Search results for: Generalized differential quadrature method
8209 Study of Explicit Finite Difference Method in One Dimensional System
Authors: Azizollah Khormali, Seyyed Shahab Tabatabaee Moradi, Dmitry Petrakov
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One of the most important parameters in petroleum reservoirs is the pressure distribution along the reservoir, as the pressure varies with the time and location. A popular method to determine the pressure distribution in a reservoir in the unsteady state regime of flow is applying Darcy’s equation and solving this equation numerically. The numerical simulation of reservoirs is based on these numerical solutions of different partial differential equations (PDEs) representing the multiphase flow of fluids. Pressure profile has obtained in a one dimensional system solving Darcy’s equation explicitly. Changes of pressure profile in three situations are investigated in this work. These situations include section length changes, step time changes and time approach to infinity. The effects of these changes in pressure profile are shown and discussed in the paper.
Keywords: Explicit solution, Numerical simulation, Petroleum reservoir, Pressure distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 42038208 Coupling Time-Domain Analysis for Dynamic Positioning during S-Lay Installation
Authors: Sun Li-ping, Zhu Jian-xun, Liu Sheng-nan
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In order to study the performance of dynamic positioning system during S-lay operations, dynamic positioning system is simulated with the hull-stinger-pipe coupling effect. The roller of stinger is simulated by the generalized elastic contact theory. The stinger is composed of Morrison members. Force on pipe is calculated by lumped mass method. Time domain of fully coupled barge model is analyzed combining with PID controller, Kalman filter and allocation of thrust using Sequential Quadratic Programming method. It is also analyzed that the effect of hull wave frequency motion on pipe-stinger coupling force and dynamic positioning system. Besides, it is studied that how S-lay operations affect the dynamic positioning accuracy. The simulation results are proved to be available by checking pipe stress with API criterion. The effect of heave and yaw motion cannot be ignored on hull-stinger-pipe coupling force and dynamic positioning system. It is important to decrease the barge’s pitch motion and lay pipe in head sea in order to improve safety of the S-lay installation and dynamic positioning.
Keywords: S-lay operation, dynamic positioning, coupling motion; time domain, allocation of thrust.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27788207 Towards Clustering of Web-based Document Structures
Authors: Matthias Dehmer, Frank Emmert Streib, Jürgen Kilian, Andreas Zulauf
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Methods for organizing web data into groups in order to analyze web-based hypertext data and facilitate data availability are very important in terms of the number of documents available online. Thereby, the task of clustering web-based document structures has many applications, e.g., improving information retrieval on the web, better understanding of user navigation behavior, improving web users requests servicing, and increasing web information accessibility. In this paper we investigate a new approach for clustering web-based hypertexts on the basis of their graph structures. The hypertexts will be represented as so called generalized trees which are more general than usual directed rooted trees, e.g., DOM-Trees. As a important preprocessing step we measure the structural similarity between the generalized trees on the basis of a similarity measure d. Then, we apply agglomerative clustering to the obtained similarity matrix in order to create clusters of hypertext graph patterns representing navigation structures. In the present paper we will run our approach on a data set of hypertext structures and obtain good results in Web Structure Mining. Furthermore we outline the application of our approach in Web Usage Mining as future work.Keywords: Clustering methods, graph-based patterns, graph similarity, hypertext structures, web structure mining
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15078206 Flexible Follower Response of a Translating Cam with Four Different Profiles for Rise-Dwell-Fall-Dwell motion
Authors: Jer-Rong Chang
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The flexible follower response of a translating cam with four different profiles for rise-dwell-fall-dwell (RDFD) motion is investigated. The cycloidal displacement motion, the modified sinusoidal acceleration motion, the modified trapezoidal acceleration motion, and the 3-4-5 polynomial motion are employed to describe the rise and the fall motions of the follower and the associated four kinds of cam profiles are studied. Since the follower flexibility is considered, the contact point of the roller and the cam is an unknown. Two geometric constraints formulated to restrain the unknown position are substituted into Hamilton-s principle with Lagrange multipliers. Applying the assumed mode method, one can obtain the governing equations of motion as non-linear differential-algebraic equations. The equations are solved using Runge-Kutta method. Then, the responses of the flexible follower undergoing the four different motions are investigated in time domain and in frequency domain.Keywords: translating cam, flexible follower, rise-dwell-falldwell, response
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21248205 Application of Generalized Stochastic Petri Nets(GSPN) in Modeling and Evaluating a Resource Sharing Flexible Manufacturing System
Authors: Aryanejad Mir Bahador Goli, Zahra Honarmand Shah Zileh
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In most study fields, a phenomenon may not be studied directly but it will be examined indirectly by phenomenon model. Making an accurate model of system, there is attained new information from modeled phenomenon without any charge, danger, etc... there have been developed more solutions for describing and analyzing the recent complicated systems but few of them have analyzed the performance in the range of system description. Petri nets are of limited solutions which may make such union. Petri nets are being applied in problems related to modeling and designing the systems. Theory of Petri nets allow a system to model mathematically by a Petri net and analyzing the Petri net can then determine main information of modeled system-s structure and dynamic. This information can be used for assessing the performance of systems and suggesting corrections in the system. In this paper, beside the introduction of Petri nets, a real case study will be studied in order to show the application of generalized stochastic Petri nets in modeling a resource sharing production system and evaluating the efficiency of its machines and robots. The modeling tool used here is SHARP software which calculates specific indicators helping to make decision.Keywords: Flexible manufacturing system, generalizedstochastic Petri nets, Markov chain, performance evaluation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19028204 Smart Motion
Authors: Arpita Soni, Sapna Mittal
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Austenite and Martensite indicate the phases of solids undergoing phase transformation which we usually associate with materials and not with living organisms. This article provides an overview of bacterial proteins and structures that are undergoing phase transformation and suggests its probable effect on mechanical behavior. The context is mainly within the role of phase transformations occurring in the flagellum of bacteria. The current knowledge of molecular mechanism leading to phase variation in living organisms is reviewed. Since in bacteria, each flagellum is driven by a separate motor, similarity to a Differential drive in case of four-wheeled vehicles is suggested. It also suggests the application of the mechanism in which bacteria changes its direction of movement to facilitate single point turning of a multi-wheeled vehicle. Finally, examples are presented to illustrate that the motion due to phase transformation of flagella in bacteria can start a whole new research on motion mechanisms.
Keywords: Flagella, Phase Transformation, Nanobots, Differential Drive, Single point turn, Biomimetics
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15708203 Technologies of Acylation of Hydroxyanthraquinones
Authors: Dmitry Yu. Korulkin, Raissa A. Muzychkina
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In review the generalized data about different methods of synthesis of biological activity acylatedhydrohyanthraquinones is presented. The basic regularity of a synthesis is analyzed. Action of temperature, pH, solubility, catalysts and other factors on a reaction product yield is revealed.
Keywords: Aminoacidic acylation, hydroxyanthraquinones, nucleophilic exchange, physiologically active substances.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17988202 Technologies of Halogenation of Hydroxyanthraquinones
Authors: Dmitriy Yu. Korulkin, Raissa A. Muzychkina
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In review the generalized data about different methods of synthesis of biological activity halogenated di-, tri- and tetrahydroxyanthraquinones is presented. The basic regularity of a synthesis is analyzed. Action of temperature, pH, solubility, catalysts and other factors on a reaction product yield is revealed.
Keywords: Electrophilic substitution, halogenation, hydroxyanthraquinones, physiologically active substances.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21948201 A Micro-Watt Second Order Filter for a Chopper Stabilized MEMS Pressure Sensor Interface
Authors: Arup K. George, Wai Pan Chan, Zhi Hui Kong, Minkyu Je
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This paper describes a low-power second-order filter for a continuous-time chopper stabilized capacitive sensor interface, integrated with a fully differential post-CMOS surface-micromachined MEMS pressure sensor. The circuit uses a single-ended folded-cascode operational amplifier and two GM-C filters connected in cascade. The circuit is realized in a 0.18 μm CMOS process and offers differential to single-ended conversion. The novelty of the scheme is the cascade of two GM-C filters to achieve a second-order filter while minimizing power dissipation. The simulated filter cutoff frequency is 1.14 kHz at common-mode voltage 1.65 V, operating from a 3.3 V supply while dissipating 172μW of power. The filter achieves an operating range of 1V for an output load of 1MOhm and 10pF.Keywords: Chopper Stabilization, MEMS, Pressure Sensors, Low Pass Filter
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21048200 An Investigation of New Phase Diagram of Ag2SO4 - CaSO4
Authors: Ravi V. Joat, Pravin S. Bodke, Shradha S. Binani, S. S. Wasnik
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A phase diagram of the Ag2SO4 - CaSO4 (Silver sulphate – Calcium Sulphate) binaries system using conductivity, XRD (X-Ray Diffraction Technique) and DTA (Differential Thermal Analysis) data is constructed. The eutectic reaction (liquid -» a-Ag2SO4 + CaSO4) is observed at 10 mole% CaSO4 and 645°C. Room temperature solid solubility limit up to 5.27 mole % of Ca 2+ in Ag2SO4 is set using X-ray powder diffraction and scanning electron microscopy results. All compositions beyond this limit are two-phase mixtures below and above the transition temperature (≈ 416°C). The bulk conductivity, obtained following complex impedance spectroscopy, is found decreasing with increase in CaSO4 content. Amongst other binary compositions, the 80AgSO4-20CaSO4 gave improved sinterability/packing density.
Keywords: Ag2SO4-CaSO4 (Silver sulphate–Calcium Sulphate) binaries system, XRD (X-Ray Diffraction Technique) and DTA (Differential Thermal Analysis).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21858199 Library Aware Power Conscious Realization of Complementary Boolean Functions
Authors: Padmanabhan Balasubramanian, C. Ardil
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In this paper, we consider the problem of logic simplification for a special class of logic functions, namely complementary Boolean functions (CBF), targeting low power implementation using static CMOS logic style. The functions are uniquely characterized by the presence of terms, where for a canonical binary 2-tuple, D(mj) ∪ D(mk) = { } and therefore, we have | D(mj) ∪ D(mk) | = 0 [19]. Similarly, D(Mj) ∪ D(Mk) = { } and hence | D(Mj) ∪ D(Mk) | = 0. Here, 'mk' and 'Mk' represent a minterm and maxterm respectively. We compare the circuits minimized with our proposed method with those corresponding to factored Reed-Muller (f-RM) form, factored Pseudo Kronecker Reed-Muller (f-PKRM) form, and factored Generalized Reed-Muller (f-GRM) form. We have opted for algebraic factorization of the Reed-Muller (RM) form and its different variants, using the factorization rules of [1], as it is simple and requires much less CPU execution time compared to Boolean factorization operations. This technique has enabled us to greatly reduce the literal count as well as the gate count needed for such RM realizations, which are generally prone to consuming more cells and subsequently more power consumption. However, this leads to a drawback in terms of the design-for-test attribute associated with the various RM forms. Though we still preserve the definition of those forms viz. realizing such functionality with only select types of logic gates (AND gate and XOR gate), the structural integrity of the logic levels is not preserved. This would consequently alter the testability properties of such circuits i.e. it may increase/decrease/maintain the same number of test input vectors needed for their exhaustive testability, subsequently affecting their generalized test vector computation. We do not consider the issue of design-for-testability here, but, instead focus on the power consumption of the final logic implementation, after realization with a conventional CMOS process technology (0.35 micron TSMC process). The quality of the resulting circuits evaluated on the basis of an established cost metric viz., power consumption, demonstrate average savings by 26.79% for the samples considered in this work, besides reduction in number of gates and input literals by 39.66% and 12.98% respectively, in comparison with other factored RM forms.
Keywords: Reed-Muller forms, Logic function, Hammingdistance, Algebraic factorization, Low power design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18118198 Capacitor Placement in Radial Distribution System for Loss Reduction Using Artificial Bee Colony Algorithm
Authors: R. Srinivasa Rao
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This paper presents a new method which applies an artificial bee colony algorithm (ABC) for capacitor placement in distribution systems with an objective of improving the voltage profile and reduction of power loss. The ABC algorithm is a new population based meta heuristic approach inspired by intelligent foraging behavior of honeybee swarm. The advantage of ABC algorithm is that it does not require external parameters such as cross over rate and mutation rate as in case of genetic algorithm and differential evolution and it is hard to determine these parameters in prior. The other advantage is that the global search ability in the algorithm is implemented by introducing neighborhood source production mechanism which is a similar to mutation process. To demonstrate the validity of the proposed algorithm, computer simulations are carried out on 69-bus system and compared the results with the other approach available in the literature. The proposed method has outperformed the other methods in terms of the quality of solution and computational efficiency.Keywords: Distribution system, Capacitor Placement, Loss reduction, Artificial Bee Colony Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28178197 Dynamic Stability of Axially Moving Viscoelastic Plates under Non-Uniform In-Plane Edge Excitations
Authors: T. H. Young, S. J. Huang, Y. S. Chiu
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This paper investigates the parametric stability of an axially moving web subjected to non-uniform in-plane edge excitations on two opposite, simply-supported edges. The web is modeled as a viscoelastic plate whose constitutive relation obeys the Kelvin-Voigt model, and the in-plane edge excitations are expressed as the sum of a static tension and a periodical perturbation. Due to the in-plane edge excitations, the moving plate may bring about parametric instability under certain situations. First, the in-plane stresses of the plate due to the non-uniform edge excitations are determined by solving the in-plane forced vibration problem. Then, the dependence on the spatial coordinates in the equation of transverse motion is eliminated by the generalized Galerkin method, which results in a set of discretized system equations in time. Finally, the method of multiple scales is utilized to solve the set of system equations analytically if the periodical perturbation of the in-plane edge excitations is much smaller as compared with the static tension of the plate, from which the stability boundaries of the moving plate are obtained. Numerical results reveal that only combination resonances of the summed-type appear under the in-plane edge excitations considered in this work.Keywords: Axially moving viscoelastic plate, in-plane periodic excitation, non-uniformly distributed edge tension, dynamic stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19508196 A Numerical Solution Based On Operational Matrix of Differentiation of Shifted Second Kind Chebyshev Wavelets for a Stefan Problem
Authors: Rajeev, N. K. Raigar
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In this study, one dimensional phase change problem (a Stefan problem) is considered and a numerical solution of this problem is discussed. First, we use similarity transformation to convert the governing equations into ordinary differential equations with its boundary conditions. The solutions of ordinary differential equation with the associated boundary conditions and interface condition (Stefan condition) are obtained by using a numerical approach based on operational matrix of differentiation of shifted second kind Chebyshev wavelets. The obtained results are compared with existing exact solution which is sufficiently accurate.Keywords: Operational matrix of differentiation, Similarity transformation, Shifted second kind Chebyshev wavelets, Stefan problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20018195 Dynamic Response of Nano Spherical Shell Subjected to Termo-Mechanical Shock Using Nonlocal Elasticity Theory
Authors: J. Ranjbarn, A. Alibeigloo
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In this paper, we present an analytical method for analysis of nano-scale spherical shell subjected to thermo-mechanical shocks based on nonlocal elasticity theory. Thermo-mechanical properties of nano shpere is assumed to be temperature dependent. Governing partial differential equation of motion is solved analytically by using Laplace transform for time domain and power series for spacial domain. The results in Laplace domain is transferred to time domain by employing the fast inverse Laplace transform (FLIT) method. Accuracy of present approach is assessed by comparing the the numerical results with the results of published work in literature. Furtheremore, the effects of non-local parameter and wall thickness on the dynamic characteristics of the nano-sphere are studied.Keywords: Nano-scale spherical shell, nonlocal elasticity theory, thermomechanical shock.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14478194 Technologies of Amination of Hydroxyanthraquinones
Authors: Dmitry Yu. Korulkin, Raissa A. Muzychkina
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In review the generalized data about different methods of synthesis of biological activity aminated hydroxyanthraquinones is presented. The basic regularity of a synthesis is analyzed. Action of temperature, pH, solubility, catalysts and other factors on a reaction product yield is revealed.
Keywords: Amination, hydroxyanthraquinones, nucleophilic exchange, physiologically active substances.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25858193 IFS on the Multi-Fuzzy Fractal Space
Authors: Nadia M. G. AL-Sa'idi, Muhammad Rushdan Md. Sd., Adil M. Ahmed
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The IFS is a scheme for describing and manipulating complex fractal attractors using simple mathematical models. More precisely, the most popular “fractal –based" algorithms for both representation and compression of computer images have involved some implementation of the method of Iterated Function Systems (IFS) on complete metric spaces. In this paper a new generalized space called Multi-Fuzzy Fractal Space was constructed. On these spases a distance function is defined, and its completeness is proved. The completeness property of this space ensures the existence of a fixed-point theorem for the family of continuous mappings. This theorem is the fundamental result on which the IFS methods are based and the fractals are built. The defined mappings are proved to satisfy some generalizations of the contraction condition.
Keywords: Fuzzy metric space, Fuzzy fractal space, Multi fuzzy fractal space.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19738192 Displacement Solution for a Static Vertical Rigid Movement of an Interior Circular Disc in a Transversely Isotropic Tri-Material Full-Space
Authors: D. Mehdizadeh, M. Rahimian, M. Eskandari-Ghadi
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This article is concerned with the determination of the static interaction of a vertically loaded rigid circular disc embedded at the interface of a horizontal layer sandwiched in between two different transversely isotropic half-spaces called as tri-material full-space. The axes of symmetry of different regions are assumed to be normal to the horizontal interfaces and parallel to the movement direction. With the use of a potential function method, and by implementing Hankel integral transforms in the radial direction, the government partial differential equation for the solely scalar potential function is transformed to an ordinary 4th order differential equation, and the mixed boundary conditions are transformed into a pair of integral equations called dual integral equations, which can be reduced to a Fredholm integral equation of the second kind, which is solved analytically. Then, the displacements and stresses are given in the form of improper line integrals, which is due to inverse Hankel integral transforms. It is shown that the present solutions are in exact agreement with the existing solutions for a homogeneous full-space with transversely isotropic material. To confirm the accuracy of the numerical evaluation of the integrals involved, the numerical results are compared with the solutions exists for the homogeneous full-space. Then, some different cases with different degrees of material anisotropy are compared to portray the effect of degree of anisotropy.
Keywords: Transversely isotropic, rigid disc, elasticity, dual integral equations, tri-material full-space.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16768191 Phase Transformation Temperatures for Shape Memory Alloy Wire
Authors: Tan Wee Choon, Abdul Saad Salleh, Saifulnizan Jamian, Mohd. Imran Ghazali
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Phase transformation temperature is one of the most important parameters for the shape memory alloys (SMAs). The most popular method to determine these phase transformation temperatures is the Differential Scanning Calorimeter (DSC), but due to the limitation of the DSC testing itself, it made it difficult for the finished product which is not in the powder form. A novel method which uses the Universal Testing Machine has been conducted to determine the phase transformation temperatures. The Flexinol wire was applied with force and maintained throughout the experiment and at the same time it was heated up slowly until a temperature of approximately 1000C with direct current. The direct current was then slowly decreased to cool down the temperature of the Flexinol wire. All the phase transformation temperatures for Flexinol wire were obtained. The austenite start at 52.540C and austenite finish at 60.900C, while martensite start at 44.780C and martensite finish at 32.840C.Keywords: Phase transformation temperature, Robotic, Shapememory alloy, Universal Testing Machine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 39328190 Performance of Bridge Approach Slabs in Bridge Construction: A Case Study
Authors: Aurora Cerri, Niko Pullojani
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Long-term differential settlement between the bridge structure and the bridge embankment typically results in an abrupt grade change, causing driver discomfort, impairing driver safety, and exerting a potentially excessive impact traffic loading on the abutment. This paper has analysed a case of study showing the effect of an approaching slab realized in a bridge constructed at Tirane-Elbasan Motorway. The layer thickness under the slab is modeled as homogenous, the slab is a reinforced concrete structure and over that the asphaltic layers take place. Analysis indicates that reinforced concrete approaching slab distributes the stresses quite uniformly into the road fill layers and settlements varies in a range less than 2.50 cm in the total slab length of 6.00 m with a maximum slope of 1/240. Results taken from analytical analysis are compared with topographic measurements done on field and they carry great similarities.Keywords: Approach slab, bridge, road pavement, differential settlement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11798189 Infrastructure Change Monitoring Using Multitemporal Multispectral Satellite Images
Authors: U. Datta
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The main objective of this study is to find a suitable approach to monitor the land infrastructure growth over a period of time using multispectral satellite images. Bi-temporal change detection method is unable to indicate the continuous change occurring over a long period of time. To achieve this objective, the approach used here estimates a statistical model from series of multispectral image data over a long period of time, assuming there is no considerable change during that time period and then compare it with the multispectral image data obtained at a later time. The change is estimated pixel-wise. Statistical composite hypothesis technique is used for estimating pixel based change detection in a defined region. The generalized likelihood ratio test (GLRT) is used to detect the changed pixel from probabilistic estimated model of the corresponding pixel. The changed pixel is detected assuming that the images have been co-registered prior to estimation. To minimize error due to co-registration, 8-neighborhood pixels around the pixel under test are also considered. The multispectral images from Sentinel-2 and Landsat-8 from 2015 to 2018 are used for this purpose. There are different challenges in this method. First and foremost challenge is to get quite a large number of datasets for multivariate distribution modelling. A large number of images are always discarded due to cloud coverage. Due to imperfect modelling there will be high probability of false alarm. Overall conclusion that can be drawn from this work is that the probabilistic method described in this paper has given some promising results, which need to be pursued further.
Keywords: Co-registration, GLRT, infrastructure growth, multispectral, multitemporal, pixel-based change detection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7328188 On the Strong Solutions of the Nonlinear Viscous Rotating Stratified Fluid
Authors: A. Giniatoulline
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A nonlinear model of the mathematical fluid dynamics which describes the motion of an incompressible viscous rotating fluid in a homogeneous gravitational field is considered. The model is a generalization of the known Navier-Stokes system with the addition of the Coriolis parameter and the equations for changeable density. An explicit algorithm for the solution is constructed, and the proof of the existence and uniqueness theorems for the strong solution of the nonlinear problem is given. For the linear case, the localization and the structure of the spectrum of inner waves are also investigated.Keywords: Galerkin method, Navier-Stokes equations, nonlinear partial differential equations, Sobolev spaces, stratified fluid.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14318187 Explicit Solution of an Investment Plan for a DC Pension Scheme with Voluntary Contributions and Return Clause under Logarithm Utility
Authors: Promise A. Azor, Avievie Igodo, Esabai M. Ase
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The paper merged the return of premium clause and voluntary contributions to investigate retirees’ investment plan in a defined contributory (DC) pension scheme with a portfolio comprising of a risk-free asset and a risky asset whose price process is described by geometric Brownian motion (GBM). The paper considers additional voluntary contributions paid by members, charge on balance by pension fund administrators and the mortality risk of members of the scheme during the accumulation period by introducing return of premium clause. To achieve this, the Weilbull mortality force function is used to establish the mortality rate of members during accumulation phase. Furthermore, an optimization problem from the Hamilton Jacobi Bellman (HJB) equation is obtained using dynamic programming approach. Also, the Legendre transformation method is used to transform the HJB equation which is a nonlinear partial differential equation to a linear partial differential equation and solves the resultant equation for the value function and the optimal distribution plan under logarithm utility function. Finally, numerical simulations of the impact of some important parameters on the optimal distribution plan were obtained and it was observed that the optimal distribution plan is inversely proportional to the initial fund size, predetermined interest rate, additional voluntary contributions, charge on balance and instantaneous volatility.
Keywords: Legendre transform, logarithm utility, optimal distribution plan, return clause of premium, charge on balance, Weibull mortality function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2118186 Experimenting with Error Performance of Systems Employing Pulse Shaping Filters on a Software-Defined-Radio Platform
Authors: Chia-Yu Yao
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This paper presents experimental results on testing the symbol-error-rate (SER) performance of quadrature amplitude modulation (QAM) systems employing symmetric pulse-shaping square-root (SR) filters designed by minimizing the roughness function and by minimizing the peak-to-average power ratio (PAR). The device used in the experiments is the 'bladeRF' software-defined-radio platform. PAR is a well-known measurement, whereas the roughness function is a concept for measuring the jitter-induced interference. The experimental results show that the system employing minimum-roughness pulse-shaping SR filters outperforms the system employing minimum-PAR pulse-shaping SR filters in the sense of SER performance.Keywords: Pulse-shaping filters, jitter, inter-symbol interference, symmetric FIR filters, QAM
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11788185 Detecting Earnings Management via Statistical and Neural Network Techniques
Authors: Mohammad Namazi, Mohammad Sadeghzadeh Maharluie
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Predicting earnings management is vital for the capital market participants, financial analysts and managers. The aim of this research is attempting to respond to this query: Is there a significant difference between the regression model and neural networks’ models in predicting earnings management, and which one leads to a superior prediction of it? In approaching this question, a Linear Regression (LR) model was compared with two neural networks including Multi-Layer Perceptron (MLP), and Generalized Regression Neural Network (GRNN). The population of this study includes 94 listed companies in Tehran Stock Exchange (TSE) market from 2003 to 2011. After the results of all models were acquired, ANOVA was exerted to test the hypotheses. In general, the summary of statistical results showed that the precision of GRNN did not exhibit a significant difference in comparison with MLP. In addition, the mean square error of the MLP and GRNN showed a significant difference with the multi variable LR model. These findings support the notion of nonlinear behavior of the earnings management. Therefore, it is more appropriate for capital market participants to analyze earnings management based upon neural networks techniques, and not to adopt linear regression models.Keywords: Earnings management, generalized regression neural networks, linear regression, multi-layer perceptron, Tehran stock exchange.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21058184 Note on the Necessity of the Patch Test
Authors: Rado Flajs, Miran Saje
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We present a simple nonconforming approximation of the linear two–point boundary value problem which violates patch test requirements. Nevertheless the solutions, obtained from these type of approximations, converge to the exact solution.
Keywords: Generalized patch test, Irons' patch test, nonconforming finite element, convergence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15508183 Effects of Thermal Radiation on Mixed Convection in a MHD Nanofluid Flow over a Stretching Sheet Using a Spectral Relaxation Method
Authors: Nageeb A. H. Haroun, Sabyasachi Mondal, Precious Sibanda
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The effects of thermal radiation, Soret and Dufour parameters on mixed convection and nanofluid flow over a stretching sheet in the presence of a magnetic field are investigated. The flow is subject to temperature dependent viscosity and a chemical reaction parameter. It is assumed that the nanoparticle volume fraction at the wall may be actively controlled. The physical problem is modelled using systems of nonlinear differential equations which have been solved numerically using a spectral relaxation method. In addition to the discussion on heat and mass transfer processes, the velocity, nanoparticles volume fraction profiles as well as the skin friction coefficient are determined for different important physical parameters. A comparison of current findings with previously published results for some special cases of the problem shows an excellent agreement.Keywords: Non-isothermal wedge, thermal radiation, nanofluid, magnetic field, Soret and Dufour effects.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12718182 On Generalized New Class of Matrix Polynomial Set
Authors: Ghazi S. Kahmmash
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New generalization of the new class matrix polynomial set have been obtained. An explicit representation and an expansion of the matrix exponential in a series of these matrix are given for these matrix polynomials.
Keywords: Generating functions, Recurrences relation and Generalization of the new class matrix polynomial set.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12558181 Weighted Harmonic Arnoldi Method for Large Interior Eigenproblems
Authors: Zhengsheng Wang, Jing Qi, Chuntao Liu, Yuanjun Li
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The harmonic Arnoldi method can be used to find interior eigenpairs of large matrices. However, it has been shown that this method may converge erratically and even may fail to do so. In this paper, we present a new method for computing interior eigenpairs of large nonsymmetric matrices, which is called weighted harmonic Arnoldi method. The implementation of the method has been tested by numerical examples, the results show that the method converges fast and works with high accuracy.
Keywords: Harmonic Arnoldi method, weighted harmonic Arnoldi method, eigenpair, interior eigenproblem, non symmetric matrix.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15498180 Signal Processing Approach to Study Multifractality and Singularity of Solar Wind Speed Time Series
Authors: Tushnik Sarkar, Mofazzal H. Khondekar, Subrata Banerjee
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This paper investigates the nature of the fluctuation of the daily average Solar wind speed time series collected over a period of 2492 days, from 1st January, 1997 to 28th October, 2003. The degree of self-similarity and scalability of the Solar Wind Speed signal has been explored to characterise the signal fluctuation. Multi-fractal Detrended Fluctuation Analysis (MFDFA) method has been implemented on the signal which is under investigation to perform this task. Furthermore, the singularity spectra of the signals have been also obtained to gauge the extent of the multifractality of the time series signal.Keywords: Detrended fluctuation analysis, generalized Hurst exponent, holder exponents, multifractal exponent, multifractal spectrum, singularity spectrum, time series analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1314