Search results for: Conditional Probability Distribution

Authors: U. Prasopchingchana

Abstract:

The temperature distribution and the heat transfer rates through a multi-layer door of a furnace were investigated. The inside of the door was in contact with hot air and the other side of the door was in contact with room air. Radiation heat transfer from the walls of the furnace to the door and the door to the surrounding area was included in the problem. This work is a two dimensional steady state problem. The Churchill and Chu correlation was used to find local convection heat transfer coefficients at the surfaces of the furnace door. The thermophysical properties of air were the functions of the temperatures. Polynomial curve fitting for the fluid properties were carried out. Finite difference method was used to discretize for conduction heat transfer within the furnace door. The Gauss-Seidel Iteration was employed to compute the temperature distribution in the door. The temperature distribution in the horizontal mid plane of the furnace door in a two dimensional problem agrees with the one dimensional problem. The local convection heat transfer coefficients at the inside and outside surfaces of the furnace door are exhibited.

Keywords: Conduction, heat transfer, multi-layer door, natural convection

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Authors: Kang Won Lee, Jung Won Lee

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Characterizing the network flow is of fundamental importance to understand the complex dynamics of networks. And passenger flow characteristics of the subway network are very relevant for an effective transportation management in urban cities. In this study, passenger flow of Seoul metropolitan subway network is investigated and characterized through statistical analysis. Traditional betweenness centrality measure considers only topological structure of the network and ignores the transportation factors. This paper proposes a weighted betweenness centrality measure that incorporates monthly passenger flow volume. We apply the proposed measure on the Seoul metropolitan subway network involving 493 stations and 16 lines. Several interesting insights about the network are derived from the new measures. Using Kolmogorov-Smirnov test, we also find out that monthly passenger flow between any two stations follows a power-law distribution and other traffic characteristics such as congestion level and throughflow traffic follow exponential distribution.

Keywords: Betweenness centrality, correlation coefficient, power-law distribution, Korea traffic data base.

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Authors: Berna Eren Tokgoz, Mahdi Safa, Seokyon Hwang

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Power distribution systems are essential and crucial infrastructures for the development and maintenance of a sustainable society. These systems are extremely vulnerable to various types of natural and man-made disasters. The assessment of resilience focuses on preparedness and mitigation actions under pre-disaster conditions. It also concentrates on response and recovery actions under post-disaster situations. The aim of this study is to present a methodology to assess the resilience of electric power distribution poles against wind-related events. The proposed methodology can improve the accuracy and rapidity of the evaluation of the conditions and the assessment of the resilience of poles. The methodology provides a metric for the evaluation of the resilience of poles under pre-disaster and post-disaster conditions. The metric was developed using mathematical expressions for physical forces that involve various variables, such as physical dimensions of the pole, the inclination of the pole, and wind speed. A three-dimensional imaging technology (photogrammetry) was used to determine the inclination of poles. Based on expert opinion, the proposed metric was used to define zones to visualize resilience. Visual representation of resilience is helpful for decision makers to prioritize their resources before and after experiencing a wind-related disaster. Multiple electric poles in the City of Beaumont, TX were used in a case study to evaluate the proposed methodology.  

Keywords: Photogrammetry, power distribution systems, resilience metric, system resilience, wind-related disasters.

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Authors: Elias K. Maragos, Petros E. Maravelakis

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In Dynamic Data Envelopment Analysis (DDEA), which is a subfield of Data Envelopment Analysis (DEA), the productivity of Decision Making Units (DMUs) is considered in relation to time. In this case, as it is accepted by the most of the researchers, there are outputs, which are produced by a DMU to be used as inputs in a future time. Those outputs are known as intermediates. The common models, in DDEA, do not take into account the shape of the distribution of those inputs, outputs or intermediates data, assuming that the distribution of the virtual value of them does not deviate from linearity. This weakness causes the limitation of the accuracy of the analytical power of the traditional DDEA models. In this paper, the authors, using the concept of piecewise linear inputs and outputs, propose an extended DDEA model. The proposed model increases the flexibility of the traditional DDEA models and improves the measurement of the dynamic performance of DMUs.

Keywords: Data envelopment analysis, Dynamic DEA, Piecewise linear inputs, Piecewise linear outputs.

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Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park

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We present probabilistic multinomial Dirichlet classification model for multidimensional data and Gaussian process priors. Here, we have considered efficient computational method that can be used to obtain the approximate posteriors for latent variables and parameters needed to define the multiclass Gaussian process classification model. We first investigated the process of inducing a posterior distribution for various parameters and latent function by using the variational Bayesian approximations and important sampling method, and next we derived a predictive distribution of latent function needed to classify new samples. The proposed model is applied to classify the synthetic multivariate dataset in order to verify the performance of our model. Experiment result shows that our model is more accurate than the other approximation methods.

Keywords: Multinomial dirichlet classification model, Gaussian process priors, variational Bayesian approximation, Importance sampling, approximate posterior distribution, Marginal likelihood evidence.

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Authors: R. Rajabpour, N. Talebbeydokhti, M. H. Ahmadi

Abstract:

In recent years, new techniques for solving complex problems in engineering are proposed. One of these techniques is JPSO algorithm. With innovative changes in the nature of the jump algorithm JPSO, it is possible to construct a graph-based solution with a new algorithm called G-JPSO. In this paper, a new algorithm to solve the optimal control problem Fletcher-Powell and optimal control of pumps in water distribution network was evaluated. Optimal control of pumps comprise of optimum timetable operation (status on and off) for each of the pumps at the desired time interval. Maximum number of status on and off for each pumps imposed to the objective function as another constraint. To determine the optimal operation of pumps, a model-based optimization-simulation algorithm was developed based on G-JPSO and JPSO algorithms. The proposed algorithm results were compared well with the ant colony algorithm, genetic and JPSO results. This shows the robustness of proposed algorithm in finding near optimum solutions with reasonable computational cost.

Keywords: G-JPSO, operation, optimization, pumping station, water distribution networks.

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Authors: Morteza Fathipour, Seyed Nasrolah Anousheh, Kaveh Ghiafeh Davoudi, Vala Fathipour

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A device analysis of the photoconductive semiconductor switch is carried out to investigate distribution of electric field and carrier concentrations as well as the current density distribution. The operation of this device was then investigated as a switch operating in X band. It is shown that despite the presence of symmetry geometry, switch current density of the on-state steady state mode is distributed asymmetrically throughout the device.

Keywords: Band X, Gallium-Arsenide, Mixed mode, PCSS, Photoconductivity.

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Authors: Lihui Ma, Kunlun Xin, Suiqing Liu

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Modern managements of water distribution system (WDS) need water quality models that are able to accurately predict the dynamics of water quality variations within the distribution system environment. Before water quality models can be applied to solve system problems, they should be calibrated. Although former researchers use GA solver to calibrate relative parameters, it is difficult to apply on the large-scale or medium-scale real system for long computational time. In this paper a new method is designed which combines both macro and detailed model to optimize the water quality parameters. This new combinational algorithm uses radial basis function (RBF) metamodeling as a surrogate to be optimized for the purpose of decreasing the times of time-consuming water quality simulation and can realize rapidly the calibration of pipe wall reaction coefficients of chlorine model of large-scaled WDS. After two cases study this method is testified to be more efficient and promising, and deserve to generalize in the future.

Keywords: Metamodeling, model calibration, radial basisfunction, water distribution system, water quality model.

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Authors: Ami Kim, Oubong Gwun, Juwhan Song

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In this paper, we proposed the distribution of mesh normal vector direction as a feature descriptor of a 3D model. A normal vector shows the entire shape of a model well. The distribution of normal vectors was sampled in proportion to each polygon's area so that the information on the surface with less surface area may be less reflected on composing a feature descriptor in order to enhance retrieval performance. At the analysis result of ANMRR, the enhancement of approx. 12.4%~34.7% compared to the existing method has also been indicated.

Keywords: Interpolated Normal Vector, Feature Descriptor, 3DModel Retrieval.

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Authors: Boguslaw Schreyer

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The paper investigates the application of the Kohonen’s Self-Organizing Map (SOM) to the wheeled robot starting and braking dynamic states. In securing wheeled robot stability as well as minimum starting and braking time, it is important to ensure correct torque distribution as well as proper slope of braking and driving moments. In this paper, a correct movement distribution has been formulated, securing optimum adhesion coefficient and good transversal stability of a wheeled robot. A neural tuner has been proposed to secure the above properties, although most of the attention is attached to the SOM network application. If the delay of the torque application or torque release is not negligible, it is important to change the rising and falling slopes of the torque. The road/surface condition is also paramount in robot dynamic states control. As the road conditions may randomly change in time, application of the SOM network has been suggested in order to classify the actual road conditions.

Keywords: SOM network, torque distribution, torque slope, wheeled robots.

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Authors: Bijaya Krushna Mangaraj, Deepak Kumar Das

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Sustainability in rural production system can only be achieved if it can suitably satisfy the local requirement as well as the outside demand with the changing time. With the increased pressure from the food sector in a globalised world, the agrarian economy needs to re-organise its cultivable land system to be compatible with new management practices as well as the multiple needs of various stakeholders and the changing resource scenario. An attempt has been made to transform this problem into a multi-objective decisionmaking problem considering various objectives, resource constraints and conditional constraints. An interactive fuzzy multi-objective programming approach has been used for such a purpose taking a case study in Indian context to demonstrate the validity of the method.

Keywords: Land re-organisation, Crop planning, Multiobjective Decision-Making, Fuzzy Goal Programming.

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Authors: Othman Belgassim, Krzysztof Jemielniak

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The analysis of Acoustic Emission (AE) signal generated from metal cutting processes has often approached statistically. This is due to the stochastic nature of the emission signal as a result of factors effecting the signal from its generation through transmission and sensing. Different techniques are applied in this manner, each of which is suitable for certain processes. In metal cutting where the emission generated by the deformation process is rather continuous, an appropriate method for analysing the AE signal based on the root mean square (RMS) of the signal is often used and is suitable for use with the conventional signal processing systems. The aim of this paper is to set a strategy in tool failure detection in turning processes via the statistic analysis of the AE generated from the cutting zone. The strategy is based on the investigation of the distribution moments of the AE signal at predetermined sampling. The skews and kurtosis of these distributions are the key elements in the detection. A normal (Gaussian) distribution has first been suggested then this was eliminated due to insufficiency. The so called Beta distribution was then considered, this has been used with an assumed β density function and has given promising results with regard to chipping and tool breakage detection.

Keywords: AE signal, skew, kurtosis, tool failure

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Authors: G. M. Arun Prasath, N. Arthi

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This work proposed a multi-objective mathematical programming approach to select the appropriate supply network elements. The multi-item multi-objective production-distribution inventory model is formulated with possible constraints under fuzzy environment. The unit cost has taken under fuzzy environment. The inventory model and warehouse location model has combined to formulate the production-distribution inventory model. Warehouse location is important in supply chain network. Particularly, if a company maintains more selling stores it cannot maintain individual secondary warehouse near to each selling store. Hence, maintaining the optimum number of secondary warehouses is important. Hence, the combined mathematical model is formulated to reduce the total expenditure of the organization by arranging the network of minimum number of secondary warehouses. Numerical example has been taken to illustrate the proposed model.

Keywords: Fuzzy inventory model, warehouse location model, triangular fuzzy number, secondary warehouse, LINGO software.

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Authors: Alaa Fahmy

Abstract:

Key management represents a major and the most sensitive part of cryptographic systems. It includes key generation, key distribution, key storage, and key deletion. It is also considered the hardest part of cryptography. Designing secure cryptographic algorithms is hard, and keeping the keys secret is much harder. Cryptanalysts usually attack both symmetric and public key cryptosystems through their key management. We introduce a protocol to exchange cipher keys over insecure communication channel. This protocol is based on public key cryptosystem, especially elliptic curve cryptosystem. Meanwhile, it tests the cipher keys and selects only the good keys and rejects the weak one.

Keywords: Key management and key distribution.

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Authors: Jinyong Yao, Hongzhi Li, Chao Du, Jiao Li

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Reliability of long-term storage products is related to the availability of the whole system, and the evaluation of storage life is of great necessity. These products are usually highly reliable and little failure information can be collected. In this paper, an analytical method based on data from accelerated storage life test is proposed to evaluate the reliability index of the long-term storage products. Firstly, singularities are eliminated by data normalization and residual analysis. Secondly, with the preprocessed data, the degradation path model is built to obtain the pseudo life values. Then by life distribution hypothesis, we can get the estimator of parameters in high stress levels and verify failure mechanism consistency. Finally, the life distribution under the normal stress level is extrapolated via the acceleration model and evaluation of the actual average life is available. An application example with the camera stabilization device is provided to illustrate the methodology we proposed.

Keywords: Accelerated storage life test, failure mechanism consistency, life distribution, reliability.

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Authors: S. M. Khalessizadeh, R. Zaefarian, S.H. Nasseri, E. Ardil

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Today, Genetic Algorithm has been used to solve wide range of optimization problems. Some researches conduct on applying Genetic Algorithm to text classification, summarization and information retrieval system in text mining process. This researches show a better performance due to the nature of Genetic Algorithm. In this paper a new algorithm for using Genetic Algorithm in concept weighting and topic identification, based on concept standard deviation will be explored.

Keywords: Genetic Algorithm, Text Mining, Term Weighting, Concept Extraction, Concept Distribution.

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Authors: Xun Ge

Abstract:

Recently, X. Ge and J. Qian investigated some relations between higher mathematics scores and calculus scores (resp. linear algebra scores, probability statistics scores) for Chinese university students. Based on rough-set theory, they established an information system S = (U,CuD,V, f). In this information system, higher mathematics score was taken as a decision attribute and calculus score, linear algebra score, probability statistics score were taken as condition attributes. They investigated importance of each condition attribute with respective to decision attribute and strength of each condition attribute supporting decision attribute. In this paper, we give further investigations for this issue. Based on the above information system S = (U, CU D, V, f), we analyze the decision rules between condition and decision granules. For each x E U, we obtain support (resp. strength, certainty factor, coverage factor) of the decision rule C —>x D, where C —>x D is the decision rule induced by x in S = (U, CU D, V, f). Results of this paper gives new analysis of on higher mathematics scores for Chinese university students, which can further lead Chinese university students to raise higher mathematics scores in Chinese graduate student entrance examination.

Keywords: Rough set, support, strength, certainty factor, coverage factor.

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Authors: Akiyoshi Wakatani

Abstract:

This paper describes the Message Passing Interface (MPI) implementation of ADETRAN language, and its evaluation on SX-ACE supercomputers. ADETRAN language includes pdo statement that specifies the data distribution and parallel computations and pass statement that specifies the redistribution of arrays. Two methods for implementation of pass statement are discussed and the performance evaluation using Splitting-Up CG method is presented. The effectiveness of the parallelization is evaluated and the advantage of one dimensional distribution is empirically confirmed by using the results of experiments.

Keywords: Iterative methods, array redistribution, translator, distributed memory.

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Authors: Yoshiaki Shikata, Nobutane Hanayama

Abstract:

We present a prioritized, limited multi-server processor sharing (PS) system where each server has various capacities, and N (≥2) priority classes are allowed in each PS server. In each prioritized, limited server, different service ratio is assigned to each class request, and the number of requests to be processed is limited to less than a certain number. Routing strategies of such prioritized, limited multi-server PS systems that take into account the capacity of each server are also presented, and a performance evaluation procedure for these strategies is discussed. Practical performance measures of these strategies, such as loss probability, mean waiting time, and mean sojourn time, are evaluated via simulation. In the PS server, at the arrival (or departure) of a request, the extension (shortening) of the remaining sojourn time of each request receiving service can be calculated by using the number of requests of each class and the priority ratio. Utilising a simulation program which executes these events and calculations, the performance of the proposed prioritized, limited multi-server PS rule can be analyzed. From the evaluation results, most suitable routing strategy for the loss or waiting system is clarified.

Keywords: Processor sharing, multi-server, various capacity, N priority classes, routing strategy, loss probability, mean sojourn time, mean waiting time, simulation.

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Authors: M. G. M. Khan, V. D. Prasad, D. K. Rao

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In this manuscript, we discuss the problem of determining the optimum stratification of a study (or main) variable based on the auxiliary variable that follows a uniform distribution. If the stratification of survey variable is made using the auxiliary variable it may lead to substantial gains in precision of the estimates. This problem is formulated as a Nonlinear Programming Problem (NLPP), which turn out to multistage decision problem and is solved using dynamic programming technique.

Keywords: Auxiliary variable, Dynamic programming technique, Nonlinear programming problem, Optimum stratification, Uniform distribution.

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Authors: Olga Tkacheva, Pavel Arkhipov, Alexey Rudenko, Yurii Zaikov

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The aluminum electrolysis process in the conventional cryolite-alumina electrolyte with cryolite ratio of 2.7 was carried out at an initial temperature of 970 °C and the anode current density of 0.5 A/cm² in a 15A lab-scale cell in order to study the formation of the side ledge during electrolysis and the alumina distribution between electrolyte and side ledge. The alumina contained 35.97% α-phase and 64.03% γ-phase with the particles size in the range of 10-120 μm. The cryolite ratio and the alumina concentration were determined in molten electrolyte during electrolysis and in frozen bath after electrolysis. The side ledge in the electrolysis cell was formed only by the 13^th hour of electrolysis. With a slight temperature decrease a significant increase in the side ledge thickness was observed. The basic components of the side ledge obtained by the XRD phase analysis were Na₃AlF₆, Na₅Al₃F₁₄, Al₂O₃, and NaF^.5CaF₂^.AlF₃. As in the industrial cell, the increased alumina concentration in the side ledge formed on the cell walls and at the ledge-electrolyte-aluminum three-phase boundary during aluminum electrolysis in the lab cell was found (FTP No 05.604.21.0239, IN RFMEFI60419X0239).

Keywords: Alumina, alumina distribution, aluminum electrolyzer, cryolite-alumina electrolyte, side ledge.

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Authors: Isabela Moreira Queiroz

Abstract:

Slope stability analyses are largely carried out by deterministic methods and evaluated through a single security factor. Although it is known that the geotechnical parameters can present great dispersal, such analyses are considered fixed and known. The probabilistic methods, in turn, incorporate the variability of input key parameters (random variables), resulting in a range of values of safety factors, thus enabling the determination of the probability of failure, which is an essential parameter in the calculation of the risk (probability multiplied by the consequence of the event). Among the probabilistic methods, there are three frequently used methods in geotechnical society: FOSM (First-Order, Second-Moment), Rosenblueth (Point Estimates) and Monte Carlo. This paper presents a comparison between the results from deterministic and probabilistic analyses (FOSM method, Monte Carlo and Rosenblueth) applied to a hypothetical slope. The end was held to evaluate the behavior of the slope and consequent risk analysis, which is used to calculate the risk and analyze their mitigation and control solutions. It can be observed that the results obtained by the three probabilistic methods were quite close. It should be noticed that the calculation of the risk makes it possible to list the priority to the implementation of mitigation measures. Therefore, it is recommended to do a good assessment of the geological-geotechnical model incorporating the uncertainty in viability, design, construction, operation and closure by means of risk management. 

Keywords: Probabilistic methods, risk assessment, risk management, slope stability.

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Authors: Trinh Trong Chuong

Abstract:

At present, it is very common to find renewable energy resources, especially wind power, connected to distribution systems. The impact of this wind power on voltage distribution levels has been addressed in the literature. The majority of this works deals with the determination of the maximum active and reactive power that is possible to be connected on a system load bus, until the voltage at that bus reaches the voltage collapse point. It is done by the traditional methods of PV curves reported in many references. Theoretical expression of maximum power limited by voltage stability transfer through a grid is formulated using an exact representation of distribution line with ABCD parameters. The expression is used to plot PV curves at various power factors of a radial system. Limited values of reactive power can be obtained. This paper presents a method to study the relationship between the active power and voltage (PV) at the load bus to identify the voltage stability limit. It is a foundation to build a permitted working operation region in complying with the voltage stability limit at the point of common coupling (PCC) connected wind farm.

Keywords: Wind generator, Voltage stability, grid connected

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Authors: Z. Pavlík, M. Pavlíková, P. Volfová, M. Keppert, R. Černý

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Properties of cement pastes with fine-ground ceramics used as an alternative binder replacing Portland cement up to 20% of its mass are investigated. At first, the particle size distribution of cement and fine-ground ceramics is measured using laser analyser. Then, the material properties are studied in the early hardening period up to 28 days. The hydration process of studied materials is monitored by electrical conductivity measurement using TDR sensors. The changes of materials- structures within the hardening are observed using pore size distribution measurement. The compressive strength measurements are done as well. Experimental results show that the replacement of Portland cement by fine-ground ceramics in the amount of up to 20% by mass is acceptable solution from the mechanical point of view. One can also assume similar physical properties of designed materials to the reference material with only Portland cement as binder.

Keywords: Fine-ground ceramics, cement pastes, early age properties, mechanical properties, pore size distribution, electrical conductivity measurement.

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Authors: Ali Jahanfar, Brajesh Dubey, Bahram Gharabaghi, Saber Bayat Movahed

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Ever increasing population growth of major urban centers and environmental challenges in siting new landfills have resulted in a growing trend in design of mega-landfills some with extraordinary heights and dangerously steep slopes. Landfill failure mobility risk analysis is one of the most uncertain types of dynamic rheology models due to very large inherent variabilities in the heterogeneous solid waste material shear strength properties. The waste flow of three historic dumpsite and two landfill failures were back-analyzed using run-out modeling with DAN-W model. The travel distances of the waste flow during landfill failures were calculated approach by taking into account variability in material shear strength properties. The probability distribution function for shear strength properties of the waste material were grouped into four major classed based on waste material compaction (landfills versus dumpsites) and composition (high versus low quantity) of high shear strength waste materials such as wood, metal, plastic, paper and cardboard in the waste. This paper presents a probabilistic method for estimation of the spatial extent of waste avalanches, after a potential landfill failure, to create maps of vulnerability scores to inform property owners and residents of the level of the risk.

Keywords: Landfill failure, waste flow, Voellmy rheology, friction coefficient, waste compaction and type.

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Authors: Nadheer A. Shalash, Abu Zaharin Bin Ahmad

Abstract:

Technological developments in industrial innovations have currently been related to interconnected system assistance and distribution networks. This important in order to enable an electrical load to continue receive power in the event of disconnection of load from the main power grid. This paper represents a method for reliability assessment of interconnected power systems based. The multi-agent system consists of four agents. The first agent was the generator agent to using as connected the generator to the grid depending on the state of the reserve margin and the load demand. The second was a load agent is that located at the load. Meanwhile, the third is so-called "the reverse margin agent" that to limit the reserve margin between 0 - 25% depend on the load and the unit size generator. In the end, calculation reliability Agent can be calculate expected energy not supplied (EENS), loss of load expectation (LOLE) and the effecting of tie line capacity to determine the risk levels Roy Billinton Test System (RBTS) can use to evaluated the reliability indices by using the developed JADE package. The results estimated of the reliability interconnection power systems presented in this paper. The overall reliability of power system can be improved. Thus, the market becomes more concentrated against demand increasing and the generation units were operating in relation to reliability indices. 

Keywords: Reliability indices, Load expectation, Reserve margin, Daily load, Probability, Multi-agent system.

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Authors: Ling Ai Wong, Hussain Shareef, Azah Mohamed, Ahmad Asrul Ibrahim

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The installation of photovoltaic based distributed generation (PVDG) in active distribution system can lead to voltage fluctuation due to the intermittent and unpredictable PVDG output power. This paper presented a method in mitigating the voltage rise by optimally locating and sizing the battery energy storage system (BESS) in PVDG integrated distribution network. The improved firefly algorithm is used to perform optimal placement and sizing. Three objective functions are presented considering the voltage deviation and BESS off-time with state of charge as the constraint. The performance of the proposed method is compared with another optimization method such as the original firefly algorithm and gravitational search algorithm. Simulation results show that the proposed optimum BESS location and size improve the voltage stability.

Keywords: BESS, PVDG, firefly algorithm, voltage fluctuation.

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Authors: Yoshiaki Shikata

Abstract:

Performance of a limited Round-Robin (RR) rule is studied in order to clarify the characteristics of a realistic sharing model of a processor. Under the limited RR rule, the processor allocates to each request a fixed amount of time, called a quantum, in a fixed order. The sum of the requests being allocated these quanta is kept below a fixed value. Arriving requests that cannot be allocated quanta because of such a restriction are queued or rejected. Practical performance measures, such as the relationship between the mean sojourn time, the mean number of requests, or the loss probability and the quantum size are evaluated via simulation. In the evaluation, the requested service time of an arriving request is converted into a quantum number. One of these quanta is included in an RR cycle, which means a series of quanta allocated to each request in a fixed order. The service time of the arriving request can be evaluated using the number of RR cycles required to complete the service, the number of requests receiving service, and the quantum size. Then an increase or decrease in the number of quanta that are necessary before service is completed is reevaluated at the arrival or departure of other requests. Tracking these events and calculations enables us to analyze the performance of our limited RR rule. In particular, we obtain the most suitable quantum size, which minimizes the mean sojourn time, for the case in which the switching time for each quantum is considered.

Keywords: Limited RR rule, quantum, processor sharing, sojourn time, performance measures, simulation, loss probability.

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Authors: Ioan Popa, Cristiana Tudor, Radu Lupu

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The interdependences among stock market indices were studied for a long while by academics in the entire world. The current financial crisis opened the door to a wide range of opinions concerning the understanding and measurement of the connections considered to provide the controversial phenomenon of market integration. Using data on the log-returns of 17 stock market indices that include most of the CEE markets, from 2005 until 2009, our paper studies the problem of these dependences using a new methodological tool that takes into account both the volatility clustering effect and the stochastic properties of these linkages through a Dynamic Conditional System of Simultaneous Equations. We find that the crisis is well captured by our model as it provides evidence for the high volatility – high dependence effect.

Keywords: Stock market interdependences, Dynamic System ofSimultaneous Equations, financial crisis

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Authors: Hassan Yousif Ahmed, Ibrahima Faye, N.M.Saad, S.A. Aljined

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Multi-user interference (MUI) is the main reason of system deterioration in the Spectral Amplitude Coding Optical Code Division Multiple Access (SAC-OCDMA) system. MUI increases with the number of simultaneous users, resulting into higher probability bit rate and limits the maximum number of simultaneous users. On the other hand, Phase induced intensity noise (PIIN) problem which is originated from spontaneous emission of broad band source from MUI severely limits the system performance should be addressed as well. Since the MUI is caused by the interference of simultaneous users, reducing the MUI value as small as possible is desirable. In this paper, an extensive study for the system performance specified by MUI and PIIN reducing is examined. Vectors Combinatorial (VC) codes families are adopted as a signature sequence for the performance analysis and a comparison with reported codes is performed. The results show that, when the received power increases, the PIIN noise for all the codes increases linearly. The results also show that the effect of PIIN can be minimized by increasing the code weight leads to preserve adequate signal to noise ratio over bit error probability. A comparison study between the proposed code and the existing codes such as Modified frequency hopping (MFH), Modified Quadratic- Congruence (MQC) has been carried out.

Keywords: FBG, MUI, PIIN, SAC-OCDMA, VCC.

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