Search results for: Model Order Formulation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 11386

Search results for: Model Order Formulation

10846 Nugget Formation during Resistance Spot Welding using Finite Element Model

Authors: Jawad Saleem, Abdul Majid, Kent Bertilsson, Torbjörn Carlberg, Nazar Ul Islam

Abstract:

Resistance spot welding process comprises of electric, thermal and mechanical phenomenon, which makes this process complex and highly non-linear and thus, it becomes difficult to model it. In order to obtain good weld nugget during spot welding, hit and trial welds are usually done which is very costly. Therefore the numerical simulation research has been conducted to understand the whole process. In this paper three different cases were analyzed by varying the tip contact area and it was observed that, with the variation of tip contact area the nugget formation at the faying surface is affected. The tip contact area of the welding electrode becomes large with long welding cycles. Therefore in order to maintain consistency of nugget formation during the welding process, the current compensation in control feedback is required. If the contact area of the welding electrode tip is reduced, a large amount of current flows through the faying surface, as a result of which sputtering occurs.

Keywords: Resistance spot welding, Finite element modeling, Nugget formation, Welding electrode, Numerical method simulation,

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10845 Estimation of the Parameters of Muskingum Methods for the Prediction of the Flood Depth in the Moudjar River Catchment

Authors: Fares Laouacheria, Said Kechida, Moncef Chabi

Abstract:

The objective of the study was based on the hydrological routing modelling for the continuous monitoring of the hydrological situation in the Moudjar river catchment, especially during floods with Hydrologic Engineering Center–Hydrologic Modelling Systems (HEC-HMS). The HEC-GeoHMS was used to transform data from geographic information system (GIS) to HEC-HMS for delineating and modelling the catchment river in order to estimate the runoff volume, which is used as inputs to the hydrological routing model. Two hydrological routing models were used, namely Muskingum and Muskingum routing models, for conducting this study. In this study, a comparison between the parameters of the Muskingum and Muskingum-Cunge routing models in HEC-HMS was used for modelling flood routing in the Moudjar river catchment and determining the relationship between these parameters and the physical characteristics of the river. The results indicate that the effects of input parameters such as the weighting factor "X" and travel time "K" on the output results are more significant, where the Muskingum routing model was more sensitive to input parameters than the Muskingum-Cunge routing model. This study can contribute to understand and improve the knowledge of the mechanisms of river floods, especially in ungauged river catchments.

Keywords: HEC-HMS, hydrological modelling, Muskingum routing model, Muskingum-Cunge routing model.

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10844 Automatic Tuning for a Systemic Model of Banking Originated Losses (SYMBOL) Tool on Multicore

Authors: Ronal Muresano, Andrea Pagano

Abstract:

Nowadays, the mathematical/statistical applications are developed with more complexity and accuracy. However, these precisions and complexities have brought as result that applications need more computational power in order to be executed faster. In this sense, the multicore environments are playing an important role to improve and to optimize the execution time of these applications. These environments allow us the inclusion of more parallelism inside the node. However, to take advantage of this parallelism is not an easy task, because we have to deal with some problems such as: cores communications, data locality, memory sizes (cache and RAM), synchronizations, data dependencies on the model, etc. These issues are becoming more important when we wish to improve the application’s performance and scalability. Hence, this paper describes an optimization method developed for Systemic Model of Banking Originated Losses (SYMBOL) tool developed by the European Commission, which is based on analyzing the application's weakness in order to exploit the advantages of the multicore. All these improvements are done in an automatic and transparent manner with the aim of improving the performance metrics of our tool. Finally, experimental evaluations show the effectiveness of our new optimized version, in which we have achieved a considerable improvement on the execution time. The time has been reduced around 96% for the best case tested, between the original serial version and the automatic parallel version.

Keywords: Algorithm optimization, Bank Failures, OpenMP, Parallel Techniques, Statistical tool.

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10843 A Location Routing Model for the Logistic System in the Mining Collection Centers of the Northern Region of Boyacá-Colombia

Authors: Erika Ruíz, Luis Amaya, Diego Carreño

Abstract:

The main objective of this study is to design a mathematical model for the logistics of mining collection centers in the northern region of the department of Boyacá (Colombia), determining the structure that facilitates the flow of products along the supply chain. In order to achieve this, it is necessary to define a suitable design of the distribution network, taking into account the products, customer’s characteristics and the availability of information. Likewise, some other aspects must be defined, such as number and capacity of collection centers to establish, routes that must be taken to deliver products to the customers, among others. This research will use one of the operation research problems, which is used in the design of distribution networks known as Location Routing Problem (LRP).

Keywords: Location routing problem, logistic, mining collection, model.

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10842 Support Vector Machine Prediction Model of Early-stage Lung Cancer Based on Curvelet Transform to Extract Texture Features of CT Image

Authors: Guo Xiuhua, Sun Tao, Wu Haifeng, He Wen, Liang Zhigang, Zhang Mengxia, Guo Aimin, Wang Wei

Abstract:

Purpose: To explore the use of Curvelet transform to extract texture features of pulmonary nodules in CT image and support vector machine to establish prediction model of small solitary pulmonary nodules in order to promote the ratio of detection and diagnosis of early-stage lung cancer. Methods: 2461 benign or malignant small solitary pulmonary nodules in CT image from 129 patients were collected. Fourteen Curvelet transform textural features were as parameters to establish support vector machine prediction model. Results: Compared with other methods, using 252 texture features as parameters to establish prediction model is more proper. And the classification consistency, sensitivity and specificity for the model are 81.5%, 93.8% and 38.0% respectively. Conclusion: Based on texture features extracted from Curvelet transform, support vector machine prediction model is sensitive to lung cancer, which can promote the rate of diagnosis for early-stage lung cancer to some extent.

Keywords: CT image, Curvelet transform, Small pulmonary nodules, Support vector machines, Texture extraction.

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10841 The Automated Selective Acquisition System

Authors: Atisthan Wuttimanop, Suchada Rianmora

Abstract:

To support design process for launching the product on time, reverse engineering (RE) process has been introduced for quickly generating 3D CAD model from its physical object. The accuracy of the 3D CAD model depends upon the data acquisition technique selected, contact or non-contact methods. In order to reduce times used for acquiring surface and eliminating noises, the automated selective acquisition system has been developed and presented in this research as the alternative channel for non-contact acquisition technique where the data is selectively and locally scanned contour by contour without performing data reduction process. The results present as the organized contour points which are directly used to generate 3D virtual model. The comparison between the proposed technique and another non-contact scanning technique has been presented and discussed.

Keywords: Automated selective acquisition system, Non-contact acquisition, Reverse engineering, 3D scanners.

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10840 Optimal Policy for a Deteriorating Inventory Model with Finite Replenishment Rate and with Price Dependant Demand Rate and Cycle Length Dependant Price

Authors: Hamed Sabahno

Abstract:

In this paper, an inventory model with finite and constant replenishment rate, price dependant demand rate, time value of money and inflation, finite time horizon, lead time and exponential deterioration rate and with the objective of maximizing the present worth of the total system profit is developed. Using a dynamic programming based solution algorithm, the optimal sequence of the cycles can be found and also different optimal selling prices, optimal order quantities and optimal maximum inventories can be obtained for the cycles with unequal lengths, which have never been done before for this model. Also, a numerical example is used to show accuracy of the solution procedure.

Keywords: Deteriorating items, Dynamic programming, Finitereplenishment rate, Inventory control, Operation Research.

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10839 Specific Frequency of Globular Clusters in Different Galaxy Types

Authors: Ahmed H. Abdullah, Pavel Kroupa

Abstract:

Globular clusters (GC) are important objects for tracing the early evolution of a galaxy. We study the correlation between the cluster population and the global properties of the host galaxy. We found that the correlation between cluster population (NGC) and the baryonic mass (Mb) of the host galaxy are best described as 10 −5.6038Mb. In order to understand the origin of the U -shape relation between the GC specific frequency (SN) and Mb (caused by the high value of SN for dwarfs galaxies and giant ellipticals and a minimum SN for intermediate mass galaxies≈ 1010M), we derive a theoretical model for the specific frequency (SNth). The theoretical model for SNth is based on the slope of the power-law embedded cluster mass function (β) and different time scale (Δt) of the forming galaxy. Our results show a good agreement between the observation and the model at a certain β and Δt. The model seems able to reproduce higher value of SNth of β = 1.5 at the midst formation time scale.

Keywords: Galaxies, dwarf, globular cluster, specific frequency, formation time scale.

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10838 Reliability Optimization for 3G Cellular Access Networks

Authors: Ekkaluk Eksook, Chutima Prommak

Abstract:

This paper address the network reliability optimization problem in the optical access network design for the 3G cellular systems. We presents a novel 0-1 integer programming model for designing optical access network topologies comprised of multi-rings with common-edge in order to guarantee always-on services. The results show that the proposed model yields access network topologies with the optimal reliablity and satisfies both network cost limitations and traffic demand requirements.

Keywords: Network Reliability, Topological Network Design, 3G Cellular Networks.

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10837 Model of MSD Risk Assessment at Workplace

Authors: K. Sekulová, M. Šimon

Abstract:

This article focuses on upper-extremity musculoskeletal disorders risk assessment model at workplace. In this model are used risk factors that are responsible for musculoskeletal system damage. Based on statistic calculations the model is able to define what risk of MSD threatens workers who are under risk factors. The model is also able to say how MSD risk would decrease if these risk factors are eliminated.

 

Keywords: Ergonomics, musculoskeletal disorders, occupational diseases, risk factors.

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10836 A Hydro-Mechanical Model for Unsaturated Soils

Authors: A. Uchaipichat

Abstract:

The hydro-mechanical model for unsaturated soils has been presented based on the effective stress principle taking into account effects of drying-wetting process. The elasto-plastic constitutive equations for stress-strain relations of the soil skeleton have been established. A plasticity model is modified from modified Cam-Clay model. The hardening rule has been established by considering the isotropic consolidation paths. The effect of dryingwetting process is introduced through the ¤ç parameter. All model coefficients are identified in terms of measurable parameters. The simulations from the proposed model are compared with the experimental results. The model calibration was performed to extract the model parameter from the experimental results. Good agreement between the results predicted using proposed model and the experimental results was obtained.

Keywords: Drying-wetting process, Effective stress, Elastoplasticmodel, Unsaturated soils

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10835 A Refined Nonlocal Strain Gradient Theory for Assessing Scaling-Dependent Vibration Behavior of Microbeams

Authors: Xiaobai Li, Li Li, Yujin Hu, Weiming Deng, Zhe Ding

Abstract:

A size-dependent Euler–Bernoulli beam model, which accounts for nonlocal stress field, strain gradient field and higher order inertia force field, is derived based on the nonlocal strain gradient theory considering velocity gradient effect. The governing equations and boundary conditions are derived both in dimensional and dimensionless form by employed the Hamilton principle. The analytical solutions based on different continuum theories are compared. The effect of higher order inertia terms is extremely significant in high frequency range. It is found that there exists an asymptotic frequency for the proposed beam model, while for the nonlocal strain gradient theory the solutions diverge. The effect of strain gradient field in thickness direction is significant in low frequencies domain and it cannot be neglected when the material strain length scale parameter is considerable with beam thickness. The influence of each of three size effect parameters on the natural frequencies are investigated. The natural frequencies increase with the increasing material strain gradient length scale parameter or decreasing velocity gradient length scale parameter and nonlocal parameter.

Keywords: Euler-Bernoulli Beams, free vibration, higher order inertia, nonlocal strain gradient theory, velocity gradient.

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10834 Development of a RAM Simulation Model for Acid Gas Removal System

Authors: Ainul Akmar Mokhtar, Masdi Muhammad, Hilmi Hussin, Mohd Amin Abdul Majid

Abstract:

A reliability, availability and maintainability (RAM) model has been built for acid gas removal plant for system analysis that will play an important role in any process modifications, if required, for achieving its optimum performance. Due to the complexity of the plant, the model was based on a Reliability Block Diagram (RBD) with a Monte Carlo simulation engine. The model has been validated against actual plant data as well as local expert opinions, resulting in an acceptable simulation model. The results from the model showed that the operation and maintenance can be further improved, resulting in reduction of the annual production loss.

Keywords: Acid gas removal plant, RAM model, Reliabilityblock diagram

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10833 C Vibration Analysis of a Beam on Elastic Foundation with Elastically Restrained Ends Using Spectral Element Method

Authors: Hamioud Saida, Khalfallah Salah

Abstract:

In this study, a spectral element method (SEM) is employed to predict the free vibration of a Euler-Bernoulli beam resting on a Winkler foundation with elastically restrained ends. The formulation of the dynamic stiffness matrix has been established by solving the differential equation of motion which was transformed to frequency domain. Non-dimensional natural frequencies and shape modes are obtained by solving the partial differential equations, numerically. Numerical comparisons and examples are performed to show the effectiveness of the SEM and to investigate the effects of various parameters, such as the springs at the boundaries and the elastic foundation parameter on the vibration frequencies. The obtained results demonstrate that the present method can also be applied to solve the more general problem of the dynamic analysis of structures with higher order precision.

Keywords: Elastically supported Euler-Bernoulli beam, free-vibration, spectral element method, Winkler foundation.

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10832 The Induced Generalized Hybrid Averaging Operator and its Application in Financial Decision Making

Authors: José M. Merigó, Montserrat Casanovas

Abstract:

We present the induced generalized hybrid averaging (IGHA) operator. It is a new aggregation operator that generalizes the hybrid averaging (HA) by using generalized means and order inducing variables. With this formulation, we get a wide range of mean operators such as the induced HA (IHA), the induced hybrid quadratic averaging (IHQA), the HA, etc. The ordered weighted averaging (OWA) operator and the weighted average (WA) are included as special cases of the HA operator. Therefore, with this generalization we can obtain a wide range of aggregation operators such as the induced generalized OWA (IGOWA), the generalized OWA (GOWA), etc. We further generalize the IGHA operator by using quasi-arithmetic means. Then, we get the Quasi-IHA operator. Finally, we also develop an illustrative example of the new approach in a financial decision making problem. The main advantage of the IGHA is that it gives a more complete view of the decision problem to the decision maker because it considers a wide range of situations depending on the operator used.

Keywords: Decision making, Aggregation operators, OWA operator, Generalized means, Selection of investments.

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10831 Characterization and Design of a Crumb Rubber Modified Asphalt Mix Formulation

Authors: H. Al-Baghli

Abstract:

Laboratory trial results of mixing crumb rubber produced from discarded tires with 60/70 pen grade Kuwaiti bitumen are presented on this paper. PG grading and multiple stress creep recovery tests were conducted on Kuwaiti bitumen blended with 15% and 18% crumb rubber at temperatures ranging from 40 to 70 °C. The results from elastic recovery and non-recoverable creep presented optimum performance at 18% rubber content. The optimum rubberized-bitumen mix was next transformed into a pelletized form (PelletPave®), and was used as a partial replacement to the conventional bitumen in the manufacture of continuously graded hot mix asphalts at a number of binder contents. The trialed PelletPave® contents were at 2.5%, 3.0%, and 3.5% by mass of asphalt mix. In this investigation, it was not possible to utilize the results of standard Marshall method of mix design (i.e. volumetric, stability and flow tests) and subsequently additional assessment of mix compactability was carried out using gyratory compactor in order to determine the optimum PelletPave® and total binder contents.

Keywords: Crumb rubber, Marshall mix design, PG grading, rubberized-bitumen.

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10830 Mathematical Modeling to Predict Surface Roughness in CNC Milling

Authors: Ab. Rashid M.F.F., Gan S.Y., Muhammad N.Y.

Abstract:

Surface roughness (Ra) is one of the most important requirements in machining process. In order to obtain better surface roughness, the proper setting of cutting parameters is crucial before the process take place. This research presents the development of mathematical model for surface roughness prediction before milling process in order to evaluate the fitness of machining parameters; spindle speed, feed rate and depth of cut. 84 samples were run in this study by using FANUC CNC Milling α-Τ14ιE. Those samples were randomly divided into two data sets- the training sets (m=60) and testing sets(m=24). ANOVA analysis showed that at least one of the population regression coefficients was not zero. Multiple Regression Method was used to determine the correlation between a criterion variable and a combination of predictor variables. It was established that the surface roughness is most influenced by the feed rate. By using Multiple Regression Method equation, the average percentage deviation of the testing set was 9.8% and 9.7% for training data set. This showed that the statistical model could predict the surface roughness with about 90.2% accuracy of the testing data set and 90.3% accuracy of the training data set.

Keywords: Surface roughness, regression analysis.

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10829 Adsorption of Lead from Synthetic Solution using Luffa Charcoal

Authors: C. Umpuch, N. Bunmanan, U. Kueasing, P. Kaewsan

Abstract:

This work was to study batch biosorption of Pb(II) ions from aqueous solution by Luffa charcoal. The effect of operating parameters such as adsorption contact time, initial pH solution and different initial Pb(II) concentration on the sorption of Pb(II) were investigated. The results showed that the adsorption of Pb(II) ions was initially rapid and the equilibrium time was 10 h. Adsorption kinetics of Pb(II) ions onto Luffa charcoal could be best described by the pseudo-second order model. At pH 5.0 was favorable for the adsorption and removal of Pb(II) ions. Freundlich adsorption isotherm model was better fitted for the adsorption of Pb(II) ions than Langmuir and Timkin isotherms, respectively. The highest monolayer adsorption capacity obtained from Langmuir isotherm model was 51.02 mg/g. This study demonstrated that Luffa charcoal could be used for the removal of Pb(II) ions in water treatment.

Keywords: Lead (II), Luffa charcoal, Biosorption, initial pHsolution, contact time, adsorption isotherm.

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10828 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

Abstract:

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.

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10827 Application of Model Free Adaptive Control in Main Steam Temperature System of Thermal Power Plant

Authors: Khaing Yadana Swe, Lillie Dewan

Abstract:

At present, the cascade PID control is widely used to control the superheating temperature (main steam temperature). As Main Steam Temperature has the characteristics of large inertia, large time-delay and time varying, etc., conventional PID control strategy cannot achieve good control performance. In order to overcome the bad performance and deficiencies of main steam temperature control system, Model Free Adaptive Control (MFAC) - P cascade control system is proposed in this paper. By substituting MFAC in PID of the main control loop of the main steam temperature control, it can overcome time delays, non-linearity, disturbance and time variation.

Keywords: Model free Adaptive Control, Cascade Control, Adaptive Control, PID.

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10826 Viability Analysis of the Use of Solar Energy for Water Heating in Brazil

Authors: E. T. L. Cöuras Ford, V. A. C.Vale, J. U. L Mendes

Abstract:

The sun is an inexhaustible source and harness its potential both for heating and power generation is one of the most promising and necessary alternatives, mainly due to environmental issues. However, it should be noted that this has always been present in the generation of energy on earth, only indirectly, since it is responsible for virtually all other energy sources, such as generating source of evaporation of the water cycle, allowing the impoundment and the consequent generation of electricity (hydroelectric power); winds are caused by atmospheric induction caused by large scale solar radiation; petroleum, coal and natural gas were generated from waste plants and animals that originally derived energy required for their development of solar radiation. This paper presents a study on the feasibility of using solar energy for water heating in homes. A simplified methodology developed for formulation of solar heating operation model of water in alternative systems of solar energy in Brazil, and compared it to that in the international market. Across this research, it was possible to create new paradigms for alternative applications to the use of solar energy.

Keywords: Solar energy, solar heating, solar project.

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10825 Low-Level Modeling for Optimal Train Routing and Scheduling in Busy Railway Stations

Authors: Quoc Khanh Dang, Thomas Bourdeaud’huy, Khaled Mesghouni, Armand Toguy´eni

Abstract:

This paper studies a train routing and scheduling problem for busy railway stations. Our objective is to allow trains to be routed in dense areas that are reaching saturation. Unlike traditional methods that allocate all resources to setup a route for a train and until the route is freed, our work focuses on the use of resources as trains progress through the railway node. This technique allows a larger number of trains to be routed simultaneously in a railway node and thus reduces their current saturation. To deal with this problem, this study proposes an abstract model and a mixed-integer linear programming formulation to solve it. The applicability of our method is illustrated on a didactic example.

Keywords: Busy railway stations, mixed-integer linear programming, offline railway station management, train platforming, train routing, train scheduling.

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10824 A Generator from Cascade Markov Model for Packet Loss and Subsequent Bit Error Description

Authors: Jaroslav Polec, Viliam Hirner, Michal Martinovič, Kvetoslava Kotuliaková

Abstract:

In this paper we present a novel error model for packet loss and subsequent error description. The proposed model simulates the error performance of wireless communication link. The model is designed as two independent Markov chains, where the first one is used for packet generation and the second one generates correctly and incorrectly transmitted bits for received packets from the first chain. The statistical analyses of real communication on the wireless link are used for determination of model-s parameters. Using the obtained parameters and the implementation of the generator, we collected generated traffic. The obtained results generated by proposed model are compared with the real data collection.

Keywords: Wireless channel, error model, Markov chain, Elliot model, Gilbert model, generator, IEEE 802.11.

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10823 Seismic Analysis of a S-Curved Viaduct using Stick and Finite Element Models

Authors: Sourabh Agrawal, Ashok K. Jain

Abstract:

Stick models are widely used in studying the behaviour of straight as well as skew bridges and viaducts subjected to earthquakes while carrying out preliminary studies. The application of such models to highly curved bridges continues to pose challenging problems. A viaduct proposed in the foothills of the Himalayas in Northern India is chosen for the study. It is having 8 simply supported spans @ 30 m c/c. It is doubly curved in horizontal plane with 20 m radius. It is inclined in vertical plane as well. The superstructure consists of a box section. Three models have been used: a conventional stick model, an improved stick model and a 3D finite element model. The improved stick model is employed by making use of body constraints in order to study its capabilities. The first 8 frequencies are about 9.71% away in the latter two models. Later the difference increases to 80% in 50th mode. The viaduct was subjected to all three components of the El Centro earthquake of May 1940. The numerical integration was carried out using the Hilber- Hughes-Taylor method as implemented in SAP2000. Axial forces and moments in the bridge piers as well as lateral displacements at the bearing levels are compared for the three models. The maximum difference in the axial forces and bending moments and displacements vary by 25% between the improved and finite element model. Whereas, the maximum difference in the axial forces, moments, and displacements in various sections vary by 35% between the improved stick model and equivalent straight stick model. The difference for torsional moment was as high as 75%. It is concluded that the stick model with body constraints to model the bearings and expansion joints is not desirable in very sharp S curved viaducts even for preliminary analysis. This model can be used only to determine first 10 frequency and mode shapes but not for member forces. A 3D finite element analysis must be carried out for meaningful results.

Keywords: Bearing, body constraint, box girder, curved viaduct, expansion joint, finite element, link element, seismic, stick model, time history analysis.

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10822 A Constitutive Model for Time-Dependent Behavior of Clay

Authors: T. N. Mac, B. Shahbodaghkhan, N. Khalili

Abstract:

A new elastic-viscoplastic (EVP) constitutive model is proposed for the analysis of time-dependent behavior of clay. The proposed model is based on the bounding surface plasticity and the concept of viscoplastic consistency framework to establish continuous transition from plasticity to rate dependent viscoplasticity. Unlike the overstress based models, this model will meet the consistency condition in formulating the constitutive equation for EVP model. The procedure of deriving the constitutive relationship is also presented. Simulation results and comparisons with experimental data are then presented to demonstrate the performance of the model.

Keywords: Bounding surface, consistency theory, constitutive model, viscosity.

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10821 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization

Authors: B. Marasović, S. Pivac, S. V. Vukasović

Abstract:

Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.

Keywords: Croatian capital market, Fractional quadratic programming, Markowitz model, Portfolio optimization, Transaction costs.

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10820 Effect of Formulation Compositions on Particle Size and Zeta Potential of Diclofenac Sodium-Loaded Chitosan Nanoparticles

Authors: Rathapon Asasutjarit, Chayanid Sorrachaitawatwong, Nardauma Tipchuwong, Sirijit Pouthai

Abstract:

This study was conducted to formulate diclofenac sodium-loaded chitosan nanoparticles and to study the effect of formulation compositions on particle size and zeta potential of chitosan nanoparticles (CSN) containing diclofenac sodium (DC) prepared by ionotropic gelation method. It was found that the formulations containing chitosan, DC and tripolyphosphate (TPP) at a weight ratio of 4:1:1, respectively, with various pH provided various systems. At pH 5.0 and 6.0, the obtained systems were turbid because of precipitation of DC and chitosan, respectively. However, the dispersed system of CSN possessing diameter of 108±1 nm and zeta potential of 19±1 mV could be obtained at pH 5.5. These CSN also showed spherical morphology observed via a transmission scanning electron microscope. Change in weight ratio of chitosan:DC:TPP i.e. 1:1:1, 2:1:1, 3:1:1 and 4:1:1 showed that these ratios led to precipitation of particles except for the ratio of 4:1:1 providing CSN properly. The effect of Tween 80 as a stabilizer was also determined. It suggested that increment of Tween 80 concentration to 0.02% w/v could stabilize CSN at least 48 hours. However, increment of Tween 80 to 0.03% w/v led to quick precipitation of particles. The study of effect of TPP suggested that increment of TPP concentration increased particle size but decreased zeta potential. The excess TPP caused precipitation of CSN. Therefore, the optimized CSN was the CSN containing chitosan, DC and TPP at the ratio of 4:1:1and 0.02% w/v Tween 80 prepared at pH 5.5. Their particle size, zeta potential and entrapment efficiency were 128±1 nm, 15±1 mV and 45.8±2.6%, respectively.

Keywords: Chitosan nanoparticles, diclofenac sodium, size, zeta potential.

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10819 A Robust TVD-WENO Scheme for Conservation Laws

Authors: A. Abdalla, A. Kaltayev

Abstract:

The ultimate goal of this article is to develop a robust and accurate numerical method for solving hyperbolic conservation laws in one and two dimensions. A hybrid numerical method, coupling a cheap fourth order total variation diminishing (TVD) scheme [1] for smooth region and a Robust seventh-order weighted non-oscillatory (WENO) scheme [2] near discontinuities, is considered. High order multi-resolution analysis is used to detect the high gradients regions of the numerical solution in order to capture the shocks with the WENO scheme, while the smooth regions are computed with fourth order total variation diminishing (TVD). For time integration, we use the third order TVD Runge-Kutta scheme. The accuracy of the resulting hybrid high order scheme is comparable with these of WENO, but with significant decrease of the CPU cost. Numerical demonstrates that the proposed scheme is comparable to the high order WENO scheme and superior to the fourth order TVD scheme. Our scheme has the added advantage of simplicity and computational efficiency. Numerical tests are presented which show the robustness and effectiveness of the proposed scheme.

Keywords: WENO scheme, TVD schemes, smoothness indicators, multi-resolution.

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10818 A Design and Implementation Model for Web Caching Using Server “URL Rewriting“

Authors: Mostafa E. Saleh, A. Abdel Nabi, A. Baith Mohamed

Abstract:

In order to make surfing the internet faster, and to save redundant processing load with each request for the same web page, many caching techniques have been developed to reduce latency of retrieving data on World Wide Web. In this paper we will give a quick overview of existing web caching techniques used for dynamic web pages then we will introduce a design and implementation model that take advantage of “URL Rewriting" feature in some popular web servers, e.g. Apache, to provide an effective approach of caching dynamic web pages.

Keywords: Web Caching, URL Rewriting, Optimizing Web Performance, Dynamic Web Pages Loading Time.

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10817 A Superior Delay Estimation Model for VLSI Interconnect in Current Mode Signaling

Authors: Sunil Jadav, Rajeevan Chandel Munish Vashishath

Abstract:

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.

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