Search results for: constant acceleration motion model

Authors: Herbert Ugrinowitsch, Suziane Peixoto dos Santos-Naves, Michele Viviene Carbinatto, Rodolfo NovellinoBenda, Go Tani

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An experiment was conducted to examine the effect of the level of performance stabilization on the human adaptability to perceptual-motor perturbation in a complex coincident timing task. Three levels of performance stabilization were established operationally: pre-stabilization, stabilization, and super-stabilization groups. Each group practiced the task until reached its level of stabilization in a constant sequence of movements and under a constant time constraint before exposure to perturbation. The results clearly showed that performance stabilization is a pre-condition for adaptation. Moreover, variability before reaching stabilization is harmful to adaptation and persistent variability after stabilization is beneficial. Moreover, the behavior of variability is specific to each measure.

Keywords: Adaptation, motor skill, perturbation, stabilization.

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Authors: Tainchi Lu, Chochih Lin

Abstract:

With a rapid growth in 3D graphics technology over the last few years, people are desired to see more flexible reacting motions of a biped in animations. In particular, it is impossible to anticipate all reacting motions of a biped while facing a perturbation. In this paper, we propose a three-level tracking method for animating a 3D humanoid character. First, we take the laws of physics into account to attach physical attributes, such as mass, gravity, friction, collision, contact, and torque, to bones and joints of a character. The next step is to employ PD controller to follow a reference motion as closely as possible. Once the character cannot tolerate a strong perturbation to prevent itself from falling down, we are capable of tracking a desirable falling-down action to avoid any falling condition inaccuracy. From the experimental results, we demonstrate the effectiveness and flexibility of the proposed method in comparison with conventional data-driven approaches.

Keywords: Character Animation, Forward Dynamics, Motion Tracking, PD Control.

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Authors: Satyendra Pratap Singh, S. P. Singh

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This paper presents a methodology using Gravitational Search Algorithm for optimal placement of Phasor Measurement Units (PMUs) in order to achieve complete observability of the power system. The objective of proposed algorithm is to minimize the total number of PMUs at the power system buses, which in turn minimize installation cost of the PMUs. In this algorithm, the searcher agents are collection of masses which interact with each other using Newton’s laws of gravity and motion. This new Gravitational Search Algorithm based method has been applied to the IEEE 14-bus, IEEE 30-bus and IEEE 118-bus test systems. Case studies reveal optimal number of PMUs with better observability by proposed method.

Keywords: Gravitational Search Algorithm (GSA), Law of Motion, Law of Gravity, Observability, Phasor Measurement Unit.

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Authors: Abdenour Bourabaa, Mohamed Saighi, Said El Metenani

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In the present work an investigation of the effects of the air frontal velocity, relative humidity and dry air temperature on the heat transfer characteristics of plain finned tube evaporator has been conducted. Using an appropriate correlation for the air side heat transfer coefficient the temperature distribution along the fin surface was calculated using a dimensionless temperature distribution. For a constant relative humidity and bulb temperature, it is found that the temperature distribution decreases with increasing air frontal velocity. Apparently, it is attributed to the condensate water film flowing over the fin surface. When dry air temperature and face velocity are being kept constant, the temperature distribution decreases with the increase of inlet relative humidity. An increase in the inlet relative humidity is accompanied by a higher amount of moisture on the fin surface. This results in a higher amount of latent heat transfer which involves higher fin surface temperature. For the influence of dry air temperature, the results here show an increase in the dimensionless temperature parameter with a decrease in bulb temperature. Increasing bulb temperature leads to higher amount of sensible and latent heat transfer when other conditions remain constant.

Keywords: Fin efficiency, heat and mass transfer, dehumidifying conditions, finned tube heat exchangers.

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Authors: Z.D. Yang, E.S.S. Lam

Abstract:

Considering the merits and limitations of energy dissipation system, seismic isolation system and suspension system, a new earthquake resistant system is proposed and is demonstrated numerically through a frame-core structure. Base isolators and story isolators are installed in the proposed system. The former “isolates" the frame from the foundation and the latter “separates" the frame from the center core. Equations of motion are formulated to study the response of the proposed structural system to strong earthquake motion. As compared with the fixed-base building system, the proposed structural system shows substantial reduction on structural response.

Keywords: Base Isolator, Core-tube, Isolated frame, Seismic Mitigation, Story Isolator

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Authors: V. K. Singh, P. K. Padhy

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This paper describes identification of the two poles unstable SOPDT process, especially with large time delay. A new modified relay feedback identification method for two poles unstable SOPDT process is proposed. Furthermore, for the two poles unstable SOPDT process, an additional Derivative controller is incorporated parallel with relay to relax the constraint on the ratio of delay to the unstable time constant, so that the exact model parameters of unstable processes can be identified. To cope with measurement noise in practice, a low pass filter is suggested to get denoised output signal toimprove the exactness of model parameter of unstable process. PID Lead-lag tuning formulas are derived for two poles unstable (SOPDT) processes based on IMC principle. Simulation example illustrates the effectiveness and the simplicity of the proposed identification and control method.

Keywords: IMC structure, PID Lead-lag controller, Relayfeedback, SOPDT

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Authors: Hosein Falahaty, Hitoshi Gotoh, Abbas Khayyer

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Performance of a Hamiltonian based particle method in simulation of nonlinear structural dynamics is subjected to investigation in terms of stability and accuracy. The governing equation of motion is derived based on Hamilton's principle of least action, while the deformation gradient is obtained according to Weighted Least Square method. The hyper-elasticity models of Saint Venant-Kirchhoff and a compressible version similar to Mooney- Rivlin are engaged for the calculation of second Piola-Kirchhoff stress tensor, respectively. Stability along with accuracy of numerical model is verified by reproducing critical stress fields in static and dynamic responses. As the results, although performance of Hamiltonian based model is evaluated as being acceptable in dealing with intense extensional stress fields, however kinds of instabilities reveal in the case of violent collision which can be most likely attributed to zero energy singular modes.

Keywords: Hamilton's principle of least action, particle based method, hyper-elasticity, analysis of stability.

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Authors: Hossein Pazhoumand-Dar, Amir Mohsen Toliyat Abolhassani, Ehsan Saeedi

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Speed estimation is one of the important and practical tasks in machine vision, Robotic and Mechatronic. the availability of high quality and inexpensive video cameras, and the increasing need for automated video analysis has generated a great deal of interest in machine vision algorithms. Numerous approaches for speed estimation have been proposed. So classification and survey of the proposed methods can be very useful. The goal of this paper is first to review and verify these methods. Then we will propose a novel algorithm to estimate the speed of moving object by using fuzzy concept. There is a direct relation between motion blur parameters and object speed. In our new approach we will use Radon transform to find direction of blurred image, and Fuzzy sets to estimate motion blur length. The most benefit of this algorithm is its robustness and precision in noisy images. Our method was tested on many images with different range of SNR and is satisfiable.

Keywords: Blur Analysis, Fuzzy sets, Speed estimation.

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Authors: B. A. Parate, C. P. Shetty

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This research article describes the evaluation methodology of an internal ballistics of multi-perforated grain in a closed vessel (CV). The propellant testing in a CV is conducted to characterize the propellants and to ascertain the various internal ballistic parameters. The assessment of an internal ballistics plays a very crucial role for suitability of its use in the selection for a given particular application. The propellant used in defense sectors has to satisfy the user requirements as per laid down specifications. The outputs from CV evaluation of multi-propellant grain are maximum pressure of 226.75 MPa, differentiation of pressure with respect to time of 36.99 MPa/ms, average vivacity of 9.990×10-4/MPa ms, force constant of 933.9 J/g, rise time of 9.85 ms, pressure index of 0.878 including burning coefficient of 0.2919. This paper addresses an internal ballistic of multi-perforated grain, propellant selection, its calculation, and evaluation of various parameters in a CV testing. For the current analysis, the propellant is evaluated in 100 cc CV with propellant mass 20 g. The loading density of propellant is 0.2 g/cc. The method for determination of internal ballistic properties consists of burning of propellant mass under constant volume.

Keywords: Burning rate, closed vessel, force constant, internal ballistic, loading density, maximum pressure, multi-propellant grain, propellant, rise time, vivacity.

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Authors: Ali Zifan, Mohammad Hassan Moradi, Sohrab Saberi, Farzad Towhidkhah

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Electrocardiogram (ECG) segmentation is necessary to help reduce the time consuming task of manually annotating ECG-s. Several algorithms have been developed to segment the ECG automatically. We first review several of such methods, and then present a new single lead segmentation method based on Adaptive piecewise constant approximation (APCA) and Piecewise derivative dynamic time warping (PDDTW). The results are tested on the QT database. We compared our results to Laguna-s two lead method. Our proposed approach has a comparable mean error, but yields a slightly higher standard deviation than Laguna-s method.

Keywords: Adaptive Piecewise Constant Approximation, Dynamic programming, ECG segmentation, Piecewise DerivativeDynamic Time Warping.

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Authors: Khin Thandar Lwin, Than Htike, Zaw Min Naing

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This paper introduces an intelligent system, which can be applied in the monitoring of vehicle speed using a single camera. The ability of motion tracking is extremely useful in many automation problems and the solution to this problem will open up many future applications. One of the most common problems in our daily life is the speed detection of vehicles on a highway. In this paper, a novel technique is developed to track multiple moving objects with their speeds being estimated using a sequence of video frames. Field test has been conducted to capture real-life data and the processed results were presented. Multiple object problems and noisy in data are also considered. Implementing this system in real-time is straightforward. The proposal can accurately evaluate the position and the orientation of moving objects in real-time. The transformations and calibration between the 2D image and the actual road are also considered.

Keywords: Motion Estimation, Image Analyses, Speed Detection

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Authors: Wentian Shi, Daming Shi, Maysam Orouskhani, Feng Tian

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Currently the most prevalent deep learning methods require a large amount of data for training, whereas few-shot learning tries to learn a model from limited data without extensive retraining. In this paper, we present a loss function based on triplet loss for solving few-shot problem using metric based learning. Instead of setting the margin distance in triplet loss as a constant number empirically, we propose an adaptive margin distance strategy to obtain the appropriate margin distance automatically. We implement the strategy in the deep siamese network for deep metric embedding, by utilizing an optimization approach by penalizing the worst case and rewarding the best. Our experiments on image recognition and co-segmentation model demonstrate that using our proposed triplet loss with adaptive margin distance can significantly improve the performance.

Keywords: Few-shot learning, triplet network, adaptive margin, deep learning.

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Authors: T.C. Manjunath,

Abstract:

This paper features the trajectory planning design of a indigenously developed 4-Axis SCARA robot which is used for doing successful robotic manipulation task in the laboratory. Once, a trajectory is being designed and given as input to the robot, the robot's gripper tip moves along that specified trajectory. Trajectories have to be designed in the work space only. The main idea of this paper is to design a continuous path trajectory model for the indigenously developed SCARA robot arm during its maneuvering from one point to another point (during pick and place operations) in a workspace avoiding all the obstacles in its path of motion.

Keywords: SCARA, Trajectory, Planning.

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Authors: Ali Zifan, Sohrab Saberi, Mohammad Hassan Moradi, Farzad Towhidkhah

Abstract:

Electrocardiogram (ECG) segmentation is necessary to help reduce the time consuming task of manually annotating ECG's. Several algorithms have been developed to segment the ECG automatically. We first review several of such methods, and then present a new single lead segmentation method based on Adaptive piecewise constant approximation (APCA) and Piecewise derivative dynamic time warping (PDDTW). The results are tested on the QT database. We compared our results to Laguna's two lead method. Our proposed approach has a comparable mean error, but yields a slightly higher standard deviation than Laguna's method.

Keywords: Adaptive Piecewise Constant Approximation, Dynamic programming, ECG segmentation, Piecewise Derivative Dynamic Time Warping.

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Authors: K. Sakthivel, R. Nallusamy, C. Kavitha

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The goal of image segmentation is to cluster pixels into salient image regions. Segmentation could be used for object recognition, occlusion boundary estimation within motion or stereo systems, image compression, image editing, or image database lookup. In this paper, we present a color image segmentation using support vector machine (SVM) pixel classification. Firstly, the pixel level color and texture features of the image are extracted and they are used as input to the SVM classifier. These features are extracted using the homogeneity model and Gabor Filter. With the extracted pixel level features, the SVM Classifier is trained by using FCM (Fuzzy C-Means).The image segmentation takes the advantage of both the pixel level information of the image and also the ability of the SVM Classifier. The Experiments show that the proposed method has a very good segmentation result and a better efficiency, increases the quality of the image segmentation compared with the other segmentation methods proposed in the literature.

Keywords: Image Segmentation, Support Vector Machine, Fuzzy C–Means, Pixel Feature, Texture Feature, Homogeneity model, Gabor Filter.

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Authors: Lina Wu, Jia Liu, Ye Li

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The goal of this project is to investigate constant properties (called the Liouville-type Problem) for a p-stable map as a local or global minimum of a p-energy functional where the domain is a Euclidean space and the target space is a closed half-ellipsoid. The First and Second Variation Formulas for a p-energy functional has been applied in the Calculus Variation Method as computation techniques. Stokes’ Theorem, Cauchy-Schwarz Inequality, Hardy-Sobolev type Inequalities, and the Bochner Formula as estimation techniques have been used to estimate the lower bound and the upper bound of the derived p-Harmonic Stability Inequality. One challenging point in this project is to construct a family of variation maps such that the images of variation maps must be guaranteed in a closed half-ellipsoid. The other challenging point is to find a contradiction between the lower bound and the upper bound in an analysis of p-Harmonic Stability Inequality when a p-energy minimizing map is not constant. Therefore, the possibility of a non-constant p-energy minimizing map has been ruled out and the constant property for a p-energy minimizing map has been obtained. Our research finding is to explore the constant property for a p-stable map from a Euclidean space into a closed half-ellipsoid in a certain range of p. The certain range of p is determined by the dimension values of a Euclidean space (the domain) and an ellipsoid (the target space). The certain range of p is also bounded by the curvature values on an ellipsoid (that is, the ratio of the longest axis to the shortest axis). Regarding Liouville-type results for a p-stable map, our research finding on an ellipsoid is a generalization of mathematicians’ results on a sphere. Our result is also an extension of mathematicians’ Liouville-type results from a special ellipsoid with only one parameter to any ellipsoid with (n+1) parameters in the general setting.

Keywords: Bochner Formula, Stokes’ Theorem, Cauchy-Schwarz Inequality, first and second variation formulas, Hardy-Sobolev type inequalities, Liouville-type problem, p-harmonic map.

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Authors: Habtu Alemayehu, G. Radhakrishnamacharya

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The paper presents an analytical solution for dispersion of a solute in the peristaltic motion of a couple stress fluid through a porous medium with slip condition in the presence of both homogeneous and heterogeneous chemical reactions. The average effective dispersion coefficient has been found using Taylor-s limiting condition and long wavelength approximation. The effects of various relevant parameters on the average coefficient of dispersion have been studied. The average effective dispersion coefficient tends to increase with permeability parameter but tends to decrease with homogeneous chemical reaction rate parameter, couple stress parameter, slip parameter and heterogeneous reaction rate parameter.

Keywords: Dispersion, Peristalsis, Couple stress fluid, Porousmedium, Chemical reaction, Slip condition.

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Authors: Xi Gu, Guan Heng Yeoh, Victoria Timchenko

Abstract:

In the current work, a three-dimensional geometry of a 75% stenosed blood vessel is analyzed. Large eddy simulation (LES) with the help of a dynamic subgrid scale Smagorinsky model is applied to model the turbulent pulsatile flow. The geometry, the transmural pressure and the properties of the blood and the elastic boundary were based on clinical measurement data. For the flexible wall model, a thin solid region is constructed around the 75% stenosed blood vessel. The deformation of this solid region was modelled as a deforming boundary to reduce the computational cost of the solid model. Fluid-structure interaction is realized via a twoway coupling between the blood flow modelled via LES and the deforming vessel. The information of the flow pressure and the wall motion was exchanged continually during the cycle by an arbitrary Lagrangian-Eulerian method. The boundary condition of current time step depended on previous solutions. The fluctuation of the velocity in the post-stenotic region was analyzed in the study. The axial velocity at normalized position Z=0.5 shows a negative value near the vessel wall. The displacement of the elastic boundary was concerned in this study. In particular, the wall displacement at the systole and the diastole were compared. The negative displacement at the stenosis indicates a collapse at the maximum velocity and the deceleration phase.

Keywords: Large Eddy Simulation, Fluid Structural Interaction, Constricted Artery, Computational Fluid Dynamics.

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Authors: D. O. Omondi, M. K. Walingo, G. M. Mbagaya

Abstract:

Objective: This study explored the possibility of integrating Health Belief Concepts as additional predictors of intention to adopt a recommended diet-category within the Theory of Planned Behavior (TPB). Methods: The study adopted a Sequential Exploratory Mixed Methods approach. Qualitative data were generated on attitude, subjective norm, perceived behavioral control and perceptions on predetermined diet-categories including perceived susceptibility, perceived benefits, perceived severity and cues to action. Synthesis of qualitative data was done using constant comparative approach during phase 1. A survey tool developed from qualitative results was used to collect information on the same concepts across 237 legible Type 2 diabetics. Data analysis included use of Structural Equation Modeling in Analysis of Moment Structures to explore the possibility of including perceived susceptibility, perceived benefits, perceived severity and cues to action as additional intention predictors in a single nested model. Results: Two models-one nested based on the traditional TPB model {χ2=223.3, df = 77, p = .02, χ2/df = 2.9; TLI = .93; CFI =.91; RMSEA (90CI) = .090(.039, .146)} and the newly proposed Planned Behavior Health Belief Model (PBHB) {χ2 = 743.47, df = 301, p = .019; TLI = .90; CFI=.91; RMSEA (90CI) = .079(.031, .14)} passed the goodness of fit tests based on common fit indicators used. Conclusion: The newly developed PBHB Model ranked higher than the traditional TPB model with reference made to chi-square ratios (PBHB: χ2/df = 2.47; p=0.19 against TPB: χ2/df = 2.9, p=0.02). The integrated model can be used to motivate Type 2 diabetics towards healthy eating.

Keywords: Theory, intention, predictors, mixed methods design.

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Authors: J. Kavitha, S. Sowmyayani, P. Arockia Jansi Rani

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In this paper, a shot boundary detection method is presented using octagon square search pattern. The color, edge, motion and texture features of each frame are extracted and used in shot boundary detection. The motion feature is extracted using octagon square search pattern. Then, the transition detection method is capable of detecting the shot or non-shot boundaries in the video using the feature weight values. Experimental results are evaluated in TRECVID video test set containing various types of shot transition with lighting effects, object and camera movement within the shots. Further, this paper compares the experimental results of the proposed method with existing methods. It shows that the proposed method outperforms the state-of-art methods for shot boundary detection.

Keywords: Content-based indexing and retrieval, cut transition detection, discrete wavelet transform, shot boundary detection, video source.

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Authors: Bala Dhandayuthapani Veerasamy

Abstract:

Parallel programming models exist as an abstraction of hardware and memory architectures. There are several parallel programming models in commonly use; they are shared memory model, thread model, message passing model, data parallel model, hybrid model, Flynn-s models, embarrassingly parallel computations model, pipelined computations model. These models are not specific to a particular type of machine or memory architecture. This paper expresses the model program for concurrent approach to data parallel model through java programming.

Keywords: Concurrent, Data Parallel, JDK, Parallel, Thread

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Authors: Zeinab A.Hussein, Manal S. Abd El-Wahab, Shorouk A. W. El-Shennawy

Abstract:

Children with hemiplgic cerebral palsy often walk with diminished reciprocal arm swing so the purpose of this study was to describe kinematic characteristics in children with hemiplegic cerebral palsy (CP) during the gait suphases, and find if there is a correlation between upper(shoulder and elbow) and lower(hip, knee, and ankle) limb joints either in involved or uninvolved.48 children with hemiplegic cerebral palsy (18boys, 30girls) with an average age of (5.1±0.87) years were selected randomly to evaluate joint angles during gait by 3D motion analysis system with 6 pro reflex cameras in a sagittal plane for both sides of the body. The results showed increased shoulder and elbow flexion, increased hip angular displacement, decreased knee and ankle arcs during gait cycle, also there is correlation between shoulder and elbow to hip, knee, and ankle joints during various subphases of gait.

Keywords: Cerebral palsy, Gait, Hemiplegia, Motion analysis.

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Authors: Varsha Shah, Patel Pritesh, Patel Sagar, PrasantaKundu, RanjanMaheshwari

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Performance of vehicle depends on driving patterns and vehicle drive train configuration. Driving patterns depends on traffic condition, road condition and driver behavior. HEV design is carried out under certain constrain like vehicle operating range, acceleration, decelerations, maximum speed and road grades which are directly related to the driving patterns. Therefore the detailed study on HEV performance over a different drive cycle is required for selection and sizing of HEV components. A simple hardware is design to measured velocity v/s time profile of the vehicle by operating vehicle on Indian roads under real traffic conditions. To size the HEV components, a detailed dynamic model of the vehicle is developed considering the effect of inertia of rotating components like wheels, drive chain, engine and electric motor. Using vehicle model and different Indian drive cycles data, total tractive power demanded by vehicle and power supplied by individual components has been calculated.Using above information selection and estimation of component sizing for HEV is carried out so that HEV performs efficiently under hostile driving condition. Complete analysis is carried out in LABVIEW.

Keywords: BLDC motor, Driving cycle, LABVIEW Ultracapacitors, Vehicle Dynamics,

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Authors: A. Bumbová, J. Kellner, J. Navrátil, D. Pluskal, M. Kozubková, E. Kozubek

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The paper deals with the possibilities of modelling vapour propagation of explosive substances in the FLUENT software. With regard to very low tensions of explosive substance vapours the experiment has been verified as exemplified by mononitrotoluene. Either constant or time variable meteorological conditions have been used for calculation. Further, it has been verified that the eluent source may be time-dependent and may reflect a real situation or the liberation rate may be constant. The execution of the experiment as well as evaluation were clear and it could also be used for modelling vapour and aerosol propagation of selected explosive substances in the atmospheric boundary layer.

Keywords: atmospheric boundary layer, explosive substances, FLUENT software, modelling of propagation

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Authors: B. A. Parate, K. D. Deodhar, V. K. Dixit, V. Venkateswara Rao

Abstract:

This article outlines the ballistics of main seat ejection cartridges for aircraft application. The ballistics of main seat ejection cartridges plays a vital role during the ejection of the pilot in an emergency. The ballistic parameters such as maximum pressure, time to reach the maximum pressure, and time required to reach half the maximum pressure that responsible to the spinal injury of the pilot are assessed. Therefore, the evaluations of these parameters are very critical during various stages of development. Elaborate testing is carried out for main seat ejection cartridges on seat ejection tower (SET) at different operating temperatures considering physiological limits. As these trials are cumbersome in nature, a vented vessel (VV) testing facility is devised to lay down the performance parameters at hot and cold temperature conditions. Single base (SB) propellant having hepta-tubular configuration is selected as the main filling. Gun powder plays the role of a booster based on ballistic requirements. The evaluation methodology of various performance parameters of main seat ejection cartridges is explained in this paper. Physiological parameters such as maximum seat ejection velocity, acceleration, and rate of rising of acceleration are also experimentally determined on SET. All the parameters are observed well within physiological limits. This paper addresses the internal ballistic of main seat ejection cartridges, propellant selection, its calculation, and evaluation of various performance parameters for aircraft application.

Keywords: Ballistics of seat ejection, ejection seat, gas generator, gun propulsion, main seat ejection cartridges, maximum pressure, performance parameters, propellant, progressive burning and vented vessel.

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Authors: Mohammadreza Salek Faramarzi, Touraj Taghikhany

Abstract:

In this paper, seismic fragility assessment of a recently developed hybrid structural system, known as the strongback system (SBS) is investigated. In this system, to mitigate the occurrence of the soft-story mechanism and improve the distribution of story drifts over the height of the structure, an elastic vertical truss is formed. The strengthened members of the braced span are designed to remain substantially elastic during levels of excitation where soft-story mechanisms are likely to occur and impose a nearly uniform story drift distribution. Due to the distinctive characteristics of near-field ground motions, it seems to be necessary to study the effect of these records on seismic performance of the SBS. To this end, a set of 56 near-field ground motion records suggested by FEMA P695 methodology is used. For fragility assessment, nonlinear dynamic analyses are carried out in OpenSEES based on the recommended procedure in HAZUS technical manual. Four damage states including slight, moderate, extensive, and complete damage (collapse) are considered. To evaluate each damage state, inter-story drift ratio and floor acceleration are implemented as engineering demand parameters. Further, to extend the evaluation of the collapse state of the system, a different collapse criterion suggested in FEMA P695 is applied. It is concluded that SBS can significantly increase the collapse capacity and consequently decrease the collapse risk of the structure during its life time. Comparing the observing mean annual frequency (MAF) of exceedance of each damage state against the allowable values presented in performance-based design methods, it is found that using the elastic vertical truss, improves the structural response effectively.

Keywords: Strongback System, Near-fault, Seismic fragility, Uncertainty, IDA, Probabilistic performance assessment.

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Authors: Barenten Suciu

Abstract:

In this work, effects of the friction and truncation on the dynamics of a double-cone gravitational motor, self-propelled on a straight V-shaped horizontal rail, are evaluated. Such mechanism has a variable radius of contact, and, on one hand, it is similar to a pulley mechanism that changes the potential energy into the kinetic energy of rotation, but on the other hand, it is similar to a pendulum mechanism that converts the potential energy of the suspended body into the kinetic energy of translation along a circular path. Movies of the self- propelled double-cones, made of S45C carbon steel and wood, along rails made of aluminum alloy, were shot for various opening angles of the rails. Kinematical features of the double-cones were estimated through the slow-motion processing of the recorded movies. Then, a kinematical model is derived under assumption that the distance traveled by the contact points on the rectilinear rails is identical with the distance traveled by the contact points on the truncated conical surface. Additionally, a dynamic model, for this particular contact problem, was proposed and validated against the experimental results. Based on such model, the traction force and the traction torque acting on the double-cone are identified. One proved that the rolling traction force is always smaller than the sliding friction force; i.e., the double-cone is rolling without slipping. Results obtained in this work can be used to achieve the proper design of such gravitational motor.

Keywords: Truncated double-cone, friction, rolling and sliding, dynamic model, gravitational motor.

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Authors: Chatchai Pesee

Abstract:

This paper examines long-range dependence or longmemory of financial time series on the exchange rate data by the fractional Brownian motion (fBm). The principle of spectral density function in Section 2 is used to find the range of Hurst parameter (H) of the fBm. If 0< H <1/2, then it has a short-range dependence (SRD). It simulates long-memory or long-range dependence (LRD) if 1/2< H <1. The curve of exchange rate data is fBm because of the specific appearance of the Hurst parameter (H). Furthermore, some of the definitions of the fBm, long-range dependence and selfsimilarity are reviewed in Section II as well. Our results indicate that there exists a long-memory or a long-range dependence (LRD) for the exchange rate data in section III. Long-range dependence of the exchange rate data and estimation of the Hurst parameter (H) are discussed in Section IV, while a conclusion is discussed in Section V.

Keywords: Fractional Brownian motion, long-rangedependence, memory, short-range dependence.

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Authors: Joanna M. Dulińska, Maria Fabijańska

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In the paper a detailed analysis of the dynamic response of a cooling tower shell to mining tremors originated from two main regions of mining activity in Poland (Upper Silesian Coal Basin and Legnica-Glogow Copper District) was presented. The representative time histories registered in the both regions were used as ground motion data in calculations of the dynamic response of the structure. It was proved that the dynamic response of the shell is strongly dependent not only on the level of vibration amplitudes but on the dominant frequency range of the mining shock typical for the mining region as well. Also a vertical component of vibrations occurred to have considerable influence on the total dynamic response of the shell. Finally, it turned out that non-uniformity of kinematic excitation resulting from spatial variety of ground motion plays a significant role in dynamic analysis of large-dimensional shells under mining shocks.

Keywords: Cooling towers, dynamic response, mining tremors, non-uniform kinematic excitation

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

Abstract:

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

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

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