Search results for: Bernoulli-Euler Plate Equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1494

Search results for: Bernoulli-Euler Plate Equation

1014 Einstein’s General Equation of the Gravitational Field

Authors: A. Benzian

Abstract:

The generalization of relativistic theory of gravity based essentially on the principle of equivalence stipulates that for all bodies, the grave mass is equal to the inert mass which leads us to believe that gravitation is not a property of the bodies themselves, but of space, and the conclusion that the gravitational field must curved space-time what allows the abandonment of Minkowski space (because Minkowski space-time being nonetheless null curvature) to adopt Riemannian geometry as a mathematical framework in order to determine the curvature. Therefore the work presented in this paper begins with the evolution of the concept of gravity then tensor field which manifests by Riemannian geometry to formulate the general equation of the gravitational field.

Keywords: Inertia, principle of equivalence, tensors, Riemannian geometry.

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1013 Seven step Adams Type Block Method With Continuous Coefficient For Periodic Ordinary Differential Equation

Authors: Olusheye Akinfenwa

Abstract:

We consider the development of an eight order Adam-s type method, with A-stability property discussed by expressing them as a one-step method in higher dimension. This makes it suitable for solving variety of initial-value problems. The main method and additional methods are obtained from the same continuous scheme derived via interpolation and collocation procedures. The methods are then applied in block form as simultaneous numerical integrators over non-overlapping intervals. Numerical results obtained using the proposed block form reveals that it is highly competitive with existing methods in the literature.

Keywords: Block Adam's type Method; Periodic Ordinary Differential Equation; Stability.

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1012 A Hyperexponential Approximation to Finite-Time and Infinite-Time Ruin Probabilities of Compound Poisson Processes

Authors: Amir T. Payandeh Najafabadi

Abstract:

This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: Ruin probability, compound Poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions.

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1011 Analysis and Application of in Indirect MinimumJerk Method for Higher order Differential Equation in Dynamics Optimization Systems

Authors: V. Tawiwat, T. Amornthep, P. Pnop

Abstract:

Both the minimum energy consumption and smoothness, which is quantified as a function of jerk, are generally needed in many dynamic systems such as the automobile and the pick-and-place robot manipulator that handles fragile equipments. Nevertheless, many researchers come up with either solely concerning on the minimum energy consumption or minimum jerk trajectory. This research paper considers the indirect minimum Jerk method for higher order differential equation in dynamics optimization proposes a simple yet very interesting indirect jerks approaches in designing the time-dependent system yielding an alternative optimal solution. Extremal solutions for the cost functions of indirect jerks are found using the dynamic optimization methods together with the numerical approximation. This case considers the linear equation of a simple system, for instance, mass, spring and damping. The simple system uses two mass connected together by springs. The boundary initial is defined the fix end time and end point. The higher differential order is solved by Galerkin-s methods weight residual. As the result, the 6th higher differential order shows the faster solving time.

Keywords: Optimization, Dynamic, Linear Systems, Jerks.

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1010 Mixed Convection Enhancement in a 3D Lid-Driven Cavity Containing a Rotating Cylinder by Applying an Artificial Roughness

Authors: Ali Khaleel Kareem, Shian Gao, Ahmed Qasim Ahmed

Abstract:

A numerical investigation of unsteady mixed convection heat transfer in a 3D moving top wall enclosure, which has a central rotating cylinder and uses either artificial roughness on the bottom hot plate or smooth bottom hot plate to study the heat transfer enhancement, is completed for fixed circular cylinder, and anticlockwise and clockwise rotational speeds, -1 ≤ Ω ≤ 1, at Reynolds number of 5000. The top lid-driven wall was cooled, while the other remaining walls that completed obstructed cubic were kept insulated and motionless. A standard k-ε model of Unsteady Reynolds-Averaged Navier-Stokes (URANS) method is involved to deal with turbulent flow. It has been clearly noted that artificial roughness can strongly control the thermal fields and fluid flow patterns. Ultimately, the heat transfer rate has been dramatically increased by involving artificial roughness on the heated bottom wall in the presence of rotating cylinder.

Keywords: Artificial roughness, Lid-driven cavity, Mixed convection heat transfer, Rotating cylinder, URANS method.

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1009 Plate Waste as an Indicator of Portions Inadequacy at School Lunch

Authors: D. Dinis, M. Liz Martins, A. Rocha

Abstract:

Quality of school meals is one of the major concerns of governments and international organizations worldwide. This study aims to evaluate nutritional compliance of meals served at a Portuguese primary school considering the portions stated by Portuguese Education Ministry. To evaluate adequacy of portions served, weighing of all meal components offered to students and leftovers was performed during ten consecutive days at two different moments. Plate waste (%) was calculated by the ratio of food discarded and food served to the children. Nutritional evaluation of menus was made using the Portuguese Food Composition Table. Meals evaluated showed a percent contribution to energetic daily intake higher than recommendations. Meals served to children were considered high energy and protein dense. No significant waste of soup was accounted and the main meal components wasted were fish and vegetables. It will be necessary to adjust portions indicated by Ministry of Education in order to comply with recommendations and reduce food waste. 

Keywords: Portions, waste, nutritional adequacy, school meals.

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1008 Two Dimensionnal Model for Extraction Packed Column Simulation using Finite Element Method

Authors: N. Outili, A-H. Meniai

Abstract:

Modeling transfer phenomena in several chemical engineering operations leads to the resolution of partial differential equations systems. According to the complexity of the operations mechanisms, the equations present a nonlinear form and analytical solution became difficult, we have then to use numerical methods which are based on approximations in order to transform a differential system to an algebraic one.Finite element method is one of numerical methods which can be used to obtain an accurate solution in many complex cases of chemical engineering.The packed columns find a large application like contactor for liquid-liquid systems such solvent extraction. In the literature, the modeling of this type of equipment received less attention in comparison with the plate columns.A mathematical bidimensionnal model with radial and axial dispersion, simulating packed tower extraction behavior was developed and a partial differential equation was solved using the finite element method by adopting the Galerkine model. We developed a Mathcad program, which can be used for a similar equations and concentration profiles are obtained along the column. The influence of radial dispersion was prooved and it can-t be neglected, the results were compared with experimental concentration at the top of the column in the extraction system: acetone/toluene/water.

Keywords: finite element method, Galerkine method, liquidliquid extraction modelling, packed column simulation, two dimensional model

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1007 Enhancing Protein Incorporation in Calcium Phosphate Coating on Titanium by Rapid Biomimetic Co-Precipitation Technique

Authors: J. Suwanprateeb, F. Thammarakcharoen

Abstract:

Calcium phosphate coating (CaP) has been employed for protein delivery, but the typical direct protein adsorption on the coating led to low incorporation content and fast release of the protein from the coating. By using bovine serum albumin (BSA) as a model protein, rapid biomimetic co-precipitation between calcium phosphate and BSA was employed to control the distribution of BSA within calcium phosphate coating during biomimetic formation on titanium surface for only 6 h at 50oC in an accelerated calcium phosphate solution. As a result, the amount of BSA incorporation and release duration could be increased by using a rapid biomimetic coprecipitation technique. Up to 43 fold increases in the BSA incorporation content and the increase from 6 h to more than 360 h in release duration compared to typical direct adsorption technique were observed depending on the initial BSA concentration used during coprecipitation (1, 10 and 100 μg.ml-1). From x-ray diffraction and Fourier transform infrared spectroscopy studies, the coating composition was not altered with the incorporation of BSA by this rapid biomimetic co-precipitation and mainly comprised octacalcium phosphate and hydroxyapatite. However, the microstructure of calcium phosphate crystals changed from straight, plate-like units to curved, plate-like units with increasing BSA content.

Keywords: Biomimetic, Calcium Phosphate Coating, Protein, Titanium.

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1006 Comparative Kinetic Study on Alkylation of p-cresol with Tert-butyl Alcohol using Different SO3-H Functionalized Ionic Liquid Catalysts

Authors: Pandian Elavarasan, Kishore Kondamudi, Sreedevi Upadhyayula

Abstract:

Ionic liquids are well known as green solvents, reaction media and catalysis. Here, three different sulfonic acid functional ionic liquids prepared in the laboratory are used as catalysts in alkylation of p-cresol with tert-butyl alcohol. The kinetics on each of the catalysts was compared and a kinetic model was developed based on the product distribution over these catalysts. The kinetic parameters were estimated using Marquadt's algorithm to minimize the error function. The Arrhenius plots show a curvature which is best interpreted by the extended Arrhenius equation.

Keywords: Alkylation, p-cresol, tert-butyl alcohol, kinetics, activation parameter, extended Arrhenius equation.

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1005 Frictionless Contact Problem Between Two Orthotropic Elastic Layers

Authors: V. Kahya, A. Birinci, R. Erdol

Abstract:

A frictionless contact problem for a two-layer orthotropic elastic medium loaded through a rigid flat stamp is considered. It is assumed that tensile tractions are not allowed and only compressive tractions can be transmitted across the interface. In the solution, effect of gravity is taken into consideration. If the external load on the rigid stamp is less than or equal to a critical value, continuous contact between the layers is maintained. The problem is expressed in terms of a singular integral equation by using the theory of elasticity and the Fourier transforms. Numerical results for initial separation point, critical separation load and contact stress distribution are presented.

Keywords: Frictionless contact, Initial separation, Orthotropicmaterial, Singular integral equation.

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1004 An Analytical Method to Analysis of Foam Drainage Problem

Authors: A. Nikkar, M. Mighani

Abstract:

In this study, a new reliable technique use to handle the foam drainage equation. This new method is resulted from VIM by a simple modification that is Reconstruction of Variational Iteration Method (RVIM). The drainage of liquid foams involves the interplay of gravity, surface tension, and viscous forces. Foaming occurs in many distillation and absorption processes. Results are compared with those of Adomian’s decomposition method (ADM).The comparisons show that the Reconstruction of Variational Iteration Method is very effective and overcome the difficulty of traditional methods and quite accurate to systems of non-linear partial differential equations.

Keywords: Reconstruction of Variational Iteration Method (RVIM), Foam drainage, nonlinear partial differential equation.

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1003 Delay-independent Stabilization of Linear Systems with Multiple Time-delays

Authors: Ping He, Heng-You Lan, Gong-Quan Tan

Abstract:

The multidelays linear control systems described by difference differential equations are often studied in modern control theory. In this paper, the delay-independent stabilization algebraic criteria and the theorem of delay-independent stabilization for linear systems with multiple time-delays are established by using the Lyapunov functional and the Riccati algebra matrix equation in the matrix theory. An illustrative example and the simulation result, show that the approach to linear systems with multiple time-delays is effective.

Keywords: Linear system, Delay-independent stabilization, Lyapunovfunctional, Riccati algebra matrix equation.

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1002 Consideration Factors of Moving to a New Destination for Coastland Residents Under Global Warming

Authors: Ya-Fen Lee, Yun-Yao Chi, Cing-Hong Hung

Abstract:

Because of the global warming and the rising sea level, residents living in southwestern coastland, Taiwan are faced with the submerged land and may move to higher elevation area. It is desirable to discuss the key consideration factor for selecting the migration location under five dimensions of ಯ security”, “health”, “convenience”, “comfort” and “socio-economic” based on the document reviews. This paper uses the Structural Equation Modeling (SEM) and the questionnaire survey. The analysis results show that the convenience is the most key factor for residents in Taiwan. 

Keywords: Global warming, migration, structural equation modelling, questionnaire survey.

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1001 Implicit Two Step Continuous Hybrid Block Methods with Four Off-Steps Points for Solving Stiff Ordinary Differential Equation

Authors: O. A. Akinfenwa, N.M. Yao, S. N. Jator

Abstract:

In this paper, a self starting two step continuous block hybrid formulae (CBHF) with four Off-step points is developed using collocation and interpolation procedures. The CBHF is then used to produce multiple numerical integrators which are of uniform order and are assembled into a single block matrix equation. These equations are simultaneously applied to provide the approximate solution for the stiff ordinary differential equations. The order of accuracy and stability of the block method is discussed and its accuracy is established numerically.

Keywords: Collocation and Interpolation, Continuous HybridBlock Formulae, Off-Step Points, Stability, Stiff ODEs.

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1000 Fermat’s Last Theorem a Simple Demonstration

Authors: Jose William Porras Ferreira

Abstract:

This paper presents two solutions to the Fermat’s Last Theorem (FLT). The first one using some algebraic basis related to the Pythagorean theorem, expression of equations, an analysis of their behavior, when compared with power  and power  and using " the “Well Ordering Principle” of natural numbers it is demonstrated that in Fermat equation . The second one solution is using the connection between  and power  through the Pascal’s triangle or  Newton’s binomial coefficients, where de Fermat equation do not fulfill the first coefficient, then it is impossible that:

zn=xn+yn for n>2 and (x, y, z) E Z+ - {0}

 

Keywords: Fermat’s Last Theorem, Pythagorean Theorem, Newton Binomial Coefficients, Pascal’s Triangle, Well Ordering Principle.

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999 Control of Pendulum on a Cart with State Dependent Riccati Equations

Authors: N. M. Singh, Jayant Dubey, Ghanshyam Laddha

Abstract:

State Dependent Riccati Equation (SDRE) approach is a modification of the well studied LQR method. It has the capability of being applied to control nonlinear systems. In this paper the technique has been applied to control the single inverted pendulum (SIP) which represents a rich class of nonlinear underactuated systems. SIP modeling is based on Euler-Lagrange equations. A procedure is developed for judicious selection of weighting parameters and constraint handling. The controller designed by SDRE technique here gives better results than existing controllers designed by energy based techniques.

Keywords: State Dependent Riccati Equation (SDRE), Single Inverted Pendulum (SIP), Linear Quadratic Regulator (LQR)

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998 Dynamic Voltage Stability Estimation using Particle Filter

Authors: Osea Zebua, Norikazu Ikoma, Hiroshi Maeda

Abstract:

Estimation of voltage stability based on optimal filtering method is presented. PV curve is used as a tool for voltage stability analysis. Dynamic voltage stability estimation is done by using particle filter method. Optimum value (nose point) of PV curve can be estimated by estimating parameter of PV curve equation optimal value represents critical voltage and condition at specified point of measurement. Voltage stability is then estimated by analyzing loading margin condition c stimating equation. This maximum loading ecified dynamically.

Keywords: normalized PV curve, optimal filtering method particle filter, voltage stability.

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997 Vibration Attenuation Using Functionally Graded Material

Authors: Saeed Asiri, Hassan Hedia, Wael Eissa

Abstract:

The aim of the work was to attenuate the vibration amplitude in CESNA 172 airplane wing by using Functionally Graded Material instead of uniform or composite material. Wing strength was achieved by means of stress analysis study, while wing vibration amplitudes and shapes were achieved by means of Modal and Harmonic analysis. Results were verified by applying the methodology in a simple cantilever plate to the simple model and the results were promising and the same methodology can be applied to the airplane wing model. Aluminum models, Titanium models, and functionally graded materials of Aluminum and titanium results were compared to show a great vibration attenuation after using the FGM. Optimization in FGM gradation satisfied our objective of reducing and attenuating the vibration amplitudes to show the effect of using FGM in vibration behavior. Testing the Aluminum rich models, and comparing it with the titanium rich model was an optimization in this paper. Results have shown a significant attenuation in vibration magnitudes when using FGM instead of Titanium Plate, and Aluminium wing with FGM Spurs instead of Aluminium wings. It was also recommended that in future, changing the graphical scale to 1:10 or even 1:1 when the computers- capabilities allow.

Keywords: Vibration, Attenuation, FGM, ANSYS2011, FEM.

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996 Improvement of Parallel Compressor Model in Dealing Outlet Unequal Pressure Distribution

Authors: Kewei Xu, Jens Friedrich, Kevin Dwinger, Wei Fan, Xijin Zhang

Abstract:

Parallel Compressor Model (PCM) is a simplified approach to predict compressor performance with inlet distortions. In PCM calculation, it is assumed that the sub-compressors’ outlet static pressure is uniform and therefore simplifies PCM calculation procedure. However, if the compressor’s outlet duct is not long and straight, such assumption frequently induces error ranging from 10% to 15%. This paper provides a revised calculation method of PCM that can correct the error. The revised method employs energy equation, momentum equation and continuity equation to acquire needed parameters and replace the equal static pressure assumption. Based on the revised method, PCM is applied on two compression system with different blades types. The predictions of their performance in non-uniform inlet conditions are yielded through the revised calculation method and are employed to evaluate the method’s efficiency. Validating the results by experimental data, it is found that although little deviation occurs, calculated result agrees well with experiment data whose error ranges from 0.1% to 3%. Therefore, this proves the revised calculation method of PCM possesses great advantages in predicting the performance of the distorted compressor with limited exhaust duct.

Keywords: Parallel Compressor Model (PCM), Revised Calculation Method, Inlet Distortion, Outlet Unequal Pressure Distribution.

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995 Basket Option Pricing under Jump Diffusion Models

Authors: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: Radial basis function, basket option, jump diffusion, RBF-PUM.

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994 A Thermodynamic Solution for the Static and Dynamic Characteristics of a Two-Lobe Journal Bearing

Authors: B. Chetti, W. A. Crosby

Abstract:

The work described in this paper is an investigation of the static and dynamic characteristics of two-lobe journal bearings taking into consideration the thermal effects. A thermo-hydrodynamic solution of a finite two-lobe journal bearing is performed by solving the generalized form Reynolds equation with the energy equation, taking into consideration viscosity variation across the film thickness. The static and dynamic characteristics were numerically obtained. The results are evaluated for different values of viscosity-temperature coefficient and Peclet number. The results show that considering the thermal effects in the solution of the two-lobe journal bearing has a marked on the study of its stability.

Keywords: Two-lobe bearing, thermal effect, static and dynamic characteristics.

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993 Ruin Probability for a Markovian Risk Model with Two-type Claims

Authors: Dongdong Zhang, Deran Zhang

Abstract:

In this paper, a Markovian risk model with two-type claims is considered. In such a risk model, the occurrences of the two type claims are described by two point processes {Ni(t), t ¸ 0}, i = 1, 2, where {Ni(t), t ¸ 0} is the number of jumps during the interval (0, t] for the Markov jump process {Xi(t), t ¸ 0} . The ruin probability ª(u) of a company facing such a risk model is mainly discussed. An integral equation satisfied by the ruin probability ª(u) is obtained and the bounds for the convergence rate of the ruin probability ª(u) are given by using key-renewal theorem.

Keywords: Risk model, ruin probability, Markov jump process, integral equation.

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992 Study and Enhancement of Flash Evaporation Desalination Utilizing the Ocean Thermocline and Discharged heat

Authors: Sami Mutair, Yasuyuki Ikegami

Abstract:

This paper reports on the results of experimental investigations of flash evaporation from superheated jet issues vertically upward from a round straight nozzle of 81.3 mm diameter. For the investigated range of jet superheat degree and velocity, it was shown that flash evaporation enhances with initial temperature increase. Due to the increase of jet inertia and subsequently the delay of jet shattering, increase of jet velocity was found to result in increase of evaporation "delay period". An empirical equation predicts the jet evaporation completion height was developed, this equation is thought to be useful in designing the flash evaporation chamber. In attempts for enhancement of flash evaporation, use of steel wire mesh located at short distance downstream was found effective with no consequent pressure drop.

Keywords: Enhancement; Flash Evaporation; OTEC; superheated jet

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991 Load Discontinuity in Shock Response and Its Remedies

Authors: Shuenn-Yih Chang, Chiu-Li Huang

Abstract:

It has been shown that a load discontinuity at the end of an impulse will result in an extra impulse and hence an extra amplitude distortion if a step-by-step integration method is employed to yield the shock response. In order to overcome this difficulty, three remedies are proposed to reduce the extra amplitude distortion. The first remedy is to solve the momentum equation of motion instead of the force equation of motion in the step-by-step solution of the shock response, where an external momentum is used in the solution of the momentum equation of motion. Since the external momentum is a resultant of the time integration of external force, the problem of load discontinuity will automatically disappear. The second remedy is to perform a single small time step immediately upon termination of the applied impulse while the other time steps can still be conducted by using the time step determined from general considerations. This is because that the extra impulse caused by a load discontinuity at the end of an impulse is almost linearly proportional to the step size. Finally, the third remedy is to use the average value of the two different values at the integration point of the load discontinuity to replace the use of one of them for loading input. The basic motivation of this remedy originates from the concept of no loading input error associated with the integration point of load discontinuity. The feasibility of the three remedies are analytically explained and numerically illustrated.

Keywords: Dynamic analysis, load discontinuity, shock response, step-by-step integration

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990 Matrix Valued Difference Equations with Spectral Singularities

Authors: Serifenur Cebesoy, Yelda Aygar, Elgiz Bairamov

Abstract:

In this study, we examine some spectral properties of non-selfadjoint matrix-valued difference equations consisting of a polynomial-type Jost solution. The aim of this study is to investigate the eigenvalues and spectral singularities of the difference operator L which is expressed by the above-mentioned difference equation. Firstly, thanks to the representation of polynomial type Jost solution of this equation, we obtain asymptotics and some analytical properties. Then, using the uniqueness theorems of analytic functions, we guarantee that the operator L has a finite number of eigenvalues and spectral singularities.

Keywords: Difference Equations, Jost Functions, Asymptotics, Eigenvalues, Continuous Spectrum, Spectral Singularities.

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989 Numerical Evaluation of Turbulent Friction on Walls in the Penstock of the Trois-Gorges Dam by the Swamee-Jain Method

Authors: T. Tchawe Moukam, N. Ngongang François, D. Thomas, K. Bienvenu, T. -Toko Dénis

Abstract:

Since the expression of the coefficient of friction by Colebrook-White which turns out to be an implicit equation, equations have been developed to facilitate their applicability. In this work, this equation was applied to the penstock of the Three Gorges dam in order to observe the evolution of the turbulent boundary layer and the friction along the walls. Thus, the study is being carried out using a 3D digital approach in FLUENT in order to take into account the wall effects. It appears that according to the position of the portions, we have a variation in the evolutions of the turbulent friction and of the values of the boundary layer. We also observe that the inclination of the pipe has a significant influence on this turbulent friction; similarly, one could not make a fair evaluation of the latter without specifying the choice and location of the wall.

Keywords: Hydroelectric dam, penstock, turbulent friction, boundary layer, CFD.

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988 Free Vibration of Axially Functionally Graded Simply Supported Beams Using Differential Transformation Method

Authors: A. Selmi

Abstract:

Free vibration analysis of homogenous and axially functionally graded simply supported beams within the context of Euler-Bernoulli beam theory is presented in this paper. The material properties of the beams are assumed to obey the linear law distribution. The effective elastic modulus of the composite was predicted by using the rule of mixture. Here, the complexities which appear in solving differential equation of transverse vibration of composite beams which limit the analytical solution to some special cases are overcome using a relatively new approach called the Differential Transformation Method. This technique is applied for solving differential equation of transverse vibration of axially functionally graded beams. Natural frequencies and corresponding normalized mode shapes are calculated for different Young’s modulus ratios. MATLAB code is designed to solve the transformed differential equation of the beam. Comparison of the present results with the exact solutions proves the effectiveness, the accuracy, the simplicity, and computational stability of the differential transformation method. The effect of the Young’s modulus ratio on the normalized natural frequencies and mode shapes is found to be very important.

Keywords: Differential transformation method, functionally graded material, mode shape, natural frequency.

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987 An Insurer’s Investment Model with Reinsurance Strategy under the Modified Constant Elasticity of Variance Process

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

Abstract:

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

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

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986 The Development of Positive Emotion Regulation Strategies Scale for Children and Adolescents

Authors: Jia-Ru Li, Ching-Wen Lin

Abstract:

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

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

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985 A Finite Point Method Based on Directional Derivatives for Diffusion Equation

Authors: Guixia Lv, Longjun Shen

Abstract:

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

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

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