Search results for: mathematical programming model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8151

Search results for: mathematical programming model

7461 Synthesis of Filtering in Stochastic Systems on Continuous-Time Memory Observations in the Presence of Anomalous Noises

Authors: S. Rozhkova, O. Rozhkova, A. Harlova, V. Lasukov

Abstract:

We have conducted the optimal synthesis of rootmean- squared objective filter to estimate the state vector in the case if within the observation channel with memory the anomalous noises with unknown mathematical expectation are complement in the function of the regular noises. The synthesis has been carried out for linear stochastic systems of continuous - time.

Keywords: Mathematical expectation, filtration, anomalous noise, memory.

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7460 Inventing a Method of Problem Solving: The Natural Movement of the Mind to Solve a Problem

Authors: Amir Farkhonde

Abstract:

The major objective of this study was to devise a method for solving mathematical problems. Three concepts including faculty of understanding, faculty of guess, and free mind or beginner's mind provided the foundation for this method. An explanatory approach along with a hermeneutic process was taken in this study to support the assumption that mathematical knowledge is constantly developing and it seems essential for students to solve math problems on their own using their faculty of understanding (interpretive dialogue) and faculty of guess. For doing so, a kind of movement from the mathematical problem to mathematical knowledge should be adopted for teaching students a new math topic. The research method of this paper is review, descriptive and conception development. This paper first reviews the research findings on the NRICH’S project (NRICH is part of the family of activities in the Millennium Mathematics Project) with the aim that these findings form the theoretical basis of the problem-solving method. Then, the curriculum, the conceptual structure of the new method, how to design the problem and an example of it are discussed. In this way, students are immersed in the story of discovering and understanding the problem formula, and interpretive dialogue with the text continues by following the questions posed by the problem and constantly reconstructing the answer to find a formula or solution to solve the problem.

Keywords: Interpretive dialogue, NRICH, inventing, a method of problem solving.

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7459 A Prediction Model Using the Price Cyclicality Function Optimized for Algorithmic Trading in Financial Market

Authors: Cristian Păuna

Abstract:

After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: Algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction.

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7458 Text Retrieval Relevance Feedback Techniques for Bag of Words Model in CBIR

Authors: Nhu Van NGUYEN, Jean-Marc OGIER, Salvatore TABBONE, Alain BOUCHER

Abstract:

The state-of-the-art Bag of Words model in Content- Based Image Retrieval has been used for years but the relevance feedback strategies for this model are not fully investigated. Inspired from text retrieval, the Bag of Words model has the ability to use the wealth of knowledge and practices available in text retrieval. We study and experiment the relevance feedback model in text retrieval for adapting it to image retrieval. The experiments show that the techniques from text retrieval give good results for image retrieval and that further improvements is possible.

Keywords: Relevance feedback, bag of words model, probabilistic model, vector space model, image retrieval

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7457 An Approach for Coagulant Dosage Optimization Using Soft Jar Test: A Case Study of Bangkhen Water Treatment Plant

Authors: Ninlawat Phuangchoke, Waraporn Viyanon, Setta Sasananan

Abstract:

The most important process of the water treatment plant process is coagulation, which uses alum and poly aluminum chloride (PACL). Therefore, determining the dosage of alum and PACL is the most important factor to be prescribed. This research applies an artificial neural network (ANN), which uses the Levenberg–Marquardt algorithm to create a mathematical model (Soft Jar Test) for chemical dose prediction, as used for coagulation, such as alum and PACL, with input data consisting of turbidity, pH, alkalinity, conductivity, and, oxygen consumption (OC) of the Bangkhen Water Treatment Plant (BKWTP), under the authority of the Metropolitan Waterworks Authority of Thailand. The data were collected from 1 January 2019 to 31 December 2019 in order to cover the changing seasons of Thailand. The input data of ANN are divided into three groups: training set, test set, and validation set. The coefficient of determination and the mean absolute errors of the alum model are 0.73, 3.18 and the PACL model are 0.59, 3.21, respectively.

Keywords: Soft jar test, jar test, water treatment plant process, artificial neural network.

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7456 A Simple Deterministic Model for the Spread of Leptospirosis in Thailand

Authors: W. Triampo, D. Baowan, I.M. Tang, N. Nuttavut, J. Wong-Ekkabut, G. Doungchawee

Abstract:

In this work, we consider a deterministic model for the transmission of leptospirosis which is currently spreading in the Thai population. The SIR model which incorporates the features of this disease is applied to the epidemiological data in Thailand. It is seen that the numerical solutions of the SIR equations are in good agreement with real empirical data. Further improvements are discussed.

Keywords: Leptospirosis, SIR Model, Deterministic model, Thailand.

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7455 Power Generation Potential of Dynamic Architecture

Authors: Ben Richard Hughes, Hassam Nasarullah Chaudhry

Abstract:

The main aim of this work is to establish the capabilities of new green buildings to ascertain off-grid electricity generation based on the integration of wind turbines in the conceptual model of a rotating tower [2] in Dubai. An in depth performance analysis of the WinWind 3.0MW [3] wind turbine is performed. Data based on the Dubai Meteorological Services is collected and analyzed in conjunction with the performance analysis of this wind turbine. The mathematical model is compared with Computational Fluid Dynamics (CFD) results based on a conceptual rotating tower design model. The comparison results are further validated and verified for accuracy by conducting experiments on a scaled prototype of the tower design. The study concluded that integrating wind turbines inside a rotating tower can generate enough electricity to meet the required power consumption of the building, which equates to a wind farm containing 9 horizontal axis wind turbines located at an approximate area of 3,237,485 m2 [14].

Keywords: computational fluid dynamics, green building, horizontal axis wind turbine, rotating tower, velocity gradient.

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7454 Mixture Design Experiment on Flow Behaviour of O/W Emulsions as Affected by Polysaccharide Interactions

Authors: Nor Hayati Ibrahim, Yaakob B. Che Man, Chin Ping Tan, Nor Aini Idris

Abstract:

Interaction effects of xanthan gum (XG), carboxymethyl cellulose (CMC), and locust bean gum (LBG) on the flow properties of oil-in-water emulsions were investigated by a mixture design experiment. Blends of XG, CMC and LBG were prepared according to an augmented simplex-centroid mixture design (10 points) and used at 0.5% (wt/wt) in the emulsion formulations. An appropriate mathematical model was fitted to express each response as a function of the proportions of the blend components that are able to empirically predict the response to any blend of combination of the components. The synergistic interaction effect of the ternary XG:CMC:LBG blends at approximately 33-67% XG levels was shown to be much stronger than that of the binary XG:LBG blend at 50% XG level (p < 0.05). Nevertheless, an antagonistic interaction effect became significant as CMC level in blends was more than 33% (p < 0.05). Yield stress and apparent viscosity (at 10 s-1) responses were successfully fitted with a special quartic model while flow behaviour index and consistency coefficient were fitted with a full quartic model (R2 adjusted ≥ 0.90). This study found that a mixture design approach could serve as a valuable tool in better elucidating and predicting the interaction effects beyond the conventional twocomponent blends.

Keywords: O/W emulsions, flow behavior, polysaccharideinteraction, mixture design.

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7453 Thermal Analysis of Extrusion Process in Plastic Making

Authors: S. K. Fasogbon, T. M. Oladosu, O. S. Osasuyi

Abstract:

Plastic extrusion has been an important process of plastic production since 19th century. Meanwhile, in plastic extrusion process, wide variation in temperature along the extrudate usually leads to scraps formation on the side of finished products. To avoid this situation, there is a need to deeply understand temperature distribution along the extrudate in plastic extrusion process. This work developed an analytical model that predicts the temperature distribution over the billet (the polymers melt) along the extrudate during extrusion process with the limitation that the polymer in question does not cover biopolymer such as DNA. The model was solved and simulated. Results for two different plastic materials (polyvinylchloride and polycarbonate) using self-developed MATLAB code and a commercially developed software (ANSYS) were generated and ultimately compared. It was observed that there is a thermodynamic heat transfer from the entry level of the billet into the die down to the end of it. The graph plots indicate a natural exponential decay of temperature with time and along the die length, with the temperature being 413 K and 474 K for polyvinylchloride and polycarbonate respectively at the entry level and 299.3 K and 328.8 K at the exit when the temperature of the surrounding was 298 K. The extrusion model was validated by comparison of MATLAB code simulation with a commercially available ANSYS simulation and the results favourably agree. This work concludes that the developed mathematical model and the self-generated MATLAB code are reliable tools in predicting temperature distribution along the extrudate in plastic extrusion process.

Keywords: ANSYS, extrusion process, MATLAB, plastic making, thermal analysis.

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7452 On the Joint Optimization of Performance and Power Consumption in Data Centers

Authors: Samee Ullah Khan, C. Ardil

Abstract:

We model the process of a data center as a multi- objective problem of mapping independent tasks onto a set of data center machines that simultaneously minimizes the energy consump¬tion and response time (makespan) subject to the constraints of deadlines and architectural requirements. A simple technique based on multi-objective goal programming is proposed that guarantees Pareto optimal solution with excellence in convergence process. The proposed technique also is compared with other traditional approach. The simulation results show that the proposed technique achieves superior performance compared to the min-min heuristics, and com¬petitive performance relative to the optimal solution implemented in UNDO for small-scale problems.

Keywords: Energy-efficient computing, distributed systems, multi-objective optimization.

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7451 An Algorithm of Regulation of Glucose-Insulin Concentration in the Blood

Authors: B. Selma, S. Chouraqui

Abstract:

The pancreas is an elongated organ that extends across the abdomen, below the stomach. In addition, it secretes certain enzymes that aid in food digestion. The pancreas also manufactures hormones responsible for regulating blood glucose levels. In the present paper, we propose a mathematical model to study the homeostasis of glucose and insulin in healthy human, and a simulation of this model, which depicts the physiological events after a meal, will be represented in ordinary humans. The aim of this paper is to design an algorithm which regulates the level of glucose in the blood. The algorithm applied the concept of expert system for performing an algorithm control in the form of an "active" used to prescribe the rate of insulin infusion. By decomposing the system into subsystems, we have developed parametric models of each subsystem by using a forcing function strategy. The results showed a performance of the control system.

Keywords: Modeling, algorithm, regulation, glucose-insulin, blood, control system.

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7450 Control of the Thermal Evaporation of Organic Semiconductors via Exact Linearization

Authors: Martin Steinberger, Martin Horn

Abstract:

In this article, a high vacuum system for the evaporation of organic semiconductors is introduced and a mathematical model is given. Based on the exact input output linearization a deposition rate controller is designed and tested with different evaporation materials.

Keywords: Effusion cell, organic semiconductors, deposition rate, exact linearization.

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7449 Load Forecasting Using Neural Network Integrated with Economic Dispatch Problem

Authors: Mariyam Arif, Ye Liu, Israr Ul Haq, Ahsan Ashfaq

Abstract:

High cost of fossil fuels and intensifying installations of alternate energy generation sources are intimidating main challenges in power systems. Making accurate load forecasting an important and challenging task for optimal energy planning and management at both distribution and generation side. There are many techniques to forecast load but each technique comes with its own limitation and requires data to accurately predict the forecast load. Artificial Neural Network (ANN) is one such technique to efficiently forecast the load. Comparison between two different ranges of input datasets has been applied to dynamic ANN technique using MATLAB Neural Network Toolbox. It has been observed that selection of input data on training of a network has significant effects on forecasted results. Day-wise input data forecasted the load accurately as compared to year-wise input data. The forecasted load is then distributed among the six generators by using the linear programming to get the optimal point of generation. The algorithm is then verified by comparing the results of each generator with their respective generation limits.

Keywords: Artificial neural networks, demand-side management, economic dispatch, linear programming, power generation dispatch.

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7448 On the Thermal Behavior of the Slab in a Reheating Furnace with Radiation

Authors: Gyo Woo Lee, Man Young Kim

Abstract:

A mathematical heat transfer model for the prediction of transient heating of the slab in a direct-fired walking beam type reheating furnace has been developed by considering the nongray thermal radiation with given furnace environments. The furnace is modeled as radiating nongray medium with carbon dioxide and water with five-zoned gas temperature and the furnace wall is considered as a constant temperature lower than furnace gas one. The slabs are moving with constant velocity depending on the residence time through the non-firing, charging, preheating, heating, and final soaking zones. Radiative heat flux obtained by considering the radiative heat exchange inside the furnace as well as convective one from the surrounding hot gases are introduced as boundary condition of the transient heat conduction within the slab. After validating thermal radiation model adopted in this work, thermal fields in both model and real reheating furnace are investigated in terms of radiative heat flux in the furnace and temperature inside the slab. The results show that the slab in the furnace can be more heated with higher slab emissivity and residence time.

Keywords: Reheating Furnace, Steel Slab, Radiative Heat Transfer, WSGGM, Emissivity, Residence Time.

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7447 Study on Practice of Improving Water Quality in Urban Rivers by Diverting Clean Water

Authors: Manjie Li, Xiangju Cheng, Yongcan Chen

Abstract:

With rapid development of industrialization and urbanization, water environmental deterioration is widespread in majority of urban rivers, which seriously affects city image and life satisfaction of residents. As an emergency measure to improve water quality, clean water diversion is introduced for water environmental management. Lubao River and Southwest River, two urban rivers in typical plain tidal river network, are identified as technically and economically feasible for the application of clean water diversion. One-dimensional hydrodynamic-water quality model is developed to simulate temporal and spatial variations of water level and water quality, with satisfactory accuracy. The mathematical model after calibration is applied to investigate hydrodynamic and water quality variations in rivers as well as determine the optimum operation scheme of water diversion. Assessment system is developed for evaluation of positive and negative effects of water diversion, demonstrating the effectiveness of clean water diversion and the necessity of pollution reduction.

Keywords: Assessment system, clean water diversion, hydrodynamic-water quality model, tidal river network, urban rivers, water environment improvement.

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7446 Analysis of Drying Kinetics of a Slurry Droplet in the Falling Rate Period of Spray Drying

Authors: Boris Golman, Wittaya Julklang

Abstract:

The heat and mass transfer was investigated during the falling rate period of spray drying of a slurry droplet. The effect of the porosity of crust layer formed from primary particles during liquid evaporation was studied numerically using the developed mathematical model which takes into account the heat and mass transfer in the core and crust regions, the movement of the evaporation interface, and the external heat and mass transfer between the drying air and the droplet surface. It was confirmed that the heat transfer through the crust layer was more intense in the case of the dense droplet than the loose one due to the enhanced thermal conduction resulting in the higher average droplet temperature. The mass transfer was facilitated in the crust layer of loose droplet owing to the large pore space available for diffusion of water vapor from the evaporation interface to the outer droplet surface. The longer drying time is required for the droplet of high porosity to reach the final moisture content than that for the dense one due to the larger amount of water to be evaporated during the falling rate.

Keywords: Spray Drying, Slurry Droplet, Heat and Mass Transfer, Crust Layer Porosity, Mathematical Modeling.

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7445 Fung’s Model Constants for Intracranial Blood Vessel of Human Using Biaxial Tensile Test Results

Authors: Mohammad Shafigh, Nasser Fatouraee, Amirsaied Seddighi

Abstract:

Mechanical properties of cerebral arteries are, due to their relationship with cerebrovascular diseases, of clinical worth. To acquire these properties, eight samples were obtained from middle cerebral arteries of human cadavers, whose death were not due to injuries or diseases of cerebral vessels, and tested within twelve hours after resection, by a precise biaxial tensile test device specially developed for the present study considering the dimensions, sensitivity and anisotropic nature of samples. The resulting stress-stretch curve was plotted and subsequently fitted to a hyperelastic three-parameter Fung model. It was found that the arteries were noticeably stiffer in circumferential than in axial direction. It was also demonstrated that the use of multi-parameter hyperelastic constitutive models is useful for mathematical description of behavior of cerebral vessel tissue. The reported material properties are a proper reference for numerical modeling of cerebral arteries and computational analysis of healthy or diseased intracranial arteries.

Keywords: Anisotropic Tissue, Cerebral Blood Vessels, Fung Model, Nonlinear Material, Plain Stress.

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7444 A Model to Study the Effect of Excess Buffers and Na+ Ions on Ca2+ Diffusion in Neuron Cell

Authors: Vikas Tewari, Shivendra Tewari, K. R. Pardasani

Abstract:

Calcium is a vital second messenger used in signal transduction. Calcium controls secretion, cell movement, muscular contraction, cell differentiation, ciliary beating and so on. Two theories have been used to simplify the system of reaction-diffusion equations of calcium into a single equation. One is excess buffer approximation (EBA) which assumes that mobile buffer is present in excess and cannot be saturated. The other is rapid buffer approximation (RBA), which assumes that calcium binding to buffer is rapid compared to calcium diffusion rate. In the present work, attempt has been made to develop a model for calcium diffusion under excess buffer approximation in neuron cells. This model incorporates the effect of [Na+] influx on [Ca2+] diffusion,variable calcium and sodium sources, sodium-calcium exchange protein, Sarcolemmal Calcium ATPase pump, sodium and calcium channels. The proposed mathematical model leads to a system of partial differential equations which have been solved numerically using Forward Time Centered Space (FTCS) approach. The numerical results have been used to study the relationships among different types of parameters such as buffer concentration, association rate, calcium permeability.

Keywords: Excess buffer approximation, Na+ influx, sodium calcium exchange protein, sarcolemmal calcium atpase pump, forward time centred space.

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7443 Numerical Simulation of the Dynamic Behavior of a LaNi5 Water Pumping System

Authors: Miled Amel, Ben Maad Hatem, Askri Faouzi, Ben Nasrallah Sassi

Abstract:

Metal hydride water pumping system uses hydrogen as working fluid to pump water for low head and high discharge. The principal operation of this pump is based on the desorption of hydrogen at high pressure and its absorption at low pressure by a metal hydride. This work is devoted to study a concept of the dynamic behavior of a metal hydride pump using unsteady model and LaNi5 as hydriding alloy. This study shows that with MHP, it is possible to pump 340l/kg-cycle of water in 15 000s using 1 Kg of LaNi5 at a desorption temperature of 360 K, a pumping head equal to 5 m and a desorption gear ratio equal to 33. This study reveals also that the error given by the steady model, using LaNi5 is about 2%.A dimensional mathematical model and the governing equations of the pump were presented to predict the coupled heat and mass transfer within the MHP. Then, a numerical simulation is carried out to present the time evolution of the specific water discharge and to test the effect of different parameters (desorption temperature, absorption temperature, desorption gear ratio) on the performance of the water pumping system (specific water discharge, pumping efficiency and pumping time). In addition, a comparison between results obtained with steady and unsteady model is performed with different hydride mass. Finally, a geometric configuration of the reactor is simulated to optimize the pumping time.

Keywords: Dynamic behavior, unsteady model, LaNi5, performance of the water pumping system.

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7442 Prediction of Overall Efficiency in Multistage Gear Trains

Authors: James Kuria, John Kihiu

Abstract:

A mathematical model for determining the overall efficiency of a multistage tractor gearbox including all gear, lubricant, surface finish related parameters and operating conditions is presented. Sliding friction, rolling friction and windage losses were considered as the main sources of power loss in the gearing system. A computer code in FORTRAN was developed to simulate the model. Sliding friction contributes about 98% of the total power loss for gear trains operating at relatively low speeds (less than 2000 rpm input speed). Rolling frictional losses decrease with increased load while windage losses are only significant for gears running at very high speeds (greater than 3000 rpm). The results also showed that the overall efficiency varies over the path of contact of the gear meshes ranging between 94% to 99.5%.

Keywords: Efficiency, multistage gear train, rolling friction, slidingfriction, windage losses.

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7441 Dynamic Model of a Buck Converter with a Sliding Mode Control

Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak

Abstract:

This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.

Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.

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7440 Mathematical Approach for Large Deformation Analysis of the Stiffened Coupled Shear Walls

Authors: M. J. Fadaee, H. Saffari, H. Khosravi

Abstract:

Shear walls are used in most of the tall buildings for carrying the lateral load. When openings for doors or windows are necessary to be existed in the shear walls, a special type of the shear walls is used called "coupled shear walls" which in some cases is stiffened by specific beams and so, called "stiffened coupled shear walls". In this paper, a mathematical method for geometrically nonlinear analysis of the stiffened coupled shear walls has been presented. Then, a suitable formulation for determining the critical load of the stiffened coupled shear walls under gravity force has been proposed. The governing differential equations for equilibrium and deformation of the stiffened coupled shear walls have been obtained by setting up the equilibrium equations and the moment-curvature relationships for each wall. Because of the complexity of the differential equation, the energy method has been adopted for approximate solution of the equations.

Keywords: Buckling load, differential equation, energy method, geometrically nonlinear analysis, mathematical method, Stiffened coupled shear walls.

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7439 Application of Computational Intelligence Techniques for Economic Load Dispatch

Authors: S.C. Swain, S. Panda, A.K. Mohanty, C. Ardil

Abstract:

This paper presents the applications of computational intelligence techniques to economic load dispatch problems. The fuel cost equation of a thermal plant is generally expressed as continuous quadratic equation. In real situations the fuel cost equations can be discontinuous. In view of the above, both continuous and discontinuous fuel cost equations are considered in the present paper. First, genetic algorithm optimization technique is applied to a 6- generator 26-bus test system having continuous fuel cost equations. Results are compared to conventional quadratic programming method to show the superiority of the proposed computational intelligence technique. Further, a 10-generator system each with three fuel options distributed in three areas is considered and particle swarm optimization algorithm is employed to minimize the cost of generation. To show the superiority of the proposed approach, the results are compared with other published methods.

Keywords: Economic Load Dispatch, Continuous Fuel Cost, Quadratic Programming, Real-Coded Genetic Algorithm, Discontinuous Fuel Cost, Particle Swarm Optimization.

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7438 Model Discovery and Validation for the Qsar Problem using Association Rule Mining

Authors: Luminita Dumitriu, Cristina Segal, Marian Craciun, Adina Cocu, Lucian P. Georgescu

Abstract:

There are several approaches in trying to solve the Quantitative 1Structure-Activity Relationship (QSAR) problem. These approaches are based either on statistical methods or on predictive data mining. Among the statistical methods, one should consider regression analysis, pattern recognition (such as cluster analysis, factor analysis and principal components analysis) or partial least squares. Predictive data mining techniques use either neural networks, or genetic programming, or neuro-fuzzy knowledge. These approaches have a low explanatory capability or non at all. This paper attempts to establish a new approach in solving QSAR problems using descriptive data mining. This way, the relationship between the chemical properties and the activity of a substance would be comprehensibly modeled.

Keywords: association rules, classification, data mining, Quantitative Structure - Activity Relationship.

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7437 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model

Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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7436 Membrane Distillation Process Modeling: Dynamical Approach

Authors: Fadi Eleiwi, Taous Meriem Laleg-Kirati

Abstract:

This paper presents a complete dynamic modeling of a membrane distillation process. The model contains two consistent dynamic models. A 2D advection-diffusion equation for modeling the whole process and a modified heat equation for modeling the membrane itself. The complete model describes the temperature diffusion phenomenon across the feed, membrane, permeate containers and boundary layers of the membrane. It gives an online and complete temperature profile for each point in the domain. It explains heat conduction and convection mechanisms that take place inside the process in terms of mathematical parameters, and justify process behavior during transient and steady state phases. The process is monitored for any sudden change in the performance at any instance of time. In addition, it assists maintaining production rates as desired, and gives recommendations during membrane fabrication stages. System performance and parameters can be optimized and controlled using this complete dynamic model. Evolution of membrane boundary temperature with time, vapor mass transfer along the process, and temperature difference between membrane boundary layers are depicted and included. Simulations were performed over the complete model with real membrane specifications. The plots show consistency between 2D advection-diffusion model and the expected behavior of the systems as well as literature. Evolution of heat inside the membrane starting from transient response till reaching steady state response for fixed and varying times is illustrated.

Keywords: Membrane distillation, Dynamical modeling, Advection-diffusion equation, Thermal equilibrium, Heat equation.

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7435 Controllability of Efficiency of Antiviral Therapy in Hepatitis B Virus Infections

Authors: Shyam S.N. Perera

Abstract:

An optimal control problem for a mathematical model of efficiency of antiviral therapy in hepatitis B virus infections is considered. The aim of the study is to control the new viral production, block the new infection cells and maintain the number of uninfected cells in the given range. The optimal controls represent the efficiency of antiviral therapy in inhibiting viral production and preventing new infections. Defining the cost functional, the optimal control problem is converted into the constrained optimization problem and the first order optimality system is derived. For the numerical simulation, we propose the steepest descent algorithm based on the adjoint variable method. A computer program in MATLAB is developed for the numerical simulations.

Keywords: Virus infection model, Optimal control, Adjoint system, Steepest descent

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7434 Performance Analysis of Cellular Wireless Network by Queuing Priority Handoff calls

Authors: Raj Kumar Samanta, Partha Bhattacharjee Gautam Sanyal

Abstract:

In this paper, a mathematical model is proposed to estimate the dropping probabilities of cellular wireless networks by queuing handoff instead of reserving guard channels. Usually, prioritized handling of handoff calls is done with the help of guard channel reservation. To evaluate the proposed model, gamma inter-arrival and general service time distributions have been considered. Prevention of some of the attempted calls from reaching to the switching center due to electromagnetic propagation failure or whimsical user behaviour (missed call, prepaid balance etc.), make the inter-arrival time of the input traffic to follow gamma distribution. The performance is evaluated and compared with that of guard channel scheme.

Keywords: Cellular wireless networks, non-classical traffic, mathematicalmodel, guard channel, queuing, handoff.

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7433 Air Dispersion Model for Prediction Fugitive Landfill Gaseous Emission Impact in Ambient Atmosphere

Authors: Moustafa Osman Mohammed

Abstract:

This paper will explore formation of HCl aerosol at atmospheric boundary layers and encourages the uptake of environmental modeling systems (EMSs) as a practice evaluation of gaseous emissions (“framework measures”) from small and medium-sized enterprises (SMEs). The conceptual model predicts greenhouse gas emissions to ecological points beyond landfill site operations. It focuses on incorporation traditional knowledge into baseline information for both measurement data and the mathematical results, regarding parameters influence model variable inputs. The paper has simplified parameters of aerosol processes based on the more complex aerosol process computations. The simple model can be implemented to both Gaussian and Eulerian rural dispersion models. Aerosol processes considered in this study were (i) the coagulation of particles, (ii) the condensation and evaporation of organic vapors, and (iii) dry deposition. The chemical transformation of gas-phase compounds is taken into account photochemical formulation with exposure effects according to HCl concentrations as starting point of risk assessment. The discussion set out distinctly aspect of sustainability in reflection inputs, outputs, and modes of impact on the environment. Thereby, models incorporate abiotic and biotic species to broaden the scope of integration for both quantification impact and assessment risks. The later environmental obligations suggest either a recommendation or a decision of what is a legislative should be achieved for mitigation measures of landfill gas (LFG) ultimately.

Keywords: Air dispersion model, landfill management, spatial analysis, environmental impact and risk assessment.

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7432 Generation Scheduling Optimization of Multi-Hydroplants: A Case Study

Authors: Shuangquan Liu, Jinwen Wang, Dada Wang

Abstract:

A case study of the generation scheduling optimization of the multi-hydroplants on the Yuan River Basin in China is reported in this paper. Concerning the uncertainty of the inflows, the long/mid-term generation scheduling (LMTGS) problem is solved by a stochastic model in which the inflows are considered as stochastic variables. For the short-term generation scheduling (STGS) problem, a constraint violation priority is defined in case not all constraints are satisfied. Provided the stage-wise separable condition and low dimensions, the hydroplant-based operational region schedules (HBORS) problem is solved by dynamic programming (DP). The coordination of LMTGS and STGS is presented as well. The feasibility and the effectiveness of the models and solution methods are verified by the numerical results.

Keywords: generation scheduling, multi-hydroplants, optimization.

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