Search results for: exponential stability
848 Optimal Policy for a Deteriorating Inventory Model with Finite Replenishment Rate and with Price Dependant Demand Rate and Cycle Length Dependant Price
Authors: Hamed Sabahno
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In this paper, an inventory model with finite and constant replenishment rate, price dependant demand rate, time value of money and inflation, finite time horizon, lead time and exponential deterioration rate and with the objective of maximizing the present worth of the total system profit is developed. Using a dynamic programming based solution algorithm, the optimal sequence of the cycles can be found and also different optimal selling prices, optimal order quantities and optimal maximum inventories can be obtained for the cycles with unequal lengths, which have never been done before for this model. Also, a numerical example is used to show accuracy of the solution procedure.Keywords: Deteriorating items, Dynamic programming, Finitereplenishment rate, Inventory control, Operation Research.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1390847 Effects of Viscous Dissipation and Concentration Based Internal Heat Source on Convective Instability in a Porous Medium with Throughflow
Authors: N. Deepika, P. A. L. Narayana
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Linear stability analysis of double diffusive convection in a horizontal porous layer saturated with fluid is examined by considering the effects of viscous dissipation, concentration based internal heat source and vertical throughflow. The basic steady state solution for Governing equations is derived. Linear stability analysis has been implemented numerically by using shooting and Runge-kutta methods. Critical thermal Rayleigh number Rac is obtained for various values of solutal Rayleigh number Sa, vertical Peclet number Pe, Gebhart number Ge, Lewis number Le and measure of concentration based internal heat source γ. It is observed that Ge has destabilizing effect for upward throughflow and stabilizing effect for downward throughflow. And γ has considerable destabilizing effect for upward throughflow and insignificant destabilizing effect for downward throughflow.Keywords: Porous medium, concentration based internal heat source, vertical throughflow, viscous dissipation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1620846 Analysis of a Mathematical Model for Dengue Disease in Pregnant Cases
Authors: Rujira Kongnuy, Puntani Pongsumpun, I-Ming Tang
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Dengue fever is an important human arboviral disease. Outbreaks are now reported quite often from many parts of the world. The number of cases involving pregnant women and infant cases are increasing every year. The illness is often severe and complications may occur. Deaths often occur because of the difficulties in early diagnosis and in the improper management of the diseases. Dengue antibodies from pregnant women are passed on to infants and this protects the infants from dengue infections. Antibodies from the mother are transferred to the fetus when it is still in the womb. In this study, we formulate a mathematical model to describe the transmission of this disease in pregnant women. The model is formulated by dividing the human population into pregnant women and non-pregnant human (men and non-pregnant women). Each class is subdivided into susceptible (S), infectious (I) and recovered (R) subclasses. We apply standard dynamical analysis to our model. Conditions for the local stability of the equilibrium points are given. The numerical simulations are shown. The bifurcation diagrams of our model are discussed. The control of this disease in pregnant women is discussed in terms of the threshold conditions.
Keywords: Dengue disease, local stability, mathematical model, pregnancy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1930845 Long Term Stability of an Experimental Insulated-Model Salinity-Gradient Solar Pond
Authors: N. W. K. Jayatissa, R. Attalage, Prabath Hewageegana, P. A. A. Perera, M. A. Punyasena
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Per capita energy usage in any country is exponentially increasing with their development. As a result, the country’s dependence on the fossil fuels for energy generation is also increasing tremendously creating economic and environmental concerns. Tropical countries receive considerable amount of solar radiation throughout the year, use of solar energy with different energy storage and conversion methodologies is a viable solution to minimize the ever increasing demand for the depleting fossil fuels. Salinity gradient solar pond is one such solar energy application. This paper reports the characteristics and performance of a thermally insulated, experimental salinity-gradient solar pond, built at the premises of the University of Kelaniya, Sri Lanka. Particular stress is given to the behavior of the evolution of the three layer structure exist at the stable state of a salinity gradient solar pond over a long period of time, under different environmental conditions. The operational procedures required to maintain the long term thermal stability are also reported in this article.
Keywords: Salt-gradient, solar pond, solar radiation, renewable energy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1597844 Comparison of Conventional Control and Robust Control on Double-Pipe Heat Exchanger
Authors: Hanan Rizk
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Heat exchanger is a device used to mix liquids having different temperatures. In this case, the temperature control becomes a critical objective. This research work presents the temperature control of the double-pipe heat exchanger (multi-input multi-output (MIMO) system), which is modeled as first-order coupled hyperbolic partial differential equations (PDEs), using conventional and advanced control techniques, and develops appropriate robust control strategy to meet stability requirements and performance objectives. We designed the proportional–integral–derivative (PID) controller and H-infinity controller for a heat exchanger (HE) system. Frequency characteristics of sensitivity functions and open-loop and closed-loop time responses are simulated using MATLAB software and the stability of the system is analyzed using Kalman's test. The simulation results have demonstrated that the H-infinity controller is more efficient than PID in terms of robustness and performance.
Keywords: heat exchanger, multi-input multi-output system, MATLAB simulation, partial differential equations, PID controller, robust control
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 667843 Experimental Investigations on Nanoclay (Cloisite-15A) Modified Bitumen
Authors: Ashish Kumar, Sanjeev Kumar Suman
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This study investigated the influence of Cloisite-15A nanoclay on the physical, performance, and mechanical properties of bitumen binder. Cloisite-15A was blended in the bitumen in variegated percentages from 1% to 9% with increment of 2%. The blended bitumen was characterized using penetration, softening point, and dynamic viscosity using rotational viscometer, and compared with unmodified bitumen equally penetration grade 60/70. The rheological parameters were investigated using Dynamic Shear Rheometer (DSR), and mechanical properties were investigated by using Marshall Stability test. The results indicated an increase in softening point, dynamic viscosity and decrease in binder penetration. Rheological properties of bitumen increase complex modulus, decrease phase angle and improve rutting resistances as well. There was significant improvement in Marshall Stability, rather marginal improvement in flow value. The best improvement in the modified binder was obtained with 5% Cloisite-15A nanoclay.Keywords: Cloisite-15A, complex shear modulus, phase angle, rutting resistance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1417842 DODR : Delay On-Demand Routing
Authors: Dong Wan-li, Gu Nai-jie, Tu Kun, Bi Kun, Liu Gang
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As originally designed for wired networks, TCP (transmission control protocol) congestion control mechanism is triggered into action when packet loss is detected. This implicit assumption for packet loss mostly due to network congestion does not work well in Mobile Ad Hoc Network, where there is a comparatively high likelihood of packet loss due to channel errors and node mobility etc. Such non-congestion packet loss, when dealt with by congestion control mechanism, causes poor TCP performance in MANET. In this study, we continue to investigate the impact of the interaction between transport protocols and on-demand routing protocols on the performance and stability of 802.11 multihop networks. We evaluate the important wireless networking events caused routing change, and propose a cross layer method to delay the unnecessary routing changes, only need to add a sensitivity parameter α , which represents the on-demand routing-s reaction to link failure of MAC layer. Our proposal is applicable to the plain 802.11 networking environment, the simulation results that this method can remarkably improve the stability and performance of TCP without any modification on TCP and MAC protocol.
Keywords: Mobile ad hoc networks (MANET), on-demandrouting, performance, transmission control protocol (TCP).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1778841 Reduction of Linear Time-Invariant Systems Using Routh-Approximation and PSO
Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil
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Order reduction of linear-time invariant systems employing two methods; one using the advantages of Routh approximation and other by an evolutionary technique is presented in this paper. In Routh approximation method the denominator of the reduced order model is obtained using Routh approximation while the numerator of the reduced order model is determined using the indirect approach of retaining the time moments and/or Markov parameters of original system. By this method the reduced order model guarantees stability if the original high order model is stable. In the second method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical examples.
Keywords: Model Order Reduction, Markov Parameters, Routh Approximation, Particle Swarm Optimization, Integral Squared Error, Steady State Stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3274840 Splitting Modified Donor-Cell Schemes for Spectral Action Balance Equation
Authors: Tanapat Brikshavana, Anirut Luadsong
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The spectral action balance equation is an equation that used to simulate short-crested wind-generated waves in shallow water areas such as coastal regions and inland waters. This equation consists of two spatial dimensions, wave direction, and wave frequency which can be solved by finite difference method. When this equation with dominating propagation velocity terms are discretized using central differences, stability problems occur when the grid spacing is chosen too coarse. In this paper, we introduce the splitting modified donorcell scheme for avoiding stability problems and prove that it is consistent to the modified donor-cell scheme with same accuracy. The splitting modified donor-cell scheme was adopted to split the wave spectral action balance equation into four one-dimensional problems, which for each small problem obtains the independently tridiagonal linear systems. For each smaller system can be solved by direct or iterative methods at the same time which is very fast when performed by a multi-cores computer.Keywords: donor-cell scheme, parallel algorithm, spectral action balance equation, splitting method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1477839 Voltage Problem Location Classification Using Performance of Least Squares Support Vector Machine LS-SVM and Learning Vector Quantization LVQ
Authors: Khaled Abduesslam. M, Mohammed Ali, Basher H Alsdai, Muhammad Nizam, Inayati
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This paper presents the voltage problem location classification using performance of Least Squares Support Vector Machine (LS-SVM) and Learning Vector Quantization (LVQ) in electrical power system for proper voltage problem location implemented by IEEE 39 bus New- England. The data was collected from the time domain simulation by using Power System Analysis Toolbox (PSAT). Outputs from simulation data such as voltage, phase angle, real power and reactive power were taken as input to estimate voltage stability at particular buses based on Power Transfer Stability Index (PTSI).The simulation data was carried out on the IEEE 39 bus test system by considering load bus increased on the system. To verify of the proposed LS-SVM its performance was compared to Learning Vector Quantization (LVQ). The results showed that LS-SVM is faster and better as compared to LVQ. The results also demonstrated that the LS-SVM was estimated by 0% misclassification whereas LVQ had 7.69% misclassification.
Keywords: IEEE 39 bus, Least Squares Support Vector Machine, Learning Vector Quantization, Voltage Collapse.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2393838 Debts and Debt-Based Sukuk Related to Risk Shifting Behavior
Authors: Siti Raihana Hamzah
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This paper elaborates risk shifting in debt financing system as the ultimate cause of the global financial crisis. In contrast, risk sharing in equity financing like sukuk helps the economic system to be better sustained. Nevertheless, some types of sukuk are haunted by the issue of imitation with bonds. The critics on the imitation issue not only have raised doubt on the ability of sukuk to diminish risk shifting behavior but also the ability of this Islamic financial instrument to ensure better future financial stability. Through that, this paper provides discussion on the possibility of sukuk to induce risk shifting and how equity financing may help sukuk to be free from risk shifting. This paper is important in the sense that sukuk receives a significant demand from investors throughout the world. For this instrument to be supportive in the future economic stability, the issue of imitation needs to be identified and addressed. Furthermore, critics cannot be focused on debts and its ability to gauge the financial flux but also to sukuk due to their structures similarity.
Keywords: Global financial crisis, debt, risk-shifting, risk sharing, equity, sukuk, bonds.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2528837 Transient Analysis of a Single-Server Queue with Batch Arrivals Using Modeling and Functions Akin to the Modified Bessel Functions
Authors: Vitalice K. Oduol
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The paper considers a single-server queue with fixedsize batch Poisson arrivals and exponential service times, a model that is useful for a buffer that accepts messages arriving as fixed size batches of packets and releases them one packet at time. Transient performance measures for queues have long been recognized as being complementary to the steady-state analysis. The focus of the paper is on the use of the functions that arise in the analysis of the transient behaviour of the queuing system. The paper exploits practical modelling to obtain a solution to the integral equation encountered in the analysis. Results obtained indicate that under heavy load conditions, there is significant disparity in the statistics between the transient and steady state values.Keywords: batch arrivals, modelling, single-server queue, time-varying probabilities, transient analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1514836 Fluorometric Aptasensor: Evaluation of Stability and Comparison to Standard ELISA Assay
Authors: J. Carlos Kuri, Varun Vij, Raymond J. Turner, Orly Yadid-Pecht
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Celiac disease (CD) is an immune system disorder that is related to eating gluten. As gluten-free (GF) diet has become a concern of many people for health reasons, a gold standard had to be nominated. Enzyme-linked immunosorbent assay (ELISA) has taken the seat of this role. However, multiple limitations were discovered, and with that, the desire for an alternative method now exists. Nucleic acid based aptamers have become of great interest due to their selectivity, specificity, simplicity, and rapid-testing advantages. However, fluorescence-based aptasensors have been tagged as unstable, but lifespan details are rarely stated. In this work, the lifespan stability of a fluorescence-based aptasensor is shown over a 8-week long study displaying the accuracy of the sensor and false negatives. This study follows 22 different samples, including GF and gluten-rich (GR) and soy sauce products, off-the-shelf products, and reference material from laboratories; giving a total of 836 tests. The analysis shows an accuracy of correctly classifying GF and GR products of 96.30% and 100%, respectively, when the protocol is augmented with molecular sieves. The overall accuracy remains around 94% within the first 4 weeks and then decays to 63%.
Keywords: Aptasensor, PEG, rGO, FAM, RM, ELISA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 392835 Investigation of Temperature-Dependent Electrical Properties of Tc-CuPc: PCBM Bulk Heterojunction (BHJ) under Dark Conditions
Authors: Shahid M. Khan, Muhammad H. Sayyad
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An organic bulk heterojunction (BHJ) was fabricated using a blended film containing Copper (II) tetrakis(4-acumylphenoxy) phthalocyanine (Tc-CuPc) along with [6,6]-Phenyl C61 butyric acid methyl ester (PCBM). Weight ratio between Tc-CuPc and PCBM was 1:1. The electrical properties of Tc-CuPc: PCBM BHJ were examined. Rectifying nature of the BHJ was displayed by current-voltage (I-V) curves, recorded in dark and at various temperatures. At low voltages, conduction was ohmic succeeded by space-charge limiting current (SCLC) conduction at higher voltages in which exponential trap distribution was dominant. Series resistance, shunt resistance, ideality factor, effective barrier height and mobility at room temperature were found to be 526 4, 482 k4, 3.7, 0.17 eV and 2×10-7 cm2V-1s-1 respectively. Temperature effect towards different BHJ parameters was observed under dark condition.
Keywords: Bulk heterojunction, PCBM, phthalocyanine, spin coating.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1818834 Mechanical and Thermal Stresses in Functionally Graded Cylinders
Authors: A. Kurşun, E. Kara, E. Çetin, Ş. Aksoy, A. Kesimli
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In this study, thermal elastic stress distribution occurred on long hollow cylinders made of functionally graded material (FGM) was analytically defined under thermal, mechanical and thermo mechanical loads. In closed form solutions for elastic stresses and displacements are obtained analytically by using the infinitesimal deformation theory of elasticity. It was assumed that elasticity modulus, thermal expansion coefficient and density of cylinder materials could change in terms of an exponential function as for that Poisson’s ratio was constant. A gradient parameter n is chosen between - 1 and 1. When n equals to zero, the disc becomes isotropic. Circumferential, radial and longitudinal stresses in the FGMs cylinders are depicted in the figures. As a result, the gradient parameters have great effects on the stress systems of FGMs cylinders.
Keywords: Functionally graded materials, hollow cylinder, thermoelasticity, thermomechanical load.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3074833 Understanding Workplace Behavior through Organizational Culture and Complex Adaptive Systems Theory
Authors: Péter Restás, Andrea Czibor, Zsolt Péter Szabó
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Purpose: This article aims to rethink the phenomena of employee behavior as a product of a system. Both organizational culture and Complex Adaptive Systems (CAS) theory emphasize that individual behavior depends on the specific system and the unique organizational culture. These two major theories are both represented in the field of organizational studies; however, they are rarely used together for the comprehensive understanding of workplace behavior. Methodology: By reviewing the literature we use key concepts stemming from organizational culture and CAS theory in order to show the similarities between these theories and create an enriched understanding of employee behavior. Findings: a) Workplace behavior is defined here as social cognition issue. b) Organizations are discussed here as complex systems, and cultures which drive and dictate the cognitive processes of agents in the system. c) Culture gives CAS theory a context which lets us see organizations not just as ever-changing and unpredictable, but as such systems that aim to create and maintain stability by recurring behavior. Conclusion: Applying the knowledge from culture and CAS theory sheds light on our present understanding of employee behavior, also emphasizes the importance of novel ways in organizational research and management.
Keywords: Complex adaptive systems theory, employee behavior, organizational culture, stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1344832 Application of Genetic Algorithm for FACTS-based Controller Design
Authors: Sidhartha Panda, N. P. Padhy, R.N.Patel
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In this paper, genetic algorithm (GA) opmization technique is applied to design Flexible AC Transmission System (FACTS)-based damping controllers. Two types of controller structures, namely a proportional-integral (PI) and a lead-lag (LL) are considered. The design problem of the proposed controllers is formulated as an optimization problem and GA is employed to search for optimal controller parameters. By minimizing the time-domain based objective function, in which the deviation in the oscillatory rotor speed of the generator is involved; stability performance of the system is improved. The proposed controllers are tested on a weakly connected power system subjected to different disturbances. The non-linear simulation results are presented to show the effectiveness of the proposed controller and their ability to provide efficient damping of low frequency oscillations. It is also observed that the proposed SSSC-based controllers improve greatly the voltage profile of the system under severe disturbances. Further, the dynamic performances of both the PI and LL structured FACTS-controller are analyzed at different loading conditions and under various disturbance condition as well as under unbalanced fault conditions..
Keywords: Genetic algorithm, proportional-integral controller, lead-lag controller, power system stability, FACTS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2526831 Performance Analysis of Deterministic Stable Election Protocol Using Fuzzy Logic in Wireless Sensor Network
Authors: Sumanpreet Kaur, Harjit Pal Singh, Vikas Khullar
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In Wireless Sensor Network (WSN), the sensor containing motes (nodes) incorporate batteries that can lament at some extent. To upgrade the energy utilization, clustering is one of the prototypical approaches for split sensor motes into a number of clusters where one mote (also called as node) proceeds as a Cluster Head (CH). CH selection is one of the optimization techniques for enlarging stability and network lifespan. Deterministic Stable Election Protocol (DSEP) is an effectual clustering protocol that makes use of three kinds of nodes with dissimilar residual energy for CH election. Fuzzy Logic technology is used to expand energy level of DSEP protocol by using fuzzy inference system. This paper presents protocol DSEP using Fuzzy Logic (DSEP-FL) CH by taking into account four linguistic variables such as energy, concentration, centrality and distance to base station. Simulation results show that our proposed method gives more effective results in term of a lifespan of network and stability as compared to the performance of other clustering protocols.
Keywords: Deterministic stable election protocol, energy model, fuzzy logic, wireless sensor network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 962830 Optimal Design for SARMA(P,Q)L Process of EWMA Control Chart
Authors: Y. Areepong
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The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are serially-correlated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, so-called (ARL0). Otherwise it should be small when the process is out-of-control, so-called Average of Delay Time (ARL1) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL0) and (ARL1) be able to get a set of optimal parameters which depend on smoothing parameter (λ) and width of control limit (H) for designing EWMA chart with minimum of (ARL1).
Keywords: Average Run Length1, Optimal parameters, Exponentially Weighted Moving Average (EWMA) control chart.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1972829 Investigation of the Emulsifying Properties of Bambara Groundnut Flour and Starch
Authors: Ebunoluwa G. Gabriel, Victoria A. Jideani, Daniel I. O. Ikhu-Omoregbe
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The current desire in food and industrial emulsification is the use of natural emulsifiers. Bambara groundnut flour (BGNF) and its starch (BGNS) will serve both emulsifying and nutritional purposes if found suitable. This current study was aimed at investigating the emulsifying properties of BGNF/BGNS. BGNS was extracted from the BGNF. Emulsions were prepared using a wide range of flour-oil-water and starch-oil-water composition as generated through the application of Response Surface (D-optimal) design. Prepared emulsions were investigated for stability to creaming/sedimentation (using the kinetic information from turbiscan) and flocculation/coalescence (by monitoring the droplet diameter growth using optical microscope) over 5 days. The most stable emulsions (one BGNF-stabilized and the other BGNS-stabilized) were determined. The optimal emulsifier/oil composition was 9g/39g for BGNF and 5g/30g for BGNS. The two emulsions had only 30% and 50% growth in oil droplet diameter respectively by day 5, compared to over 3000% in the unstable ones. The BGNF-stabilized emulsions were more stable than the BGNS-stabilized ones. Emulsions were successfully stabilized with BGNF and BGNS.
Keywords: Bambara groundnut, coalescence, creaming, emulsification, emulsion, emulsion stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3430828 Investigation of Building Loads Effect on the Stability of Slope
Authors: Hadj Brahim Mounia, Belhamel Farid, Souici Messoud
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In big cities, construction on sloping land (landslide) is becoming increasingly prevalent due to the unavailability of flat lands. This has created a major challenge for structural engineers with regard to structure design, due to the difficulties encountered during the implementation of projects, both for the structure and the soil. This paper analyses the effect of the number of floors of a building, founded on isolated footing on the stability of the slope using the computer code finite element PLAXIS 2D v. 8.2. The isolated footings of a building in this case were anchored in soil so that the levels of successive isolated footing realize a maximum slope of base of three for two heights, which connects the edges of the nearest footings, according to the Algerian building code DTR-BC 2.331: Shallow foundations. The results show that the embedment of the foundation into the soil reduces the value of the safety factor due to the change of the stress state of the soil by these foundations. The number of floors a building has also influences the safety factor. It has been noticed from this case of study that there is no risk of collapse of slopes for an inclination between 5° and 8°. In the case of slope inclination greater than 10° it has been noticed that the urbanization is prohibited.
Keywords: Building, collapse, factor of safety, isolated footing, PLAXIS 2D, slope.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1595827 Using Exponential Lévy Models to Study Implied Volatility patterns for Electricity Options
Authors: Pinho C., Madaleno M.
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German electricity European options on futures using Lévy processes for the underlying asset are examined. Implied volatility evolution, under each of the considered models, is discussed after calibrating for the Merton jump diffusion (MJD), variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman, Madan and Yor (CGMY) and the Black and Scholes (B&S) model. Implied volatility is examined for the entire sample period, revealing some curious features about market evolution, where data fitting performances of the five models are compared. It is shown that variance gamma processes provide relatively better results and that implied volatility shows significant differences through time, having increasingly evolved. Volatility changes for changed uncertainty, or else, increasing futures prices and there is evidence for the need to account for seasonality when modelling both electricity spot/futures prices and volatility.Keywords: Calibration, Electricity Markets, Implied Volatility, Lévy Models, Options on Futures, Pricing
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4790826 Numerical Modelling of Shear Zone and Its Implications on Slope Instability at Letšeng Diamond Open Pit Mine, Lesotho
Authors: M. Ntšolo, D. Kalumba, N. Lefu, G. Letlatsa
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Rock mass damage due to shear tectonic activity has been investigated largely in geoscience where fluid transport is of major interest. However, little has been studied on the effect of shear zones on rock mass behavior and its impact on stability of rock slopes. At Letšeng Diamonds open pit mine in Lesotho, the shear zone composed of sheared kimberlite material, calcite and altered basalt is forming part of the haul ramp into the main pit cut 3. The alarming rate at which the shear zone is deteriorating has triggered concerns about both local and global stability of pit the walls. This study presents the numerical modelling of the open pit slope affected by shear zone at Letšeng Diamond Mine (LDM). Analysis of the slope involved development of the slope model by using a two-dimensional finite element code RS2. Interfaces between shear zone and host rock were represented by special joint elements incorporated in the finite element code. The analysis of structural geological mapping data provided a good platform to understand the joint network. Major joints including shear zone were incorporated into the model for simulation. This approach proved successful by demonstrating that continuum modelling can be used to evaluate evolution of stresses, strain, plastic yielding and failure mechanisms that are consistent with field observations. Structural control due to geological shear zone structure proved to be important in its location, size and orientation. Furthermore, the model analyzed slope deformation and sliding possibility along shear zone interfaces. This type of approach can predict shear zone deformation and failure mechanism, hence mitigation strategies can be deployed for safety of human lives and property within mine pits.
Keywords: Numerical modeling, open pit mine, shear zone, slope stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1755825 Effect of Silt Presence on Shear Strength Parameters of Unsaturated Sandy Soils
Authors: R. Ziaie Moayed, E. Khavaninzadeh, M. Ghorbani Tochaee
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Direct shear test is widely used in soil mechanics experiment to determine the shear strength parameters of granular soils. For analysis of soil stability problems such as bearing capacity, slope stability and lateral pressure on soil retaining structures, the shear strength parameters must be known well. In the present study, shear strength parameters are determined in silty-sand mixtures. Direct shear tests are performed on 161 Firoozkooh sand with different silt content at a relative density of 70% in three vertical stress of 100, 150, and 200 kPa. Wet tamping method is used for soil sample preparation, and the results include diagrams of shear stress versus shear deformation and sample height changes against shear deformation. Accordingly, in different silt percent, the shear strength parameters of the soil such as internal friction angle and dilation angle are calculated and compared. According to the results, when the sample contains up to 10% silt, peak shear strength and internal friction angle have an upward trend. However, if the sample contains 10% to 50% of silt a downward trend is seen in peak shear strength and internal friction angle.
Keywords: Shear strength parameters, direct shear test, silty sand, shear stress, shear deformation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 744824 Properties of the CsPbBr3 Quantum Dots Treated by O3 Plasma for Integration in the Perovskite Solar Cell
Authors: Sh. Sousani, Z. Shadrokh, M. Hofbauerová, J. Kollár, M. Jergel, V. Nádaždy, M. Omastová, E. Majková
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In this paper, we discuss the preparation and impact of post-treatment procedures, including purification, passivation, and ligand exchange, on the formation and stability of halide perovskite quantum dots (PQDs). CsPbBr3 quantum dots were synthesized via the conventional hot-injection method using cesium oleate, PbBr2, and oleylamine (OAm) & oleic acid (OA) and didodecyldimethylammonium bromide (DDAB) as ligands. Characterization by scanning transmission electron microscopy (STEM) confirms the QDs' cubic shape and monodispersity with an average size of 10-14 nm. The photoluminescent (PL) properties of perovskite quantum dots/CH3NH3PbI3 perovskite (PQDs/MAPI) bilayers with OAm&OA and DDAB ligands spin coated on Indium Tin Oxide (ITO) substrate were explored. The impact of ligand type and oxygen plasma treatment on linear optical behaviour and PQDs/MAPI interface formation in ITO/PQDs/MAPI perovskite structures was examined. The obtained results have direct implications for selection of suitable ligands and processes for photovoltaic applications and enhancing their stability.
Keywords: Perovskite quantum dots, ligand exchange, photoluminescence, O3 plasma.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 52823 Developing a Regulator for Improving the Operation Modes of the Electrical Drive Motor
Authors: Baghdasaryan Marinka
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The operation modes of the synchronous motors used in the production processes are greatly conditioned by the accidentally changing technological and power indices. As a result, the electrical drive synchronous motor may appear in irregular operation regimes. Although there are numerous works devoted to the development of the regulator for the synchronous motor operation modes, their application for the motors working in the irregular modes is not expedient. In this work, to estimate the issues concerning the stability of the synchronous electrical drive system, the transfer functions of the electrical drive synchronous motors operating in the synchronous and induction modes have been obtained. For that purpose, a model for investigating the frequency characteristics has been developed in the LabView environment. Frequency characteristics for assessing the transient process of the electrical drive system, operating in the synchronous and induction modes have been obtained, and based on their assessment, a regulator for improving the operation modes of the motor has been proposed. The proposed regulator can be successfully used to prevent the irregular modes of the electrical drive synchronous motor, as well as to estimate the operation state of the drive motor of the mechanism with a changing load.
Keywords: Electrical drive system, synchronous motor, regulator, stability, transition process.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 684822 Identification of LTI Autonomous All Pole System Using Eigenvector Algorithm
Authors: Sudipta Majumdar
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This paper presents a method for identification of a linear time invariant (LTI) autonomous all pole system using singular value decomposition. The novelty of this paper is two fold: First, MUSIC algorithm for estimating complex frequencies from real measurements is proposed. Secondly, using the proposed algorithm, we can identify the coefficients of differential equation that determines the LTI system by switching off our input signal. For this purpose, we need only to switch off the input, apply our complex MUSIC algorithm and determine the coefficients as symmetric polynomials in the complex frequencies. This method can be applied to unstable system and has higher resolution as compared to time series solution when, noisy data are used. The classical performance bound, Cramer Rao bound (CRB), has been used as a basis for performance comparison of the proposed method for multiple poles estimation in noisy exponential signal.Keywords: MUSIC algorithm, Cramer Rao bound, frequency estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 918821 Mathematical Model of Depletion of Forestry Resource: Effect of Synthetic Based Industries
Authors: Manisha Chaudhary, Joydip Dhar, Govind Prasad Sahu
Abstract:
A mathematical model is proposed considering the forest biomass density B(t), density of wood based industries W(t) and density of synthetic industries S(t). It is assumed that the forest biomass grows logistically in the absence of wood based industries, but depletion of forestry biomass is due to presence of wood based industries. The growth of wood based industries depends on B(t), while S(t) grows at a constant rate, independent of B(t). Further there is a competition between W(t) and S(t) according to market demand. The proposed model has four ecologically feasible steady states, namely, E1: forest biomass free and wood industries free equilibrium; E2: wood industries free equilibrium and two coexisting equilibria E∗1 , E∗2 . Behavior of the system near all feasible equilibria is analyzed using the stability theory of differential equations. In the proposed model, the natural depletion rate h1 is a crucial parameter and system exhibits Hopf-bifurcation about the non-trivial equilibrium with respect to h1. The analytical results are verified using numerical simulation.
Keywords: A mathematical model, Competition between wood based and synthetic industries, Hopf-bifurcation, Stability analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3477820 Avicelase Production by a Thermophilic Geobacillus stearothermophilus Isolated from Soil using Sugarcane Bagasse
Authors: E. A. Makky
Abstract:
Studies were carried out on the comparative study of the production of Avicelase enzyme using sugarcane bagasse-SCB in two different statuses (i.e. treated and untreated SCB) by thermophilic Geobacillus stearothermophilus at 50ºC. Only four thermophilic bacterial isolates were isolated and assayed for Avicelase production using UntSCB and TSCB. Only one isolate selected as most potent and identified as G. stearothermophilus used in this study. A specific endo-β-1,4-D-glucanase (Avicelase EC 3.2.1.91) was partially purified from a thermophilic bacterial strain was isolated from different soil samples when grown on cellulose enrichment SCB substrate as the sole carbon source. Results shown that G. stearothermophilus was the better Avicelase producer strain. Avicelase had an optimum pH and temperature 7.0 and 50ºC for both UntSCB and TSCB and exhibited good pH stability between "5-8" and "4-9", however, good temperature stability between (30-80ºC) for UntSCB and TSCB, respectively. Other factors affecting the production of Avicelase were compared (i.e. SCB concentration, inoculum size and different incubation periods), all results observed and obtained were revealed that the TSCB was exhibited maximal enzyme activity in comparison with the results obtained from UntSCB, so, the TSCB was enhancing the Avicelase production.
Keywords: Geobacillus stearothermophilus, Avicelase, Sugarcane bagasse
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2795819 Thermally Stable Nanocrystalline Aluminum Alloys Processed by Mechanical Alloying and High Frequency Induction Heat Sintering
Authors: Hany R. Ammar, Khalil A. Khalil, El-Sayed M. Sherif
Abstract:
The current study investigated the influence of milling time and ball-to-powder (BPR) weight ratio on the microstructural constituents and mechanical properties of bulk nanocrystalline Al; Al-10%Cu; and Al-10%Cu-5%Ti alloys. Powder consolidation was carried out using a high frequency induction heat sintering where the processed metal powders were sintered into a dense and strong bulk material. The powders and the bulk samples were characterized using XRD and FEGSEM techniques. The mechanical properties were evaluated at various temperatures of 25°C, 100°C, 200°C, 300°C and 400°C to study the thermal stability of the processed alloys. The processed bulk nanocrystalline alloys displayed extremely high hardness values even at elevated temperatures. The Al-10%Cu-5%Ti alloy displayed the highest hardness values at room and elevated temperatures which are related to the presence of Ti-containing phases such as Al3Ti and AlCu2Ti. These phases are thermally stable and retain the high hardness values at elevated temperatures up to 400ºC.
Keywords: Nanocrystalline Aluminum Alloys, Mechanical Alloying, Sintering, Hardness, Thermal Stability.
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