mechanism being Brownian diffusion. The comparison of the different filters designed with a wall flow filter does show that the options for altering a design of a flow through filter, without imposing a too large pressure drop penalty are good.

Keywords: Diesel Engine trap, thermophoresis, Exhaust pipe, PM-Simulation modeling.

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7241 Analysis of Model in Pregnant and Non-Pregnant Dengue Patients

Authors: R. Kongnuy, P. Pongsumpun

Abstract:

We used mathematical model to study the transmission of dengue disease. The model is developed in which the human population is separated into two populations, pregnant and non-pregnant humans. The dynamical analysis method is used for analyzing this modified model. Two equilibrium states are found and the conditions for stability of theses two equilibrium states are established. Numerical results are shown for each equilibrium state. The basic reproduction numbers are found and they are compared by using numerical simulations.

Keywords: Basic reproductive number, dengue disease, equilibrium states, pregnancy.

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7240 Research on User Experience and Brand Attitudes of Chatbots

Authors: Shu-Yin Yu

Abstract:

With the advancement of artificial intelligence technology, most companies are aware of the profound potential of artificial intelligence in commercial marketing. Man-machine dialogue has become the latest trend in marketing customer service. However, chatbots are often considered to be lack of intelligent or unfriendly conversion, which instead reduces the communication effect of chatbots. To ensure that chatbots represent the brand image and provide a good user experience, companies and users attach great importance. In this study, customer service chatbot was used as the research sample. The research variables are based on the theory of artificial intelligence emotions, integrating the technology acceptance model and innovation diffusion theory, and the three aspects of pleasure, arousal, and dominance of the human-machine PAD (Pleasure, Arousal and Dominance) dimension. The results show that most of the participants have a higher acceptance of innovative technologies and are high pleasure and arousal in the user experience. Participants still have traditional gender (female) service stereotypes about customer service chatbots. Users who have high trust in using chatbots can easily enhance brand acceptance and easily accept brand messages, extend the trust of chatbots to trust in the brand, and develop a positive attitude towards the brand.

Keywords: Brand attitude, chatbot, emotional interaction, user experience.

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7239 ANN Based Model Development for Material Removal Rate in Dry Turning in Indian Context

Authors: Mangesh R. Phate, V. H. Tatwawadi

Abstract:

This paper is intended to develop an artificial neural network (ANN) based model of material removal rate (MRR) in the turning of ferrous and nonferrous material in a Indian small-scale industry. MRR of the formulated model was proved with the testing data and artificial neural network (ANN) model was developed for the analysis and prediction of the relationship between inputs and output parameters during the turning of ferrous and nonferrous materials. The input parameters of this model are operator, work-piece, cutting process, cutting tool, machine and the environment.

The ANN model consists of a three layered feedforward back propagation neural network. The network is trained with pairs of independent/dependent datasets generated when machining ferrous and nonferrous material. A very good performance of the neural network, in terms of contract with experimental data, was achieved. The model may be used for the testing and forecast of the complex relationship between dependent and the independent parameters in turning operations.

Keywords: Field data based model, Artificial neural network, Simulation, Convectional Turning, Material removal rate.

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7238 Parameters Extraction for Pseudomorphic HEMTs Using Genetic Algorithms

Authors: Mazhar B. Tayel, Amr H. Yassin

Abstract:

A proposed small-signal model parameters for a pseudomorphic high electron mobility transistor (PHEMT) is presented. Both extrinsic and intrinsic circuit elements of a smallsignal model are determined using genetic algorithm (GA) as a stochastic global search and optimization tool. The parameters extraction of the small-signal model is performed on 200-μm gate width AlGaAs/InGaAs PHEMT. The equivalent circuit elements for a proposed 18 elements model are determined directly from the measured S- parameters. The GA is used to extract the parameters of the proposed small-signal model from 0.5 up to 18 GHz.

Keywords: PHEMT, Genetic Algorithms, small signal modeling, optimization.

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7237 The Relationship between Business-model Innovation and Firm Value: A Dynamic Perspective

Authors: Yung C. Ho, Hui C. Fang, Ming J. Hsieh

Abstract:

When consistently innovative business-models can give companies a competitive advantage, longitudinal empirical research, which can reflect dynamic business-model changes, has yet to prove a definitive connection. This study consequently employs a dynamic perspective in conjunction with innovation theory to examine the relationship between the types of business-model innovation and firm value. This study tries to examine various types of business-model innovation in high-end and low-end technology industries such as HTC and the 7-Eleven chain stores with research periods of 14 years and 32 years, respectively. The empirical results suggest that adopting radical business-model innovation in addition to expanding new target markets can successfully lead to a competitive advantage. Sustained advanced technological competences and service/product innovation are the key successful factors in high-end and low-end technology industry business-models respectively. In sum up, the business-model innovation can yield a higher market value and financial value in high-end technology industries than low-end ones.

Keywords: Business-model, Dynamic Perspective, Firm Value, Innovation

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7236 Manual Testing of Web Software Systems Supported by Direct Guidance of the Tester Based On Design Model

Authors: Karel Frajtak, Miroslav Bures, Ivan Jelinek

Abstract:

Software testing is important stage of software development cycle. Current testing process involves tester and electronic documents with test case scenarios. In this paper we focus on new approach to testing process using automated test case generation and tester guidance through the system based on the model of the system. Test case generation and model-based testing is not possible without proper system model. We aim on providing better feedback from the testing process thus eliminating the unnecessary paper work.

Keywords: Model based testing, test automation, test generating, tester support.

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7235 Doping Profile Measurement and Characterization by Scanning Capacitance Microscope for PocketImplanted Nano Scale n-MOSFET

Authors: Muhibul Haque Bhuyan, Farseem Mannan Mohammedy, Quazi Deen Mohd Khosru

Abstract:

This paper presents the doping profile measurement and characterization technique for the pocket implanted nano scale n-MOSFET. Scanning capacitance microscopy and atomic force microscopy have been used to image the extent of lateral dopant diffusion in MOS structures. The data are capacitance vs. voltage measurements made on a nano scale device. The technique is nondestructive when imaging uncleaved samples. Experimental data from the published literature are presented here on actual, cleaved device structures which clearly indicate the two-dimensional dopant profile in terms of a spatially varying modulated capacitance signal. Firstorder deconvolution indicates the technique has much promise for the quantitative characterization of lateral dopant profiles. The pocket profile is modeled assuming the linear pocket profiles at the source and drain edges. From the model, the effective doping concentration is found to use in modeling and simulation results of the various parameters of the pocket implanted nano scale n-MOSFET. The potential of the technique to characterize important device related phenomena on a local scale is also discussed.

Keywords: Linear Pocket Profile, Pocket Implanted n-MOSFET, Scanning Capacitance Microscope, Atomic Force Microscope.

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7234 An Extension of Multi-Layer Perceptron Based on Layer-Topology

Authors: Jānis Zuters

Abstract:

There are a lot of extensions made to the classic model of multi-layer perceptron (MLP). A notable amount of them has been designed to hasten the learning process without considering the quality of generalization. The paper proposes a new MLP extension based on exploiting topology of the input layer of the network. Experimental results show the extended model to improve upon generalization capability in certain cases. The new model requires additional computational resources to compare to the classic model, nevertheless the loss in efficiency isn-t regarded to be significant.

Keywords: Learning algorithm, multi-layer perceptron, topology.

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7233 Geometric and Material Nonlinear Analysis of Reinforced Concrete Structure Considering Soil-Structure Interaction

Authors: Mohamed M. El-Gendy, Ibrahim A. El-Arabi, Rafik W. Abdel-Missih, Omar A. Kandil

Abstract:

In the present research, a finite element model is presented to study the geometrical and material nonlinear behavior of reinforced concrete plane frames considering soil-structure interaction. The nonlinear behaviors of concrete and reinforcing steel are considered both in compression and tension up to failure. The model takes account also for the number, diameter, and distribution of rebar along every cross section. Soil behavior is taken into consideration using four different models; namely: linear-, nonlinear Winkler's model, and linear-, nonlinear continuum model. A computer program (NARC) is specially developed in order to perform the analysis. The results achieved by the present model show good agreement with both theoretical and experimental published literature. The nonlinear behavior of a rectangular frame resting on soft soil up to failure using the proposed model is introduced for demonstration.

Keywords: Nonlinear analysis, Geometric nonlinearity, Material nonlinearity, Reinforced concrete, Finite element method, Soilstructure interaction, Winkler's soil model, Continuum soil model

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7232 A Methodological Test to Study the Concrete Workability with the Fractal Model

Authors: F. Achouri, K. Chouicha

Abstract:

The main parameters affecting the workability are the water content, particle size, and the total surface of the grains, as long as the mixing water begins by wetting the surface of the grains and then fills the voids between the grains to form entrapped water, the quantity of water remaining is called free water. The aim of this study is to undertake a fractal approach through the relationship between the concrete formulation parameters and workability. To develop this approach a series of concrete taken from the literature was investigated by varying formulation parameters such as G/S, the quantity of cement C and the quantity of water W. We also call another model as the model of water layer thickness and model of paste layer thickness to judge their relevance, hence the following results: the relevance of the water layer thickness model is considered as a relevant when there is a variation in the water quantity. The model of the paste layer thickness is only applicable if we considered that the paste is made with the grain value Dmax = 2.85: value from which we see a stability of the model.

Keywords: Concrete, fractal method, paste layer thickness, water layer thickness, workability.

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7231 Development of a Catchment Water Quality Model for Continuous Simulations of Pollutants Build-up and Wash-off

Authors: Iqbal Hossain, Dr. Monzur Imteaz, Dr. Shirley Gato-Trinidad, Prof. Abdallah Shanableh

Abstract:

Estimation of runoff water quality parameters is required to determine appropriate water quality management options. Various models are used to estimate runoff water quality parameters. However, most models provide event-based estimates of water quality parameters for specific sites. The work presented in this paper describes the development of a model that continuously simulates the accumulation and wash-off of water quality pollutants in a catchment. The model allows estimation of pollutants build-up during dry periods and pollutants wash-off during storm events. The model was developed by integrating two individual models; rainfall-runoff model, and catchment water quality model. The rainfall-runoff model is based on the time-area runoff estimation method. The model allows users to estimate the time of concentration using a range of established methods. The model also allows estimation of the continuing runoff losses using any of the available estimation methods (i.e., constant, linearly varying or exponentially varying). Pollutants build-up in a catchment was represented by one of three pre-defined functions; power, exponential, or saturation. Similarly, pollutants wash-off was represented by one of three different functions; power, rating-curve, or exponential. The developed runoff water quality model was set-up to simulate the build-up and wash-off of total suspended solids (TSS), total phosphorus (TP) and total nitrogen (TN). The application of the model was demonstrated using available runoff and TSS field data from road and roof surfaces in the Gold Coast, Australia. The model provided excellent representation of the field data demonstrating the simplicity yet effectiveness of the proposed model.

Keywords: Catchment, continuous pollutants build-up, pollutants wash-off, runoff, runoff water quality model.

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7230 Approaches to Determining Optimal Asset Structure for a Commercial Bank

Authors: Svetlana Saksonova

Abstract:

Every commercial bank optimises its asset portfolio depending on the profitability of assets and chosen or imposed constraints. This paper proposes and applies a stylized model for optimising banks' asset and liability structure, reflecting profitability of different asset categories and their risks as well as costs associated with different liability categories and reserve requirements. The level of detail for asset and liability categories is chosen to create a suitably parsimonious model and to include the most important categories in the model. It is shown that the most appropriate optimisation criterion for the model is the maximisation of the ratio of net interest income to assets. The maximisation of this ratio is subject to several constraints. Some are accounting identities or dictated by legislative requirements; others vary depending on the market objectives for a particular bank. The model predicts variable amount of assets allocated to loan provision.

Keywords: asset structure, commercial bank, model, optimisation

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7229 Dynamic Analyses for Passenger Volume of Domestic Airline and High Speed Rail

Authors: Shih-Ching Lo

Abstract:

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

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

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7228 FEM Simulation of Triple Diffusive Magnetohydrodynamics Effect of Nanofluid Flow over a Nonlinear Stretching Sheet

Authors: Rangoli Goyal, Rama Bhargava

Abstract:

The triple diffusive boundary layer flow of nanofluid under the action of constant magnetic field over a non-linear stretching sheet has been investigated numerically. The model includes the effect of Brownian motion, thermophoresis, and cross-diffusion; slip mechanisms which are primarily responsible for the enhancement of the convective features of nanofluid. The governing partial differential equations are transformed into a system of ordinary differential equations (by using group theory transformations) and solved numerically by using variational finite element method. The effects of various controlling parameters, such as the magnetic influence number, thermophoresis parameter, Brownian motion parameter, modified Dufour parameter, and Dufour solutal Lewis number, on the fluid flow as well as on heat and mass transfer coefficients (both of solute and nanofluid) are presented graphically and discussed quantitatively. The present study has industrial applications in aerodynamic extrusion of plastic sheets, coating and suspensions, melt spinning, hot rolling, wire drawing, glass-fibre production, and manufacture of polymer and rubber sheets, where the quality of the desired product depends on the stretching rate as well as external field including magnetic effects.

Keywords: FEM, Thermophoresis, Diffusiophoresis, Brownian motion.

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