Search results for: Langevin Dynamic and Mont Carlo Simulation.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5021

Search results for: Langevin Dynamic and Mont Carlo Simulation.

4541 Dynamic Power Reduction in Sequential Circuits Using Look Ahead Clock Gating Technique

Authors: R. Manjith, C. Muthukumari

Abstract:

In this paper, a novel Linear Feedback Shift Register (LFSR) with Look Ahead Clock Gating (LACG) technique is presented to reduce the power consumption in modern processors and System-on-Chip. Clock gating is a predominant technique used to reduce unwanted switching of clock signals. Several clock gating techniques to reduce the dynamic power have been developed, of which LACG is predominant. LACG computes the clock enabling signals of each flip-flop (FF) one cycle ahead of time, based on the present cycle data of the flip-flops on which it depends. It overcomes the timing problems in the existing clock gating methods like datadriven clock gating and Auto-Gated flip-flops (AGFF) by allotting a full clock cycle for the determination of the clock enabling signals. Further to reduce the power consumption in LACG technique, FFs can be grouped so that they share a common clock enabling signal. Simulation results show that the novel grouped LFSR with LACG achieves 15.03% power savings than conventional LFSR with LACG and 44.87% than data-driven clock gating.

Keywords: AGFF, data-driven, LACG, LFSR.

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4540 Environmental and Economic Scenario Analysis of the Redundant Golf Courses in Japan

Authors: Osamu Saito

Abstract:

Commercial infrastructures intended for use as leisure retreats such as golf and ski resorts have been extensively developed in many rural areas of Japan. However, following the burst of the economic bubble in the 1990s, several existing resorts faced tough management decisions and some were forced to close their business. In this study, six alternative management options for restructuring the existing golf courses (park, cemetery, biofuel production, reforestation, pasturing and abandonment) are examined and their environmental and economic impacts are quantitatively assessed. In addition, restructuring scenarios of these options and an ex-ante assessment model are developed. The scenario analysis by Monte Carlo simulation shows a clear trade-off between GHG savings and benefit/cost (B/C) ratios, of which “Restoring Nature" scenario absorbs the most CO2 among the four scenarios considered, but its B/C ratio is the lowest. This study can be used to select or examine options and scenarios of golf course management and rural environmental management policies.

Keywords: golf courses, restructuring and management options, scenario analysis, Tokyo Metropolitan Area.

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4539 Interdisciplinary Principles of Field-Like Coordination in the Case of Self-Organized Social Systems1

Authors: D. Plikynas, S. Masteika, A. Budrionis

Abstract:

This interdisciplinary research aims to distinguish universal scale-free and field-like fundamental principles of selforganization observable across many disciplines like computer science, neuroscience, microbiology, social science, etc. Based on these universal principles we provide basic premises and postulates for designing holistic social simulation models. We also introduce pervasive information field (PIF) concept, which serves as a simulation media for contextual information storage, dynamic distribution and organization in social complex networks. PIF concept specifically is targeted for field-like uncoupled and indirect interactions among social agents capable of affecting and perceiving broadcasted contextual information. Proposed approach is expressive enough to represent contextual broadcasted information in a form locally accessible and immediately usable by network agents. This paper gives some prospective vision how system-s resources (tangible and intangible) could be simulated as oscillating processes immersed in the all pervasive information field.

Keywords: field-based coordination, multi-agent systems, information-rich social networks, pervasive information field

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4538 A Systematic Review on the Integration of Project Management with Organizational Flows

Authors: Maurício Covolan Rosito, Ricardo Melo Bastos

Abstract:

Software projects are very dynamic and require recurring adjustments of their project plans. These settings can be understood as reconfigurations in the schedule, in the resources allocation and other design elements. Yet, during the planning and execution of a software project, the integration of specific activities in the projects with the activities that take part in the organization-s common activity flow should be considered. This article presents the results from a systematic review of aspects related to software projects- dynamic reconfiguration emphasizing the integration of project management with the organizational flows. A series of studies was analyzed from the year 2000 to the present. The results of this work show that there is a diversity of techniques and strategies for dynamic reconfiguration of software projects-. However, few approaches consider the integration of software project activities with the activities that take part in the organization-s common workflow.

Keywords: Dynamic Reconfiguration, Organizational workflows, Project Management, Systematic Review

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4537 Calcium Silicate Bricks – Ultrasonic Pulse Method: Effects of Natural Frequency of Transducers on Measurement Results

Authors: Jiri Brozovsky

Abstract:

Modulus of elasticity is one of the important parameters of construction materials, which considerably influence their deformation properties and which can also be determined by means of non-destructive test methods like ultrasonic pulse method. However, measurement results of ultrasonic pulse methods are influenced by various factors, one of which is the natural frequency of the transducers. The paper states knowledge about influence of natural frequency of the transducers (54; 82 and 150kHz) on ultrasonic pulse velocity and dynamic modulus of elasticity (Young's Dynamic modulus of elasticity). Differences between ultrasonic pulse velocity and dynamic modulus of elasticity were found with the same smallest dimension of test specimen in the direction of sounding and density their value decreases as the natural frequency of transducers grew.

Keywords: Calcium silicate brick, ultrasonic pulse method, ultrasonic pulse velocity, dynamic modulus of elasticity.

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4536 Generalized Noise Analysis of Log Domain Static Translinear Circuits

Authors: E. Farshidi

Abstract:

This paper presents a new general technique for analysis of noise in static log-domain translinear circuits. It is demonstrated that employing this technique, leads to a general, simple and routine method of the noise analysis. The circuit has been simulated by HSPICE. The simulation results are seen to conform to the theoretical analysis and shows benefits of the proposed circuit.

Keywords: Noise analysis, log-domain, static, dynamic, translinear loop, companding.

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4535 Students’ Perception of Vector Representation in the Context of Electric Force and the Role of Simulation in Developing an Understanding

Authors: S. Shubha, B. N. Meera

Abstract:

Physics Education Research (PER) results have shown that students do not achieve the expected level of competency in understanding the concepts of different domains of Physics learning when taught by the traditional teaching methods, the concepts of Electricity and Magnetism (E&M) being one among them. Simulation being one of the valuable instructional tools renders an opportunity to visualize varied experiences with such concepts. Considering the electric force concept which requires extensive use of vector representations, we report here the outcome of the research results pertaining to the student understanding of this concept and the role of simulation in using vector representation. The simulation platform provides a positive impact on the use of vector representation. The first stage of this study involves eliciting and analyzing student responses to questions that probe their understanding of the concept of electrostatic force and this is followed by four stages of student interviews as they use the interactive simulations of electric force in one dimension. Student responses to the questions are recorded in real time using electronic pad. A validation test interview is conducted to evaluate students' understanding of the electric force concept after using interactive simulation. Results indicate lack of procedural knowledge of the vector representation. The study emphasizes the need for the choice of appropriate simulation and mode of induction for learning.

Keywords: Electric Force, Interactive, Representation, Simulation.

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4534 Dynamic Network Routing Method Based on Chromosome Learning

Authors: Xun Liang

Abstract:

In this paper, we probe into the traffic assignment problem by the chromosome-learning-based path finding method in simulation, which is to model the driver' behavior in the with-in-a-day process. By simply making a combination and a change of the traffic route chromosomes, the driver at the intersection chooses his next route. The various crossover and mutation rules are proposed with extensive examples.

Keywords: Chromosome learning, crossover, mutation, traffic path finding.

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4533 The Effect of Increment in Simulation Samples on a Combined Selection Procedure

Authors: Mohammad H. Almomani, Rosmanjawati Abdul Rahman

Abstract:

Statistical selection procedures are used to select the best simulated system from a finite set of alternatives. In this paper, we present a procedure that can be used to select the best system when the number of alternatives is large. The proposed procedure consists a combination between Ranking and Selection, and Ordinal Optimization procedures. In order to improve the performance of Ordinal Optimization, Optimal Computing Budget Allocation technique is used to determine the best simulation lengths for all simulation systems and to reduce the total computation time. We also argue the effect of increment in simulation samples for the combined procedure. The results of numerical illustration show clearly the effect of increment in simulation samples on the proposed combination of selection procedure.

Keywords: Indifference-Zone, Optimal Computing Budget Allocation, Ordinal Optimization, Ranking and Selection, Subset Selection.

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4532 Some Application of Random Fuzzy Queueing System Based On Fuzzy Simulation

Authors: Behrouz Fathi-Vajargah, Sara Ghasemalipour

Abstract:

This paper studies a random fuzzy queueing system that the interarrival times of customers arriving at the server and the service times are independent and identically distributed random fuzzy variables. We match the random fuzzy queueing system with the random fuzzy alternating renewal process and we do not use from α-pessimistic and α-optimistic values to estimate the average chance of the event ”random fuzzy queueing system is busy at time t”, we employ the fuzzy simulation method in practical applications. Some theorem is proved and finally we solve a numerical example with fuzzy simulation method.

Keywords: Random fuzzy variables, Fuzzy simulation, Queueing system, Interarrival times.

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4531 Manufacturing of Full Automatic Carwash Using with Intelligent Control Algorithms

Authors: Amir Hossein Daei Sorkhabi, Bita Khazini

Abstract:

In this paper the intelligent control of full automatic car wash using a programmable logic controller (PLC) has been investigated and designed to do all steps of carwashing. The Intelligent control of full automatic carwash has the ability to identify and profile the geometrical dimensions of the vehicle chassis. Vehicle dimension identification is an important point in this control system to adjust the washing brushes position and time duration. The study also tries to design a control set for simulating and building the automatic carwash. The main purpose of the simulation is to develop criteria for designing and building this type of carwash in actual size to overcome challenges of automation. The results of this research indicate that the proposed method in process control not only increases productivity, speed, accuracy and safety but also reduce the time and cost of washing based on dynamic model of the vehicle. A laboratory prototype based on an advanced intelligent control has been built to study the validity of the design and simulation which it’s appropriate performance confirms the validity of this study.

Keywords: Automatic Carwash, Dimension, PLC.

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4530 File Format of Flow Chart Simulation Software - CFlow

Authors: Syahanim Mohd Salleh, Zaihosnita Hood, Hairulliza Mohd Judi, Marini Abu Bakar

Abstract:

CFlow is a flow chart software, it contains facilities to draw and evaluate a flow chart. A flow chart evaluation applies a simulation method to enable presentation of work flow in a flow chart solution. Flow chart simulation of CFlow is executed by manipulating the CFlow data file which is saved in a graphical vector format. These text-based data are organised by using a data classification technic based on a Library classification-scheme. This paper describes the file format for flow chart simulation software of CFlow.

Keywords: CFlow, flow chart, file format.

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4529 A New Dimension in Software Risk Managment

Authors: Masood Uzzafer

Abstract:

A dynamic risk management framework for software projects is presented. Currently available software risk management frameworks and risk assessment models are static in nature and lacks feedback capability. Such risk management frameworks are not capable of providing the risk assessment of futuristic changes in risk events. A dynamic risk management framework for software project is needed that provides futuristic assessment of risk events.

Keywords: Software Risk Management, Dynamic Models, Software Project Managment.

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4528 Statistical Description of Counterpoise Effective Length Based On Regressive Formulas

Authors: Petar Sarajcev, Josip Vasilj, Damir Jakus

Abstract:

This paper presents a novel statistical description of the counterpoise effective length due to lightning surges, where the (impulse) effective length had been obtained by means of regressive formulas applied to the transient simulation results. The effective length is described in terms of a statistical distribution function, from which median, mean, variance, and other parameters of interest could be readily obtained. The influence of lightning current amplitude, lightning front duration, and soil resistivity on the effective length has been accounted for, assuming statistical nature of these parameters. A method for determining the optimal counterpoise length, in terms of the statistical impulse effective length, is also presented. It is based on estimating the number of dangerous events associated with lightning strikes. Proposed statistical description and the associated method provide valuable information which could aid the design engineer in optimising physical lengths of counterpoises in different grounding arrangements and soil resistivity situations.

Keywords: Counterpoise, Grounding conductor, Effective length, Lightning, Monte Carlo method, Statistical distribution.

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4527 Predictions of Dynamic Behaviors for Gas Foil Bearings Operating at Steady-State Based on Multi-Physics Coupling Computer Aided Engineering Simulations

Authors: Tai Yuan Yu, Pei-Jen Wang

Abstract:

A simulation scheme of rotational motions for predictions of bump-type gas foil bearings operating at steady-state is proposed. The scheme is based on multi-physics coupling computer aided engineering packages modularized with computational fluid dynamic model and structure elasticity model to numerically solve the dynamic equation of motions of a hydrodynamic loaded shaft supported by an elastic bump foil. The bump foil is assumed to be modelled as infinite number of Hookean springs mounted on stiff wall. Hence, the top foil stiffness is constant on the periphery of the bearing housing. The hydrodynamic pressure generated by the air film lubrication transfers to the top foil and induces elastic deformation needed to be solved by a finite element method program, whereas the pressure profile applied on the top foil must be solved by a finite element method program based on Reynolds Equation in lubrication theory. As a result, the equation of motions for the bearing shaft are iteratively solved via coupling of the two finite element method programs simultaneously. In conclusion, the two-dimensional center trajectory of the shaft plus the deformation map on top foil at constant rotational speed are calculated for comparisons with the experimental results.

Keywords: Computational fluid dynamics, fluid structure interaction multi-physics simulations, gas foil bearing, load capacity.

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4526 Resveratrol Incorporated Liposomes Prepared from Pegylated Phospholipids and Cholesterol

Authors: Mont Kumpugdee-Vollrath, Khaled Abdallah

Abstract:

Liposomes and pegylated liposomes were widely used as drug delivery system in pharmaceutical field since a long time. However, in the former time, polyethylene glycol (PEG) was connected into phospholipid after the liposomes were already prepared. In this paper, we intend to study the possibility of applying phospholipids which already connected with PEG and then they were used to prepare liposomes. The model drug resveratrol was used because it can be applied against different diseases. Cholesterol was applied to stabilize the membrane of liposomes. The thin film technique in a laboratory scale was a preparation method. The liposomes were then characterized by nanoparticle tracking analysis (NTA), photon correlation spectroscopy (PCS) and light microscopic techniques. The stable liposomes can be produced and the particle sizes after filtration were in nanometers. The 2- and 3-chains-PEG-phospholipid (PL) caused in smaller particle size than the 4-chains-PEG-PL. Liposomes from PL 90G and cholesterol were stable during storage at 8 °C of 56 days because the particle sizes measured by PCS were almost not changed. There was almost no leakage of resveratrol from liposomes PL 90G with cholesterol after diffusion test in dialysis tube for 28 days. All liposomes showed the sustained release during measuring time of 270 min. The maximum release amount of 16-20% was detected with liposomes from 2- and 3-chains-PEG-PL. The other liposomes gave max. release amount of resveratrol only of 10%. The release kinetic can be explained by Korsmeyer-Peppas equation. 

Keywords: Liposome, NTA, resveratrol, pegylation, cholesterol.

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4525 Control-Oriented Enhanced Zero-Dimensional Two-Zone Combustion Modelling of Internal Combustion Engines

Authors: Razieh Arian, Hadi Adibi-Asl

Abstract:

This paper investigates an efficient combustion modeling for cycle simulation of internal combustion engine (ICE) studies. The term “efficient model” means that the models must generate desired simulation results while having fast simulation time. In other words, the efficient model is defined based on the application of the model. The objective of this study is to develop math-based models for control applications or shortly control-oriented models. This study compares different modeling approaches used to model the ICEs such as mean-value models, zero dimensional, quasi-dimensional, and multi-dimensional models for control applications. Mean-value models have been widely used for model-based control applications, but recently by developing advanced simulation tools (e.g. Maple/MapleSim) the higher order models (more complex) could be considered as control-oriented models. This paper presents the enhanced zero-dimensional cycle-by-cycle modeling and simulation of a spark ignition engine with a two-zone combustion model. The simulation results are cross-validated against the simulation results from GT-Power package and show a good agreement in terms of trends and values.

Keywords: Two-zone combustion, control-oriented model, wiebe function, internal combustion engine.

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4524 Bifurcation Analysis of Horizontal Platform System

Authors: C. C. Wang, N. S. Pai, H. T. Yau, T. T. Liao, M. J. Jang, C. W. Lee, W. M. Hong

Abstract:

Horizontal platform system (HPS) is popularly applied in offshore and earthquake technology, but it is difficult and time-consuming for regulation. In order to understand the nonlinear dynamic behavior of HPS and reduce the cost when using it, this paper employs differential transformation method to study the bifurcation behavior of HPS. The numerical results reveal a complex dynamic behavior comprising periodic, sub-harmonic, and chaotic responses. Furthermore, the results reveal the changes which take place in the dynamic behavior of the HPS as the external torque is increased. Therefore, the proposed method provides an effective means of gaining insights into the nonlinear dynamics of horizontal platform system.

Keywords: horizontal platform system, differentialtransformation method, chaotic.

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4523 Simulation of an Auto-Tuning Bicycle Suspension Fork with Quick Releasing Valves

Authors: Y. C. Mao, G. S. Chen

Abstract:

Bicycle configuration is not as large as those of motorcycles or automobiles, while it indeed composes a complicated dynamic system. People-s requirements on comfortability, controllability and safety grow higher as the research and development technologies improve. The shock absorber affects the vehicle suspension performances enormously. The absorber takes the vibration energy and releases it at a suitable time, keeping the wheel under a proper contact condition with road surface, maintaining the vehicle chassis stability. Suspension design for mountain bicycles is more difficult than that of city bikes since it encounters dynamic variations on road and loading conditions. Riders need a stiff damper as they exert to tread on the pedals when climbing, while a soft damper when they descend downhill. Various switchable shock absorbers are proposed in markets, however riders have to manually switch them among soft, hard and lock positions. This study proposes a novel design of the bicycle shock absorber, which provides automatic smooth tuning of the damping coefficient, from a predetermined lower bound to theoretically unlimited. An automatic quick releasing valve is involved in this design so that it can release the peak pressure when the suspension fork runs into a square-wave type obstacle and prevent the chassis from damage, avoiding the rider skeleton from injury. This design achieves the automatic tuning process by innovative plunger valve and fluidic passage arrangements without any electronic devices. Theoretical modelling of the damper and spring are established in this study. Design parameters of the valves and fluidic passages are determined. Relations between design parameters and shock absorber performances are discussed in this paper. The analytical results give directions to the shock absorber manufacture.

Keywords: Modelling, Simulation, Bicycle, Shock Absorber, Damping, Releasing Valve

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4522 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

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

Abstract:

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

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

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4521 A Tool for Rational Assessment of Dynamic Trust in Networked Organizations

Authors: Simon Samwel Msanjila

Abstract:

Networked environments which provide platforms for business organizations are configured in different forms depending on many factors including life time, member characteristics, communication structure, and business objectives, among others. With continuing advances in digital technologies the distance has become a less barrier for business minded collaboration among organizations. With the need and ease to make business collaborate nowadays organizations are sometimes forced to co-work with others that are either unknown or less known to them in terms of history and performance. A promising approach for sustaining established collaboration has been establishment of trust relationship among organizations based on assessed trustworthiness for each participating organization. It has been stated in research that trust in organization is dynamic and thus assessment of trust level must address such dynamic nature. This paper assesses relevant aspects of trust and applies the assessed concepts to propose a semi-automated system for the management of Sustainability and Evolution of trust in organizations participating in specific objective in a networked organizations environment.

Keywords: Trust evolution, trust sustainability, networked organizations, dynamic trust.

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4520 Online Estimation of Clutch Drag Torque in Wet Dual Clutch Transmission Based on Recursive Least Squares

Authors: Hongkui Li, Tongli Lu , Jianwu Zhang

Abstract:

This paper focuses on developing an estimation method of clutch drag torque in wet DCT. The modelling of clutch drag torque is investigated. As the main factor affecting the clutch drag torque, dynamic viscosity of oil is discussed. The paper proposes an estimation method of clutch drag torque based on recursive least squares by utilizing the dynamic equations of gear shifting synchronization process. The results demonstrate that the estimation method has good accuracy and efficiency.

Keywords: Clutch drag torque, wet DCT, dynamic viscosity, recursive least squares.

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4519 Stability Analysis of Three-Lobe Journal Bearing Lubricated with a Micropolar Fluids

Authors: Boualem Chetti

Abstract:

In this paper, the dynamic characteristics of a threelobe journal bearing lubricated with micropolar fluids are determined by the linear stability theory. Lubricating oil containing additives and contaminants is modelled as micropolar fluid. The modified Reynolds equation is obtained using the micropolar lubrication theory .The finite difference technique has been used to determine the solution of the modified Reynolds equation. The dynamic characteristics in terms of stiffness, damping coefficients, the critical mass and whirl ratio are determined for various values of size of material characteristic length and the coupling number. The computed results show that the three-lobe bearing lubricated with micropolar fluid exhibits better stability compared with that lubricated with Newtonian fluid. According to the results obtained, the effect of the parameter micropolar fluid is remarkable on the dynamic characteristics and stability of the three-lobe bearing.

Keywords: Three-lobe bearings, Micropolar fluid, Dynamic characteristics, Stability analysis.

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4518 Research of Dynamic Location Referencing Method Based On Intersection and Link Partition

Authors: Lv Wei-feng, Dai Xi, Zhu Tong-yu

Abstract:

Dynamic location referencing method is an important technology to shield map differences. These method references objects of the road network by utilizing condensed selection of its real-world geographic properties stored in a digital map database, which overcomes the defections existing in pre-coded location referencing methods. The high attributes completeness requirements and complicated reference point selection algorithm are the main problems of recent researches. Therefore, a dynamic location referencing algorithm combining intersection points selected at the extremities compulsively and road link points selected according to link partition principle was proposed. An experimental system based on this theory was implemented. The tests using Beijing digital map database showed satisfied results and thus verified the feasibility and practicability of this method.

Keywords: Dynamic location referencing, inter-sectionreferencing, road link partition, road link point referencing.

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4517 An Agent Oriented Architecture to Supply Dynamic Document Generation in ERP Systems

Authors: Hassan Haghighi, Seyedeh Zahra Hosseini, Seyedeh Elahe Jalambadani

Abstract:

One of the most important aspects expected from an ERP system is to mange user\administrator manual documents dynamically. Since an ERP package is frequently changed during its implementation in customer sites, it is often needed to add new documents and/or apply required changes to existing documents in order to cover new or changed capabilities. The worse is that since these changes occur continuously, the corresponding documents should be updated dynamically; otherwise, implementing the ERP package in the organization encounters serious risks. In this paper, we propose a new architecture which is based on the agent oriented vision and supplies the dynamic document generation expected from ERP systems using several independent but cooperative agents. Beside the dynamic document generation which is the main issue of this paper, the presented architecture will address some aspects of intelligence and learning capabilities existing in ERP.

Keywords: enterprise resource planning, dynamic documentgeneration, software architecture, agent oriented architecture, learning, intelligence

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4516 Simulation and 40 Years of Object-Oriented Programming

Authors: Eugene Kindler

Abstract:

2007 is a jubilee year: in 1967, programming language SIMULA 67 was presented, which contained all aspects of what was later called object-oriented programming. The present paper contains a description of the development unto the objectoriented programming, the role of simulation in this development and other tools that appeared in SIMULA 67 and that are nowadays called super-object-oriented programming.

Keywords: Simulation, super-object-oriented programming, object-oriented programming, SIMULA.

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4515 Forward Simulation of a Parallel Hybrid Vehicle and Fuzzy Controller Design for Driving/Regenerative Propose

Authors: Peyman Naderi, Ali Farhadi, S. Mohammad Taghi Bathaee

Abstract:

One of the best ways for achievement of conventional vehicle changing to hybrid case is trustworthy simulation result and using of driving realities. For this object, in this paper, at first sevendegree- of-freedom dynamical model of vehicle will be shown. Then by using of statically model of engine, gear box, clutch, differential, electrical machine and battery, the hybrid automobile modeling will be down and forward simulation of vehicle for pedals to wheels power transformation will be obtained. Then by design of a fuzzy controller and using the proper rule base, fuel economy and regenerative braking will be marked. Finally a series of MATLAB/SIMULINK simulation results will be proved the effectiveness of proposed structure.

Keywords: Hybrid, Driving, Fuzzy, Regeneration.

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4514 Dynamic Correlations and Portfolio Optimization between Islamic and Conventional Equity Indexes: A Vine Copula-Based Approach

Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.

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4513 Numerical Investigation of Pressure Drop and Erosion Wear by Computational Fluid Dynamics Simulation

Authors: Praveen Kumar, Nitin Kumar, Hemant Kumar

Abstract:

The modernization of computer technology and commercial computational fluid dynamic (CFD) simulation has given better detailed results as compared to experimental investigation techniques. CFD techniques are widely used in different field due to its flexibility and performance. Evaluation of pipeline erosion is complex phenomenon to solve by numerical arithmetic technique, whereas CFD simulation is an easy tool to resolve that type of problem. Erosion wear behaviour due to solid–liquid mixture in the slurry pipeline has been investigated using commercial CFD code in FLUENT. Multi-phase Euler-Lagrange model was adopted to predict the solid particle erosion wear in 22.5° pipe bend for the flow of bottom ash-water suspension. The present study addresses erosion prediction in three dimensional 22.5° pipe bend for two-phase (solid and liquid) flow using finite volume method with standard k-ε turbulence, discrete phase model and evaluation of erosion wear rate with varying velocity 2-4 m/s. The result shows that velocity of solid-liquid mixture found to be highly dominating parameter as compared to solid concentration, density, and particle size. At low velocity, settling takes place in the pipe bend due to low inertia and gravitational effect on solid particulate which leads to high erosion at bottom side of pipeline.

Keywords: Computational fluid dynamics, erosion, slurry transportation, k-ε Model.

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4512 A Continuous Time Sigma Delta Modulators Using CMOS Current Conveyors

Authors: E. Farshidi, N. Ahmadpoor

Abstract:

In this paper, a alternative structure method for continuous time sigma delta modulator is presented. In this modulator for implementation of integrators in loop filter second generation current conveyors are employed. The modulator is designed in CMOS technology and features low power consumption (<2.8mW), low supply voltage (±1.65), wide dynamic range (>65db), and with 180khZ bandwidth. Simulation results confirm that this design is suitable for data converters.

Keywords: Current Conveyor, continuous, sigma delta, MOS, modulator

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