Search results for: Characteristic Equation

Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

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Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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Authors: H. Bensouilah, H. Boucherit, M. Lahmar

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A theoretical investigation on the effects of both steady-state and dynamic deformations of the foils on the dynamic performance characteristics of a self-acting air foil journal bearing operating under small harmonic vibrations is proposed. To take into account the dynamic deformations of foils, the perturbation method is used for determining the gas-film stiffness and damping coefficients for given values of excitation frequency, compressibility number, and compliance factor of the bump foil. The nonlinear stationary Reynolds’ equation is solved by means of the Galerkins’ finite element formulation while the finite differences method are used to solve the first order complex dynamic equations resulting from the perturbation of the nonlinear transient compressible Reynolds’ equation. The stiffness of a bump is uniformly distributed throughout the bearing surface (generation I bearing). It was found that the dynamic properties of the compliant finite length journal bearing are significantly affected by the compliance of foils especially whenthe dynamic deformation of foils is considered in addition to the static one by applying the principle of superposition.

Keywords: Elasto-aerodynamic lubrication, Air foil bearing, Steady-state deformation, Dynamic deformation, Stiffness and damping coefficients, Perturbation method, Fluid-structure interaction, Galerk infinite element method, Finite difference method.

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Authors: Chong Zhang, Mu-Xuan Tao

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In several earthquakes, numerous reinforced concrete (RC) frames subjected to seismic excitation demonstrated a collapse pattern characterized by column hinges, though designed according to the Strong-Column-Weak-Beam (S-C-W-B) criteria. The effect of biaxial seismic excitation on the disparity between design and actual performance is carefully investigated in this article. First, a modified load contour method is proposed to derive a closed-form equation of biaxial bending moment strength, which is verified by numerical and experimental tests. Afterwards, a group of time history analyses of a simple frame modeled by fiber beam-column elements subjected to biaxial seismic excitation are conducted to verify that the current S-C-W-B criteria are not adequate to prevent the occurrence of column hinges. A biaxial over-strength factor is developed based on the proposed equation, and the reinforcement of columns is appropriately amplified with this factor to prevent the occurrence of column hinges under biaxial excitation, which is proved to be effective by another group of time history analyses.

Keywords: Biaxial bending moment strength, biaxial seismic excitation, fiber beam-column model, load contour method, strong-column-weak-beam.

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Authors: Kelong Zheng, Shouming Zhong

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A new nonlinear sum-difference inequality in two variables which generalize some existing results and can be used as handy tools in the analysis of certain partial difference equation is discussed. An example to show boundedness of solutions of a difference value problem is also given.

Keywords: Sum-Difference inequality, Nonlinear, Boundedness.

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Authors: Hui-Min Lai, Chin-Pin Chen, Yung-Fu Chang

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The expectation-confirmation model (ECM) is one of the most widely used models for evaluating information system continuance, and this model has been extended to other study backgrounds, or expanded with other theoretical perspectives. However, combining ECM with other theories or investigating the background problem may produce some disparities, thus generating inaccurate conclusions. Habit is considered to be an important factor that influences the user’s continuance behavior. This paper thus critically examines seven pairs of relationships from the original ECM and the habit variable. A meta-analysis was used to tackle the development of ECM research over the last 10 years from a range of journals and conference papers published in 2005–2014. Forty-six journal articles and 19 conference papers were selected for analysis. The results confirm our prediction that a high effect size for the seven pairs of relationships was obtained (ranging from r=0.386 to r=0.588). Furthermore, a meta-analytic structural equation modeling was performed to simultaneously test all relationships. The results show that habit had a significant positive effect on continuance intention at p<=0.05 and that the six other pairs of relationships were significant at p<0.10. Based on the findings, we refined our original research model and an alternative model was proposed for understanding and predicting information system continuance. Some theoretical implications are also discussed.

Keywords: Expectation-confirmation theory, expectation- confirmation model, meta-analysis, meta-analytic structural equation modeling.

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Authors: Porntip Ruengtam

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This article is an extension of previous research presenting the relevant factors related to environmental perceptions, residential community, and the design of a healing environment, which have effects on the well-being and requirements of Thai elderly. Research methodology began with observations and interviews in three case studies in terms of the management processes and environment design of similar existing projects in Thailand. The interview results were taken to summarize with related theories and literature. A questionnaire survey was designed for data collection to confirm the factors of requirements in a residential community intended for the Thai elderly. A structural equation model (SEM) was formulated to explain the cause-effect factors for the requirements of a residential community for Thai elderly. The research revealed that the requirements of a residential community for Thai elderly were classified into three groups when utilizing a technique for exploratory factor analysis. The factors were comprised of (1) requirements for general facilities and activities, (2) requirements for facilities related to health and security, and (3) requirements for facilities related to physical exercise in the residential community. The results from the SEM showed the background of elderly people had a direct effect on their requirements for a residential community from various aspects. The results should lead to the formulation of policies for design and management of residential communities for the elderly in order to enhance quality of life as well as both the physical and mental health of the Thai elderly.

Keywords: Elderly, environmental design, residential community, structural equation modeling.

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Authors: Ju Young Lee, Jung-Seok Yang, Jaeyoung Choi

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The purpose of this paper primarily intends to develop GIS interface for estimating sequences of stream-flows at ungauged stations based on known flows at gauged stations. The integrated GIS interface is composed of three major steps. The first, precipitation characteristics using statistical analysis is the procedure for making multiple linear regression equation to get the long term mean daily flow at ungauged stations. The independent variables in regression equation are mean daily flow and drainage area. Traditionally, mean flow data are generated by using Thissen polygon method. However, method for obtaining mean flow data can be selected by user such as Kriging, IDW (Inverse Distance Weighted), Spline methods as well as other traditional methods. At the second, flow duration curve (FDC) is computing at unguaged station by FDCs in gauged stations. Finally, the mean annual daily flow is computed by spatial interpolation algorithm. The third step is to obtain watershed/topographic characteristics. They are the most important factors which govern stream-flows. In summary, the simulated daily flow time series are compared with observed times series. The results using integrated GIS interface are closely similar and are well fitted each other. Also, the relationship between the topographic/watershed characteristics and stream flow time series is highly correlated.

Keywords: Integrated GIS interface, spatial interpolation algorithm, FDC.

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Authors: Appanah Rao Appadu, Muhammad Zaid Dauhoo

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In this paper, we have combined some spatial derivatives with the optimised time derivative proposed by Tam and Webb in order to approximate the linear advection equation which is given by = 0. Ôêé Ôêé + Ôêé Ôêé x f t u These spatial derivatives are as follows: a standard 7-point 6 th -order central difference scheme (ST7), a standard 9-point 8 th -order central difference scheme (ST9) and optimised schemes designed by Tam and Webb, Lockard et al., Zingg et al., Zhuang and Chen, Bogey and Bailly. Thus, these seven different spatial derivatives have been coupled with the optimised time derivative to obtain seven different finite-difference schemes to approximate the linear advection equation. We have analysed the variation of the modified wavenumber and group velocity, both with respect to the exact wavenumber for each spatial derivative. The problems considered are the 1-D propagation of a Boxcar function, propagation of an initial disturbance consisting of a sine and Gaussian function and the propagation of a Gaussian profile. It is known that the choice of the cfl number affects the quality of results in terms of dissipation and dispersion characteristics. Based on the numerical experiments solved and numerical methods used to approximate the linear advection equation, it is observed in this work, that the quality of results is dependent on the choice of the cfl number, even for optimised numerical methods. The errors from the numerical results have been quantified into dispersion and dissipation using a technique devised by Takacs. Also, the quantity, Exponential Error for Low Dispersion and Low Dissipation, eeldld has been computed from the numerical results. Moreover, based on this work, it has been found that when the quantity, eeldld can be used as a measure of the total error. In particular, the total error is a minimum when the eeldld is a minimum.

Keywords: Optimised time derivative, dissipation, dispersion, cfl number, Nomenclature: k : time step, h : spatial step, β :advection velocity, r: cfl/Courant number, hkrβ= , w =θ, h : exact wave number, n :time level, RPE : Relative phase error per unit time step, AFM :modulus of amplification factor

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Authors: Worachat Wannawong, Usa W. Humphries, Prungchan Wongwises, Suphat Vongvisessomjai

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The three steps of the standard one-way nested grid for a regional scale of the third generation WAve Model Cycle 4 (WAMC4) is scrutinized. The model application is enabled to solve the energy balance equation on a coarse resolution grid in order to produce boundary conditions for a smaller area by the nested grid technique. In the present study, the model takes a full advantage of the fine resolution of wind fields in space and time produced by the available U.S. Navy Global Atmospheric Prediction System (NOGAPS) model with 1 degree resolution. The nested grid application of the model is developed in order to gradually increase the resolution from the open ocean towards the South China Sea (SCS) and the Gulf of Thailand (GoT) respectively. The model results were compared with buoy observations at Ko Chang, Rayong and Huahin locations which were obtained from the Seawatch project. In addition, the results were also compared with Satun based weather station which was provided from Department of Meteorology, Thailand. The data collected from this station presented the significant wave height (Hs) reached 12.85 m. The results indicated that the tendency of the Hs from the model in the spherical coordinate propagation with deep water condition in the fine grid domain agreed well with the Hs from the observations.

Keywords: energy balance equation, Gulf of Thailand, nested gridapplication, South China Sea, wave model.

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Authors: Siti Nor Hafizah binti Mohd Zaid, Mohamed Abdel-Maguid, Abdel-Hamid Soliman

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An Advance Driver Assistance System (ADAS) is a computer system on board a vehicle which is used to reduce the risk of vehicular accidents by monitoring factors relating to the driver, vehicle and environment and taking some action when a risk is identified. Much work has been done on assessing vehicle and environmental state but there is still comparatively little published work that tackles the problem of driver state. Visual attention is one such driver state. In fact, some researchers claim that lack of attention is the main cause of accidents as factors such as fatigue, alcohol or drug use, distraction and speeding all impair the driver-s capacity to pay attention to the vehicle and road conditions [1]. This seems to imply that the main cause of accidents is inappropriate driver behaviour in cases where the driver is not giving full attention while driving. The work presented in this paper proposes an ADAS system which uses an image based template matching algorithm to detect if a driver is failing to observe particular windscreen cells. This is achieved by dividing the windscreen into 24 uniform cells (4 rows of 6 columns) and matching video images of the driver-s left eye with eye-gesture templates drawn from images of the driver looking at the centre of each windscreen cell. The main contribution of this paper is to assess the accuracy of this approach using Receiver Operating Characteristic analysis. The results of our evaluation give a sensitivity value of 84.3% and a specificity value of 85.0% for the eye-gesture template approach indicating that it may be useful for driver point of regard determinations.

Keywords: Advanced Driver Assistance Systems, Eye-Tracking, Hazard Detection.

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Authors: A. Sunkar, A. Saraswati, Y. Santosa

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Controversies surrounding the impacts of oil palm plantations have resulted in some heated debates, especially concerning biodiversity loss and indigenous people well-being. The indigenous people of Dayak generally used wildlife to fulfill their daily needs thus were assumed to have experienced negative impacts due to oil palm developments within and surrounding their settlement areas. This study was conducted to identify the characteristics of the Dayak community settled around an oil palm plantation, to determine their perceptions of wildlife loss or gain as the results of the development of oil palm plantations, and to identify the determinant characteristic of the perceptions. The research was conducted on March 2018 in Nanga Tayap and Tajok Kayong Villages, which were located around the oil palm plantation of NTYE of Ketapang, West Kalimantan-Indonesia. Data were collected through in depth-structured interview, using closed and semi-open questionnaires and three-scale Likert statements. Interviews were conducted with 74 respondents using accidental sampling, and categorized into respondents who were dependent on oil palm for their livelihoods and those who were not. Data were analyzed using quantitative statistics method, Likert Scale, Chi-Square Test, Spearman Test, and Mann-Whitney Test. The research found that the indigenous Dayak people were aware of wildlife species loss and gain since the establishment of the plantation. Nevertheless, wildlife loss did not affect their social, economic, and cultural needs since they could find substitutions. It was found that prior to the plantation’s development, the local Dayak communities were already slowly experiencing some livelihood transitions through local village development. The only determinant characteristic of the community that influenced their perceptions of wildlife loss/gain was level of education.

Keywords: Wildlife, oil palm plantations, indigenous Dayak, biodiversity loss and gain.

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Authors: Shin-Hyung Cho, Dong-Kyu Kim, Seung-Young Kho

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Truck-involved crashes have higher crash severity than non-truck-involved crashes. There have been many studies about the frequency of crashes and the development of severity models, but those studies only analyzed the relationship between observed variables. To identify why more people are injured or killed when trucks are involved in the crash, we must examine to quantify the complex causal relationship between severity of the crash and risk factors by adopting the latent factors of crashes. The aim of this study was to develop a structural equation or model based on truck-involved and non-truck-involved crashes, including five latent variables, i.e. a crash factor, environmental factor, road factor, driver’s factor, and severity factor. To clarify the unique characteristics of truck-involved crashes compared to non-truck-involved crashes, a confirmatory analysis method was used. To develop the model, we extracted crash data from 10,083 crashes on Korean freeways from 2008 through 2014. The results showed that the most significant variable affecting the severity of a crash is the crash factor, which can be expressed by the location, cause, and type of the crash. For non-truck-involved crashes, the crash and environment factors increase severity of the crash; conversely, the road and driver factors tend to reduce severity of the crash. For truck-involved crashes, the driver factor has a significant effect on severity of the crash although its effect is slightly less than the crash factor. The multiple group analysis employed to analyze the differences between the heterogeneous groups of drivers.

Keywords: Crash severity, structural equation modeling, truck-involved crashes, multiple group analysis, crash on freeway.

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Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino

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The solution of the nonlinear dynamic equilibrium equations of base-isolated structures adopting a conventional monolithic solution approach, i.e. an implicit single-step time integration method employed with an iteration procedure, and the use of existing nonlinear analytical models, such as differential equation models, to simulate the dynamic behavior of seismic isolators can require a significant computational effort. In order to reduce numerical computations, a partitioned solution method and a one dimensional nonlinear analytical model are presented in this paper. A partitioned solution approach can be easily applied to base-isolated structures in which the base isolation system is much more flexible than the superstructure. Thus, in this work, the explicit conditionally stable central difference method is used to evaluate the base isolation system nonlinear response and the implicit unconditionally stable Newmark’s constant average acceleration method is adopted to predict the superstructure linear response with the benefit in avoiding iterations in each time step of a nonlinear dynamic analysis. The proposed mathematical model is able to simulate the dynamic behavior of seismic isolators without requiring the solution of a nonlinear differential equation, as in the case of widely used differential equation model. The proposed mixed explicit-implicit time integration method and nonlinear exponential model are adopted to analyze a three dimensional seismically isolated structure with a lead rubber bearing system subjected to earthquake excitation. The numerical results show the good accuracy and the significant computational efficiency of the proposed solution approach and analytical model compared to the conventional solution method and mathematical model adopted in this work. Furthermore, the low stiffness value of the base isolation system with lead rubber bearings allows to have a critical time step considerably larger than the imposed ground acceleration time step, thus avoiding stability problems in the proposed mixed method.

Keywords: Base-isolated structures, earthquake engineering, mixed time integration, nonlinear exponential model.

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Authors: Hee-Chang Lim

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The study aims to understand the surface pressure distribution around the bodies such as the suction pressure in the leading edge on the top and side-face when the aspect ratio of bodies and the wind direction are changed, respectively. We carried out the wind tunnel measurement and numerical simulation around a series of rectangular bodies (40^d×80^w×80^h, 80^d×80^w×80^h, 160^d×80^w×80^h, 80^d×40^w×80^h and 80^d×160^w×80^h in mm³) placed in a deep turbulent boundary layer. Based on a modern numerical platform, the Navier-Stokes equation with the typical 2-equation (k-ε model) and the DES (Detached Eddy Simulation) turbulence model has been calculated, and they are both compared with the measurement data. Regarding the turbulence model, the DES model makes a better prediction comparing with the k-ε model, especially when calculating the separated turbulent flow around a bluff body with sharp edged corner. In order to observe the effect of wind direction on the pressure variation around the cube (e.g., 80^d×80^w×80^h in mm), it rotates at 0º, 10º, 20º, 30º, and 45º, which stands for the salient wind directions in the tunnel. The result shows that the surface pressure variation is highly dependent upon the approaching wind direction, especially on the top and the side-face of the cube. In addition, the transverse width has a substantial effect on the variation of surface pressure around the bodies, while the longitudinal length has little or no influence.

Keywords: Rectangular bodies, wind direction, aspect ratio, surface pressure distribution, wind-tunnel measurement, k-ε model, DES model, CFD.

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Authors: Ion Smeureanu, Marian Dardala, Adriana Reveiu

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The new programming technologies allow for the creation of components which can be automatically or manually assembled to reach a new experience in knowledge understanding and mastering or in getting skills for a specific knowledge area. The project proposes an interactive framework that permits the creation, combination and utilization of components that are specific to mathematical training in high schools. The main framework-s objectives are: • authoring lessons by the teacher or the students; all they need are simple operating skills for Equation Editor (or something similar, or Latex); the rest are just drag & drop operations, inserting data into a grid, or navigating through menus • allowing sonorous presentations of mathematical texts and solving hints (easier understood by the students) • offering graphical representations of a mathematical function edited in Equation • storing of learning objects in a database • storing of predefined lessons (efficient for expressions and commands, the rest being calculations; allows a high compression) • viewing and/or modifying predefined lessons, according to the curricula The whole thing is focused on a mathematical expressions minicompiler, storing the code that will be later used for different purposes (tables, graphics, and optimisations). Programming technologies used. A Visual C# .NET implementation is proposed. New and innovative digital learning objects for mathematics will be developed; they are capable to interpret, contextualize and react depending on the architecture where they are assembled.

Keywords: Adaptor, automatic assembly learning component and user control.

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Authors: Abdullahi Jibrin, Aishetu Abdulkadir

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The development of allometric models is crucial to accurate forest biomass/carbon stock assessment. The aim of this study was to develop a set of biomass prediction models that will enable the determination of total tree aboveground biomass for savannah woodland area in Niger State, Nigeria. Based on the data collected through biometric measurements of 1816 trees and destructive sampling of 36 trees, five species specific and one site specific models were developed. The sample size was distributed equally between the five most dominant species in the study site (Vitellaria paradoxa, Irvingia gabonensis, Parkia biglobosa, Anogeissus leiocarpus, Pterocarpus erinaceous). Firstly, the equations were developed for five individual species. Secondly these five species were mixed and were used to develop an allometric equation of mixed species. Overall, there was a strong positive relationship between total tree biomass and the stem diameter. The coefficient of determination (R2 values) ranging from 0.93 to 0.99 P < 0.001 were realised for the models; with considerable low standard error of the estimates (SEE) which confirms that the total tree above ground biomass has a significant relationship with the dbh. F-test values for the biomass prediction models were also significant at p < 0.001 which indicates that the biomass prediction models are valid. This study recommends that for improved biomass estimates in the study site, the site specific biomass models should preferably be used instead of using generic models.

Keywords: Allometriy, biomass, carbon stock, model, regression equation, woodland, inventory.

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Authors: Lubis A., Widayanti R., Hikmah Z., Endaryanto A., Harsono A., Harianto A., Etika R., Handayani D. K., Sampurna M.

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Neonatal lupus erythematous (NLE) is a rare disease marked by clinical characteristic and specific maternal autoantibody. Many cutaneous, cardiac, liver, and hematological manifestations could happen with affect of one organ or multiple. In this case, both babies were premature, low birth weight (LBW), small for gestational age (SGA) and born through caesarean section from a systemic lupus erythematous (SLE) mother. In the first case, we found a baby girl with dyspnea and grunting. Chest X ray showed respiratory distress syndrome (RDS) great I and echocardiography showed small atrial septal defect (ASD) and ventricular septal defect (VSD). She also developed anemia, thrombocytopenia, elevated C-reactive protein, hypoalbuminemia, increasing coagulation factors, hyperbilirubinemia, and positive blood culture of Klebsiella pneumonia. Anti-Ro/SSA and Anti-nRNP/sm were positive. Intravenous fluid, antibiotic, transfusion of blood, thrombocyte concentrate, and fresh frozen plasma were given. The second baby, male presented with necrotic tissue on the left ear and skin rashes, erythematous macula, athropic scarring, hyperpigmentation on all of his body with various size and facial haemorrhage. He also suffered from thrombocytopenia, mild elevated transaminase enzyme, hyperbilirubinemia, anti-Ro/SSA was positive. Intravenous fluid, methyprednisolone, intravenous immunoglobulin (IVIG), blood, and thrombocyte concentrate transfution were given. Two cases of neonatal lupus erythematous had been presented. Diagnosis based on clinical presentation and maternal auto antibody on neonate. Organ involvement in NLE can occur as single or multiple manifestations.

Keywords: Neonatus lupus erythematous, maternal autoantibody, clinical characteristic.

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Authors: Brajesh Kumar, Luis Cumbal

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An ecofriendly Citrus paradisipeel extract mediated synthesis of TiO₂ nanoparticles is reported under sonication. U.V.-vis, Transmission electron microscopy, Dynamic light scattering, and X-ray analyses are performed to characterize the formation of TiO₂ nanoparticles. It is almost spherical in shape, having a size of 60–140 nm and the XRD peaks at 2θ = 25.363° confirm the characteristic facets for anatase form. The synthesized nanocatalyst is highly active in the decomposition of methyl orange (64 mg/L) in sunlight (~73%) for 2.5h.

Keywords: Ecofriendly, TiO2 nanoparticles, Citrusparadisi, TEM.

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Authors: Md. Shams Razi Shopnil, Tanvir Imtiaz, Sabrina Mahjabin, Md. Sahadat Hossain

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Saturated hydraulic conductivity is one of the most significant attributes of pavement base course. Determination of hydraulic conductivity is a routine procedure for regular aggregate base courses. However, in many cases, a cement-stabilized base course is used with compromised drainage ability. Traditional hydraulic conductivity testing procedure is a readily available option which leads to two consequential drawbacks, i.e., the time required for the specimen to be saturated and extruding the sample after completion of the laboratory test. To overcome these complications, this study aims at formulating an empirical approach to predicting hydraulic conductivity based on Unconfined Compressive Strength test results. To do so, this study comprises two separate experiments (Constant Head Permeability test and Unconfined Compressive Strength test) conducted concurrently on a specimen having the same physical credentials. Data obtained from the two experiments were then used to devise a correlation between hydraulic conductivity and unconfined compressive strength. This correlation in the form of a polynomial equation helps to predict the hydraulic conductivity of cement-treated pavement base course, bypassing the cumbrous process of traditional permeability and less commonly used horizontal permeability tests. The correlation was further corroborated by a different set of data, and it has been found that the derived polynomial equation is deemed to be a viable tool to predict hydraulic conductivity.

Keywords: Hydraulic conductivity, unconfined compressive strength, recycled plastics, recycled concrete aggregates.

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Authors: J. P. Panda, K. Sasmal, H. V. Warrior

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Eddy viscosity models in turbulence modeling can be mainly classified as linear and nonlinear models. Linear formulations are simple and require less computational resources but have the disadvantage that they cannot predict actual flow pattern in complex geophysical flows where streamline curvature and swirling motion are predominant. A constitutive equation of Reynolds stress anisotropy is adopted for the formulation of eddy viscosity including all the possible higher order terms quadratic in the mean velocity gradients, and a simplified model is developed for actual oceanic flows where only the vertical velocity gradients are important. The new model is incorporated into the one dimensional General Ocean Turbulence Model (GOTM). Two realistic oceanic test cases (OWS Papa and FLEX' 76) have been investigated. The new model predictions match well with the observational data and are better in comparison to the predictions of the two equation k-epsilon model. The proposed model can be easily incorporated in the three dimensional Princeton Ocean Model (POM) to simulate a wide range of oceanic processes. Practically, this model can be implemented in the coastal regions where trasverse shear induces higher vorticity, and for prediction of flow in estuaries and lakes, where depth is comparatively less. The model predictions of marine turbulence and other related data (e.g. Sea surface temperature, Surface heat flux and vertical temperature profile) can be utilized in short term ocean and climate forecasting and warning systems.

Keywords: Eddy viscosity, turbulence modeling, GOTM, CFD.

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Authors: Yongxin Yuan, Kezheng Zuo

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In this paper, a system of linear matrix equations is considered. A new necessary and sufficient condition for the consistency of the equations is derived by means of the generalized singular-value decomposition, and the explicit representation of the general solution is provided.

Keywords: Matrix equation, Generalized inverse, Generalized singular-value decomposition.

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Authors: Mustafa M. Donma

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Metabolic syndrome (MetS) components are noteworthy among children with obesity and morbid obesity, because they point out the cases with MetS, which have the great tendency to severe health problems such as cardiovascular diseases both in childhood and adulthood. In clinical practice, considerable efforts are being observed to bring into the open the striking differences between morbid obese cases and those with MetS findings. The most privileged aspect is concerning cardiometabolic features. The aim of this study was to derive an index, which behaves different in children with and without MetS from the cardiac point of view. For the purpose, aspartate transaminase (AST), a cardiac enzyme still being used independently to predict cardiac-related problems was used. 124 children were recruited from the outpatient clinic of Department of Pediatrics in Tekirdag Namik Kemal University, Faculty of Medicine. 43 children with normal body mass index, 41 and 40 morbid obese (MO) children with MetS and without the characteristic features of MetS, respectively, were included in the study. Weight, height, waist circumference (WC), hip circumference (HC), head circumference (HdC), neck circumference (NC), systolic and diastolic blood pressure values were measured and recorded. Body mass index and anthropometric ratios were calculated. Fasting blood glucose (FBG), insulin (INS), triglycerides (TRG), high density lipoprotein cholesterol (HDL-C) analyses were performed. The values for AST, alanine transaminase (ALT) and AST/ALT were obtained. Advanced Donma cardiac index (ADCI) values were calculated. Statistical evaluations including correlation analysis were done by a statistical package program. The statistical significance degree was accepted as p < 0.05. The index, ADCI, was developed from both anthropometric and biochemical parameters. All anthropometric measurements except weight were included in the equation. Besides all biochemical parameters concerning MetS components were also added. This index was tested in each of three groups. Its performance was compared with the performance of cardiometabolic index (CMI). It was also checked whether it was compatible with AST activity. The performance of ADCI was better than that of CMI. Instead of double increase, the increase of three times was observed in children with MetS compared to MO children. The index was correlated with AST in MO group and with AST/ALT in MetS group. In conclusion, this index was superior in discovering cardiac problems in MO and in diagnosing MetS in MetS groups. It was also arbiter to point out cardiovascular and MetS aspects among the groups.

Keywords: Aspartate transaminase, cardiac index, metabolic syndrome, obesity.

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Authors: V. Ngamaramvaranggul, S. Thenissara

Abstract:

The simulation of extrusion process is studied widely in order to both increase products and improve quality, with broad application in wire coating. The annular tube-tooling extrusion was set up by a model that is termed as Navier-Stokes equation in addition to a rheological model of differential form based on singlemode exponential Phan-Thien/Tanner constitutive equation in a twodimensional cylindrical coordinate system for predicting the contraction point of the polymer melt beyond the die. Numerical solutions are sought through semi-implicit Taylor-Galerkin pressurecorrection finite element scheme. The investigation was focused on incompressible creeping flow with long relaxation time in terms of Weissenberg numbers up to 200. The isothermal case was considered with surface tension effect on free surface in extrudate flow and no slip at die wall. The Stream Line Upwind Petrov-Galerkin has been proposed to stabilize solution. The structure of mesh after die exit was adjusted following prediction of both top and bottom free surfaces so as to keep the location of contraction point around one unit length which is close to experimental results. The simulation of extrusion process is studied widely in order to both increase products and improve quality, with broad application in wire coating. The annular tube-tooling extrusion was set up by a model that is termed as Navier-Stokes equation in addition to a rheological model of differential form based on single-mode exponential Phan- Thien/Tanner constitutive equation in a two-dimensional cylindrical coordinate system for predicting the contraction point of the polymer melt beyond the die. Numerical solutions are sought through semiimplicit Taylor-Galerkin pressure-correction finite element scheme. The investigation was focused on incompressible creeping flow with long relaxation time in terms of Weissenberg numbers up to 200. The isothermal case was considered with surface tension effect on free surface in extrudate flow and no slip at die wall. The Stream Line Upwind Petrov-Galerkin has been proposed to stabilize solution. The structure of mesh after die exit was adjusted following prediction of both top and bottom free surfaces so as to keep the location of contraction point around one unit length which is close to experimental results.

Keywords: wire coating, free surface, tube-tooling, extrudate swell, surface tension, finite element method.

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Authors: Ebitisam K. Elberkawi, Mohamed M. Elammari

Abstract:

Graphical User Interface (GUI) is essential to programming, as is any other characteristic or feature, due to the fact that GUI components provide the fundamental interaction between the user and the program. Thus, we must give more interest to GUI during building and development of systems. Also, we must give a greater attention to the user who is the basic corner in the dealing with the GUI. This paper introduces an approach for designing GUI from one of the models of business workflows which describe the workflow behavior of a system, specifically through Activity Diagrams (AD).

Keywords: Activity Diagram, Graphical User Interface.

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Authors: Bright O. Osu, Edikan E. Akpanibah, Chidinma Olunkwa

Abstract:

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.

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Authors: F. F. Howard, I. Yakubu, C. B. Boye, J. S. Y. Kuma

Abstract:

Natural and human activities, such as mining operations, expose the natural soil to adverse environmental conditions, leading to contamination of soil, groundwater, and surface water, which has negative effects on humans, flora, and fauna. Bare or partly exposed soil is most liable to fluvial erosion. This paper enumerates various methods used to identify, map, and model fluvial erosion in a mining environment. Classical, Artificial Intelligence (AI), and GIS methods have been reviewed. One of the many classical methods used to estimate river erosion is the Revised Universal Soil Loss Equation (RUSLE) model. The RUSLE model is easy to use. Its reliance on empirical relationships that may not always be applicable to specific circumstances or locations is a flaw. Other classical models for estimating fluvial erosion are the Soil and Water Assessment Tool (SWAT) and the Universal Soil Loss Equation (USLE). These models offer a more complete understanding of the underlying physical processes and encompass a wider range of situations. Although more difficult to utilise, they depend on the availability and dependability of input data for correctness. AI can help deal with multivariate and complex difficulties and predict soil loss with higher accuracy than traditional methods, and also be used to build unique models for identifying degraded areas. AI techniques have become popular as an alternative predictor for degraded environments. However, this research proposed a hybrid of classical, AI, and GIS methods for efficient and effective modelling of fluvial erosion.

Keywords: Fluvial erosion, classical methods, Artificial Intelligence, Geographic Information System.

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Authors: Ayub Khan, Net Ram Garg, Geeta Jain

Abstract:

In this paper, Backstepping method is proposed to synchronize two fractional-order systems. The simulation results show that this method can effectively synchronize two chaotic systems.

Keywords: Backstepping method, Fractional order, Synchronization.

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Authors: Taher Lotfi , Parisa Bakhtiari , Katayoun Mahdiani , Mehdi Salimi

Abstract:

In this paper, verified extension of the Ostrowski method which calculates the enclosure solutions of a given nonlinear equation is introduced. Also, error analysis and convergence will be discussed. Some implemented examples with INTLAB are also included to illustrate the validity and applicability of the scheme.

Keywords: Iinterval analysis, nonlinear equations, Ostrowski method.

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Authors: Chun-Yao Lee, Siang-Ren Wang

Abstract:

This paper aims to discuss the influence of resistance characteristic on the high conductive concrete considering the changes of voltage and environment. The high conductive concrete with appropriate proportion is produced to the press-electrode method. The curve of resistivity with the changes of voltage and environment is plotted and the changes of resistivity are explored.

Keywords: conductive concrete, resistivity.

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Authors: Xiguang Li

Abstract:

In this paper , by using fixed point theorem , upper and lower solution-s method and monotone iterative technique , we prove the existence of maximum and minimum solutions of differential equations with delay , which improved and generalize the result of related paper.

Keywords: Banach space, boundary value problem, differential equation, delay.

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