Search results for: Predicted models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2911

Search results for: Predicted models

2311 Evidence of Climate Change (Global Warming) and Temperature Increases in Arctic Areas

Authors: Eric Kojo Wu Aikins

Abstract:

This paper contributes to the debate on the proximate causes of climate change. Also, it discusses the impact of the global temperature increases since the beginning of the twentieth century and the effectiveness of climate change models in isolating the primary cause (anthropogenic influences or natural variability in temperature) of the observed temperature increases that occurred within this period. The paper argues that if climate scientist and policymakers ignore the anthropogenic influence (greenhouse gases) on global warming on the pretense of lack of agreement among various climate models and their inability to account for all the necessary factors of global warming at all levels the current efforts of greenhouse emissions control and global warming as a whole could be exacerbated.

Keywords: Anthropogenic Effects, Arctic, Climate Change, Natural Variability.

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2310 Predicting Depth of Penetration in Abrasive Waterjet Cutting of Polycrystalline Ceramics

Authors: S. Srinivas, N. Ramesh Babu

Abstract:

This paper presents a model to predict the depth of penetration in polycrystalline ceramic material cut by abrasive waterjet. The proposed model considered the interaction of cylindrical jet with target material in upper region and neglected the role of threshold velocity in lower region. The results predicted with the proposed model are validated with the experimental results obtained with Silicon Carbide (SiC) blocks.

Keywords: Abrasive waterjet cutting, analytical modeling, ceramics, microcutting and intergranular cracking.

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2309 Impact of Gate Insulation Material and Thickness on Pocket Implanted MOS Device

Authors: Muhibul Haque Bhuyan

Abstract:

This paper reports on the impact study with the variation of the gate insulation material and thickness on different models of pocket implanted sub-100 nm n-MOS device. The gate materials used here are silicon dioxide (SiO2), aluminum silicate (Al2SiO5), silicon nitride (Si3N4), alumina (Al2O3), hafnium silicate (HfSiO4), tantalum pentoxide (Ta2O5), hafnium dioxide (HfO2), zirconium dioxide (ZrO2), and lanthanum oxide (La2O3) upon a p-type silicon substrate material. The gate insulation thickness was varied from 2.0 nm to 3.5 nm for a 50 nm channel length pocket implanted n-MOSFET. There are several models available for this device. We have studied and simulated threshold voltage model incorporating drain and substrate bias effects, surface potential, inversion layer charge, pinch-off voltage, effective electric field, inversion layer mobility, and subthreshold drain current models based on two linear symmetric pocket doping profiles. We have changed the values of the two parameters, viz. gate insulation material and thickness gradually fixing the other parameter at their typical values. Then we compared and analyzed the simulation results. This study would be helpful for the nano-scaled MOS device designers for various applications to predict the device behavior.

Keywords: Linear symmetric pocket profile, pocket implanted n-MOS Device, model, impact of gate material, insulator thickness.

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2308 Application of Reliability Prediction Model Adapted for the Analysis of the ERP System

Authors: F. Urem, K. Fertalj, Ž. Mikulić

Abstract:

This paper presents the possibilities of using Weibull statistical distribution in modeling the distribution of defects in ERP systems. There follows a case study, which examines helpdesk records of defects that were reported as the result of one ERP subsystem upgrade. The result of the applied modeling is in modeling the reliability of the ERP system from a user perspective with estimated parameters like expected maximum number of defects in one day or predicted minimum of defects between two upgrades. Applied measurement-based analysis framework is proved to be suitable in predicting future states of the reliability of the observed ERP subsystems.

Keywords: ERP, reliability, Weibull

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2307 Cluster Analysis of Retailers’ Benefits from Their Cooperation with Manufacturers: Business Models Perspective

Authors: M. K. Witek-Hajduk, T. M. Napiórkowski

Abstract:

A number of studies discussed the topic of benefits of retailers-manufacturers cooperation and coopetition. However, there are only few publications focused on the benefits of cooperation and coopetition between retailers and their suppliers of durable consumer goods; especially in the context of business model of cooperating partners. This paper aims to provide a clustering approach to segment retailers selling consumer durables according to the benefits they obtain from their cooperation with key manufacturers and differentiate the said retailers’ in term of the business models of cooperating partners. For the purpose of the study, a survey (with a CATI method) collected data on 603 consumer durables retailers present on the Polish market. Retailers are clustered both, with hierarchical and non-hierarchical methods. Five distinctive groups of consumer durables’ retailers are (based on the studied benefits) identified using the two-stage clustering approach. The clusters are then characterized with a set of exogenous variables, key of which are business models employed by the retailer and its partnering key manufacturer. The paper finds that the a combination of a medium sized retailer classified as an Integrator with a chiefly domestic capital and a manufacturer categorized as a Market Player will yield the highest benefits. On the other side of the spectrum is medium sized Distributor retailer with solely domestic capital – in this case, the business model of the cooperating manufactrer appears to be irreleveant. This paper is the one of the first empirical study using cluster analysis on primary data that defines the types of cooperation between consumer durables’ retailers and manufacturers – their key suppliers. The analysis integrates a perspective of both retailers’ and manufacturers’ business models and matches them with individual and joint benefits.

Keywords: Business model, cooperation, cluster analysis, retailer-manufacturer relationships.

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2306 Practice, Observation, and Gender Effects on Students’ Entrepreneurial Skills Development When Teaching through Entrepreneurship Is Adopted: Case of University of Tunis El Manar

Authors: H. Chaker, T. Slama, N. Elyétim

Abstract:

This paper analyzes the effects of gender, affiliation, prior work experience, social work, and vicarious learning through family role models on entrepreneurial skills development by students when they followed the teaching through the entrepreneurship method in Tunisia. We suggest that these variables enhance the development of students’ entrepreneurial skills when combined with teaching through entrepreneurship. The article assesses the impact of these combinations by comparing their effects on the development of thirteen students’ entrepreneurial competencies, namely entrepreneurial mindset, core self-evaluation, entrepreneurial attitude, entrepreneurial knowledge, creativity, financial literacy, managing ambiguity, marshaling of resources, planning, teaching methods, entrepreneurial teachers, innovative employee, and entrepreneurial intention. We use a two-sample independent t-test to make the comparison, and the results indicate that, when combined with teaching through the entrepreneurship method, students with prior work experience developed better six entrepreneurial skills; students with social work developed better three entrepreneurial skills, men developed better four entrepreneurial skills than women. However, all students developed their entrepreneurial skills through this practical method regardless of their affiliation and their vicarious learning through family role models.

Keywords: Affiliation, entrepreneurial skills, gender, role models, social work, teaching through entrepreneurship, vicarious learning, work experience.

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2305 The Labeled Classification and its Application

Authors: M. Nemissi, H. Seridi, H. Akdag

Abstract:

This paper presents and evaluates a new classification method that aims to improve classifiers performances and speed up their training process. The proposed approach, called labeled classification, seeks to improve convergence of the BP (Back propagation) algorithm through the addition of an extra feature (labels) to all training examples. To classify every new example, tests will be carried out each label. The simplicity of implementation is the main advantage of this approach because no modifications are required in the training algorithms. Therefore, it can be used with others techniques of acceleration and stabilization. In this work, two models of the labeled classification are proposed: the LMLP (Labeled Multi Layered Perceptron) and the LNFC (Labeled Neuro Fuzzy Classifier). These models are tested using Iris, wine, texture and human thigh databases to evaluate their performances.

Keywords: Artificial neural networks, Fusion of neural networkfuzzysystems, Learning theory, Pattern recognition.

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2304 Application of Functional Network to Solving Classification Problems

Authors: Yong-Quan Zhou, Deng-Xu He, Zheng Nong

Abstract:

In this paper two models using a functional network were employed to solving classification problem. Functional networks are generalized neural networks, which permit the specification of their initial topology using knowledge about the problem at hand. In this case, and after analyzing the available data and their relations, we systematically discuss a numerical analysis method used for functional network, and apply two functional network models to solving XOR problem. The XOR problem that cannot be solved with two-layered neural network can be solved by two-layered functional network, which reveals a potent computational power of functional networks, and the performance of the proposed model was validated using classification problems.

Keywords: Functional network, neural network, XOR problem, classification, numerical analysis method.

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2303 Orthogonal Regression for Nonparametric Estimation of Errors-in-Variables Models

Authors: Anastasiia Yu. Timofeeva

Abstract:

Two new algorithms for nonparametric estimation of errors-in-variables models are proposed. The first algorithm is based on penalized regression spline. The spline is represented as a piecewise-linear function and for each linear portion orthogonal regression is estimated. This algorithm is iterative. The second algorithm involves locally weighted regression estimation. When the independent variable is measured with error such estimation is a complex nonlinear optimization problem. The simulation results have shown the advantage of the second algorithm under the assumption that true smoothing parameters values are known. Nevertheless the use of some indexes of fit to smoothing parameters selection gives the similar results and has an oversmoothing effect.

Keywords: Grade point average, orthogonal regression, penalized regression spline, locally weighted regression.

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2302 3D Dynamic Representation System for the Human Head

Authors: Laurenţiu Militeanu, Cristina Gena Dascâlu, D. Cristea

Abstract:

The human head representations usually are based on the morphological – structural components of a real model. Over the time became more and more necessary to achieve full virtual models that comply very rigorous with the specifications of the human anatomy. Still, making and using a model perfectly fitted with the real anatomy is a difficult task, because it requires large hardware resources and significant times for processing. That is why it is necessary to choose the best compromise solution, which keeps the right balance between the details perfection and the resources consumption, in order to obtain facial animations with real-time rendering. We will present here the way in which we achieved such a 3D system that we intend to use as a base point in order to create facial animations with real-time rendering, used in medicine to find and to identify different types of pathologies.

Keywords: 3D models, virtual reality.

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2301 Methodology for Obtaining Static Alignment Model

Authors: Lely A. Luengas, Pedro R. Vizcaya, Giovanni Sánchez

Abstract:

In this paper, a methodology is presented to obtain the Static Alignment Model for any transtibial amputee person. The proposed methodology starts from experimental data collected on the Hospital Militar Central, Bogotá, Colombia. The effects of transtibial prosthesis malalignment on amputees were measured in terms of joint angles, center of pressure (COP) and weight distribution. Some statistical tools are used to obtain the model parameters. Mathematical predictive models of prosthetic alignment were created. The proposed models are validated in amputees and finding promising results for the prosthesis Static Alignment. Static alignment process is unique to each subject; nevertheless the proposed methodology can be used in each transtibial amputee.

Keywords: Information theory, prediction model, prosthetic alignment, transtibial prosthesis.

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2300 An Enhanced Artificial Neural Network for Air Temperature Prediction

Authors: Brian A. Smith, Ronald W. McClendon, Gerrit Hoogenboom

Abstract:

The mitigation of crop loss due to damaging freezes requires accurate air temperature prediction models. An improved model for temperature prediction in Georgia was developed by including information on seasonality and modifying parameters of an existing artificial neural network model. Alternative models were compared by instantiating and training multiple networks for each model. The inclusion of up to 24 hours of prior weather information and inputs reflecting the day of year were among improvements that reduced average four-hour prediction error by 0.18°C compared to the prior model. Results strongly suggest model developers should instantiate and train multiple networks with different initial weights to establish appropriate model parameters.

Keywords: Time-series forecasting, weather modeling.

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2299 Characterization of 3D-MRP for Analyzing of Brain Balancing Index (BBI) Pattern

Authors: N. Fuad, M. N. Taib, R. Jailani, M. E. Marwan

Abstract:

This paper discusses on power spectral density (PSD) characteristics which are extracted from three-dimensional (3D) electroencephalogram (EEG) models. The EEG signal recording was conducted on 150 healthy subjects. Development of 3D EEG models involves pre-processing of raw EEG signals and construction of spectrogram images. Then, the values of maximum PSD were extracted as features from the model. These features are analyzed using mean relative power (MRP) and different mean relative power (DMRP) technique to observe the pattern among different brain balancing indexes. The results showed that by implementing these techniques, the pattern of brain balancing indexes can be clearly observed. Some patterns are indicates between index 1 to index 5 for left frontal (LF) and right frontal (RF).

Keywords: Power spectral density, 3D EEG model, brain balancing, mean relative power, different mean relative power.

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2298 Adsorption of Inorganic Salt by Granular Activated Carbon and Related Prediction Models

Authors: Kai-Lin Hsu, Jie-Chung Lou, Jia-Yun Han

Abstract:

In recent years, the underground water sources in southern Taiwan have become salinized because of saltwater intrusions. This study explores the adsorption characteristics of activated carbon on salinizing inorganic salts using isothermal adsorption experiments and provides a model analysis. The temperature range for the isothermal adsorption experiments ranged between 5 to 45 ℃, and the amount adsorbed varied between 28.21 to 33.87 mg/g. All experimental data of adsorption can be fitted to both the Langmuir and the Freundlich models. The thermodynamic parameters for per chlorate onto granular activated carbon were calculated as -0.99 to -1.11 kcal/mol for DG°, -0.6 kcal/mol for DH°, and 1.21 to 1.84 kcal/mol for DS°. This shows that the adsorption process of granular activated carbon is spontaneously exothermic. The observation of adsorption behaviors under low ionic strength, low pH values, and low temperatures is beneficial to the adsorption removal of perchlorate with granular activated carbon.

Keywords: Water Treatment, Per Chlorate, Adsorption, Granular Activated Carbon

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2297 Proposal of Design Method in the Semi-Acausal System Model

Authors: Junji Kaneko, Shigeyuki Haruyama, Ken Kaminishi, Tadayuki Kyoutani, Siti Ruhana Omar, Oke Oktavianty

Abstract:

This study is used as a definition method to the value and function in manufacturing sector. In concurrence of discussion about present condition of modeling method, until now definition of 1D-CAE is ambiguity and not conceptual. Across all the physic fields, those methods are defined with the formulation of differential algebraic equation which only applied time derivation and simulation. At the same time, we propose semi-acausal modeling concept and differential algebraic equation method as a newly modeling method which the efficiency has been verified through the comparison of numerical analysis result between the semi-acausal modeling calculation and FEM theory calculation.

Keywords: System Model, Physical Models, Empirical Models, Conservation Law, Differential Algebraic Equation, Object-Oriented.

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2296 Coloured Reconfigurable Nets for Code Mobility Modeling

Authors: Kahloul Laid, Chaoui Allaoua

Abstract:

Code mobility technologies attract more and more developers and consumers. Numerous domains are concerned, many platforms are developed and interest applications are realized. However, developing good software products requires modeling, analyzing and proving steps. The choice of models and modeling languages is so critical on these steps. Formal tools are powerful in analyzing and proving steps. However, poorness of classical modeling language to model mobility requires proposition of new models. The objective of this paper is to provide a specific formalism “Coloured Reconfigurable Nets" and to show how this one seems to be adequate to model different kinds of code mobility.

Keywords: Code mobility, modelling mobility, labelled reconfigurable nets, Coloured reconfigurable nets, mobile code design paradigms.

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2295 Loss Function Optimization for CNN-Based Fingerprint Anti-Spoofing

Authors: Yehjune Heo

Abstract:

As biometric systems become widely deployed, the security of identification systems can be easily attacked by various spoof materials. This paper contributes to finding a reliable and practical anti-spoofing method using Convolutional Neural Networks (CNNs) based on the types of loss functions and optimizers. The types of CNNs used in this paper include AlexNet, VGGNet, and ResNet. By using various loss functions including Cross-Entropy, Center Loss, Cosine Proximity, and Hinge Loss, and various loss optimizers which include Adam, SGD, RMSProp, Adadelta, Adagrad, and Nadam, we obtained significant performance changes. We realize that choosing the correct loss function for each model is crucial since different loss functions lead to different errors on the same evaluation. By using a subset of the Livdet 2017 database, we validate our approach to compare the generalization power. It is important to note that we use a subset of LiveDet and the database is the same across all training and testing for each model. This way, we can compare the performance, in terms of generalization, for the unseen data across all different models. The best CNN (AlexNet) with the appropriate loss function and optimizers result in more than 3% of performance gain over the other CNN models with the default loss function and optimizer. In addition to the highest generalization performance, this paper also contains the models with high accuracy associated with parameters and mean average error rates to find the model that consumes the least memory and computation time for training and testing. Although AlexNet has less complexity over other CNN models, it is proven to be very efficient. For practical anti-spoofing systems, the deployed version should use a small amount of memory and should run very fast with high anti-spoofing performance. For our deployed version on smartphones, additional processing steps, such as quantization and pruning algorithms, have been applied in our final model.

Keywords: Anti-spoofing, CNN, fingerprint recognition, loss function, optimizer.

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2294 Stability Analysis of Two-delay Differential Equation for Parkinson's Disease Models with Positive Feedback

Authors: M. A. Sohaly, M. A. Elfouly

Abstract:

Parkinson's disease (PD) is a heterogeneous movement disorder that often appears in the elderly. PD is induced by a loss of dopamine secretion. Some drugs increase the secretion of dopamine. In this paper, we will simply study the stability of PD models as a nonlinear delay differential equation. After a period of taking drugs, these act as positive feedback and increase the tremors of patients, and then, the differential equation has positive coefficients and the system is unstable under these conditions. We will present a set of suggested modifications to make the system more compatible with the biodynamic system. When giving a set of numerical examples, this research paper is concerned with the mathematical analysis, and no clinical data have been used.

Keywords: Parkinson's disease, stability, simulation, two delay differential equation.

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2293 Estimating Bridge Deterioration for Small Data Sets Using Regression and Markov Models

Authors: Yina F. Muñoz, Alexander Paz, Hanns De La Fuente-Mella, Joaquin V. Fariña, Guilherme M. Sales

Abstract:

The primary approach for estimating bridge deterioration uses Markov-chain models and regression analysis. Traditional Markov models have problems in estimating the required transition probabilities when a small sample size is used. Often, reliable bridge data have not been taken over large periods, thus large data sets may not be available. This study presents an important change to the traditional approach by using the Small Data Method to estimate transition probabilities. The results illustrate that the Small Data Method and traditional approach both provide similar estimates; however, the former method provides results that are more conservative. That is, Small Data Method provided slightly lower than expected bridge condition ratings compared with the traditional approach. Considering that bridges are critical infrastructures, the Small Data Method, which uses more information and provides more conservative estimates, may be more appropriate when the available sample size is small. In addition, regression analysis was used to calculate bridge deterioration. Condition ratings were determined for bridge groups, and the best regression model was selected for each group. The results obtained were very similar to those obtained when using Markov chains; however, it is desirable to use more data for better results.

Keywords: Concrete bridges, deterioration, Markov chains, probability matrix.

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2292 Application of Build-up and Wash-off Models for an East-Australian Catchment

Authors: Iqbal Hossain, Monzur Alam Imteaz, Mohammed Iqbal Hossain

Abstract:

Estimation of stormwater pollutants is a pre-requisite for the protection and improvement of the aquatic environment and for appropriate management options. The usual practice for the stormwater quality prediction is performed through water quality modeling. However, the accuracy of the prediction by the models depends on the proper estimation of model parameters. This paper presents the estimation of model parameters for a catchment water quality model developed for the continuous simulation of stormwater pollutants from a catchment to the catchment outlet. The model is capable of simulating the accumulation and transportation of the stormwater pollutants; suspended solids (SS), total nitrogen (TN) and total phosphorus (TP) from a particular catchment. Rainfall and water quality data were collected for the Hotham Creek Catchment (HTCC), Gold Coast, Australia. Runoff calculations from the developed model were compared with the calculated discharges from the widely used hydrological models, WBNM and DRAINS. Based on the measured water quality data, model water quality parameters were calibrated for the above-mentioned catchment. The calibrated parameters are expected to be helpful for the best management practices (BMPs) of the region. Sensitivity analyses of the estimated parameters were performed to assess the impacts of the model parameters on overall model estimations of runoff water quality.

Keywords: Calibration, Model Parameters, Suspended Solids, TotalNitrogen, Total Phosphorus.

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2291 Further Investigation of α+12C and α+16O Elastic Scattering

Authors: Sh. Hamada

Abstract:

The current work aims to study the rainbow like-structure observed in the elastic scattering of alpha particles on both 12C and 16O nuclei. We reanalyzed the experimental elastic scattering angular distributions data for α+12C and α+16O nuclear systems at different energies using both optical model and double folding potential of different interaction models such as: CDM3Y1, DDM3Y1, CDM3Y6 and BDM3Y1. Potential created by BDM3Y1 interaction model has the shallowest depth which reflects the necessity to use higher renormalization factor (Nr). Both optical model and double folding potential of different interaction models fairly reproduce the experimental data.

Keywords: Nuclear rainbow, elastic scattering, optical model, double folding, density distribution.

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2290 Defining a Semantic Web-based Framework for Enabling Automatic Reasoning on CIM-based Management Platforms

Authors: Fernando Alonso, Rafael Fernandez, Sonia Frutos, Javier Soriano

Abstract:

CIM is the standard formalism for modeling management information developed by the Distributed Management Task Force (DMTF) in the context of its WBEM proposal, designed to provide a conceptual view of the managed environment. In this paper, we propose the inclusion of formal knowledge representation techniques, based on Description Logics (DLs) and the Web Ontology Language (OWL), in CIM-based conceptual modeling, and then we examine the benefits of such a decision. The proposal is specified as a CIM metamodel level mapping to a highly expressive subset of DLs capable of capturing all the semantics of the models. The paper shows how the proposed mapping provides CIM diagrams with precise semantics and can be used for automatic reasoning about the management information models, as a design aid, by means of newgeneration CASE tools, thanks to the use of state-of-the-art automatic reasoning systems that support the proposed logic and use algorithms that are sound and complete with respect to the semantics. Such a CASE tool framework has been developed by the authors and its architecture is also introduced. The proposed formalization is not only useful at design time, but also at run time through the use of rational autonomous agents, in response to a need recently recognized by the DMTF.

Keywords: CIM, Knowledge-based Information Models, OntologyLanguages, OWL, Description Logics, Integrated Network Management, Intelligent Agents, Automatic Reasoning Techniques.

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2289 The Importance of 3D Mesh Generation for Large Eddy Simulation of Gas – Solid Turbulent Flows in a Fluidized Beds

Authors: G. González-Silva, E. M. Matos, W. P. Martignoni, M. Mori

Abstract:

The objective of this work is to show a procedure for mesh generation in a fluidized bed using large eddy simulations (LES) of a filtered two-fluid model. The experimental data were obtained by [1] in a laboratory fluidized bed. Results show that it is possible to use mesh with less cells as compared to RANS turbulence model with granular kinetic theory flow (KTGF). Also, the numerical results validate the experimental data near wall of the bed, which cannot be predicted by RANS.model.

Keywords: LES, Mesh, Gas-Solid, Fluidized bed

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2288 Towards Development of Solution for Business Process-Oriented Data Analysis

Authors: M. Klimavicius

Abstract:

This paper proposes a modeling methodology for the development of data analysis solution. The Author introduce the approach to address data warehousing issues at the at enterprise level. The methodology covers the process of the requirements eliciting and analysis stage as well as initial design of data warehouse. The paper reviews extended business process model, which satisfy the needs of data warehouse development. The Author considers that the use of business process models is necessary, as it reflects both enterprise information systems and business functions, which are important for data analysis. The Described approach divides development into three steps with different detailed elaboration of models. The Described approach gives possibility to gather requirements and display them to business users in easy manner.

Keywords: Data warehouse, data analysis, business processmanagement.

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2287 Prediction on Housing Price Based on Deep Learning

Authors: Li Yu, Chenlu Jiao, Hongrun Xin, Yan Wang, Kaiyang Wang

Abstract:

In order to study the impact of various factors on the housing price, we propose to build different prediction models based on deep learning to determine the existing data of the real estate in order to more accurately predict the housing price or its changing trend in the future. Considering that the factors which affect the housing price vary widely, the proposed prediction models include two categories. The first one is based on multiple characteristic factors of the real estate. We built Convolution Neural Network (CNN) prediction model and Long Short-Term Memory (LSTM) neural network prediction model based on deep learning, and logical regression model was implemented to make a comparison between these three models. Another prediction model is time series model. Based on deep learning, we proposed an LSTM-1 model purely regard to time series, then implementing and comparing the LSTM model and the Auto-Regressive and Moving Average (ARMA) model. In this paper, comprehensive study of the second-hand housing price in Beijing has been conducted from three aspects: crawling and analyzing, housing price predicting, and the result comparing. Ultimately the best model program was produced, which is of great significance to evaluation and prediction of the housing price in the real estate industry.

Keywords: Deep learning, convolutional neural network, LSTM, housing prediction.

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2286 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance

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

Abstract:

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

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

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2285 Creation of Economic and Social Value by Social Entrepreneurship for Sustainable Development

Authors: Ahaskar Pandey, Gaurav Mukherjee, Sushil Kumar

Abstract:

The ever growing sentiment of environmentalism across the globe has made many people think on the green lines. But most of such ideas halt short of implementation because of the short term economic viability issues with the concept of going green. In this paper we have tried to amalgamate the green concept with social entrepreneurship for solving a variety of issues faced by the society today. In addition the paper also tries to ensure that the short term economic viability does not act as a deterrent. The paper comes up three sustainable models of social entrepreneurship which tackle a wide assortment of issues such as nutrition problem, land problems, pollution problems and employment problems. The models described fall under the following heads: - Spirulina cultivation: The model addresses nutrition, land and employment issues. It deals with cultivation of a blue green alga called Spirulina which can be used as a very nutritious food. Also, the implementation of this model would bring forth employment to the poor people of the area. - Biocomposites: The model comes up with various avenues in which biocomposites can be used in an economically sustainable manner. This model deals with the environmental concerns and addresses the depletion of natural resources. - Packaging material from empty fruit bunches (EFB) of oil palm: This one deals with air and land pollution. It is intended to be a substitute for packaging materials made from Styrofoam and plastics which are non-biodegradable. It takes care of the biodegradability and land pollution issues. It also reduces air pollution as the empty fruit bunches are not incinerated. All the three models are sustainable and do not deplete the natural resources any further. This paper explains each of the models in detail and deals with the operational/manufacturing procedures and cost analysis while also throwing light on the benefits derived and sustainability aspects.

Keywords: Biodegradable, Pollution, Social entrepreneurship, Sustainability.

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2284 Fast and Efficient On-Chip Interconnection Modeling for High Speed VLSI Systems

Authors: A.R. Aswatha, T. Basavaraju, S. Sandeep Kumar

Abstract:

Timing driven physical design, synthesis, and optimization tools need efficient closed-form delay models for estimating the delay associated with each net in an integrated circuit (IC) design. The total number of nets in a modern IC design has increased dramatically and exceeded millions. Therefore efficient modeling of interconnection is needed for high speed IC-s. This paper presents closed–form expressions for RC and RLC interconnection trees in current mode signaling, which can be implemented in VLSI design tool. These analytical model expressions can be used for accurate calculation of delay after the design clock tree has been laid out and the design is fully routed. Evaluation of these analytical models is several orders of magnitude faster than simulation using SPICE.

Keywords: IC design, RC/RLC Interconnection, VLSI Systems.

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2283 Comparison of Two-Phase Critical Flow Models for Estimation of Leak Flow Rate through Cracks

Authors: Tadashi Watanabe, Jinya Katsuyama, Akihiro Mano

Abstract:

The estimation of leak flow rates through narrow cracks in structures is of importance for nuclear reactor safety, since the leak flow could be detected before occurrence of loss-of-coolant accidents. The two-phase critical leak flow rates are calculated using the system analysis code, and two representative non-homogeneous critical flow models, Henry-Fauske model and Ransom-Trapp model, are compared. The pressure decrease and vapor generation in the crack, and the leak flow rates are found to be larger for the Henry-Fauske model. It is shown that the leak flow rates are not affected by the structural temperature, but affected largely by the roughness of crack surface.

Keywords: Crack, critical flow, leak, roughness.

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2282 Long-Term Deformations of Concrete Structures

Authors: A. Brahma

Abstract:

Drying is a phenomenon that accompanies the hardening of hydraulic materials. This study is concerned the modelling of drying shrinkage of the hydraulic materials and the prediction of the rate of spontaneous deformations of hydraulic materials during hardening. The model developed takes consideration of the main factors affecting drying shrinkage. There was agreement between drying shrinkage predicted by the developed model and experimental results. In last we show that developed model describe the evolution of the drying shrinkage of high performances concretes correctly.

Keywords: Drying, hydraulic concretes, shrinkage, modeling, prediction.

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