Search results for: non-linear risk-return dependence.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1313

Search results for: non-linear risk-return dependence.

683 Temperature Effect on Sound Propagation in an Elastic Pipe with Viscoelastic Liquid

Authors: S. Levitsky, R. Bergman

Abstract:

Fluid rheology may have essential impact on sound propagation in a liquid-filled pipe, especially, in a low frequency range. Rheological parameters of liquid are temperature-sensitive, which ultimately results in a temperature dependence of the wave speed and attenuation in the waveguide. The study is devoted to modeling of this effect at sound propagation in an elastic pipe with polymeric liquid, described by generalized Maxwell model with non-zero high-frequency viscosity. It is assumed that relaxation spectrum is distributed according to the Spriggs law; temperature impact on the liquid rheology is described on the basis of the temperature-superposition principle and activation theory. The dispersion equation for the waveguide, considered as a thin-walled tube with polymeric solution, is obtained within a quasi-one-dimensional formulation. Results of the study illustrate the influence of temperature on sound propagation in the system.

Keywords: Elastic tube, sound propagation, temperature effect, viscoelastic liquid.

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682 Data Traffic Dynamics and Saturation on a Single Link

Authors: Reginald D. Smith

Abstract:

The dynamics of User Datagram Protocol (UDP) traffic over Ethernet between two computers are analyzed using nonlinear dynamics which shows that there are two clear regimes in the data flow: free flow and saturated. The two most important variables affecting this are the packet size and packet flow rate. However, this transition is due to a transcritical bifurcation rather than phase transition in models such as in vehicle traffic or theorized large-scale computer network congestion. It is hoped this model will help lay the groundwork for further research on the dynamics of networks, especially computer networks.

Keywords: congestion, packet flow, Internet, traffic dynamics, transcritical bifurcation

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681 Ammonia Release during Photocopying Operations

Authors: Kiurski S. Jelena, Kecić S. Vesna, Oros B. Ivana, Ranogajec G. Jonjaua

Abstract:

The paper represents the dependence of ammonia concentration on microclimate parameters and photocopying shop circulation. The concentration of ammonia was determined during 8-hours working time over five days including three sampling points of a photocopying shop in Novi Sad, Serbia. The obtained results pointed out that the room temperature possesses the highest impact on ammonia release. The obtained ammonia concentration was in the range of 1.53 to 0.42ppm and decreased with the temperature decreasing from 24.6 to 20.7oC. As the detected concentrations were within the permissible levels of The Occupational Safety and Health Administration, The National Institute for Occupational Safety and The Health and Official Gazette of Republic of Serbia, in the range of 35 to 200ppm, there was no danger to the employee’s health in the photocopying shop.

Keywords: Ammonia, emission, indoor environment, photocopying procedure.

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680 Applying Complex Network Theory to Software Structure Analysis

Authors: Weifeng Pan

Abstract:

Complex networks have been intensively studied across many fields, especially in Internet technology, biological engineering, and nonlinear science. Software is built up out of many interacting components at various levels of granularity, such as functions, classes, and packages, representing another important class of complex networks. It can also be studied using complex network theory. Over the last decade, many papers on the interdisciplinary research between software engineering and complex networks have been published. It provides a different dimension to our understanding of software and also is very useful for the design and development of software systems. This paper will explore how to use the complex network theory to analyze software structure, and briefly review the main advances in corresponding aspects.

Keywords: Metrics, measurement, complex networks, software.

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679 C-V Characterization and Analysis of Temperature and Channel Thickness Effects on Threshold Voltage of Ultra-thin SOI MOSFET by Self-Consistent Model

Authors: Shuvro Chowdhury, Esmat Farzana, Rizvi Ahmed, A. T. M. Golam Sarwar, M. Ziaur Rahman Khan

Abstract:

The threshold voltage and capacitance voltage characteristics of ultra-thin Silicon-on-Insulator MOSFET are greatly influenced by the thickness and doping concentration of the silicon film. In this work, the capacitance voltage characteristics and threshold voltage of the device have been analyzed with quantum mechanical effects using the Self-Consistent model. Reduction of channel thickness and adding doping impurities cause an increase in the threshold voltage. Moreover, the temperature effects cause a significant amount of threshold voltage shift. The temperature dependence of threshold voltage has also been observed with Self- Consistent approach which are well supported from experimental performance of practical devices.

Keywords: C-V characteristics, Self-Consistent Analysis, Siliconon-Insulator, Ultra-thin film.

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678 Forward Kinematics Analysis of a 3-PRS Parallel Manipulator

Authors: Ghasem Abbasnejad, Soheil Zarkandi, Misagh Imani

Abstract:

In this article the homotopy continuation method (HCM) to solve the forward kinematic problem of the 3-PRS parallel manipulator is used. Since there are many difficulties in solving the system of nonlinear equations in kinematics of manipulators, the numerical solutions like Newton-Raphson are inevitably used. When dealing with any numerical solution, there are two troublesome problems. One is that good initial guesses are not easy to detect and another is related to whether the used method will converge to useful solutions. Results of this paper reveal that the homotopy continuation method can alleviate the drawbacks of traditional numerical techniques.

Keywords: Forward kinematics, Homotopy continuationmethod, Parallel manipulators, Rotation matrix

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677 Modeling and Simulation Methods Using MATLAB/Simulink

Authors: Jamuna Konda, Umamaheswara Reddy Karumuri, Sriramya Muthugi, Varun Pishati, Ravi Shakya,

Abstract:

This paper investigates the challenges involved in mathematical modeling of plant simulation models ensuring the performance of the plant models much closer to the real time physical model. The paper includes the analysis performed and investigation on different methods of modeling, design and development for plant model. Issues which impact the design time, model accuracy as real time model, tool dependence are analyzed. The real time hardware plant would be a combination of multiple physical models. It is more challenging to test the complete system with all possible test scenarios. There are possibilities of failure or damage of the system due to any unwanted test execution on real time.

Keywords: Model Based Design, MATLAB, Simulink, Stateflow, plant model, real time model, real-time workshop, target language compiler.

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676 Magnetohydrodynamic Damping of Natural Convection Flows in a Rectangular Enclosure

Authors: M. Battira, R. Bessaih

Abstract:

We numerically study the three-dimensional magnetohydrodynamics (MHD) stability of oscillatory natural convection flow in a rectangular cavity, with free top surface, filled with a liquid metal, having an aspect ratio equal to A=L/H=5, and subjected to a transversal temperature gradient and a uniform magnetic field oriented in x and z directions. The finite volume method was used in order to solve the equations of continuity, momentum, energy, and potential. The stability diagram obtained in this study highlights the dependence of the critical value of the Grashof number Grcrit , with the increase of the Hartmann number Ha for two orientations of the magnetic field. This study confirms the possibility of stabilization of a liquid metal flow in natural convection by application of a magnetic field and shows that the flow stability is more important when the direction of magnetic field is longitudinal than when the direction is transversal.

Keywords: Natural convection, Magnetic field, Oscillatory, Cavity, Liquid metal.

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675 Studies on Properties of Knowledge Dependency and Reduction Algorithm in Tolerance Rough Set Model

Authors: Chen Wu, Lijuan Wang

Abstract:

Relation between tolerance class and indispensable attribute and knowledge dependency in rough set model with tolerance relation is explored. After giving definitions and concepts of knowledge dependency and knowledge dependency degree for incomplete information system in tolerance rough set model by distinguishing decision attribute containing missing attribute value or not, the result of maintaining reflectivity, transitivity, augmentation, decomposition law and merge law for complete knowledge dependency is proved. Knowledge dependency degrees (not complete knowledge dependency degrees) only satisfy some laws after transitivity, augmentation and decomposition operations. An algorithm to solve attribute reduction in an incomplete decision table is designed. The correctness is checked by an example.

Keywords: Incomplete information system, rough set, tolerance relation, knowledge dependence, attribute reduction.

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674 SIPINA Induction Graph Method for Seismic Risk Prediction

Authors: B. Selma

Abstract:

The aim of this study is to test the feasibility of SIPINA method to predict the harmfulness parameters controlling the seismic response. The approach developed takes into consideration both the focal depth and the peak ground acceleration. The parameter to determine is displacement. The data used for the learning of this method and analysis nonlinear seismic are described and applied to a class of models damaged to some typical structures of the existing urban infrastructure of Jassy, Romania. The results obtained indicate an influence of the focal depth and the peak ground acceleration on the displacement.

Keywords: SIPINA method, seism, focal depth, peak ground acceleration, displacement.

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673 Conversion of Mechanical Water Pump to Electric Water Pump for a CI Engine

Authors: K. Arunachalam, P. Mannar Jawahar

Abstract:

Presently, engine cooling pump is driven by toothed belt. Therefore, the pump speed is dependent on engine speed which varies their output. At normal engine operating conditions (Higher RPM and low load, Higher RPM and high load), mechanical water pumps in existing engines are inevitably oversized and so the use of an electric water pump together with state-of-the-art thermal management of the combustion engine has measurable advantages. Demand-driven cooling, particularly in the cold-start phase, saves fuel (approx 3 percent) and leads to a corresponding reduction in emissions. The lack of dependence on a mechanical drive also results in considerable flexibility in component packaging within the engine compartment. This paper describes the testing and comparison of existing mechanical water pump with that of the electric water pump. When the existing mechanical water pump is replaced with the new electric water pump the percentage gain in system efficiency is also discussed.

Keywords: Cooling system, Electric water pump, Mechanical water pump.

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672 A Supervised Text-Independent Speaker Recognition Approach

Authors: Tudor Barbu

Abstract:

We provide a supervised speech-independent voice recognition technique in this paper. In the feature extraction stage we propose a mel-cepstral based approach. Our feature vector classification method uses a special nonlinear metric, derived from the Hausdorff distance for sets, and a minimum mean distance classifier.

Keywords: Text-independent speaker recognition, mel cepstral analysis, speech feature vector, Hausdorff-based metric, supervised classification.

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671 Using Hermite Function for Solving Thomas-Fermi Equation

Authors: F. Bayatbabolghani, K. Parand

Abstract:

In this paper, we propose Hermite collocation method for solving Thomas-Fermi equation that is nonlinear ordinary differential equation on semi-infinite interval. This method reduces the solution of this problem to the solution of a system of algebraic equations. We also present the comparison of this work with solution of other methods that shows the present solution is more accurate and faster convergence in this problem.

Keywords: Collocation method, Hermite function, Semi-infinite, Thomas-Fermi equation.

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670 Fast Accurate Detection of Frequency Jumps Using Kalman Filter with Non Linear Improvements

Authors: Mahmoud E. Mohamed, Ahmed F. Shalash, Hanan A. Kamal

Abstract:

In communication systems, frequency jump is a serious problem caused by the oscillators used. Kalman filters are used to detect that jump, despite the tradeoff between the noise level and the speed of the detection. In this paper, an improvement is introduced in the Kalman filter, through a nonlinear change in the bandwidth of the filter. Simulation results show a considerable improvement in the filter speed with a very low noise level. Additionally, the effect on the response to false alarms is also presented and false alarm rate show improvement.

Keywords: Kalman Filter, Innovation, False Detection.

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669 Adaptation of Iterative Methods to Solve Fuzzy Mathematical Programming Problems

Authors: Ricardo C. Silva, Luiza A. P. Cantao, Akebo Yamakami

Abstract:

Based on the fuzzy set theory this work develops two adaptations of iterative methods that solve mathematical programming problems with uncertainties in the objective function and in the set of constraints. The first one uses the approach proposed by Zimmermann to fuzzy linear programming problems as a basis and the second one obtains cut levels and later maximizes the membership function of fuzzy decision making using the bound search method. We outline similarities between the two iterative methods studied. Selected examples from the literature are presented to validate the efficiency of the methods addressed.

Keywords: Fuzzy Theory, Nonlinear Optimization, Fuzzy Mathematics Programming.

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668 Performance Analysis of High Speed Adder for DSP Applications

Authors: N. Mahendran, S. Vishwaja

Abstract:

The Carry Select Adder (CSLA) is a fast adder which improves the speed of addition. From the structure of the CSLA, it is clear that there is opportunity for reducing the area. The logic operations involved in conventional CSLA and binary to excess-1 converter (BEC) based CSLA are analyzed to make a study on the data dependence and to identify redundant logic operations. In the existing adder design, the carry select (CS) operation is scheduled before the final-sum, which is different from the conventional CSLA design. In the presented scheme, Kogge stone parallel adder approach is used instead of existing adder design it will generate fast carry for intermediate stages and also improves the speed of addition. When compared to existing adder design the delay is less in the proposed adder design.

Keywords: Binary to excess-1 converter, delay, carry select adder, Kogge stone adder, speed.

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667 Traffic Flow on Road Junctions

Authors: Wah Wah Aung, Cho Cho San

Abstract:

The paper deals with a mathematical model for fluid dynamic flows on road networks which is based on conservation laws. This nonlinear framework is based on the conservation of cars. We focus on traffic circle, which is a finite number of roads that meet at some junctions. The traffic circle with junctions having either one incoming and two outgoing or two incoming and one outgoing roads. We describe the numerical schemes with the particular boundary conditions used to produce approximated solutions of the problem.

Keywords: boundary conditions, conservation laws, finite difference Schemes, traffic flow.

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666 Water Vapor Plasma Torch: Design, Characteristics and Applications

Authors: A. Tamošiūnas, P. Valatkevičius, V. Grigaitiene, V. Valinčius

Abstract:

The atmospheric pressure plasma torch with a direct current arc discharge stabilized by water vapor vortex was experimentally investigated. Overheated up to 450K water vapor was used as plasma forming gas. Plasma torch design is one of the most important factors leading to a stable operation of the device. The electrical and thermal characteristics of the plasma torch were determined during the experimental investigations. The design and the basic characteristics of the water vapor plasma torch are presented in the paper. Plasma torches with the electric arc stabilized by water vapor vortex provide special performance characteristics in some plasma processing applications such as thermal plasma neutralization and destruction of organic wastes enabling to extract high caloric value synthesis gas as by-product of the process. Syngas could be used as a surrogate fuel partly replacing the dependence on the fossil fuels or used as a feedstock for hydrogen, methanol production.

Keywords: Arc discharge, atmospheric pressure thermal plasma, plasma torch, water vapor.

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665 A Novel 14 nm Extended Body FinFET for Reduced Corner Effect, Self-Heating Effect, and Increased Drain Current

Authors: Cheng-Hsien Chang, Jyi-Tsong Lin, Po-Hsieh Lin, Hung-Pei Hsu, Chan-Hsiang Chang, Ming-Tsung Shih, Shih-Chuan Tseng, Min-Yan Lin

Abstract:

In this paper, we have proposed a novel FinFET with extended body under the poly gate, which is called EB-FinFET, and its characteristic is demonstrated by using three-dimensional (3-D) numerical simulation. We have analyzed and compared it with conventional FinFET. The extended body height dependence on the drain induced barrier lowering (DIBL) and subthreshold swing (S.S) have been also investigated. According to the 3-D numerical simulation, the proposed structure has a firm structure, an acceptable short channel effect (SCE), a reduced series resistance, an increased on state drain current (I on) and a large normalized I DS. Furthermore, the structure can also improve corner effect and reduce self-heating effect due to the extended body. Our results show that the EBFinFET is excellent for nanoscale device.

Keywords: SOI, FinFET, tri-gate, self-heating effect.

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664 Critical Terrain Slope Calculation for Locating Small Hydropower Plants

Authors: C. Vrekos, C. Evagelides, N. Samarinas, G. Arampatzis

Abstract:

As known, the water energy is a renewable and clean source of energy. Energy production from hydropower has been the first, and still is today a renewable source used to generate electricity. The optimal location and sizing of a small hydropower plant is a very important issue in engineering design which encourages investigation. The aim of this paper is to present a formula that can be utilized for locating the position of a small hydropower plant although there is a high dependence on economic, environmental, and social parameters. In this paper, the economic and technical side of the problem is considered. More specifically, there is a critical terrain slope that determines if the plant should be located at the end of the slope or not. Of course, this formula can be used for a first estimate and does not include detailed economic analysis. At the end, a case study is presented for the location of a small hydropower plant in order to demonstrate the validity of the proposed formula.

Keywords: Critical terrain slope, economic analysis, hydropower plant locating, renewable energy.

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663 Positive Solutions of Initial Value Problem for the Systems of Second Order Integro-Differential Equations in Banach Space

Authors: Lv Yuhua

Abstract:

In this paper, by establishing a new comparison result, we investigate the existence of positive solutions for initial value problems of nonlinear systems of second order integro-differential equations in Banach space.We improve and generalize some results  (see[5,6]), and the results is new even in finite dimensional spaces.

Keywords: Systems of integro-differential equations, monotone iterative method, comparison result, cone.

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662 Advanced Gronwall-Bellman-Type Integral Inequalities and Their Applications

Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

Abstract:

In this paper, some new nonlinear generalized Gronwall-Bellman-Type integral inequalities with mixed time delays are established. These inequalities can be used as handy tools to research stability problems of delayed differential and integral dynamic systems. As applications, based on these new established inequalities, some p-stable results of a integro-differential equation are also given. Two numerical examples are presented to illustrate the validity of the main results.

Keywords: Gronwall-Bellman-Type integral inequalities, integrodifferential equation, p-exponentially stable, mixed delays.

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661 Gene Selection Guided by Feature Interdependence

Authors: Hung-Ming Lai, Andreas Albrecht, Kathleen Steinhöfel

Abstract:

Cancers could normally be marked by a number of differentially expressed genes which show enormous potential as biomarkers for a certain disease. Recent years, cancer classification based on the investigation of gene expression profiles derived by high-throughput microarrays has widely been used. The selection of discriminative genes is, therefore, an essential preprocess step in carcinogenesis studies. In this paper, we have proposed a novel gene selector using information-theoretic measures for biological discovery. This multivariate filter is a four-stage framework through the analyses of feature relevance, feature interdependence, feature redundancy-dependence and subset rankings, and having been examined on the colon cancer data set. Our experimental result show that the proposed method outperformed other information theorem based filters in all aspect of classification errors and classification performance.

Keywords: Colon cancer, feature interdependence, feature subset selection, gene selection, microarray data analysis.

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660 Nonlinear Modelling of Sloshing Waves and Solitary Waves in Shallow Basins

Authors: Mohammad R. Jalali, Mohammad M. Jalali

Abstract:

The earliest theories of sloshing waves and solitary waves based on potential theory idealisations and irrotational flow have been extended to be applicable to more realistic domains. To this end, the computational fluid dynamics (CFD) methods are widely used. Three-dimensional CFD methods such as Navier-Stokes solvers with volume of fluid treatment of the free surface and Navier-Stokes solvers with mappings of the free surface inherently impose high computational expense; therefore, considerable effort has gone into developing depth-averaged approaches. Examples of such approaches include Green–Naghdi (GN) equations. In Cartesian system, GN velocity profile depends on horizontal directions, x-direction and y-direction. The effect of vertical direction (z-direction) is also taken into consideration by applying weighting function in approximation. GN theory considers the effect of vertical acceleration and the consequent non-hydrostatic pressure. Moreover, in GN theory, the flow is rotational. The present study illustrates the application of GN equations to propagation of sloshing waves and solitary waves. For this purpose, GN equations solver is verified for the benchmark tests of Gaussian hump sloshing and solitary wave propagation in shallow basins. Analysis of the free surface sloshing of even harmonic components of an initial Gaussian hump demonstrates that the GN model gives predictions in satisfactory agreement with the linear analytical solutions. Discrepancies between the GN predictions and the linear analytical solutions arise from the effect of wave nonlinearities arising from the wave amplitude itself and wave-wave interactions. Numerically predicted solitary wave propagation indicates that the GN model produces simulations in good agreement with the analytical solution of the linearised wave theory. Comparison between the GN model numerical prediction and the result from perturbation analysis confirms that nonlinear interaction between solitary wave and a solid wall is satisfactorilly modelled. Moreover, solitary wave propagation at an angle to the x-axis and the interaction of solitary waves with each other are conducted to validate the developed model.

Keywords: Even harmonic components of sloshing waves, Green–Naghdi equations, nonlinearity, solitary waves.

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659 The Symmetric Solutions for Boundary Value Problems of Second-Order Singular Differential Equation

Authors: Li Xiguang

Abstract:

In this paper, by constructing a special operator and using fixed point index theorem of cone, we get the sufficient conditions for symmetric positive solution of a class of nonlinear singular boundary value problems with p-Laplace operator, which improved and generalized the result of related paper.

Keywords: Banach space, cone, fixed point index, singular differential equation, p-Laplace operator, symmetric solutions.

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658 A Study of the Change of Damping Coefficient Regarding Minimum Displacement

Authors: Tawiwat V., Narongkorn D., Auttapoom L.

Abstract:

This research proposes the change of damping coefficient regarding minimum displacement. From the mass with external forced and damper problem, when is the constant external forced transmitted to the understructure in the difference angle between 30 and 60 degrees. This force generates the vibration as general known; however, the objective of this problem is to have minimum displacement. As the angle is changed and the goal is the same; therefore, the damper of the system must be varied while keeping constant spring stiffness. The problem is solved by using nonlinear programming and the suitable changing of the damping coefficient is provided.

Keywords: Damping coefficient, Optimal control, Minimum Displacement and Vibration

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657 Seismic Behavior of Thin Shear Wall under the Exerted Loads

Authors: Ali A. Ofoghi

Abstract:

While the shear walls are not economical in buildings, thin shear walls are widely used in the buildings. In the present study, the ratio of different loads to their plasticity and seismic behavior of the wall under different loads have been investigated. Modeling and analysis are carried out by the finite element analysis software ABAQUS. The results show that any increase in the exerted loads will have adverse effects on the seismic behavior of the thin shear walls and causes the wall to collapse by small displacements.

Keywords: Thin shear wall, nonlinear dynamic analysis, reinforced concrete, plasticity.

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656 Synthesis, Structural, and Dielectric Characterization of Cadmium Oxide Nanoparticles

Authors: Suresh Sagadevan, A. Veeralakshmi

Abstract:

Cadmium oxide (CdO) nanoparticles have been prepared by chemical coprecipitation method. The synthesized nanoparticles were characterized by X-ray diffraction analysis (XRD), scanning electron microscopy (SEM), transmission electron microscopy (TEM), UV analysis, and dielectric studies. The crystalline nature and particle size of the CdO nanoparticles were characterized by Powder X-ray diffraction analysis (XRD). The morphology of prepared CdO nanoparticles was studied by scanning electron microscopy. The particle size was studied using the transmission electron microscopy (TEM).The optical properties were obtained from UV-Vis absorption spectrum. The dielectric properties of CdO nanoparticles were studied in the frequency range of 50 Hz–5 MHz at different temperatures. The frequency dependence of the dielectric constant and dielectric loss is found to decrease with an increase in the frequency at different temperatures. The ac conductivity of CdO nanoparticle has been studied.

Keywords: Cadmium Oxide (CdO), XRD, SEM, Dielectric constant and Dielectric loss.

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655 Simulation of Particle Damping under Centrifugal Loads

Authors: Riaz A. Bhatti, Wang Yanrong

Abstract:

Particle damping is a technique to reduce the structural vibrations by means of placing small metallic particles inside a cavity that is attached to the structure at location of high vibration amplitudes. In this paper, we have presented an analytical model to simulate the particle damping of two dimensional transient vibrations in structure operating under high centrifugal loads. The simulation results show that this technique remains effective as long as the ratio of the dynamic acceleration of the structure to the applied centrifugal load is more than 0.1. Particle damping increases with the increase of particle to structure mass ratio. However, unlike to the case of particle damping in the absence of centrifugal loads where the damping efficiency strongly depends upon the size of the cavity, here this dependence becomes very weak. Despite the simplicity of the model, the simulation results are considerably in good agreement with the very scarce experimental data available in the literature for particle damping under centrifugal loads.

Keywords: Impact damping, particle damping, vibration control, vibration suppression.

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654 The Sustainability of Public Debt in Taiwan

Authors: Chiung-Ju Huang

Abstract:

This study examines whether the Taiwan’s public debt is sustainable utilizing an unrestricted two-regime threshold autoregressive (TAR) model with an autoregressive unit root. The empirical results show that Taiwan’s public debt appears as a nonlinear series and is stationary in regime 1 but not in regime 2. This result implies that while Taiwan’s public debt was mostly sustainable over the 1996 to 2013 period examined in the study, it may no longer be sustainable in the most recent two years as the public debt ratio has increased cumulatively to 3.618%.

Keywords: Nonlinearity, public debt, sustainability, threshold autoregressive model.

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