Search results for: structural equation modeling.

Authors: V. Kahya, A. Birinci, R. Erdol

Abstract:

A frictionless contact problem for a two-layer orthotropic elastic medium loaded through a rigid flat stamp is considered. It is assumed that tensile tractions are not allowed and only compressive tractions can be transmitted across the interface. In the solution, effect of gravity is taken into consideration. If the external load on the rigid stamp is less than or equal to a critical value, continuous contact between the layers is maintained. The problem is expressed in terms of a singular integral equation by using the theory of elasticity and the Fourier transforms. Numerical results for initial separation point, critical separation load and contact stress distribution are presented.

Keywords: Frictionless contact, Initial separation, Orthotropicmaterial, Singular integral equation.

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Authors: A. Nikkar, M. Mighani

Abstract:

In this study, a new reliable technique use to handle the foam drainage equation. This new method is resulted from VIM by a simple modification that is Reconstruction of Variational Iteration Method (RVIM). The drainage of liquid foams involves the interplay of gravity, surface tension, and viscous forces. Foaming occurs in many distillation and absorption processes. Results are compared with those of Adomian’s decomposition method (ADM).The comparisons show that the Reconstruction of Variational Iteration Method is very effective and overcome the difficulty of traditional methods and quite accurate to systems of non-linear partial differential equations.

Keywords: Reconstruction of Variational Iteration Method (RVIM), Foam drainage, nonlinear partial differential equation.

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Authors: Ping He, Heng-You Lan, Gong-Quan Tan

Abstract:

The multidelays linear control systems described by difference differential equations are often studied in modern control theory. In this paper, the delay-independent stabilization algebraic criteria and the theorem of delay-independent stabilization for linear systems with multiple time-delays are established by using the Lyapunov functional and the Riccati algebra matrix equation in the matrix theory. An illustrative example and the simulation result, show that the approach to linear systems with multiple time-delays is effective.

Keywords: Linear system, Delay-independent stabilization, Lyapunovfunctional, Riccati algebra matrix equation.

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Authors: Migbar Assefa

Abstract:

The performance of a machine tool is eventually assessed by its ability to produce a component of the required geometry in minimum time and at small operating cost. It is customary to base the structural design of any machine tool primarily upon the requirements of static rigidity and minimum natural frequency of vibration. The operating properties of machines like cutting speed, feed and depth of cut as well as the size of the work piece also have to be kept in mind by a machine tool structural designer. This paper presents a novel approach to the design of machine tool column for static and dynamic rigidity requirement. Model evaluation is done effectively through use of General Finite Element Analysis software ANSYS. Studies on machine tool column are used to illustrate finite element based concept evaluation technique. This paper also presents results obtained from the computations of thin walled box type columns that are subjected to torsional and bending loads in case of static analysis and also results from modal analysis. The columns analyzed are square and rectangle based tapered open column, column with cover plate, horizontal partitions and with apertures. For the analysis purpose a total of 70 columns were analyzed for bending, torsional and modal analysis. In this study it is observed that the orientation and aspect ratio of apertures have no significant effect on the static and dynamic rigidity of the machine tool structure.

Keywords: Finite Element Modeling, Modal Analysis, Machine tool structure, Static Analysis.

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Authors: Marco Hemmerling

Abstract:

The paper outlines the relevance of computational geometry within the design and production process of architecture. Based on two case studies, the digital chain - from the initial formfinding to the final realization of spatial concepts - is discussed in relation to geometric principles. The association with the fascinating complexity that can be found in nature and its underlying geometry was the starting point for both projects presented in the paper. The translation of abstract geometric principles into a three-dimensional digital design model – realized in Rhinoceros – was followed by a process of transformation and optimization of the initial shape that integrated aesthetic, spatial and structural qualities as well as aspects of material properties and conditions of production.

Keywords: Architecture, Computer Aided Architectural Design, 3D-Modeling, Rapid Prototyping, CAD/CAM.

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Authors: Sang-Rak Kim, Jea-Yong Park, Won-Goo Lee, Jin-Shik Yu, Seog-Young Han

Abstract:

This paper presents a Reliability-Based Topology Optimization (RBTO) based on Evolutionary Structural Optimization (ESO). An actual design involves uncertain conditions such as material property, operational load and dimensional variation. Deterministic Topology Optimization (DTO) is obtained without considering of the uncertainties related to the uncertainty parameters. However, RBTO involves evaluation of probabilistic constraints, which can be done in two different ways, the reliability index approach (RIA) and the performance measure approach (PMA). Limit state function is approximated using Monte Carlo Simulation and Central Composite Design for reliability analysis. ESO, one of the topology optimization techniques, is adopted for topology optimization. Numerical examples are presented to compare the DTO with RBTO.

Keywords: Evolutionary Structural Optimization, PerformanceMeasure Approach, Reliability-Based Topology Optimization, Reliability Index Approach.

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Authors: M. Behbahani-Nejad, Y. Shekari

Abstract:

A reduced order modeling approach for natural gas transient flow in pipelines is presented. The Euler equations are considered as the governing equations and solved numerically using the implicit Steger-Warming flux vector splitting method. Next, the linearized form of the equations is derived and the corresponding eigensystem is obtained. Then, a few dominant flow eigenmodes are used to construct an efficient reduced-order model. A well-known test case is presented to demonstrate the accuracy and the computational efficiency of the proposed method. The results obtained are in good agreement with those of the direct numerical method and field data. Moreover, it is shown that the present reduced-order model is more efficient than the conventional numerical techniques for transient flow analysis of natural gas in pipelines.

Keywords: Eigenmode, Natural Gas, Reduced Order Modeling, Transient Flow.

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Authors: R.Goudarzizadeh, N.Hedayat, S.H.Mousavi Jahromi

Abstract:

Channel junctions can be analyzed in two ways of division (lateral intake) and combined flows (confluence). The present paper investigates 3D flow pattern at lateral intake using Navier-Stokes equation and κ -ε (RNG) turbulent model. The equations are solved by Finite-Volume Method (FVM) and results are compared with the experimental data of (Barkdoll, B.D., 1997) to test the validity of the findings. Comparison of the results with the experimental data indicated a close proximity between the two sets of data which suggest a very close simulation. Results further indicated an inverse relation between the effects of discharge ratio ( r Q ) on the length and width of the separation zone. In other words, as the discharge ration increases, the length and width of separation zone decreases.

Keywords: 900 junction, flow division, turbulent flow, numerical modeling, flow separation zone.

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Authors: Redha Elhuni, M. Munir Ahmad

Abstract:

The main purpose of this research is to construct a generic model for successful implementation of Total Quality Management (TQM) in Oil sector, and to find out the effects of this model on the organizational sustainability development (OSD) performance of Libyan oil and gas companies using the structured equation modeling (SEM) approach. The research approach covers both quantitative and qualitative methods. A questionnaire was developed in order to identify the quality factors that are seen by Libyan oil and gas companies to be critical to the success of TQM implementation. Hypotheses were developed to evaluate the impact of TQM implementation on O SD. Data analysis reveals that there is a significant positive effect of the TQM implementation on OSD. 24 quality factors are found to be critical and absolutely essential for successful TQM implementation. The results generated a structure of the TQMSD implementation framework based on the four major road map constructs (Top management commitment, employee involvement and participation, customer-driven processes, and continuous improvement culture).

Keywords: TQM, CQFs, Oil & Gas, OSD, Libya.

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Authors: O. A. Akinfenwa, N.M. Yao, S. N. Jator

Abstract:

In this paper, a self starting two step continuous block hybrid formulae (CBHF) with four Off-step points is developed using collocation and interpolation procedures. The CBHF is then used to produce multiple numerical integrators which are of uniform order and are assembled into a single block matrix equation. These equations are simultaneously applied to provide the approximate solution for the stiff ordinary differential equations. The order of accuracy and stability of the block method is discussed and its accuracy is established numerically.

Keywords: Collocation and Interpolation, Continuous HybridBlock Formulae, Off-Step Points, Stability, Stiff ODEs.

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Authors: Joselito Medina Marin, Norberto Hernández Romero, Juan Carlos Seck Tuoh Mora, Erick S. Martinez Gomez

Abstract:

The Flow Shop Scheduling Problem (FSSP) is a typical problem that is faced by production planning managers in Flexible Manufacturing Systems (FMS). This problem consists in finding the optimal scheduling to carry out a set of jobs, which are processed in a set of machines or shared resources. Moreover, all the jobs are processed in the same machine sequence. As in all the scheduling problems, the makespan can be obtained by drawing the Gantt chart according to the operations order, among other alternatives. On this way, an FMS presenting the FSSP can be modeled by Petri nets (PNs), which are a powerful tool that has been used to model and analyze discrete event systems. Then, the makespan can be obtained by simulating the PN through the token game animation and incidence matrix. In this work, we present an adaptive PN to obtain the makespan of FSSP by applying PN analytical tools.

Keywords: Flow-shop scheduling problem, makespan, Petri nets, state equation.

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Authors: Jose William Porras Ferreira

Abstract:

This paper presents two solutions to the Fermat’s Last Theorem (FLT). The first one using some algebraic basis related to the Pythagorean theorem, expression of equations, an analysis of their behavior, when compared with power  and power  and using " the “Well Ordering Principle” of natural numbers it is demonstrated that in Fermat equation . The second one solution is using the connection between  and power  through the Pascal’s triangle or  Newton’s binomial coefficients, where de Fermat equation do not fulfill the first coefficient, then it is impossible that:

zⁿ=xⁿ+yⁿ for n>2 and (x, y, z) E Z⁺ - {0}

 

Keywords: Fermat’s Last Theorem, Pythagorean Theorem, Newton Binomial Coefficients, Pascal’s Triangle, Well Ordering Principle.

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Authors: Avishek Chanda, Nam Kyeun Kim, Debes Bhattacharyya

Abstract:

The use of renewable substitutes in various semi-structural and structural applications has experienced an increase since the last few decades. Sandwich panels have been used for many decades, although research on understanding the effects of the core structures on the panels’ fire-reaction properties is limited. The current work investigates the fire-performance of a corrugated sandwich panel made from renewable, biodegradable, and sustainable material, plywood. The bench-scale fire testing apparatus, cone-calorimeter, was employed to evaluate the required fire-reaction properties of the sandwich core in a panel configuration, with three corrugated layers glued together with face-sheets under a heat irradiance of 50 kW/m². The study helped in documenting a unique heat release trend associated with the fire performance of the 3-layered corrugated sandwich panels and in understanding the structural stability of the samples in the event of a fire. Furthermore, the total peak heat release rate was observed to be around 421 kW/m², which is significantly low compared to many polymeric materials in the literature. The total smoke production was also perceived to be very limited compared to other structural materials, and the total heat release was also nominal. The time to ignition of 21.7 s further outlined the advantages of using the plywood component since polymeric composites, even with flame-retardant additives, tend to ignite faster. Overall, the corrugated plywood sandwich panels had significant fire-reaction properties and could have important structural applications. The possible use of structural panels made from bio-degradable material opens a new avenue for the use of similar structures in sandwich panel preparation.

Keywords: Corrugated sandwich panel, fire-reaction properties, plywood, renewable material.

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Authors: Bindu Sankar, Jaideep Chakraborty, Rashmi Nawlakha, A. Venkatesan, S. Raghupathy, T. Jayanthi, S.A.V. Satya Murty

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Component handling system is one of the important sub systems of Prototype Fast Breeder Reactor (PFBR) used for fuel handling. Core handling system is again a sub system of component handling system. Core handling system consists of in-vessel and ex-vessel subassembly handling. In-vessel core handling involves transfer arm, large rotatable plug and small rotatable plug operations. Modeling and simulation of in-vessel core handling is a part of development of Prototype Fast Breeder Reactor Operator Training Simulator. This paper deals with simulation and modeling of operations of transfer arm, large rotatable plug and small rotatable plug needed for in-vessel core handling. Process modeling was developed in house using platform independent Cµ code with OpenGL (Open Graphics Library). The control logic models and virtual panel were modeled using simulation tool.

Keywords: Animation, Core Handling System, Prototype Fast Breeder Reactor, Simulator

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Authors: Michiko Miyamoto

Abstract:

This paper empirically investigates whether information technology (IT) strategies, business strategies, and divisions are aligned to meet overall business goals for Korean Small and medium-sized enterprises (SMEs), based on structure based Strategic Alignment Model, and make comparison with those of Japanese SMEs. Using 2,869 valid responses of Korean Human Capital Corporate Panel survey, a result of this study suggests that Korean human resources (HR) departments have a major influence over IT strategy, which is the same as Japanese SMEs, even though their management styles are quite different. As for IT strategy, it is not related to other departments at all for Korean SMEs. The Korean management seems to possess a great power over each division, such as Sales/Service, Research and Development/Technical Experts, HR, and Production.

Keywords: IT-business alignment, structured based strategic alignment model, structural equation model, human resources department.

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Authors: Ahmet Turer

Abstract:

Middle-gate is located in Hasankeyf, Batman dating back to 1800 BC and is one of the important historical structures in Turkey. The ancient structure has suffered major structural cracks due to aging as well as lateral pressure of a cracked rock which is predicted to be about 100 tons. The existing support system was found to be inadequate to support the load especially after a recent rock fall in the close vicinity. Concerns were increased since the existing support system that is integral with a damaged and cracked gate wall needed to be replaced by a new support system. The replacement process must be carefully monitored by crackmeters and control mechanisms should be integrated to prevent cracks to expand while the same crack width needs to be maintained after the operation. The control system and actions taken during the intervention are explained in this paper.

Keywords: structural control, crack width, replacement, support

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Authors: Osea Zebua, Norikazu Ikoma, Hiroshi Maeda

Abstract:

Estimation of voltage stability based on optimal filtering method is presented. PV curve is used as a tool for voltage stability analysis. Dynamic voltage stability estimation is done by using particle filter method. Optimum value (nose point) of PV curve can be estimated by estimating parameter of PV curve equation optimal value represents critical voltage and condition at specified point of measurement. Voltage stability is then estimated by analyzing loading margin condition c stimating equation. This maximum loading ecified dynamically.

Keywords: normalized PV curve, optimal filtering method particle filter, voltage stability.

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Authors: Erisasadat Sahebzamani, Núria Forcada, Francisco Lendinez

Abstract:

Global climate change has become increasingly problematic over the past few decades. The construction industry has contributed to greenhouse gas emissions in recent decades. Considering these issues and the high demand for materials in the construction industry, Circular Economy (CE) is considered necessary to keep materials in the loop and extend their useful lives. By providing tangible benefits, Construction 4.0 facilitates the adoption of CE by reducing waste, updating standard work, sharing knowledge, and increasing transparency and stability. This study aims to present a framework for integrating CE and digital tools like Building Information Modeling (BIM) and Virtual Reality (VR) to examine the impact on the construction industry based on stakeholders' perspectives.

Keywords: Circular Economy, Building Information Modeling, Virtual Reality, stakeholder engagement.

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Authors: Evgeniy Burlutskiy

Abstract:

The paper presents a one-dimensional transient mathematical model of compressible thermal multi-component gas mixture flows in pipes. The set of the mass, momentum and enthalpy conservation equations for gas phase is solved. Thermo-physical properties of multi-component gas mixture are calculated by solving the Equation of State (EOS) model. The Soave-Redlich-Kwong (SRK-EOS) model is chosen. Gas mixture viscosity is calculated on the basis of the Lee-Gonzales-Eakin (LGE) correlation. Numerical analysis on rapid decompression in conventional dry gases is performed by using the proposed mathematical model. The model is validated on measured values of the decompression wave speed in dry natural gas mixtures. All predictions show excellent agreement with the experimental data at high and low pressure. The presented model predicts the decompression in dry natural gas mixtures much better than GASDECOM and OLGA codes, which are the most frequently-used codes in oil and gas pipeline transport service.

Keywords: Mathematical model, Rapid Gas Decompression

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Authors: Abeer Samy, Oliver C. Saavedra Valeriano, Abdelazim Negm

Abstract:

The Blue Nile Basin is the most important tributary of the Nile River. Egypt and Sudan are almost dependent on water originated from the Blue Nile. This multi-dependency creates conflicts among the three countries Egypt, Sudan, and Ethiopia making the management of these conflicts as an international issue. Good assessment of the water resources of the Blue Nile is an important to help in managing such conflicts. Hydrological models are good tool for such assessment. This paper presents a critical review of the nature and variability of the climate and hydrology of the Blue Nile Basin as a first step of using hydrological modeling to assess the water resources of the Blue Nile. Many several attempts are done to develop basin-scale hydrological modeling on the Blue Nile. Lumped and semi distributed models used averages of meteorological inputs and watershed characteristics in hydrological simulation, to analyze runoff for flood control and water resource management. Distributed models include the temporal and spatial variability of catchment conditions and meteorological inputs to allow better representation of the hydrological process. The main challenge of all used models was to assess the water resources of the basin is the shortage of the data needed for models calibration and validation. It is recommended to use distributed model for their higher accuracy to cope with the great variability and complexity of the Blue Nile basin and to collect sufficient data to have more sophisticated and accurate hydrological modeling.

Keywords: Blue Nile Basin, Climate Change, Hydrological Modeling, Watershed.

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Authors: Anne M. Sørebø

Abstract:

In this paper we investigate how wide-ranging organizational support and the more specific form of support, namely management support, may influence on tourism workers satisfaction with a cash transaction system. The IS continuance theory, proposed by Bhattacherjee in 2001, is utilized as a theoretical framework. This implies that both perceived usefulness and ease of use is included in the research model, in addition to organizational and management support. The sample consists of 500 workers from 10 cruise and tourist ferries in Scandinavia that use a cash transaction system to perform their work tasks. Using structural equation modelling, results indicate that organizational support and ease of use perceptions is critical for the users- level of satisfaction with the cash transaction system.The findings have implications for business managers and IS practitioners that want to increase the quality of IT-based business processes within the tourism industry.

Keywords: ease of use, IS continuance, organizational support, tourism industry, user satisfaction.

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Authors: Nasim Abuali Galehdari, Venkat Mani, Ajit D. Kelkar

Abstract:

Space Radiation has become one of the major factors in successful long duration space exploration. Exposure to space radiation not only can affect the health of astronauts but also can disrupt or damage materials and electronics. Hazards to materials include degradation of properties, such as, modulus, strength, or glass transition temperature. Electronics may experience single event effects, gate rupture, burnout of field effect transistors and noise. Presently aluminum is the major component in most of the space structures due to its lightweight and good structural properties. However, aluminum is ineffective at blocking space radiation. Therefore, most of the past research involved studying at polymers which contain large amounts of hydrogen. Again, these materials are not structural materials and would require large amounts of material to achieve the structural properties needed. One of the materials to alleviate this problem is polymeric composite materials, which has good structural properties and use polymers that contained large amounts of hydrogen. This paper presents steps involved in fabrication of multi-functional hybrid sandwich panels that can provide beneficial radiation shielding as well as structural strength. Multifunctional hybrid sandwich panels were manufactured using vacuum assisted resin transfer molding process and were subjected to radiation treatment. Study indicates that various nanoparticles including Boron Nano powder, Boron Carbide and Gadolinium nanoparticles can be successfully used to block the space radiation without sacrificing the structural integrity.

Keywords: Multi-functional, polymer composites, radiation shielding, sandwich composites.

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Authors: Kewei Xu, Jens Friedrich, Kevin Dwinger, Wei Fan, Xijin Zhang

Abstract:

Parallel Compressor Model (PCM) is a simplified approach to predict compressor performance with inlet distortions. In PCM calculation, it is assumed that the sub-compressors’ outlet static pressure is uniform and therefore simplifies PCM calculation procedure. However, if the compressor’s outlet duct is not long and straight, such assumption frequently induces error ranging from 10% to 15%. This paper provides a revised calculation method of PCM that can correct the error. The revised method employs energy equation, momentum equation and continuity equation to acquire needed parameters and replace the equal static pressure assumption. Based on the revised method, PCM is applied on two compression system with different blades types. The predictions of their performance in non-uniform inlet conditions are yielded through the revised calculation method and are employed to evaluate the method’s efficiency. Validating the results by experimental data, it is found that although little deviation occurs, calculated result agrees well with experiment data whose error ranges from 0.1% to 3%. Therefore, this proves the revised calculation method of PCM possesses great advantages in predicting the performance of the distorted compressor with limited exhaust duct.

Keywords: Parallel Compressor Model (PCM), Revised Calculation Method, Inlet Distortion, Outlet Unequal Pressure Distribution.

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Authors: H. Mahboubi, B. Moshiri, A. Khaki Seddigh

Abstract:

Recently, a great amount of interest has been shown in the field of modeling and controlling hybrid systems. One of the efficient and common methods in this area utilizes the mixed logicaldynamical (MLD) systems in the modeling. In this method, the system constraints are transformed into mixed-integer inequalities by defining some logic statements. In this paper, a system containing three tanks is modeled as a nonlinear switched system by using the MLD framework. Comparing the model size of the three-tank system with that of a two-tank system, it is deduced that the number of binary variables, the size of the system and its complexity tremendously increases with the number of tanks, which makes the control of the system more difficult. Therefore, methods should be found which result in fewer mixed-integer inequalities.

Keywords: Hybrid systems, mixed-integer inequalities, mixed logical dynamical systems, multi-tank system.

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Authors: Ali Safdari-Vaighani

Abstract:

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

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

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Authors: M. Kalamani, S. Valarmathy, M. Krishnamoorthi

Abstract:

In this paper, Fuzzy C-Means clustering with Expectation Maximization-Gaussian Mixture Model based hybrid modeling algorithm is proposed for Continuous Tamil Speech Recognition. The speech sentences from various speakers are used for training and testing phase and objective measures are between the proposed and existing Continuous Speech Recognition algorithms. From the simulated results, it is observed that the proposed algorithm improves the recognition accuracy and F-measure up to 3% as compared to that of the existing algorithms for the speech signal from various speakers. In addition, it reduces the Word Error Rate, Error Rate and Error up to 4% as compared to that of the existing algorithms. In all aspects, the proposed hybrid modeling for Tamil speech recognition provides the significant improvements for speechto- text conversion in various applications.

Keywords: Speech Segmentation, Feature Extraction, Clustering, HMM, EM-GMM, CSR.

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Authors: B. Chetti, W. A. Crosby

Abstract:

The work described in this paper is an investigation of the static and dynamic characteristics of two-lobe journal bearings taking into consideration the thermal effects. A thermo-hydrodynamic solution of a finite two-lobe journal bearing is performed by solving the generalized form Reynolds equation with the energy equation, taking into consideration viscosity variation across the film thickness. The static and dynamic characteristics were numerically obtained. The results are evaluated for different values of viscosity-temperature coefficient and Peclet number. The results show that considering the thermal effects in the solution of the two-lobe journal bearing has a marked on the study of its stability.

Keywords: Two-lobe bearing, thermal effect, static and dynamic characteristics.

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Authors: Malika Fekih, Mohamed Saighi

Abstract:

Many methods exist for either measuring or estimating evaporation from free water surfaces. Evaporation pans provide one of the simplest, inexpensive, and most widely used methods of estimating evaporative losses. In this study, the rate of evaporation starting from a water surface was calculated by modeling with application to dams in wet, arid and semi arid areas in Algeria. We calculate the evaporation rate from the pan using the energy budget equation, which offers the advantage of an ease of use, but our results do not agree completely with the measurements taken by the National Agency of areas carried out using dams located in areas of different climates. For that, we develop a mathematical model to simulate evaporation. This simulation uses an energy budget on the level of a vat of measurement and a Computational Fluid Dynamics (Fluent). Our calculation of evaporation rate is compared then by the two methods and with the measures of areas in situ.

Keywords: Evaporation, Energy budget, Surface water temperature, CFD, Dams

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Authors: Leila Fatemi, Morteza Moradi, Azadeh Mansouri

Abstract:

In this paper, the modified optimal sliding mode control with a proposed method to design a sliding surface is presented. Because of the inability of the previous approach of the sliding mode method to design a bounded and suitable input, the new variation is proposed in the sliding manifold to obviate problems in a structural system. Although the sliding mode control is a powerful method to reject disturbances and noises, the chattering problem is not good for actuators. To decrease the chattering phenomena, the optimal control is added to the sliding mode control. Not only the proposed method can decline the intense variations in the inputs of the system but also it can produce the efficient responses respect to the sliding mode control and optimal control that are shown by performing some numerical simulations.

Keywords: Structural Control, optimal control, optimal sliding mode controller, modified sliding surface.

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Authors: Dongdong Zhang, Deran Zhang

Abstract:

In this paper, a Markovian risk model with two-type claims is considered. In such a risk model, the occurrences of the two type claims are described by two point processes {Ni(t), t ¸ 0}, i = 1, 2, where {Ni(t), t ¸ 0} is the number of jumps during the interval (0, t] for the Markov jump process {Xi(t), t ¸ 0} . The ruin probability ª(u) of a company facing such a risk model is mainly discussed. An integral equation satisfied by the ruin probability ª(u) is obtained and the bounds for the convergence rate of the ruin probability ª(u) are given by using key-renewal theorem.

Keywords: Risk model, ruin probability, Markov jump process, integral equation.

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