Search results for: Thermal model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8426

Search results for: Thermal model

2576 Determining the Direction of Causality between Creating Innovation and Technology Market

Authors: Liubov Evstigneeva

Abstract:

In this paper an attempt is made to establish causal nexuses between innovation and international trade in Russia. The topicality of this issue is determined by the necessity of choosing policy instruments for economic modernization and transition to innovative development. The vector auto regression (VAR) model and Granger test are applied for the Russian monthly data from 2005 until the second quartile of 2015. Both lagged import and export at the national level cause innovation, the latter starts to stimulate foreign trade since it is a remote lag. In comparison to aggregate data, the results by patent’s categories are more diverse. Importing technologies from foreign countries stimulates patent activity, while innovations created in Russia are only Granger causality for import to Commonwealth of Independent States.

Keywords: Export, import, innovation, patents.

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2575 A Robust Controller for Output Variance Reduction and Minimum Variance with Application on a Permanent Field DC-Motor

Authors: Mahmood M. Al-Imam, M. Mustafa

Abstract:

In this paper, we present an experimental testing for a new algorithm that determines an optimal controller-s coefficients for output variance reduction related to Linear Time Invariant (LTI) Systems. The algorithm features simplicity in calculation, generalization to minimal and non-minimal phase systems, and could be configured to achieve reference tracking as well as variance reduction after compromising with the output variance. An experiment of DCmotor velocity control demonstrates the application of this new algorithm in designing the controller. The results show that the controller achieves minimum variance and reference tracking for a preset velocity reference relying on an identified model of the motor.

Keywords: Output variance, minimum variance, overparameterization, DC-Motor.

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2574 Reliability Analysis in Electrical Distribution System Considering Preventive Maintenance Applications on Circuit Breakers

Authors: Mahmud Fotuhi-Firuzabad, Saeed Afshar

Abstract:

This paper presents the results of a preventive maintenance application-based study and modeling of failure rates in breakers of electrical distribution systems. This is a critical issue in the reliability assessment of a system. In the analysis conducted in this paper, the impacts of failure rate variations caused by a preventive maintenance are examined. This is considered as a part of a Reliability Centered Maintenance (RCM) application program. A number of load point reliability indices is derived using the mathematical model of the failure rate, which is established using the observed data in a distribution system.

Keywords: Reliability-Centered Maintenance (RCM), failure rate, preventive maintenance (PM), Distribution System Reliability.

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2573 Balanced Scorecard in SMEs – A Proposal for Small Gas Stations in Portugal

Authors: Ana Paula Monte, Christiane Fontenete

Abstract:

As current business environment is demanding a constant adaptation of companies, the planning and strategic management should be an ongoing and natural process in all kind of organizations. The use of management and monitoring strategic performance tools such as the Balanced Scorecard (BSC) have been popular; even to Small and Medium-sized Enterprises. This paper aims to investigate whether the BSC is being used in monitoring the performance of small businesses, particularly in small fuel retailers companies, which are competing in co-branding; and if not, it aims to identify its strategic orientation in order to recommend a possible strategy map for those managers that are willing to adopt this model as an alternative to traditional ones for organizational performance evaluation, which often focus only on evaluation of the organizational financial performance.

Keywords: Balanced Scorecard, Performance Management and Evaluation, SMEs, Strategy Maps

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2572 Practical Problems as Tools for the Development of Secondary School Students’ Motivation to Learn Mathematics

Authors: M. Rodionov, Z. Dedovets

Abstract:

This article discusses plausible reasoning use for solution to practical problems. Such reasoning is the major driver of motivation and implementation of mathematical, scientific and educational research activity. A general, practical problem solving algorithm is presented which includes an analysis of specific problem content to build, solve and interpret the underlying mathematical model. The author explores the role of practical problems such as the stimulation of students' interest, the development of their world outlook and their orientation in the modern world at the different stages of learning mathematics in secondary school. Particular attention is paid to the characteristics of those problems which were systematized and presented in the conclusions.

Keywords: Mathematics, motivation, secondary school, student, practical problem.

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2571 Research on Axial End Flux Leakage and Detent Force of Transverse Flux PM Linear Machine

Authors: W. R. Li, J. K. Xia, R. Q. Peng, Z. Y. Guo, L. Jiang

Abstract:

According to 3D magnetic circuit of the transverse flux PM linear machine, distribution law is presented, and analytical expression of axial end flux leakage is derived using numerical method. Maxwell stress tensor is used to solve detent force of mover. A 3D finite element model of the transverse flux PM machine is built to analyze the flux distribution and detent force. Experimental results of the prototype verified the validity of axial end flux leakage and detent force theoretical derivation, the research on axial end flux leakage and detent force provides a valuable reference to other types of linear machine.

Keywords: Transverse flux PM linear machine, flux distribution, axial end flux leakage, detent force.

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2570 Content-based Indoor/Outdoor Video Classification System for a Mobile Platform

Authors: Mitko Veta, Tomislav Kartalov, Zoran Ivanovski

Abstract:

Organization of video databases is becoming difficult task as the amount of video content increases. Video classification based on the content of videos can significantly increase the speed of tasks such as browsing and searching for a particular video in a database. In this paper, a content-based videos classification system for the classes indoor and outdoor is presented. The system is intended to be used on a mobile platform with modest resources. The algorithm makes use of the temporal redundancy in videos, which allows using an uncomplicated classification model while still achieving reasonable accuracy. The training and evaluation was done on a video database of 443 videos downloaded from a video sharing service. A total accuracy of 87.36% was achieved.

Keywords: Indoor/outdoor, video classification, imageclassification

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2569 Rotary Machine Sealing Oscillation Frequencies and Phase Shift Analysis

Authors: Liliia N. Butymova, Vladimir Ya Modorskii

Abstract:

To ensure the gas transmittal GCU's efficient operation, leakages through the labyrinth packings (LP) should be minimized. Leakages can be minimized by decreasing the LP gap, which in turn depends on thermal processes and possible rotor vibrations and is designed to ensure absence of mechanical contact. Vibration mitigation allows to minimize the LP gap. It is advantageous to research influence of processes in the dynamic gas-structure system on LP vibrations. This paper considers influence of rotor vibrations on LP gas dynamics and influence of the latter on the rotor structure within the FSI unidirectional dynamical coupled problem. Dependences of nonstationary parameters of gas-dynamic process in LP on rotor vibrations under various gas speeds and pressures, shaft rotation speeds and vibration amplitudes, and working medium features were studied. The programmed multi-processor ANSYS CFX was chosen as a numerical computation tool. The problem was solved using PNRPU high-capacity computer complex. Deformed shaft vibrations are replaced with an unyielding profile that moves in the fixed annulus "up-and-down" according to set harmonic rule. This solves a nonstationary gas-dynamic problem and determines time dependence of total gas-dynamic force value influencing the shaft. Pressure increase from 0.1 to 10 MPa causes growth of gas-dynamic force oscillation amplitude and frequency. The phase shift angle between gas-dynamic force oscillations and those of shaft displacement decreases from 3π/4 to π/2. Damping constant has maximum value under 1 MPa pressure in the gap. Increase of shaft oscillation frequency from 50 to 150 Hz under P=10 MPa causes growth of gas-dynamic force oscillation amplitude. Damping constant has maximum value at 50 Hz equaling 1.012. Increase of shaft vibration amplitude from 20 to 80 µm under P=10 MPa causes the rise of gas-dynamic force amplitude up to 20 times. Damping constant increases from 0.092 to 0.251. Calculations for various working substances (methane, perfect gas, air at 25 ˚С) prove the minimum gas-dynamic force persistent oscillating amplitude under P=0.1 MPa being observed in methane, and maximum in the air. Frequency remains almost unchanged and the phase shift in the air changes from 3π/4 to π/2. Calculations for various working substances (methane, perfect gas, air at 25 ˚С) prove the maximum gas-dynamic force oscillating amplitude under P=10 MPa being observed in methane, and minimum in the air. Air demonstrates surging. Increase of leakage speed from 0 to 20 m/s through LP under P=0.1 MPa causes the gas-dynamic force oscillating amplitude to decrease by 3 orders and oscillation frequency and the phase shift to increase 2 times and stabilize. Increase of leakage speed from 0 to 20 m/s in LP under P=1 MPa causes gas-dynamic force oscillating amplitude to decrease by almost 4 orders. The phase shift angle increases from π/72 to π/2. Oscillations become persistent. Flow rate proved to influence greatly on pressure oscillations amplitude and a phase shift angle. Work medium influence depends on operation conditions. At pressure growth, vibrations are mostly affected in methane (of working substances list considered), and at pressure decrease, in the air at 25 ˚С.

Keywords: Aeroelasticity, labyrinth packings, oscillation phase shift, vibration.

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2568 Artificial Intelligence Techniques for Controlling Spacecraft Power System

Authors: Hanaa T. El-Madany, Faten H. Fahmy, Ninet M. A. El-Rahman, Hassen T. Dorrah

Abstract:

Advancements in the field of artificial intelligence (AI) made during this decade have forever changed the way we look at automating spacecraft subsystems including the electrical power system. AI have been used to solve complicated practical problems in various areas and are becoming more and more popular nowadays. In this paper, a mathematical modeling and MATLAB–SIMULINK model for the different components of the spacecraft power system is presented. Also, a control system, which includes either the Neural Network Controller (NNC) or the Fuzzy Logic Controller (FLC) is developed for achieving the coordination between the components of spacecraft power system as well as control the energy flows. The performance of the spacecraft power system is evaluated by comparing two control systems using the NNC and the FLC.

Keywords: Spacecraft, Neural network, Fuzzy logic control, Photovoltaic array.

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2567 Robust H8 Fuzzy Control Design for Nonlinear Two-Time Scale System with Markovian Jumps based on LMI Approach

Authors: Wudhichai Assawinchaichote, Sing Kiong Nguang

Abstract:

This paper examines the problem of designing a robust H8 state-feedback controller for a class of nonlinear two-time scale systems with Markovian Jumps described by a Takagi-Sugeno (TS) fuzzy model. Based on a linear matrix inequality (LMI) approach, LMI-based sufficient conditions for the uncertain Markovian jump nonlinear two-time scale systems to have an H8 performance are derived. The proposed approach does not involve the separation of states into slow and fast ones and it can be applied not only to standard, but also to nonstandard nonlinear two-time scale systems. A numerical example is provided to illustrate the design developed in this paper.

Keywords: TS fuzzy, Markovian jumps, LMI, two-time scale systems.

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2566 Availability Analysis of a Power Plant by Computer Simulation

Authors: Mehmet Savsar

Abstract:

Reliability and availability of power stations are extremely important in order to achieve a required level of power generation. In particular, in the hot desert climate of Kuwait, reliable power generation is extremely important because of cooling requirements at temperatures exceeding 50-centigrade degrees. In this paper, a particular power plant, named Sabiya Power Plant, which has 8 steam turbines and 13 gas turbine stations, has been studied in detail; extensive data are collected; and availability of station units are determined. Furthermore, a simulation model is developed and used to analyze the effects of different maintenance policies on availability of these stations. The results show that significant improvements can be achieved in power plant availabilities if appropriate maintenance policies are implemented.

Keywords: Power plants, steam turbines, gas turbines, maintenance, availability, simulation.

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2565 Effects of Various Substrate Openings for Electronic Cooling under Forced and Natural Convection

Authors: Shen-Kuei Du, Jen-Chieh Chang, Chia-Hong Kao, Tzu-Chen Hung, Chii-Ray Lin

Abstract:

This study experimentally investigates the heat transfer effects of forced convection and natural convection under different substrate openings design. A computational fluid dynamics (CFD) model was established and implemented to verify and explain the experimental results and heat transfer behavior. It is found that different opening position will destroy the growth of the boundary layer on substrates to alter the cooling ability for both forced under low Reynolds number and natural convection. Nevertheless, having too many opening may reduce heat conduction and affect the overall heat transfer performance. This study provides future researchers with a guideline on designing and electronic package manufacturing.

Keywords: electronic cooling, experiment, opening concept, CFD.

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2564 The Impact of Trade Liberalization on Current Account Deficit: The Turkish Case

Authors: E. Selçuk, Z. Karaçor, P. Yardımcı

Abstract:

Trade liberalization and its effects on the economies of developing countries have been investigated by many different studies, and some of them have focused on its impact on the current account balance. Turkey, as being one of the countries, which has liberalized its foreign trade in the 1980s, also needs to be studied in terms of the impact of liberalization on current account deficits. Therefore, the aim of this study is to find out whether trade liberalization has affected Turkey’s trade and current account balances. In order to determine this, yearly data of Turkey from 1980 to 2013 is used. As liberalization dummy, the year 1989, which was set for Turkey, is selected. Structural break test and model estimation results show that trade liberalization has a negative impact on trade balance but do not have a significant impact on the current account balance.

Keywords: Budget deficit, current account, liberalization, Turkish economy.

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2563 Self-Tuning Robot Control Based on Subspace Identification

Authors: Mathias Marquardt, Peter Dünow, Sandra Baßler

Abstract:

The paper describes the use of subspace based identification methods for auto tuning of a state space control system. The plant is an unstable but self balancing transport robot. Because of the unstable character of the process it has to be identified from closed loop input-output data. Based on the identified model a state space controller combined with an observer is calculated. The subspace identification algorithm and the controller design procedure is combined to a auto tuning method. The capability of the approach was verified in a simulation experiments under different process conditions.

Keywords: Auto tuning, balanced robot, closed loop identification, subspace identification.

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2562 Effective Self-Preservation of Methane Hydrate Particles in Crude Oils

Authors: A. S. Stoporev, A. Yu. Manakov

Abstract:

In this work we investigated the behavior of methane hydrates dispersed in crude oils from different fields at temperatures below 0°C. In case of crude oil emulsion the size of water droplets is in the range of 50e100"m. The size of hydrate particles formed from droplets is the same. The self-preservation is not expected in this field. However, the self-preservation of hydrates with the size of particles 24±18"m (electron microscopy data) in suspensions is observed. Similar results were obtained for four different kinds of crude oil and model system such as asphaltenes, resins and wax in ndecane. This result can allow developing effective methods to prevent the formation and elimination of gas-hydrate plugs in pipelines under low temperature conditions (e. g. in Eastern Siberia). There is a prospective to use experiment results for working out the technology of associated petroleum gas recovery.

Keywords: Gas hydrate, Gas liberation, Self-preservation, Water-in-oil emulsion.

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2561 Dynamic Adaptability Using Reflexivity for Mobile Agent Protection

Authors: Salima Hacini, Haoua Cheribi, Zizette Boufaïda

Abstract:

The paradigm of mobile agent provides a promising technology for the development of distributed and open applications. However, one of the main obstacles to widespread adoption of the mobile agent paradigm seems to be security. This paper treats the security of the mobile agent against malicious host attacks. It describes generic mobile agent protection architecture. The proposed approach is based on the dynamic adaptability and adopts the reflexivity as a model of conception and implantation. In order to protect it against behaviour analysis attempts, the suggested approach supplies the mobile agent with a flexibility faculty allowing it to present an unexpected behaviour. Furthermore, some classical protective mechanisms are used to reinforce the level of security.

Keywords: Dynamic adaptability, malicious host, mobile agent security, reflexivity.

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2560 Performance Evaluation Standards and Innovation: An Empirical Investigation

Authors: F. Apaydın

Abstract:

In this empirical research, how marketing managers evaluate their firms- performances and decide to make innovation is examined. They use some standards which are past performance of the firm, target performance of the firm, competitor performance, and average performance of the industry to compare and evaluate the firms- performances. It is hypothesized that marketing managers and owners of the firm compare the firms- current performance with these four standards at the same time to decide when to make innovation relating to any aspects of the firm, either management style or products. Relationship between the comparison of the firm-s performance with these standards and innovation are searched in the same regression model. The results of the regression analysis are discussed and some recommendations are made for future studies and applicants.

Keywords: Innovation, performance evaluation standards

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2559 Genetic Algorithm Based Optimal Control for a 6-DOF Non Redundant Stewart Manipulator

Authors: A. Omran, G. El-Bayiumi, M. Bayoumi, A. Kassem

Abstract:

Applicability of tuning the controller gains for Stewart manipulator using genetic algorithm as an efficient search technique is investigated. Kinematics and dynamics models were introduced in detail for simulation purpose. A PD task space control scheme was used. For demonstrating technique feasibility, a Stewart manipulator numerical-model was built. A genetic algorithm was then employed to search for optimal controller gains. The controller was tested onsite a generic circular mission. The simulation results show that the technique is highly convergent with superior performance operating for different payloads.

Keywords: Stewart kinematics, Stewart dynamics, task space control, genetic algorithm.

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2558 Minimum Fluidization Velocities of Binary-Solid Mixtures: Model Comparison

Authors: Mohammad Asif

Abstract:

An accurate prediction of the minimum fluidization velocity is a crucial hydrodynamic aspect of the design of fluidized bed reactors. Common approaches for the prediction of the minimum fluidization velocities of binary-solid fluidized beds are first discussed here. The data of our own careful experimental investigation involving a binary-solid pair fluidized with water is presented. The effect of the relative composition of the two solid species comprising the fluidized bed on the bed void fraction at the incipient fluidization condition is reported and its influence on the minimum fluidization velocity is discussed. In this connection, the capability of packing models to predict the bed void fraction is also examined.

Keywords: Bed void fraction, Binary solid mixture, Minimumfluidization velocity, Packing models

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2557 Peaceful Coexistence of IEEE 802.11 and IEEE802.16 Standards in 5GHz Unlicensed Bands

Authors: Raoul Zamblé, Michel Babri, Souleymane Oumtanaga, Boubacar Barry, Claude Lishou

Abstract:

Cognitive radio devices have been considered as a key technology for next-generation of wireless communication. These devices in the context of IEEE 802.11 standards and IEEE 802.16 standards, can opportunistically utilize the wireless spectrum to achieve better user performance and improve the overall spectrumutilization efficiency, mainly in the unlicensed 5 GHz bands. However, opportunistic use of wireless spectrum creates news problems such as peaceful coexistence with other wireless technologies, such as the radiolocation systems, as well as understanding the influence of interference that each of these networks can create. In this paper, we suggest a dynamic access model that considerably reduces this interference and allows efficiency and fairness use of the wireless spectrum.

Keywords: Dynamic access, exclusive access, spectrumopportunities, unlicensed band.

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2556 Business Process Orientation: Case of Croatia

Authors: Ljubica Milanović Glavan

Abstract:

Because of the increasing business pressures, companies must be adaptable and flexible in order to withstand them. Inadequate business processes and low level of business process orientation, that in its core accentuates business processes as opposed to business functions and focuses on process performance and customer satisfaction, hider the ability to adapt to changing environment. It has been shown in previous studies that the companies which have reached higher business process maturity level consistently outperform those that have not reached them. The aim of this paper is to provide a basic understanding of business process orientation concept and business process maturity model. Besides that the paper presents the state of business process orientation in Croatia that has been captured with a study conducted in 2013. Based on the results some practical implications and guidelines for managers are given.

Keywords: Business process orientation, business process maturity, Croatia, maturity score.

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2555 Performance Analysis of ERA Using Fuzzy Logic in Wireless Sensor Network

Authors: Kamalpreet Kaur, Harjit Pal Singh, Vikas Khullar

Abstract:

In Wireless Sensor Network (WSN), the main limitation is generally inimitable energy consumption during processing of the sensor nodes. Cluster head (CH) election is one of the main issues that can reduce the energy consumption. Therefore, discovering energy saving routing protocol is the focused area for research. In this paper, fuzzy-based energy aware routing protocol is presented, which enhances the stability and network lifetime of the network. Fuzzy logic ensures the well-organized selection of CH by taking four linguistic variables that are concentration, energy, centrality, and distance to base station (BS). The results show that the proposed protocol shows better results in requisites of stability and throughput of the network.

Keywords: ERA, fuzzy logic, network model, WSN.

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2554 Batch and Continuous Packed Column Studies Biosorption by Yeast Supported onto Granular Pozzolana

Authors: A. Djafer, S. Kouadri Moustefai, A. Idou, M. Douani

Abstract:

The removal of chromium by living yeast biomass immobilized onto pozzolana was studied. The results obtained in batch experiments indicate that the immobilized yeast on to pozzolana is a excellent biosorbent of Cr(V) with a good removal rates of 85–90%. The initial concentration solution and agitation speed affected Cr(V) removal. The batch studies data were described using the Freundlich and Langmuir models, but the best fit was obtained with Langmuir model. The breakthrough curve from the continuous flow studies shows that immobilized yeast in the fixed-bed column is capable of decreasing Cr(VI) concentration from 15mg/l to a adequate level. 

Keywords: Biosorption, yeast, chromium, kinetic biosorption, fixed biomass

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2553 A United Nations Safety Compliant Urban Vehicle Design

Authors: Marcelo R. G. Duarte, Marcilio Alves

Abstract:

Pedestrians are the fourth group among road traffic users that most suffer accidents. Their death rate is even higher than the motorcyclists group. This gives motivation for the development of an urban vehicle capable of complying with the United Nations Economic Commission for Europe pedestrian regulations. The conceptual vehicle is capable of transporting two passengers and small parcels for 100 km at a maximum speed of 90 km/h. This paper presents the design of this vehicle using the finite element method specially in connection with frontal crash test and car to pedestrian collision. The simulation is based in a human body FE.

Keywords: Electric urban vehicle, finite element method, global human body model, pedestrian safety, road safety.

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2552 A Recommender Agent to Support Virtual Learning Activities

Authors: P. Valdiviezo, G. Riofrio, R. Reategui

Abstract:

This article describes the implementation of an intelligent agent that provides recommendations for educational resources in a virtual learning environment (VLE). It aims to support pending (undeveloped) student learning activities. It begins by analyzing the proposed VLE data model entities in the recommender process. The pending student activities are then identified, which constitutes the input information for the agent. By using the attribute-based recommender technique, the information can be processed and resource recommendations can be obtained. These serve as support for pending activity development in the course. To integrate this technique, we used an ontology. This served as support for the semantic annotation of attributes and recommended files recovery.

Keywords: Learning activities, educational resource, recommender agent, recommendation technique, ontology.

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2551 Underwriting Risks as Determinants of Insurance Cycles: Case of Croatia

Authors: D. Jakovčević, M. Mihelja Žaja

Abstract:

The purpose of this paper is to analyze the influence and relative share of underwriting risks in explaining the variation in insurance cycles in subsequent periods. Through the insurance contracts they underwrite, insurance companies assume risks. Underwriting risks include pricing risk, reserve risk, reinsurance risk and occurrence risk. These risks pose major risks for property and liability insurers, and therefore their impact on the insurance cycle is important. The main goal of this paper is to determine the relative proportion of underwriting risks in explaining the variation of insurance cycle. In order to fulfill the main goal of the paper vector autoregressive model, VAR, will be applied.

Keywords: Insurance cycle, insurance risks, combined ratio, Republic of Croatia.

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2550 A Development of a Simulation Tool for Production Planning with Capacity-Booking at Specialty Store Retailer of Private Label Apparel Firms

Authors: Erika Yamaguchi, Sirawadee Arunyanrt, Shunichi Ohmori, Kazuho Yoshimoto

Abstract:

In this paper, we suggest a simulation tool to make a decision of monthly production planning for maximizing a profit of Specialty store retailer of Private label Apparel (SPA) firms. Most of SPA firms are fabless and make outsourcing deals for productions with factories of their subcontractors. Every month, SPA firms make a booking for production lines and manpower in the factories. The booking is conducted a few months in advance based on a demand prediction and a monthly production planning at that time. However, the demand prediction is updated month by month, and the monthly production planning would change to meet the latest demand prediction. Then, SPA firms have to change the capacities initially booked within a certain range to suit to the monthly production planning. The booking system is called “capacity-booking”. These days, though it is an issue for SPA firms to make precise monthly production planning, many firms are still conducting the production planning by empirical rules. In addition, it is also a challenge for SPA firms to match their products and factories with considering their demand predictabilities and regulation abilities. In this paper, we suggest a model for considering these two issues. An objective is to maximize a total profit of certain periods, which is sales minus costs of production, inventory, and capacity-booking penalty. To make a better monthly production planning at SPA firms, these points should be considered: demand predictabilities by random trends, previous and next month’s production planning of the target month, and regulation abilities of the capacity-booking. To decide matching products and factories for outsourcing, it is important to consider seasonality, volume, and predictability of each product, production possibility, size, and regulation ability of each factory. SPA firms have to consider these constructions and decide orders with several factories per one product. We modeled these issues as a linear programming. To validate the model, an example of several computational experiments with a SPA firm is presented. We suppose four typical product groups: basic, seasonal (Spring / Summer), seasonal (Fall / Winter), and spot product. As a result of the experiments, a monthly production planning was provided. In the planning, demand predictabilities from random trend are reduced by producing products which are different product types. Moreover, priorities to produce are given to high-margin products. In conclusion, we developed a simulation tool to make a decision of monthly production planning which is useful when the production planning is set every month. We considered the features of capacity-booking, and matching of products and factories which have different features and conditions.

Keywords: Capacity-booking, SPA, monthly production planning, linear programming.

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2549 Identification of Nonlinear Systems Structured by Hammerstein-Wiener Model

Authors: A. Brouri, F. Giri, A. Mkhida, F. Z. Chaoui, A. Elkarkri, M. L. Chhibat

Abstract:

Standard Hammerstein-Wiener models consist of a linear subsystem sandwiched by two memoryless nonlinearities. The problem of identifying Hammerstein-Wiener systems is addressed in the presence of linear subsystem of structure totally unknown and polynomial input and output nonlinearities. Presently, the system nonlinearities are allowed to be noninvertible. The system identification problem is dealt by developing a two-stage frequency identification method. First, the parameters of system nonlinearities are identified. In the second stage, a frequency approach is designed to estimate the linear subsystem frequency gain. All involved estimators are proved to be consistent.

Keywords: Nonlinear system identification, Hammerstein systems, Wiener systems, frequency identification.

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2548 Research on the Correlation of the Fluctuating Density Gradient of the Compressible Flows

Authors: Yasuo Obikane

Abstract:

This work is to study a roll of the fluctuating density gradient in the compressible flows for the computational fluid dynamics (CFD). A new anisotropy tensor with the fluctuating density gradient is introduced, and is used for an invariant modeling technique to model the turbulent density gradient correlation equation derived from the continuity equation. The modeling equation is decomposed into three groups: group proportional to the mean velocity, and that proportional to the mean strain rate, and that proportional to the mean density. The characteristics of the correlation in a wake are extracted from the results by the two dimensional direct simulation, and shows the strong correlation with the vorticity in the wake near the body. Thus, it can be concluded that the correlation of the density gradient is a significant parameter to describe the quick generation of the turbulent property in the compressible flows.

Keywords: Turbulence Modeling , Density Gradient Correlation, Compressible

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2547 Basket Option Pricing under Jump Diffusion Models

Authors: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: Radial basis function, basket option, jump diffusion, RBF-PUM.

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