Search results for: structural equation model
8432 A New Derivative-Free Quasi-Secant Algorithm For Solving Non-Linear Equations
Authors: F. Soleymani, M. Sharifi
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Most of the nonlinear equation solvers do not converge always or they use the derivatives of the function to approximate the root of such equations. Here, we give a derivative-free algorithm that guarantees the convergence. The proposed two-step method, which is to some extent like the secant method, is accompanied with some numerical examples. The illustrative instances manifest that the rate of convergence in proposed algorithm is more than the quadratically iterative schemes.Keywords: Non-linear equation, iterative methods, derivative-free, convergence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17758431 Two Iterative Algorithms to Compute the Bisymmetric Solution of the Matrix Equation A1X1B1 + A2X2B2 + ... + AlXlBl = C
Authors: A.Tajaddini
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In this paper, two matrix iterative methods are presented to solve the matrix equation A1X1B1 + A2X2B2 + ... + AlXlBl = C the minimum residual problem l i=1 AiXiBi−CF = minXi∈BRni×ni l i=1 AiXiBi−CF and the matrix nearness problem [X1, X2, ..., Xl] = min[X1,X2,...,Xl]∈SE [X1,X2, ...,Xl] − [X1, X2, ..., Xl]F , where BRni×ni is the set of bisymmetric matrices, and SE is the solution set of above matrix equation or minimum residual problem. These matrix iterative methods have faster convergence rate and higher accuracy than former methods. Paige’s algorithms are used as the frame method for deriving these matrix iterative methods. The numerical example is used to illustrate the efficiency of these new methods.
Keywords: Bisymmetric matrices, Paige’s algorithms, Least square.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13938430 The Direct Updating of Damping and Gyroscopic Matrices using Incomplete Complex Test Data
Authors: Jiashang Jiang, Yongxin Yuan
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In this paper we develop an efficient numerical method for the finite-element model updating of damped gyroscopic systems based on incomplete complex modal measured data. It is assumed that the analytical mass and stiffness matrices are correct and only the damping and gyroscopic matrices need to be updated. By solving a constrained optimization problem, the optimal corrected symmetric damping matrix and skew-symmetric gyroscopic matrix complied with the required eigenvalue equation are found under a weighted Frobenius norm sense.
Keywords: Model updating, damped gyroscopic system, partially prescribed spectral information.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17878429 Box Counting Dimension of the Union L of Trinomial Curves When α ≥ 1
Authors: Kaoutar Lamrini Uahabi, Mohamed Atounti
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In the present work, we consider one category of curves denoted by L(p, k, r, n). These curves are continuous arcs which are trajectories of roots of the trinomial equation zn = αzk + (1 − α), where z is a complex number, n and k are two integers such that 1 ≤ k ≤ n − 1 and α is a real parameter greater than 1. Denoting by L the union of all trinomial curves L(p, k, r, n) and using the box counting dimension as fractal dimension, we will prove that the dimension of L is equal to 3/2.Keywords: Feasible angles, fractal dimension, Minkowski sausage, trinomial curves, trinomial equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6318428 Study of Structural and Electronic Properties of Ternary PdMnGe Half-Heusler Alloy
Authors: F. Bendahma, M. Mana, B. Bestani, S. Bentata
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This study deals with the structural and electronic properties of ternary PdMnGe Half-Heusler alloy using the full potential linearized augmented plane wave (FP-LAPW) method based on the density functional theory (DFT) as implemented in the WIEN2k package, within the framework of generalized gradient approximation (GGA). Structural parameters, total and partial densities of states were also analyzed. The obtained result shows that the studied material is metallic in GGA treatment. The elastic constants (Cij) show that our compound is ductile, stiff and anisotropic.
Keywords: Full potential linearized augmented plane wave, generalized gradient approximation treatment, Half-Heusler, structural and electronic properties.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6488427 Structure Based Computational Analysis and Molecular Phylogeny of C- Phycocyanin Gene from the Selected Cyanobacteria
Authors: N. Reehana, A. Parveez Ahamed, D. Mubarak Ali, A. Suresh, R. Arvind Kumar, N. Thajuddin
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Cyanobacteria play a vital role in the production of phycobiliproteins that includes phycocyanin and phycoerythrin pigments. Phycocyanin and related phycobiliproteins have wide variety of application that is used in the food, biotechnology and cosmetic industry because of their color, fluorescent and antioxidant properties. The present study is focused to understand the pigment at molecular level in the Cyanobacteria Oscillatoria terebriformis NTRI05 and Oscillatoria foreaui NTRI06. After extraction of genomic DNA, the amplification of C-Phycocyanin gene was done with the suitable primer PCβF and PCαR and the sequencing was performed. Structural and Phylogenetic analysis was attained using the sequence to develop a molecular model.
Keywords: Cyanobacteria, C-Phycocyanin gene, Phylogenetic analysis, Structural analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30608426 Strategy for Optimal Configuration Design of Existing Structures by Topology and Shape Optimization Tools
Authors: Waqas Saleem, Fan Yuqing
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A strategy is implemented to find the improved configuration design of an existing aircraft structure by executing topology and shape optimizations. Structural analysis of the Initial Design Space is performed in ANSYS under the loads pertinent to operating and ground conditions. By using the FEA results and data, an initial optimized layout configuration is attained by exploiting nonparametric topology optimization in TOSCA software. Topological optimized surfaces are then smoothened and imported in ANSYS to develop the geometrical features. Nodes at the critical locations of resulting voids are selected for sketching rough profiles. Rough profiles are further refined and CAD feasible geometric features are generated. The modified model is then analyzed under the same loadings and constraints as defined for topology optimization. Shape at the peak stress concentration areas are further optimized by exploiting the shape optimization in TOSCA.shape module. The harmonized stressed model with the modified surfaces is then imported in CATIA to develop the final design.
Keywords: Structural optimization, Topology optimization, Shape optimization, Tail fin
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28108425 Design and Analysis of a Piezoelectric-Based AC Current Measuring Sensor
Authors: Easa Ali Abbasi, Akbar Allahverdizadeh, Reza Jahangiri, Behnam Dadashzadeh
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Electrical current measurement is a suitable method for the performance determination of electrical devices. There are two contact and noncontact methods in this measuring process. Contact method has some disadvantages like having direct connection with wire which may endamage the system. Thus, in this paper, a bimorph piezoelectric cantilever beam which has a permanent magnet on its free end is used to measure electrical current in a noncontact way. In mathematical modeling, based on Galerkin method, the governing equation of the cantilever beam is solved, and the equation presenting the relation between applied force and beam’s output voltage is presented. Magnetic force resulting from current carrying wire is considered as the external excitation force of the system. The results are compared with other references in order to demonstrate the accuracy of the mathematical model. Finally, the effects of geometric parameters on the output voltage and natural frequency are presented.
Keywords: Cantilever beam, electrical current measurement, forced excitation, piezoelectric.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10778424 The Impact of Parent Involvement in Preschool Disabled Children
Authors: Sheng-Min Cheng
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The purpose of this study was to investigate the relationship between parent involvement and preschool disabled children’s development. Parents of 3 year old disabled children (N=440) and 5 year old disabled children (N=937) participating in the Special Needs Education Longitudinal Study were interviewed or answered the web design questionnaire about their actions in parenting their disabled children. These children’s developments were also evaluated by their teachers. Data were analyzed using Structural Equation Modeling. Results were showed by tables and figures. Based on the results, the researcher made some suggestions for future studies.
Keywords: Child development, longitudinal data analysis, parent involvement, preschool disabled children.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22378423 Heat Transfer, Fluid Flow, and Metallurgical Transformations in Arc Welding: Application to 16MND5 Steel
Authors: F. Roger, A. Traidia, B. Reynier
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Arc welding creates a weld pool to realize continuity between pieces of assembly. The thermal history of the weld is dependent on heat transfer and fluid flow in the weld pool. The metallurgical transformation during welding and cooling are modeled in the literature only at solid state neglecting the fluid flow. In the present paper we associate a heat transfer – fluid flow and metallurgical model for the 16MnD5 steel. The metallurgical transformation model is based on Leblond model for the diffusion kinetics and on the Koistinen-Marburger equation for Marteniste transformation. The predicted thermal history and metallurgical transformations are compared to a simulation without fluid phase. This comparison shows the great importance of the fluid flow modeling.
Keywords: Arc welding, Weld pool, Fluid flow, Metallurgical transformations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16068422 Numerical Investigation of Displacement Ventilation Effectiveness
Authors: Ramy H. Mohammed
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Displacement ventilation of a room with an occupant is modeled using CFD. The geometry of manikin is accurately represented in CFD model to minimize potential. Indoor zero equation turbulence model is used to simulate all cases and the effect of the thermal radiation from manikin is taken into account. After validation of the code, predicted mean vote, mean age of air, and ventilation effectiveness are used to predict the thermal comfort zones and indoor air quality. The effect of the inlet velocity and temperature on the thermal comfort and indoor air quality is investigated. The results show that the inlet velocity has great effect on the thermal comfort and indoor air quality and low inlet velocity is sufficient to establish comfortable conditions inside the room. In addition, the displacement ventilation system achieves not only thermal comfort in ventilated rooms, but also energy saving of fan power.
Keywords: Displacement ventilation, Energy saving, Thermal comfort, Turbulence model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25958421 3D Numerical Simulation of Scouring around Bridge Piers (Case Study: Bridge 524 Crosses the Tanana River)
Authors: T. Esmaeili, A. A. Dehghani, A. R. Zahiri, K. Suzuki
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Due to the three- dimensional flow pattern interacting with bed material, the process of local scour around bridge piers is complex. Modeling 3D flow field and scour hole evolution around a bridge pier is more feasible nowadays because the computational cost and computational time have significantly decreased. In order to evaluate local flow and scouring around a bridge pier, a completely three-dimensional numerical model, SSIIM program, was used. The model solves 3-D Navier-Stokes equations and a bed load conservation equation. The model was applied to simulate local flow and scouring around a bridge pier in a large natural river with four piers. Computation for 1 day of flood condition was carried out to predict the maximum local scour depth. The results show that the SSIIM program can be used efficiently for simulating the scouring in natural rivers. The results also showed that among the various turbulence models, the k-ω model gives more reasonable results.
Keywords: Bridge piers, flood, numerical simulation, SSIIM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29048420 Experimental Modal Analysis and Model Validation of Antenna Structures
Authors: B.R. Potgieter, G. Venter
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Numerical design optimization is a powerful tool that can be used by engineers during any stage of the design process. There are many different applications for structural optimization. A specific application that will be discussed in the following paper is experimental data matching. Data obtained through tests on a physical structure will be matched with data from a numerical model of that same structure. The data of interest will be the dynamic characteristics of an antenna structure focusing on the mode shapes and modal frequencies. The structure used was a scaled and simplified model of the Karoo Array Telescope-7 (KAT-7) antenna structure. This kind of data matching is a complex and difficult task. This paper discusses how optimization can assist an engineer during the process of correlating a finite element model with vibration test data.Keywords: Finite Element Model (FEM), Karoo Array Telescope(KAT-7), modal frequencies, mode shapes, optimization, shape optimization, size optimization, vibration tests
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18528419 Extending Global Full Orthogonalization method for Solving the Matrix Equation AXB=F
Authors: Fatemeh Panjeh Ali Beik
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In the present work, we propose a new method for solving the matrix equation AXB=F . The new method can be considered as a generalized form of the well-known global full orthogonalization method (Gl-FOM) for solving multiple linear systems. Hence, the method will be called extended Gl-FOM (EGl- FOM). For implementing EGl-FOM, generalized forms of block Krylov subspace and global Arnoldi process are presented. Finally, some numerical experiments are given to illustrate the efficiency of our new method.Keywords: Matrix equations, Iterative methods, Block Krylovsubspace methods.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19938418 A Superior Delay Estimation Model for VLSI Interconnect in Current Mode Signaling
Authors: Sunil Jadav, Rajeevan Chandel Munish Vashishath
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Today’s VLSI networks demands for high speed. And in this work the compact form mathematical model for current mode signalling in VLSI interconnects is presented.RLC interconnect line is modelled using characteristic impedance of transmission line and inductive effect. The on-chip inductance effect is dominant at lower technology node is emulated into an equivalent resistance. First order transfer function is designed using finite difference equation, Laplace transform and by applying the boundary conditions at the source and load termination. It has been observed that the dominant pole determines system response and delay in the proposed model. The novel proposed current mode model shows superior performance as compared to voltage mode signalling. Analysis shows that current mode signalling in VLSI interconnects provides 2.8 times better delay performance than voltage mode. Secondly the damping factor of a lumped RLC circuit is shown to be a useful figure of merit.
Keywords: Current Mode, Voltage Mode, VLSI Interconnect.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24508417 Development of a Numerical Model to Predict Wear in Grouted Connections for Offshore Wind Turbine Generators
Authors: Paul Dallyn, Ashraf El-Hamalawi, Alessandro Palmeri, Bob Knight
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In order to better understand the long term implications of the grout wear failure mode in large-diameter plainsided grouted connections, a numerical model has been developed and calibrated that can take advantage of existing operational plant data to predict the wear accumulation for the actual load conditions experienced over a given period, thus limiting the requirement for expensive monitoring systems. This model has been derived and calibrated based on site structural condition monitoring (SCM) data and supervisory control and data acquisition systems (SCADA) data for two operational wind turbine generator substructures afflicted with this challenge, along with experimentally derived wear rates.
Keywords: Grouted Connection, Numerical Model, Offshore Structure, Wear, Wind Energy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26588416 Investigating the Individual Difference Antecedents of Perceived Enjoyment in the Acceptance of Blogging
Authors: Yi-Shun Wang, Hsin-Hui Lin, Yi-Wen Liao
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With the proliferation of Weblogs (blogs) use in educational contexts, gaining a better understanding of why students are willing to utilize blog systems has become an important topic for practitioners and academics. While perceived enjoyment has been found to have a significant influence on behavioral intentions to use blogs or hedonic systems, few studies have investigated the antecedents of perceived enjoyment in the acceptance of blogging. The main purpose of the present study is to explore the individual difference antecedents of perceived enjoyment and examine how they influence behavioral intention to blog through the mediation of perceived enjoyment. Based on the previous literature, the Big Five personality traits (i.e., extraversion, agreeableness, conscientiousness, neuroticism, and openness to experience), as well as computer self-efficacy and personal innovation in information technology (PIIT), are hypothesized as potential antecedents of perceived enjoyment in the acceptance of blogging. Data collected from 358 respondents in Taiwan are tested against the research model using the structural equation modeling approach. The results indicate that extraversion, agreeableness, conscientiousness, and PIIT have a significant influence on perceived enjoyment, which in turn significantly influences the behavioral intention to blog. These findings lead to several important implications for future research.Keywords: Individual difference, Big Five personality traits, perceived enjoyment, blogging
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21128415 Stress Analysis of Spider Gear Using Structural Steel on ANSYS
Authors: Roman Kalvin, Anam Nadeem, Shahab Khushnood
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Differential is an integral part of four wheeled vehicle, and its main function is to transmit power from drive shaft to wheels. Differential assembly allows both rear wheels to turn at different speed along curved paths. It consists of four gears which are assembled together namely pinion, ring, spider and bevel gears. This research focused on the spider gear and its static structural analysis using ANSYS. The main aim was to evaluate the distribution of stresses on the teeth of the spider gear. This study also analyzed total deformation that may occur during its working along with bevel gear that is meshed with spider gear. Structural steel was chosen for spider gear in this research. Modeling and assembling were done on SolidWorks for both spider and bevel gear. They were assembled exactly same as in a differential assembly. This assembly was then imported to ANSYS. After observing results that maximum amount of stress and deformation was produced in the spider gear, it was concluded that structural steel material for spider gear possesses greater amount of strength to bear maximum stress.
Keywords: Differential, spider gear, ANSYS, structural steel.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10718414 Solving of the Fourth Order Differential Equations with the Neumann Problem
Authors: Marziyeh Halimi, Roushanak Lotfikar, Simin Mansouri Borojeni
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In this paper we considered the Neumann problem for the fourth order differential equation. First we define the weighted Sobolev space 2 Wα and generalized solution for this equation. Then we consider the existence and uniqueness of the generalized solution, as well as give the description of the spectrum and of the domain of definition of the corresponding operator.Keywords: Neumann problem, weighted Sobolev spaces, generalized solution, spectrum of linear operators.2000 mathematic subject classification: 34A05, 34A30.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14278413 Comparison of Finite Difference Schemes for Water Flow in Unsaturated Soils
Authors: H. Taheri Shahraiyni, B. Ataie Ashtiani
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Flow movement in unsaturated soil can be expressed by a partial differential equation, named Richards equation. The objective of this study is the finding of an appropriate implicit numerical solution for head based Richards equation. Some of the well known finite difference schemes (fully implicit, Crank Nicolson and Runge-Kutta) have been utilized in this study. In addition, the effects of different approximations of moisture capacity function, convergence criteria and time stepping methods were evaluated. Two different infiltration problems were solved to investigate the performance of different schemes. These problems include of vertical water flow in a wet and very dry soils. The numerical solutions of two problems were compared using four evaluation criteria and the results of comparisons showed that fully implicit scheme is better than the other schemes. In addition, utilizing of standard chord slope method for approximation of moisture capacity function, automatic time stepping method and difference between two successive iterations as convergence criterion in the fully implicit scheme can lead to better and more reliable results for simulation of fluid movement in different unsaturated soils.Keywords: Finite Difference methods, Richards equation, fullyimplicit, Crank-Nicolson, Runge-Kutta.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23768412 An Advanced Exponential Model for Seismic Isolators Having Hardening or Softening Behavior at Large Displacements
Authors: Nicolò Vaiana, Giorgio Serino
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In this paper, an advanced Nonlinear Exponential Model (NEM), able to simulate the uniaxial dynamic behavior of seismic isolators having a continuously decreasing tangent stiffness with increasing displacement in the relatively large displacements range and a hardening or softening behavior at large displacements, is presented. The mathematical model is validated by comparing the experimental force-displacement hysteresis loops obtained during cyclic tests, conducted on a helical wire rope isolator and a recycled rubber-fiber reinforced bearing, with those predicted analytically. Good agreement between the experimental and simulated results shows that the proposed model can be an effective numerical tool to predict the force-displacement relationship of seismic isolation devices within the large displacements range. Compared to the widely used Bouc-Wen model, unable to simulate the response of seismic isolators at large displacements, the proposed one allows to avoid the numerical solution of a first order nonlinear ordinary differential equation for each time step of a nonlinear time history analysis, thus reducing the computation effort. Furthermore, the proposed model can simulate the smooth transition of the hysteresis loops from small to large displacements by adopting only one set of five parameters determined from the experimental hysteresis loops having the largest amplitude.Keywords: Base isolation, hardening behavior, nonlinear exponential model, seismic isolators, softening behavior.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8868411 Positive Solutions for Boundary Value Problems of Fourth-Order Nonlinear Singular Differential Equations in Banach Space
Authors: Li Xiguang
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In this paper, by constructing a special non-empty closed convex set and utilizing M¨onch fixed point theory, we investigate the existence of solution for a class of fourth-order singular differential equation in Banach space, which improved and generalized the result of related paper.
Keywords: Banach space, cone, fixed point index, singular differential equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16758410 Radiation Heat Transfer Effect in Solid Oxide Fuel Cell: Application of the Lattice Boltzmann Method
Authors: Imen Mejri, Ahmed Mahmoudi, Mohamed A. Abbassi, Ahmed Omri
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The radiation effect within the solid anode, electrolyte, and cathode SOFC layers problem has been investigated in this paper. Energy equation is solved by the Lattice Boltzmann method (LBM). The Rosseland method is used to model the radiative transfer in the electrodes. The Schuster-Schwarzschild method is used to model the radiative transfer in the electrolyte. Without radiative effect, the found results are in good agreement with those published. The obtained results show that the radiative effect can be neglected.
Keywords: SOFC, lattice Boltzmann method, conduction, radiation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24518409 Explicit Solution of an Investment Plan for a DC Pension Scheme with Voluntary Contributions and Return Clause under Logarithm Utility
Authors: Promise A. Azor, Avievie Igodo, Esabai M. Ase
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The paper merged the return of premium clause and voluntary contributions to investigate retirees’ investment plan in a defined contributory (DC) pension scheme with a portfolio comprising of a risk-free asset and a risky asset whose price process is described by geometric Brownian motion (GBM). The paper considers additional voluntary contributions paid by members, charge on balance by pension fund administrators and the mortality risk of members of the scheme during the accumulation period by introducing return of premium clause. To achieve this, the Weilbull mortality force function is used to establish the mortality rate of members during accumulation phase. Furthermore, an optimization problem from the Hamilton Jacobi Bellman (HJB) equation is obtained using dynamic programming approach. Also, the Legendre transformation method is used to transform the HJB equation which is a nonlinear partial differential equation to a linear partial differential equation and solves the resultant equation for the value function and the optimal distribution plan under logarithm utility function. Finally, numerical simulations of the impact of some important parameters on the optimal distribution plan were obtained and it was observed that the optimal distribution plan is inversely proportional to the initial fund size, predetermined interest rate, additional voluntary contributions, charge on balance and instantaneous volatility.
Keywords: Legendre transform, logarithm utility, optimal distribution plan, return clause of premium, charge on balance, Weibull mortality function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2088408 Entrepreneurs’ Perceptions of the Economic, Social and Physical Impacts of Tourism
Authors: Oktay Emir
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The objective of this study is to determine how entrepreneurs perceive the economic, social and physical impacts of tourism. The study was conducted in the city of Afyonkarahisar, Turkey, which is rich in thermal tourism resources and investments. A survey was used as the data collection method, and the questionnaire was applied to 472 entrepreneurs. A simple random sampling method was used to identify the sample. Independent sampling t-tests and ANOVA tests were used to analyse the data obtained. Additionally, some statistically significant differences (p<0.05) were found based on the participants’ demographic characteristics regarding their opinions about the social, economic and physical impacts of tourism activities.Keywords: Tourism, perception, entrepreneurship, entrepreneurs, structural equation modelling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12328407 Mean-Variance Optimization of Portfolios with Return of Premium Clauses in a DC Pension Plan with Multiple Contributors under Constant Elasticity of Variance Model
Authors: Bright O. Osu, Edikan E. Akpanibah, Chidinma Olunkwa
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In this paper, mean-variance optimization of portfolios with the return of premium clauses in a defined contribution (DC) pension plan with multiple contributors under constant elasticity of variance (CEV) model is studied. The return clauses which permit death members to claim their accumulated wealth are considered, the remaining wealth is not equally distributed by the remaining members as in literature. We assume that before investment, the surplus which includes funds of members who died after retirement adds to the total wealth. Next, we consider investments in a risk-free asset and a risky asset to meet up the expected returns of the remaining members and obtain an optimized problem with the help of extended Hamilton Jacobi Bellman equation. We obtained the optimal investment strategies for the two assets and the efficient frontier of the members by using a stochastic optimal control technique. Furthermore, we studied the effect of the various parameters of the optimal investment strategies and the effect of the risk-averse level on the efficient frontier. We observed that the optimal investment strategy is the same as in literature, secondly, we observed that the surplus decreases the proportion of the wealth invested in the risky asset.
Keywords: DC pension fund, Hamilton Jacobi Bellman equation, optimal investment strategies, stochastic optimal control technique, return of premiums clauses, mean-variance utility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7758406 An Experimental Investigation on the Droplet Behavior Impacting a Hot Surface above the Leidenfrost Temperature
Authors: Khaleel Sami Hamdan, Dong-Eok Kim, Sang-Ki Moon
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An appropriate model to predict the size of the droplets resulting from the break-up with the structures will help in a better understanding and modeling of the two-phase flow calculations in the simulation of a reactor core loss-of-coolant accident (LOCA). A droplet behavior impacting on a hot surface above the Leidenfrost temperature was investigated. Droplets of known size and velocity were impacted to an inclined plate of hot temperature, and the behavior of the droplets was observed by a high-speed camera. It was found that for droplets of Weber number higher than a certain value, the higher the Weber number of the droplet the smaller the secondary droplets. The COBRA-TF model over-predicted the measured secondary droplet sizes obtained by the present experiment. A simple model for the secondary droplet size was proposed using the mass conservation equation. The maximum spreading diameter of the droplets was also compared to previous correlations and a fairly good agreement was found. A better prediction of the heat transfer in the case of LOCA can be obtained with the presented model.
Keywords: Break-up, droplet, impact, inclined hot plate, Leidenfrost temperature, LOCA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23718405 Effects of Opening Shape and Location on the Structural Strength of R.C. Deep Beams with Openings
Authors: Haider M. Alsaeq
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This research investigates the effects of the opening shape and location on the structural behavior of reinforced concrete deep beam with openings, while keeping the opening size unchanged. The software ANSYS 12.1 is used to handle the nonlinear finite element analysis. The ultimate strength of reinforced concrete deep beam with opening obtained by ANSYS 12.1 shows fair agreement with the experimental results, with a difference of no more than 20%. The present work concludes that the opening location has much more effect on the structural strength than the opening shape. It was concluded that placing the openings near the upper corners of the deep beam may double the strength, and the use of a rectangular narrow opening, with the long sides in the horizontal direction, can save up to 40% of structural strength of the deep beam.Keywords: Deep Beams, Finite Element, Opening, Reinforced Concrete.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 42928404 Analytical Solution of Time-Harmonic Torsional Vibration of a Cylindrical Cavity in a Half-Space
Authors: M.Eskandari-Ghadi, M.Mahmoodian
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In this article an isotropic linear elastic half-space with a cylindrical cavity of finite length is considered to be under the effect of a ring shape time-harmonic torsion force applied at an arbitrary depth on the surface of the cavity. The equation of equilibrium has been written in a cylindrical coordinate system. By means of Fourier cosine integral transform, the non-zero displacement component is obtained in the transformed domain. With the aid of the inversion theorem of the Fourier cosine integral transform, the displacement is obtained in the real domain. With the aid of boundary conditions, the involved boundary value problem for the fundamental solution is reduced to a generalized Cauchy singular integral equation. Integral representation of the stress and displacement are obtained, and it is shown that their degenerated form to the static problem coincides with existing solutions in the literature.Keywords: Cosine transform, Half space, Isotropic, Singular integral equation, Torsion
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15618403 HOPF Bifurcation of a Predator-prey Model with Time Delay and Habitat Complexity
Authors: Li Hongwei
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In this paper, a predator-prey model with time delay and habitat complexity is investigated. By analyzing the characteristic equations, the local stability of each feasible equilibria of the system is discussed and the existence of a Hopf bifurcation at the coexistence equilibrium is established. By choosing the sum of two delays as a bifurcation parameter, we show that Hopf bifurcations can occur as crosses some critical values. By deriving the equation describing the flow on the center manifold, we can determine the direction of the Hopf bifurcations and the stability of the bifurcating periodic solutions. Numerical simulations are carried out to illustrate the main theoretical results.
Keywords: Predator-prey system, delay, habitat complexity, HOPF bifurcation.
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