Search results for: cubic Boussinesq equation

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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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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Authors: Josef Brychta, Jiri Kratochvil, Marek Pagac

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The group of progressive cutting materials can include non-traditional, emerging and less-used materials that can be an efficient use of cutting their lead to a quantum leap in the field of machining. This is essentially a “superhard” materials (STM) based on polycrystalline diamond (PCD) and polycrystalline cubic boron nitride (PCBN) cutting performance ceramics and development is constantly "perfecting" fine coated cemented carbides. The latter cutting materials are broken down by two parameters, toughness and hardness. A variation of alloying elements is always possible to improve only one of each parameter. Reducing the size of the core on the other hand doing achieves "contradictory" properties, namely to increase both hardness and toughness.

Keywords: Grained cutting materials difficult to machine materials, optimum utilization.

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

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

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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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Authors: Ahasanul Haque, Abdullah Sarwar, Khaliq Ahmad

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

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

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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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Authors: N. Kazantseva, P. Krakhmalev, I. Yadroitsev, A. Fefelov, N. Vinogradova, I. Ezhov, T. Kurennykh

Abstract:

Martensitic texture-phase transition in Selective Laser Melting (SLM) Ti-6Al-4V (ELI) alloys was found. Electron Backscatter Diffraction (EBSD) analysis showed the initial cubic beta < 100 > (001) BCC texture. Such kind of texture is observed in BCC metals with flat rolling texture when axis is in the direction of rolling and the texture plane coincides with the plane of rolling. It was found that the texture of the parent BCC beta-phase determined the texture of low-temperature HCP alpha-phase limited the choice of its orientation variants. The {10-12} < -1011 > twinning system in titanium alloys after SLM was determined. Analysis of the oxygen contamination in SLM alloys was done. Comparison of the obtained results with the conventional titanium alloys is also provided.

Keywords: Additive technology, texture, Ti-6Al-4V, twins, oxygen content.

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Authors: Thiang, Handry Khoswanto, Rendy Pangaldus

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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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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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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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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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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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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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Authors: R. O. Ocaya, J. J. Terblans

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The laws of Newtonian mechanics allow ab-initio molecular dynamics to model and simulate particle trajectories in material science by defining a differentiable potential function. This paper discusses some considerations for the coding of ab-initio programs for simulation on a standalone computer and illustrates the approach by C language codes in the context of embedded metallic atoms in the face-centred cubic structure. The algorithms use velocity-time integration to determine particle parameter evolution for up to several thousands of particles in a thermodynamical ensemble. Such functions are reusable and can be placed in a redistributable header library file. While there are both commercial and free packages available, their heuristic nature prevents dissection. In addition, developing own codes has the obvious advantage of teaching techniques applicable to new problems.

Keywords: C-language, molecular dynamics, simulation, embedded atom method.

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Authors: S. Chuenchooklin

Abstract:

This research was conducted in the Pua Watershed whereas located in the Upper Nan River Basin in Nan province, Thailand. Nan River basin originated in Nan province that comprises of many tributary streams to produce as inflow to the Sirikit dam provided huge reservoir with the storage capacity of 9510 million cubic meters. The common problems of most watersheds were found i.e. shortage water supply for consumption and agriculture utilizations, deteriorate of water quality, flood and landslide including debris flow, and unstable of riverbank. The Pua Watershed is one of several small river basins that flow through the Nan River Basin. The watershed includes 404 km2 representing the Pua District, the Upper Nan Basin, or the whole Nan River Basin, of 61.5%, 18.2% or 1.2% respectively. The Pua River is a main stream producing all year streamflow supplying the Pua District and an inflow to the Upper Nan Basin. Its length approximately 56.3 kilometers with an average slope of the channel by 1.9% measured. A diversion weir namely Pua weir bound the plain and mountainous areas with a very steep slope of the riverbed to 2.9% and drainage area of 149 km2 as upstream watershed while a mild slope of the riverbed to 0.2% found in a river reach of 20.3 km downstream of this weir, which considered as a gauged basin. However, the major branch streams of the Pua River are ungauged catchments namely: Nam Kwang and Nam Koon with the drainage area of 86 and 35 km2 respectively. These upstream watersheds produce runoff through the 3-streams downstream of Pua weir, Jao weir, and Kang weir, with an averaged annual runoff of 578 million cubic meters. They were analyzed using both statistical data at Pua weir and simulated data resulted from the hydrologic modeling system (HEC–HMS) which applied for the remaining ungauged basins. Since the Kwang and Koon catchments were limited with lack of hydrological data included streamflow and rainfall. Therefore, the mathematical modeling: HEC-HMS with the Snyder-s hydrograph synthesized and transposed methods were applied for those areas using calibrated hydrological parameters from the upstream of Pua weir with continuously daily recorded of streamflow and rainfall data during 2008-2011. The results showed that the simulated daily streamflow and sum up as annual runoff in 2008, 2010, and 2011 were fitted with observed annual runoff at Pua weir using the simple linear regression with the satisfied correlation R2 of 0.64, 062, and 0.59, respectively. The sensitivity of simulation results were come from difficulty using calibrated parameters i.e. lag-time, coefficient of peak flow, initial losses, uniform loss rates, and missing some daily observed data. These calibrated parameters were used to apply for the other 2-ungauged catchments and downstream catchments simulated.

Keywords: Streamflow, hydrological model, ungauged catchments.

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

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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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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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Authors: A.R.Nezamabadi, M.Mansouri Gavari, S.Mansouri, M.Mansouri Gavari

Abstract:

This article considers the positional buckling of composite thick plates under thermal loading . For this purpose , the complex finite strip method is used . In analysis of complex finite strip, harmonic complex function in longitudinal direction , cubic functions in transversal direction and parabola distribution of transverse shear strain in thickness of thick plate based on higherorder shear deformation theory are used . In given examples , the effect of angles of stratification , number of layers , dimensions ratio and length – to – thick ratio across critical temperature are considered.

Keywords: Thermal buckling , Thick plate , Complex finite strip , Higher – order shear deformation theory.

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

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

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

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

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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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Authors: Stella A. Arnaouti, Demos C. Angelides, Theodoros N. Chatzigogos, Witold M. Pytel

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The Želazny Most tailing pond is one of the largest facilities worldwide for waste disposal from the copper mines located in South-West Poland. A potential failure of the dam would allow more than 10 million cubic meters of contaminated slurry to flow to the valley, causing immense environmental problems to the surrounding area. Thus, the determination of the strength properties of the dam's soils and their variability is of utmost importance. An extensive site investigation consisting of more than 480 cone penetration tests (CPTs) with or without pore water pressure measurements were conducted within a period of 13 years to study the mechanical properties of the tailings body. The present work investigates the point variability of the soil strength parameters (effective friction angle

Keywords: Soil strength variability, friction angle spatial variability, Želazny Most tailing dam.

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Authors: Ivan Yatchev, Ewen Ritchie

Abstract:

Comparison of two approaches for the simulation of the dynamic behaviour of a permanent magnet linear actuator is presented. These are full coupled model, where the electromagnetic field, electric circuit and mechanical motion problems are solved simultaneously, and decoupled model, where first a set of static magnetic filed analysis is carried out and then the electric circuit and mechanical motion equations are solved employing bi-cubic spline approximations of the field analysis results. The results show that the proposed decoupled model is of satisfactory accuracy and gives more flexibility when the actuator response is required to be estimated for different external conditions, e.g. external circuit parameters or mechanical loads.

Keywords: Coupled problems, dynamic models, finite elementanalysis, linear actuators, permanent magnets.

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Authors: A. Pourahmad, Sh. Gharipour

Abstract:

The present work describes the preparation and characterization of nanosized SiO₂@PbS core-shell particles by using a simple wet chemical route. This method utilizes silica spheres formation followed by successive ionic layer adsorption and reaction method assisted lead sulphide shell layer formation. The final product was characterized by X-ray diffraction (XRD), scanning electron microscopy (SEM), UV–vis spectroscopic, infrared spectroscopy (IR) and transmission electron microscopy (TEM) experiments. The morphological studies revealed the uniformity in size distribution with core size of 250 nm and shell thickness of 18 nm. The electron microscopic images also indicate the irregular morphology of lead sulphide shell layer. The structural studies indicate the face-centered cubic system of PbS shell with no other trace for impurities in the crystal structure.

Keywords: Core-shell, nanostructure, semiconductor, optical property, XRD.

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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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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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