Search results for: integral equation.

Authors: Azlina Binti Abu Bakar, Fahmi Zaidi Bin Abdul Razak, Wan Salihin Wong Abdullah

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Psychographic is a psychological study of values, attitudes, interests and it is used mostly in prediction, opinion research and social research. This study predicts the influence of performance expectancy, effort expectancy, social influence and facilitating condition on e-government acceptance among Malaysian citizens. The survey responses of 543 e-government users have been validated and analyzed by means of covariance-based Structural Equation Modeling. The findings indicate that e-government acceptance among Malaysian citizens are mainly influenced by performance expectancy (β = 0.66, t = 11.53, p < 0.01) and social influence (β = 0.20, t = 4.23, p < 0.01). Surprisingly, there is no significant effect of facilitating condition and effort expectancy on e-government continuance intention (β = 0.01, t = 0.27, p > 0.05; β = -0.01, t = -0.40, p > 0.05). This study offers government and vendors a frame of reference to analyze citizen’s situation before initiating new innovations. In case of Malaysian e-government technology, adoption strategies should be built around fostering level of citizens’ technological expectation and social influence on e-government usage.

Keywords: Continuance intention, Malaysian citizens, media psychology, structural equation modeling.

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Authors: A. R. Shahani, E. Mahdavi, M. Amidpour

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Hydrogen diffusion is the main problem for corrosion fatigue in corrosive environment. In order to analyze the phenomenon, it is needed to understand their behaviors specially the hydrogen behavior during the diffusion. So, Hydrogen embrittlement and prediction its behavior as a main corrosive part of the fractions, needed to solve combinations of different equations mathematically. The main point to obtain the equation, having knowledge about the source of causing diffusion and running the atoms into materials, called driving force. This is produced by either gradient of electrical or chemical potential. In this work, we consider the gradient of chemical potential to obtain the property equation. In diffusion of atoms, some of them may be trapped but, it could be ignorable in some conditions. According to the phenomenon of hydrogen embrittlement, the thermodynamic and chemical properties of hydrogen are considered to justify and relate them to fracture mechanics. It is very important to get a stress intensity factor by using fugacity as a property of hydrogen or other gases. Although, the diffusive behavior and embrittlement event are common and the same for other gases but, for making it more clear, we describe it for hydrogen. This considering on the definite gas and describing it helps us to understand better the importance of this relation.

Keywords: Hydrogen embrittlement, Fracture mechanics, Thermodynamic, Stress intensity factor.

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Authors: R. Fatehi, M.A. Fayazbakhsh, M.T. Manzari

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Discretization of spatial derivatives is an important issue in meshfree methods especially when the derivative terms contain non-linear coefficients. In this paper, various methods used for discretization of second-order spatial derivatives are investigated in the context of Smoothed Particle Hydrodynamics. Three popular forms (i.e. "double summation", "second-order kernel derivation", and "difference scheme") are studied using one-dimensional unsteady heat conduction equation. To assess these schemes, transient response to a step function initial condition is considered. Due to parabolic nature of the heat equation, one can expect smooth and monotone solutions. It is shown, however in this paper, that regardless of the type of kernel function used and the size of smoothing radius, the double summation discretization form leads to non-physical oscillations which persist in the solution. Also, results show that when a second-order kernel derivative is used, a high-order kernel function shall be employed in such a way that the distance of inflection point from origin in the kernel function be less than the nearest particle distance. Otherwise, solutions may exhibit oscillations near discontinuities unlike the "difference scheme" which unconditionally produces monotone results.

Keywords: Heat conduction, Meshfree methods, Smoothed ParticleHydrodynamics (SPH), Second-order derivatives.

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

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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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Authors: S. Matour, M. Mahdavinejad, R. Fayaz

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Daylight utilization is a key factor in achieving visual and thermal comfort, and energy savings in integrated building design. However, lack of measured data related to this topic has become a major challenge with the increasing need for integrating lighting concepts and simulations in the early stages of design procedures. The current paper deals with the values of daylight illuminance on horizontal and south facing vertical surfaces; the data are estimated using IESNA model and measured values of the horizontal and vertical illuminance, and a regression model with an acceptable linear correlation is obtained. The resultant illuminance frequency curves are useful for estimating daylight availability on south facing surfaces in Tehran. In addition, the relationship between indirect vertical illuminance and the corresponding global horizontal illuminance is analyzed. A simple parametric equation is proposed in order to predict the vertical illumination on a shaded south facing surface. The equation correlates the ratio between the vertical and horizontal illuminance to the solar altitude and is used with another relationship for prediction of the vertical illuminance. Both equations show good agreement, which allows for calculation of indirect vertical illuminance on a south facing surface at any time throughout the year.

Keywords: Tehran daylight availability, horizontal illuminance, vertical illuminance, diffuse illuminance.

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Authors: Chutarat Boontho

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The purposes of this study were as follows to evaluate the economic value of Phu Kradueng National Park by the travel cost method (TCM) and the contingent valuation method (CVM) and to estimate the demand for traveling and the willingness to pay. The data for this study were collected by conducting two large scale surveys on users and non-users. A total of 1,016 users and 1,034 non-users were interviewed. The data were analyzed using multiple linear regression analysis, logistic regression model and the consumer surplus (CS) was the integral of demand function for trips. The survey found, were as follows: 1)Using the travel cost method which provides an estimate of direct benefits to park users, we found that visitors- total willingness to pay per visit was 2,284.57 bath, of which 958.29 bath was travel cost, 1,129.82 bath was expenditure for accommodation, food, and services, and 166.66 bath was consumer surplus or the visitors -net gain or satisfaction from the visit (the integral of demand function for trips). 2) Thai visitors to Phu Kradueng National Park were further willing to pay an average of 646.84 bath per head per year to ensure the continued existence of Phu Kradueng National Park and to preserve their option to use it in the future. 3) Thai non-visitors, on the other hand, are willing to pay an average of 212.61 bath per head per year for the option and existence value provided by the Park. 4) The total economic value of Phu Kradueng National Park to Thai visitors and non-visitors taken together stands today at 9,249.55 million bath per year. 5) The users- average willingness to pay for access to Phu Kradueng National Park rises from 40 bath to 84.66 bath per head per trip for improved services such as road improvement, increased cleanliness, and upgraded information. This paper was needed to investigate of the potential market demand for bio prospecting in Phu Kradueng national Park and to investigate how a larger share of the economic benefits of tourism could be distributed income to the local residents.

Keywords: Contingent Valuation Method, Travel Cost Method, Consumer surplus.

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Authors: Hassen M. Ouakad

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In this paper, the influence of van der Waals, as well as electrostatic forces on the structural behavior of MEMS and NEMS actuators, has been investigated using of a Euler-Bernoulli beam continuous model. In the proposed nonlinear model, the electrostatic fringing-fields and the mid-plane stretching (geometric nonlinearity) effects have been considered. The nonlinear integro-differential equation governing the static structural behavior of the actuator has been derived. An original Galerkin-based reduced-order model has been developed to avoid problems arising from the nonlinearities in the differential equation. The obtained reduced-order model equations have been solved numerically using the Newton-Raphson method. The basic design parameters such as the pull-in parameters (voltage and deflection at pull-in), as well as the detachment length due to the van der Waals force of some investigated micro- and nano-actuators have been calculated. The obtained numerical results have been compared with some other existing methods (finite-elements method and finite-difference method) and the comparison showed good agreement among all assumed numerical techniques.

Keywords: MEMS, NEMS, fringing-fields, mid-plane stretching, Galerkin method.

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Authors: L. Manoch, J. Matěcha, J. Novotný

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One of the aims of the paper is to make a comparison of experimental results with numerical simulation for a side cooler. Specifically, it was the amount of air to be delivered by the side cooler with fans running at 100%. This integral value was measured and evaluated within the plane parallel to the front side of the side cooler at a distance of 20mm from the front side. The flow field extending from the side cooler to the space was also evaluated. Another objective was to address the contribution of evaluated values to the increase of data center energy consumption.

Keywords: CFD, Sidecooler, Stereo PIV.

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Authors: B. Farhadinia

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In this article, it is considered a class of optimal control problems constrained by differential and integral constraints are called canonical form. A modified measure theoretical approach is introduced to solve this class of optimal control problems.

Keywords: control problem, Canonical form, Measure theory.

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Authors: S.C. Swain, S. Panda, A.K. Mohanty, C. Ardil

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This paper presents the applications of computational intelligence techniques to economic load dispatch problems. The fuel cost equation of a thermal plant is generally expressed as continuous quadratic equation. In real situations the fuel cost equations can be discontinuous. In view of the above, both continuous and discontinuous fuel cost equations are considered in the present paper. First, genetic algorithm optimization technique is applied to a 6- generator 26-bus test system having continuous fuel cost equations. Results are compared to conventional quadratic programming method to show the superiority of the proposed computational intelligence technique. Further, a 10-generator system each with three fuel options distributed in three areas is considered and particle swarm optimization algorithm is employed to minimize the cost of generation. To show the superiority of the proposed approach, the results are compared with other published methods.

Keywords: Economic Load Dispatch, Continuous Fuel Cost, Quadratic Programming, Real-Coded Genetic Algorithm, Discontinuous Fuel Cost, Particle Swarm Optimization.

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Authors: M.A.Behrang, M. Ghalambaz, E. Assareh, A.R. Noghrehabadi

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Fluid flow and heat transfer of vertical full cone embedded in porous media is studied in this paper. Nonlinear differential equation arising from similarity solution of inverted cone (subjected to wall temperature boundary conditions) embedded in porous medium is solved using a hybrid neural network- particle swarm optimization method. To aim this purpose, a trial solution of the differential equation is defined as sum of two parts. The first part satisfies the initial/ boundary conditions and does contain an adjustable parameter and the second part which is constructed so as not to affect the initial/boundary conditions and involves adjustable parameters (the weights and biases) for a multi-layer perceptron neural network. Particle swarm optimization (PSO) is applied to find adjustable parameters of trial solution (in first and second part). The obtained solution in comparison with the numerical ones represents a remarkable accuracy.

Keywords: Porous Media, Ordinary Differential Equations (ODE), Particle Swarm Optimization (PSO), Neural Network (NN).

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Authors: Edikan E. Akpanibah, Okwigbedi Oghen’Oro

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In this paper, we studied the optimal portfolio selection in a defined contribution (DC) pension scheme with multiple contributors under constant elasticity of variance (CEV) model and the impact of stochastic additional voluntary contribution on the investment strategies. We assume that the voluntary contributions are stochastic and also consider investments in a risk free asset and a risky asset to increase the expected returns of the contributing members. We derived a stochastic differential equation which consists of the members’ monthly contributions and the invested fund and obtained an optimized problem with the help of Hamilton Jacobi Bellman equation. Furthermore, we find an explicit solution for the optimal investment strategy with stochastic voluntary contribution using power transformation and change of variables method and the corresponding optimal fund size was obtained. We discussed the impact of the voluntary contribution on the optimal investment strategy with numerical simulations and observed that the voluntary contribution reduces the optimal investment strategy of the risky asset.

Keywords: DC pension fund, Hamilton-Jacobi-Bellman, optimal investment strategies, power transformation method, stochastic, voluntary contribution.

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Authors: A.Campanile, M. Mandarino, V. Piscopo

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This paper deals with the problem of non-uniform torsion in thin-walled elastic beams with asymmetric cross-section, removing the basic concept of a fixed center of twist, necessary in the Vlasov-s and Benscoter-s theories to obtain a warping stress field equivalent to zero. In this new torsion/flexure theory, despite of the classical ones, the warping function will punctually satisfy the first indefinite equilibrium equation along the beam axis and it wont- be necessary to introduce the classical congruence condition, to take into account the effect of the beam restraints. The solution, based on the Fourier development of the displacement field, is obtained assuming that the applied external torque is constant along the beam axis and on both beam ends the unit twist angle and the warping axial displacement functions are totally restrained. Finally, in order to verify the feasibility of the proposed method and to compare it with the classical theories, two applications are carried out. The first one, relative to an open profile, is necessary to test the numerical method adopted to find the solution; the second one, instead, is relative to a simplified containership section, considered as full restrained in correspondence of two adjacent transverse bulkheads.

Keywords: Non-uniform torsion, Asymmetric cross-section, Fourier series, Helmholtz equation, FE method.

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Authors: Chih-Ling Huang, Wen-Yi Lin, Kuo-Mo Hsiao

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A method based on the power series solution is proposed to solve the natural frequency of flapping vibration for the rotating inclined Euler beam with constant angular velocity. The vibration of the rotating beam is measured from the position of the corresponding steady state axial deformation. In this paper the governing equations for linear vibration of a rotating Euler beam are derived by the d'Alembert principle, the virtual work principle and the consistent linearization of the fully geometrically nonlinear beam theory in a rotating coordinate system. The governing equation for flapping vibration of the rotating inclined Euler beam is linear ordinary differential equation with variable coefficients and is solved by a power series with four independent coefficients. Substituting the power series solution into the corresponding boundary conditions at two end nodes of the rotating beam, a set of homogeneous equations can be obtained. The natural frequencies may be determined by solving the homogeneous equations using the bisection method. Numerical examples are studied to investigate the effect of inclination angle on the natural frequency of flapping vibration for rotating inclined Euler beams with different angular velocity and slenderness ratio.

Keywords: Flapping vibration, Inclination angle, Natural frequency, Rotating beam.

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Authors: Nguyen Thu Huong, Nguyen Quang Bau

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The Hall Coefficient (HC) and the Magnetoresistance (MR) have been studied in two-dimensional systems. The HC and the MR in Rectangular Quantum Wire (RQW) subjected to a crossed DC electric field and magnetic field in the presence of a Strong Electromagnetic Wave (EMW) characterized by electric field are studied in this work. Using the quantum kinetic equation for electrons interacting with optical phonons, we obtain the analytic expressions for the HC and the MR with a dependence on magnetic field, EMW frequency, temperatures of systems and the length characteristic parameters of RQW. These expressions are different from those obtained for bulk semiconductors and cylindrical quantum wires. The analytical results are applied to GaAs/GaAs/Al. For this material, MR depends on the ratio of the EMW frequency to the cyclotron frequency. Indeed, MR reaches a minimum at the ratio 5/4, and when this ratio increases, it tends towards a saturation value. The HC can take negative or positive values. Each curve has one maximum and one minimum. When magnetic field increases, the HC is negative, achieves a minimum value and then increases suddenly to a maximum with a positive value. This phenomenon differs from the one observed in cylindrical quantum wire, which does not have maximum and minimum values.

Keywords: Hall coefficient, rectangular quantum wires, electron-optical phonon interaction, quantum kinetic equation.

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Authors: K. Petcharat, Y. Areepong, S. Sukparungsri, G. Mititelu

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These paper, we approximate the average run length (ARL) for CUSUM chart when observation are an exponential first order moving average sequence (EMA1). We used Gauss-Legendre numerical scheme for integral equations (IE) method for approximate ARL0 and ARL1, where ARL in control and out of control, respectively. We compared the results from IE method and exact solution such that the two methods perform good agreement.

Keywords: Cumulative Sum Chart, Moving Average Observation, Average Run Length, Numerical Approximations.

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Authors: Nicolò Vaiana, Giorgio Serino

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The nonlinear time history analysis of seismically base-isolated structures can require a significant computational effort when the behavior of each seismic isolator is predicted by adopting the widely used differential equation Bouc-Wen model. In this paper, a nonlinear exponential model, able to simulate the response of seismic isolation bearings within a relatively large displacements range, is described and adopted in order to reduce the numerical computations and speed up the nonlinear dynamic analysis. Compared to the Bouc-Wen model, the proposed one does not require the numerical solution of a nonlinear differential equation for each time step of the analysis. The seismic response of a 3d base-isolated structure with a lead rubber bearing system subjected to harmonic earthquake excitation is simulated by modeling each isolator using the proposed analytical model. The comparison of the numerical results and computational time with those obtained by modeling the lead rubber bearings using the Bouc-Wen model demonstrates the good accuracy of the proposed model and its capability to reduce significantly the computational effort of the analysis.

Keywords: Base isolation, computational efficiency, nonlinear exponential model, nonlinear time history analysis.

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Authors: N. Mamode Khan, V. Jowaheer

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In this paper, we apply and compare two generalized estimating equation approaches to the analysis of car breakdowns data in Mauritius. Number of breakdowns experienced by a machinery is a highly under-dispersed count random variable and its value can be attributed to the factors related to the mechanical input and output of that machinery. Analyzing such under-dispersed count observation as a function of the explanatory factors has been a challenging problem. In this paper, we aim at estimating the effects of various factors on the number of breakdowns experienced by a passenger car based on a study performed in Mauritius over a year. We remark that the number of passenger car breakdowns is highly under-dispersed. These data are therefore modelled and analyzed using Com-Poisson regression model. We use the two types of quasi-likelihood estimation approaches to estimate the parameters of the model: marginal and joint generalized quasi-likelihood estimating equation approaches. Under-dispersion parameter is estimated to be around 2.14 justifying the appropriateness of Com-Poisson distribution in modelling underdispersed count responses recorded in this study.

Keywords: Breakdowns, under-dispersion, com-poisson, generalized linear model, marginal quasi-likelihood estimation, joint quasi-likelihood estimation.

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Authors: Nieves M. C. Talavera-Prieto, Abel G. M. Ferreira, António T. G. Portugal, Rui J. Moreira, Jaime B. Santos

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The knowledge of biodiesel density over large ranges of temperature and pressure is important for predicting the behavior of fuel injection and combustion systems in diesel engines, and for the optimization of such systems. In this study, cottonseed oil was transesterified into biodiesel and its density was measured at temperatures between 288 K and 358 K and pressures between 0.1 MPa and 30 MPa, with expanded uncertainty estimated as ±1.6 kg⋅m- 3. Experimental pressure-volume-temperature (pVT) cottonseed data was used along with literature data relative to other 18 biodiesels, in order to build a database used to test the correlation of density with temperarure and pressure using the Goharshadi–Morsali–Abbaspour equation of state (GMA EoS). To our knowledge, this is the first that density measurements are presented for cottonseed biodiesel under such high pressures, and the GMA EoS used to model biodiesel density. The new tested EoS allowed correlations within 0.2 kg·m-3 corresponding to average relative deviations within 0.02%. The built database was used to develop and test a new full predictive model derived from the observed linear relation between density and degree of unsaturation (DU), which depended from biodiesel FAMEs profile. The average density deviation of this method was only about 3 kg.m-3 within the temperature and pressure limits of application. These results represent appreciable improvements in the context of density prediction at high pressure when compared with other equations of state.

Keywords: Biodiesel, Correlation, Density, Equation of state, Prediction.

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Authors: Rhoda M. Darkwah, Patrick B. Cobbinah

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Urban greenery remains the bastion of urban landscape and a key to sustainable development due to its integral connections to the general health and wellbeing of urban residents. However, in an era of rapid urbanisation, recent studies indicate that urban greenery, especially ecologically sensitive areas, in many African cities is becoming increasingly depleted. Given the scale and rate of natural and anthropogenic change, effective management of urban greenery as the ultimate goal of restoring depleting urban landscapes is urgent. This review advocates for an urban resilience model to managing urban greenery.

Keywords: Green spaces, resilience, urbanisation, urban greenery.

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Authors: Nguyen Quang Bau, Nguyen Thu Huong, Dang Thi Thanh Thuy

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The analytic expression for the Hall Coefficient (HC) caused by the confined electrons in the presence of a strong electromagnetic wave (EMW) including the effect of phonon confinement in rectangular quantum wires (RQWs) is calculated by using the quantum kinetic equation for electrons in the case of electron - optical phonon scattering. It is because the expression of the HC for the confined phonon case contains indexes m, m’ which are specific to the phonon confinement. The expression in a RQW is different from that for the case of unconfined phonons in a RQW or in 2D. The results are numerically calculated and discussed for a GaAs/GaAsAl RQW. The numerical results show that HC in a RQW can have both negative and positive values. This is different from the case of the absence of EMW and the case presence of EMW including the effect of phonon unconfinement in a RQW. These results are also compared with those in the case of unconfined phonons in a RQW and confined phonons in a quantum well. The conductivity in the case of confined phonon has more resonance peaks compared with that in case of unconfined phonons in a RQW. This new property is the same in quantum well. All results are compared with the case of unconfined phonons to see differences.

Keywords: Hall coefficient, rectangular quantum wires, electron-optical phonon interaction, quantum kinetic equation, confined phonons.

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Authors: Soyoon Bak, Sunyoung Bu, Philsu Kim

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In this paper, a backward semi-Lagrangian scheme combined with the second-order backward difference formula is designed to calculate the numerical solutions of nonlinear advection-diffusion equations. The primary aims of this paper are to remove any iteration process and to get an efficient algorithm with the convergence order of accuracy 2 in time. In order to achieve these objects, we use the second-order central finite difference and the B-spline approximations of degree 2 and 3 in order to approximate the diffusion term and the spatial discretization, respectively. For the temporal discretization, the second order backward difference formula is applied. To calculate the numerical solution of the starting point of the characteristic curves, we use the error correction methodology developed by the authors recently. The proposed algorithm turns out to be completely iteration free, which resolves the main weakness of the conventional backward semi-Lagrangian method. Also, the adaptability of the proposed method is indicated by numerical simulations for Burgers’ equations. Throughout these numerical simulations, it is shown that the numerical results is in good agreement with the analytic solution and the present scheme offer better accuracy in comparison with other existing numerical schemes.

Keywords: Semi-Lagrangian method, Iteration free method, Nonlinear advection-diffusion equation.

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Authors: C. Lanzerstorfer

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Liquid sprays of water are frequently used in air pollution control for gas cooling purposes and for gas cleaning. Twin-fluid nozzles with internal mixing are often used for these purposes because of the small size of the drops produced. In these nozzles the liquid is dispersed by compressed air or another pressurized gas. In high efficiency scrubbers for particle separation, several nozzles are operated in parallel because of the size of the cross section. In such scrubbers, the scrubbing water has to be re-circulated. Precipitation of some solid material can occur in the liquid circuit, caused by chemical reactions. When such precipitations are detached from the place of formation, they can partly or totally block the liquid flow to a nozzle. Due to the resulting unbalanced supply of the nozzles with water and gas, the efficiency of separation decreases. Thus, the nozzles have to be cleaned if a certain fraction of blockages is reached. The aim of this study was to provide a tool for continuously monitoring the status of the nozzles of a scrubber based on the available operation data (water flow, air flow, water pressure and air pressure). The difference between the air pressure and the water pressure is not well suited for this purpose, because the difference is quite small and therefore very exact calibration of the pressure measurement would be required. Therefore, an equation for the reference air flow of a nozzle at the actual water flow and operation pressure was derived. This flow can be compared with the actual air flow for assessment of the status of the nozzles.

Keywords: Twin-fluid nozzles, operation data, condition monitoring, flow equation.

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Authors: Fan-Yong Meng

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In this paper, a generalized form of the Banzhaf-Owen value for cooperative fuzzy games with a coalition structure is proposed. Its axiomatic system is given by extending crisp case. In order to better understand the Banzhaf-Owen value for fuzzy games with a coalition structure, we briefly introduce the Banzhaf-Owen values for two special kinds of fuzzy games with a coalition structure, and give their explicit forms.

Keywords: Cooperative fuzzy game, Banzhaf-Owen value, multi linear extension, Choquet integral.

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Authors: Y. Santosa, D. A. Rahman, C. Wulan, A. H. Mustari

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The global demand for long-tailed macaques for medical experimentation has continued to increase. Fulfillment of Indonesian export demands has been mostly from natural habitats, based on a harvesting quota. This quota has been determined according to the total catch for a given year, and not based on consideration of any demographic parameters or physical environmental factors with regard to the animal; hence threatening the sustainability of the various populations. It is therefore necessary to formulate a method for calculating a sustainable harvesting quota, based on population parameters in natural habitats. Considering the possibility of variations in habitat characteristics and population parameters, a time series observation of demographic and physical/biotic parameters, in various habitats, was performed on 13 groups of long-tailed macaques, distributed throughout the West Java, Lampung and Yogyakarta areas of Indonesia. These provinces were selected for comparison of the influence of human/tourism activities. Data on population parameters that was collected included data on life expectancy according to age class, numbers of individuals by sex and age class, and ‘ratio of infants to reproductive females’. The estimation of population growth was based on a population dynamic growth model: the Leslie matrix. The harvesting quota was calculated as being the difference between the actual population size and the MVP (minimum viable population) for each sex and age class. Observation indicated that there were variations within group size (24–106 individuals), gender (sex) ratio (1:1 to 1:1.3), life expectancy value (0.30 to 0.93), and ‘ratio of infants to reproductive females’ (0.23 to 1.56). Results of subsequent calculations showed that sustainable harvesting quotas for each studied group of long-tailed macaques, ranged from 29 to 110 individuals. An estimation model of the MVP for each age class was formulated as Log Y = 0.315 + 0.884 Log Ni (number of individual on ith age class). This study also found that life expectancy for the juvenile age class was affected by the humidity under tree stands, and dietary plants’ density at sapling, pole and tree stages (equation: Y=2.296 – 1.535 RH + 0.002 Kpcg – 0.002 Ktg – 0.001 Kphn, R2 = 89.6% with a significance value of 0.001). By contrast, for the sub-adult-adult age class, life expectancy was significantly affected by slope (equation: Y=0.377 = 0.012 Kml, R2 = 50.4%, with significance level of 0.007). The infant-toreproductive- female ratio was affected by humidity under tree stands, and dietary plant density at sapling and pole stages (equation: Y = - 1.432 + 2.172 RH – 0.004 Kpcg + 0.003 Ktg, R2 = 82.0% with significance level of 0.001). This research confirmed the importance of population parameters in determining the minimum viable population, and that MVP varied according to habitat characteristics (especially food availability). It would be difficult therefore, to formulate a general mathematical equation model for determining a harvesting quota for the species as a whole.

Keywords: Harvesting, long-tailed macaque, population, quota.

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

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

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

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

Abstract:

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

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

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Authors: Chong Zhang, Mu-Xuan Tao

Abstract:

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

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

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Authors: Kelong Zheng, Shouming Zhong

Abstract:

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

Keywords: Sum-Difference inequality, Nonlinear, Boundedness.

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

Abstract:

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

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

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