Search results for: seismic soil-pile interaction.

Authors: Sushil Kumar Swar, Sanjay Kumar Sharma, Hari Krishan Sharma, Sushil Kumar

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The seriously damaged structures during earthquakes show the need and importance of design of reinforced concrete structures with high ductility. Reinforced concrete beam-column joints have an important function in all structures. Under seismic excitation, the beam column joint region is subjected to horizontal and vertical shear forces whose magnitude is many times higher than the adjacent beam and column. Strength and ductility of structures depends mainly on proper detailing of the reinforcement in beamcolumn joints and the old structures were found ductility deficient. DSP materials are obtained by using high quantities of super plasticizers and high volumes of micro silica. In the case of High Performance Densified Small Particle Concrete (HPDSPC), since concrete is dense even at the micro-structure level, tensile strain would be much higher than that of the conventional SFRC, SIFCON & SIMCON. This in turn will improve cracking behaviour, ductility and energy absorption capacity of composites in addition to durability. The fine fibers used in our mix are 0.3mm diameter and 10 mm which can be easily placed with high percentage. These fibers easily transfer stresses and act as a composite concrete unit to take up extremely high loads with high compressive strength. HPDSPC placed in the beam column joints helps in safety of human life due to prolonged failure.

Keywords: High Performance Densified Small Particle Concrete (HPDSPC), Steel Fıber Reinforced Concrete (SFRC), Slurry Infiltrated Concrete (SIFCON), Slurry Infiltrated Mat Concrete (SIMCON).

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Authors: Z. Saidi, A.O. Boudraa, J.C. Cexus, S. Bourennane

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In this paper, a new time-delay estimation technique based on the cross IB-energy operator [5] is introduced. This quadratic energy detector measures how much a signal is present in another one. The location of the peak of the energy operator, corresponding to the maximum of interaction between the two signals, is the estimate of the delay. The method is a fully data-driven approach. The discrete version of the continuous-time form of the cross IBenergy operator, for its implementation, is presented. The effectiveness of the proposed method is demonstrated on real underwater acoustic signals arriving from targets and the results compared to the cross-correlation method.

Keywords: Teager-Kaiser energy operator, Cross-energyoperator, Time-Delay, Underwater acoustic signals.

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Authors: Alireza Mortezaei, Kimia Mortezaei

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Recordings from recent earthquakes have provided evidence that ground motions in the near field of a rupturing fault differ from ordinary ground motions, as they can contain a large energy, or “directivity" pulse. This pulse can cause considerable damage during an earthquake, especially to structures with natural periods close to those of the pulse. Failures of modern engineered structures observed within the near-fault region in recent earthquakes have revealed the vulnerability of existing RC buildings against pulse-type ground motions. This may be due to the fact that these modern structures had been designed primarily using the design spectra of available standards, which have been developed using stochastic processes with relatively long duration that characterizes more distant ground motions. Many recently designed and constructed buildings may therefore require strengthening in order to perform well when subjected to near-fault ground motions. Fiber Reinforced Polymers are considered to be a viable alternative, due to their relatively easy and quick installation, low life cycle costs and zero maintenance requirements. The objective of this paper is to investigate the adequacy of Artificial Neural Networks (ANN) to determine the three dimensional dynamic response of FRP strengthened RC buildings under the near-fault ground motions. For this purpose, one ANN model is proposed to estimate the base shear force, base bending moments and roof displacement of buildings in two directions. A training set of 168 and a validation set of 21 buildings are produced from FEA analysis results of the dynamic response of RC buildings under the near-fault earthquakes. It is demonstrated that the neural network based approach is highly successful in determining the response.

Keywords: Seismic evaluation, FRP, neural network, near-fault ground motion

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Authors: P. Paengkoum, T. Phonmun, S. Paengkoum

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Twenty four male Thai native × Anglo-Nubian crossbred goats were randomly allocated to receive four treatments. The experiment was conducted for four months and slaughtered that the Longissimus dorsi muscle was collected for fatty acid analysis. The results conclude that either castrated method or ages had no significantly different on monounsaturated fatty acid (MUFA) (P>0.05) except erucic acid (C22:1n9). Interaction between castrated method and ages had significantly different in MUFA (P<0.01). Although the effect of castration method and age are not difference on fatty acid composition, it contributed to known that difference castration method and age (surgical and budizzo) no effect on accumulation fatty acid in meat goats.

Keywords: Castration, goat, CLA, meat.

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Authors: H. Mirzabozorg, M. Varmazyari

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In the present article, effect of non-uniform excitation of reservoir bottom on nonlinear response of concrete gravity dams is considered. Anisotropic damage mechanics approach is used to model nonlinear behavior of mass concrete in 2D space. The tallest monolith of Pine Flat dam is selected as a case study. The horizontal and vertical components of 1967 Koyna earthquake is used to excite the system. It is found that crest response and stresses within the dam body decrease significantly when the reservoir is excited nonuniformly. In addition, the crack profiles within the dam body and in vicinity of the neck decreases.

Keywords: Concrete gravity dam, dam-reservoir-foundation interaction, traveling wave, damage mechanics.

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Authors: I. M. Mungadi, M. S. Argungu

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This study delves into the transformative impact of telecommunication in Africa, illuminating its role in connecting nations and empowering lives across the continent. Over recent decades, the rapid expansion of telecommunication infrastructure has become a powerful force, fostering socio-economic growth and development. Beyond the exchange of information, this digital revolution has influenced education, healthcare, commerce, governance, and social interaction. The abstract explores the multifaceted dimensions of telecommunication's influence on Africa, addressing both its positive transformations and the challenges it presents. By examining the dynamic interplay between technological advancements and societal changes, this research contributes to a nuanced understanding of how telecommunication is shaping a more interconnected, informed, and empowered Africa.

Keywords: Transformative, telecommunication, nations, empowering, connecting.

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Authors: Seyed Saeid Tabaee, Omid Bahar

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Nowadays, energy dissipation devices are commonly used in structures. High rate of energy absorption during earthquakes is the benefit of using such devices, which results in damage reduction of structural elements, specifically columns. The hysteretic damping capacity of energy dissipation devices is the key point that it may adversely make analysis and design process complicated. This effect may be generally represented by Equivalent Viscous Damping (EVD). The equivalent viscous damping might be obtained from the expected hysteretic behavior regarding to the design or maximum considered displacement of a structure. In this paper, the hysteretic damping coefficient of a steel Moment Resisting Frame (MRF), which its performance is enhanced by a Buckling Restrained Brace (BRB) system has been evaluated. Having foresight of damping fraction between BRB and MRF is inevitable for seismic design procedures like Direct Displacement-Based Design (DDBD) method. This paper presents an approach to calculate the damping fraction for such systems by carrying out the dynamic nonlinear time history analysis (NTHA) under harmonic loading, which is tuned to the natural system frequency. Two MRF structures, one equipped with BRB and the other without BRB are simultaneously studied. Extensive analysis shows that proportion of each system damping fraction may be calculated by its shear story portion. In this way, contribution of each BRB in the floors and their general contribution in the structural performance may be clearly recognized, in advance.

Keywords: Buckling restrained brace, Direct displacement based design, Dual systems, Hysteretic damping, Moment resisting frames.

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Authors: Paul Akagwu, Aaron Aboshio

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In this study, typical c-ɸ soils subjected to loadings were assessed with a view to understand the general stress distribution and settlement behaviour of the soils under drained conditions. Numerical estimations of the non-dimensional bearing capacity factors, N_q and N_γ for varied angles of friction in the soil mass were obtained using PLAXIS. Ultimate bearing capacity values over a Ф range of 0-30 degrees were also computed and compared with analytical results obtained from the traditional simplified uncoupled approach of Terzaghi and Meyerhof. Results from the numerical study agree well with theoretical findings.

Keywords: Bearing capacity factors, finite element method, safe bearing pressure, structure-soil interaction.

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Authors: Meisam Omidi, M. Mirijalili, Mohammadmehdi Choolaei, Z. Sharifi, F. Haghiralsadat, F. Yazdian

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In this work, we have used arrays of micromechanical piezoresistive cantilever with different geometries to detect carcinoembryonic antigen (CEA), which is known as an important biomarker associated with various cancers such as colorectal, lung, breast, pancreatic, and bladder cancer. The sensing principle is based on the surface stress changes induced by antigen–antibody interaction on the microcantilevers surfaces. Different concentrations of CEA in a human serum albumin (HSA) solution were detected as a function of deflection of the beams. According to the experiments, it was revealed that microcantilevers have surface stress sensitivities in the order of 8 (mJ/m). This matter allows them to detect CEA concentrations as low as 3 ng/mL or 18 pM. This indicates the fact that the self-sensing microcantilevers approach is beneficial for pathological tests.

Keywords: Micromechanical biosensors, Carcinoembryonic antigen (CEA), surface stress.

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Authors: Shagufta Tabassum, V. P. Pawar, jr., G. N. Shinde

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The study of dielectric relaxation properties of polar liquids in the binary mixture has been carried out at 10, 15, 20 and 25 ºC temperatures for 11 different concentrations using time domain reflectometry technique. The dielectric properties of a solute-solvent mixture of polar liquids in the frequency range of 10 MHz to 30 GHz gives the information regarding formation of monomers and multimers and also an interaction between the molecules of the liquid mixture under study. The dielectric parameters have been obtained by the least squares fit method using the Debye equation characterized by a single relaxation time without relaxation time distribution.

Keywords: Excess properties, relaxation time, static dielectric constant, time domain refelectometry technique.

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Authors: Hamed Zakikhani, Mohd Khanif Yusop, Amin Soltangheisi

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A hydroponic trial was carried out to investigate the effect of molybdenum (Mo) on uptake of phosphorus (P) in different rice cultivars. The experiment was conducted using a randomized complete-block design, with a split-plot arrangement of treatments and three replications. Four rates of Mo (0, 0.01, 0.1 and 1 mg L⁻¹) and five cultivars (MR219, HASHEMI, MR232, FAJRE and MR253) provided the main and sub-plots, respectively. Interaction of molybdenum×variety was significant on shoot phosphorus uptake (p≤0.01). Highest and lowest shoot phosphorus uptake were seen in Mo₃V₃ (0.6% plant^-1) and Mo₀V₃ (0.14% plant^-1) treatments, respectively. Molybdenum did not have a significant effect on root phosphorus content. According to results, application of molybdenum has a synergistic effect on uptake of phosphorus by rice plants.

Keywords: Molybdenum, Phosphorus, Uptake, rice.

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Authors: Sameerchand Pudaruth, Nawsheen Bibi Jannnoo

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In this paper, we give an overview of an online elearning tool which has been developed for kids aged from nine to eleven years old in Mauritius for the self-study of Mathematics in order to prepare them for the CPE examination. The software does not intend to render obsolete the existing pedagogical approaches. Nowadays, the teaching-learning process is mainly focused towards the class-room model. Moreover, most of the e-learning platforms that exist are simply static ways of delivering resources using the internet. There is nearly no interaction between the learner and the tool. Our application will enable students to practice exercises online and also work out sample examination papers. Another interesting feature is that the kid will not have to wait for someone to correct the work as the correction will be done online and on the spot. Additional feedback is also provided for some exercises.

Keywords: CPE, e-learning, Mauritius, primary education

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Authors: Costin Pribeanu, Rytis Vilkonis, Dragoş Daniel Iordache

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User interaction components of Augmented Reality (AR) systems have to be tested with users in order to find and fix usability problems as early as possible. In this paper we will report on a user-centered design approach for AR systems following the experience acquired during the design and evaluation of a software prototype for an AR-based educational platform. In this respect we will focus on the re-design of the user task based on the results from a formative usability evaluation. The basic idea of our approach is to describe task scenarios in a tabular format, to develop a task model in a task modeling environment and then to simulate the execution.

Keywords: AR-based educational systems, task-based design, usability evaluation.

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Authors: Rica Jell de Laza, Jose Alberto Fernandez, Andrea Marie Mendoza, Qristin Jeuel Regalado

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This study investigates whether participants experience different levels of persuasion depending on the hemisphere of the brain and the tone of voice. The experiment was performed on 96 volunteer undergraduate students taking an introductory course in psychology. The participants took part in a 2 x 3 (Hemisphere: left, right x Tone of Voice: positive, neutral, negative) Mixed Factorial Design to measure how much a person was persuaded. Results showed that the hemisphere of the brain and the tone of voice used did not significantly affect the results individually. Furthermore, there was no interaction effect. Therefore, the hemispheres of the brain and the tone of voice employed play insignificant roles in persuading a person.

Keywords: Dichotic listening, brain hemisphere, tone of voice, persuasion.

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Authors: Thanat Rungsirathana, Vorathit Rungsetthaphat, Shogo Azuma, Nobuhiro Harada

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This paper presents a 2-D hydrodynamic model of the ablated plasma when irradiating a 50 μm Al solid target with a single pulsed ion beam. The Lagrange method is used to solve the moving fluid for the ablated plasma production and formation mechanism. In the calculations, a 10-ns-single-pulsed of ion beam with a total energy density of 120 J/cm2, is used. The results show that the ablated plasma was formed after 2 ns of ion beam irradiation and it started to expand right after 4-6 ns. In addition, the 2-D model give a better understanding of pulsed ion beam-solid target ablated plasma production and expansion process clearer.

Keywords: Ablated plasma, pulse ion beam, thin foil solid target, two-dimensional model

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Authors: Fauquet-Alekhine Philippe

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Information and Communication Technologies (ICT) are increasing in importance everyday, especially since the 90’s (last decade of birth for the Millennials generation). While social interactions involving the Millennials generation have been studied, a lack of investigation remains regarding the use of the ICT by this generation as well as the impact on outcomes in education and professional training. Observing and interviewing students preparing a MSc, we aimed at characterizing the interaction students-ICT during the courses. We found that up to 50% of the students (mainly female) could use ICT during courses at a rate of 0.84 occurrence/minutes for some of them, and they thought this involvement did not disturb learning, even was helpful. As recent researches show that multitasking leads people think they are much better than they actually are, further observations with assessments are needed to conclude whether or not the use ICT by students during the courses is a real strength.

Keywords: Education, ICT, generational effect, training.

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Authors: Xiangming Ge, Bing Pan, Wei He, Hao Chen, Yong Zhou, Jiayao Wu, Weijiang Chu

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How the extraction and penetration of spudcan affect the performance of the adjacent pile foundation supporting the jacket platform was studied in the program FLAC3D depending on a wind farm project in Bohai sea. The simulations were conducted at the end of the spudcan penetration, which induced a pockmark in the seabed. The effects of the distance between the pile foundation and the pockmark were studied. The displacement at the mudline arose when the pockmark was closer. The bearing capacity of this jacket platform with deep pile foundations has been less influenced by the process of spudcan penetration, which can induce severe stresses on the pile foundation. The induced rotation was also satisfied with the serviceability constraints.

Keywords: Offshore foundation, pile-soil interaction, spudcan penetration, FLAC3D.

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Authors: Jun Yop An, Kyoung Ryoung Park, Jung-Gyu Lee, Hyung-Seop Youn, Jung-Yeon Kang, Gil Bu Kang, Soo Hyun Eom

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MinC plays an important role in bacterial cell division system by inhibiting FtsZ assembly. However, the molecular mechanism of the action is poorly understood. E. coli MinC Nterminus domain was purified and crystallized using 1.4 M sodium citrate pH 6.5 as a precipitant. X-ray diffraction data was collected and processed to 2.3 Å from a native crystal. The crystal belonged to space group P212121, with the unit cell parameters a = 52.7, b = 54.0, c = 64.7 Å. Assuming the presence of two molecules in the asymmetric unit, the Matthews coefficient value is 1.94 Å3 Da-1, which corresponds to a solvent content of 36.5%. The overall structure of MinCN is observed as a dimer form through anti-parallel ß-strand interaction.

Keywords: MinC, Cell division, Crystallization.

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Authors: Dimitri Perrin, Heather J. Ruskin, Martin Crane

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This study focuses on examining why the range of experience with respect to HIV infection is so diverse, especially in regard to the latency period. An agent-based approach in modelling the infection is used to extract high-level behaviour which cannot be obtained analytically from the set of interaction rules at the cellular level. A prototype model encompasses local variation in baseline properties, contributing to the individual disease experience, and is included in a network which mimics the chain of lymph nodes. The model also accounts for stochastic events such as viral mutations. The size and complexity of the model require major computational effort and parallelisation methods are used.

Keywords: HIV, Immune modelling, Agent-based system, individual response.

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Authors: A. Аndreev, Yu. Rozhdestvenskii, К. Platonov, R. Salomaa

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This paper considers various channels of gammaquantum generation via an ultra-short high-power laser pulse interaction with different targets.We analyse the possibilities to create a pulsed gamma-radiation source using laser triggering of some nuclear reactions and isomer targets. It is shown that sub-MeV monochromatic short pulse of gamma-radiation can be obtained with pulse energy of sub-mJ level from isomer target irradiated by intense laser pulse. For nuclear reaction channel in light- atom materials, it is shown that sub-PW laser pulse gives rise to formation about million gamma-photons of multi-MeV energy.

Keywords: High power laser, short pulse, fast particles, isomertarget.

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Authors: Fathi Abubrig, Mohamed Delfag, Suad M. Abuzariba

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The influence of the crystal field interactions on the mixed spin-3/2 and spin-5/2 ferrimagnetic Ising system is considered by using the mean field theory based on Bogoliubov inequality for the Gibbs free energy. The ground-state phase diagram is constructed, the phase diagrams of the second-order critical temperatures are obtained, and the thermal variation of the sublattice magnetizations is investigated in detail. We find some interesting phenomena for the sublattice magnetizations at particular values of the crystal field interactions.

Keywords: Crystal field, Ising system, Ferrimagnetic, magnetization, phase diagrams.

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Authors: Oleksandr Poliakov, Genadiy Olinichenko, Yevgen Pashkov, Vadym Kramar, Mykhaylo Kalinin

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For maintenance of a spine stability during the postoperative period a transpedicular fixing of its elements is often used. Usually the transpedicular systems are formed of rods which as a result form a design of the frame type, fastening by screws to vertebras. Such design should be rigid and perceive loadings operating from the spine without essential deformations. From the perfection point of view of known designs their stress whole, and each of elements, in particular is of interest. In this study the modeling of the transpedicular screw is performed and estimation of its deformations taking into account interaction with a vertebra body having variable structure is made.

Keywords: Spine, screw, stress-strain state, transpedicular fixation system, vertebra

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Authors: A. G. Matveev

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The copyrights system is a combination of different elements. The number, content and the correlation of these elements are different for different legal orders. The models of copyrights systems display this system in terms of the interaction of economic and author's moral rights. Monistic and dualistic models are the most popular ones. The article deals with different points of view on the monism and dualism in copyright system. A specific model of the copyright in Switzerland in the XXth century is analyzed. The evolution of a French dualistic model of copyright is shown. The author believes that one should talk not about one, but rather about a number of dualism forms of copyright system.

Keywords: Copyright, exclusive copyright, economic rights, author's moral rights, rights of personality, monistic model, dualistic model.

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Authors: An-Shik Yang, Chiang-Ho Cheng, Jen-Hao Wu, Yu-Hsuan Juan

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Natural ventilation has played an important role for many low energy-building designs. It has been also noticed as a essential subject to persistently bring the fresh cool air from the outside into a building. This study carried out the computational fluid dynamics (CFD)-based simulations to examine the natural ventilation development of a work area in a public building. The simulated results can be useful to better understand the indoor microclimate and the interaction of wind with buildings. Besides, this CFD simulation procedure can serve as an effective analysis tool to characterize the airing performance, and thereby optimize the building ventilation for strengthening the architects, planners and other decision makers on improving the natural ventilation design of public buildings.

Keywords: CFD simulations, Natural ventilation, Microclimate, Wind environment.

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Authors: Nikou Javadi, Uğur Dağlı

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The importance of culture and tourism in the attractiveness and competitiveness of the countries is central, and many regions are evidencing their cultural assets, tangible and intangible, as a means to create comparative advantages in tourism and produce a distinctive place in response to the pressures of globalization. Culture and tourism are interlinked because of their obvious combination and growth potential. Cultural tourism is a crucial global tourism market with fast growing. Regions can develop significant relations between culture and tourism to increase their attractiveness as places to visit, live and invest, increasing their competitiveness. Accordingly, having new and creative approach to historical areas as cultural value-based destinations can improve their conditions to promote tourism. Furthermore, in 21st century, media become the most important factor affecting the development of urban cities, including public places. As a result of the digital revolution, re-imaging and re-linkage public places by media are essential to create more interactions between public spaces and users, interaction media display, and urban screens, one of the most important defined media. This interaction can transform the urban space from being neglected to be more interactive space with users, especially the pedestrians. The paper focuses on The Walled City of Famagusta. As many other historic quarters elsewhere in the world, is in a process, of decay and deterioration, and its functionally distinctive areas are severely threatened by physical, functional, locational, and image obsolescence at varying degrees. So the focus on the future development of this area through tourism promotion can be an appropriate decision for the monument enhancement of the spatial quality in Walled City of Famagusta. In this paper, it is aimed to identify the effects of these new digital factors to transform public spaces especially in historic urban areas to promote creative tourism. Accordingly, two different analysis methods are used as well as a theoretical review. The first is case study on site and the second is Close ended questionnaire, test many concepts raised in this paper. The physical analysis on site carried out in order to evaluate the walled city restoration for touristic purpose. Besides, theoretical review is done in order to provide background to the subject and cleared Factors to attract tourists.

Keywords: Historical areas, Media Facade, Sustainable tourism, Walled city of Famagusta.

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Authors: A. Khelassi, R. Bendib

Abstract:

The paper considers the effect of feed plate location on the interactions in a seven plate binary distillation column. The mathematical model of the distillation column is deduced based on the equations of mass and energy balances for each stage, detailed model for both reboiler and condenser, and heat transfer equations. The Dynamic Relative Magnitude Criterion, DRMC is used to assess the interactions in different feed plate locations for a seven plate (Benzene-Toluene) binary distillation column ( the feed plate is originally at stage 4). The results show that whenever we go far from the optimum feed plate position, the level of interaction augments.

Keywords: Distillation column, assessment of interactions, feedplate location, DRMC.

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Authors: R. I. Khrapko

Abstract:

As is known, the role of the energy-momentum pseudotensors of the gravitational field is to extend the conservation law to the gravitational interaction by taking into account the energy and momentum of the gravitational field. We calculated the contribution of the Einstein pseudotensor to the total mass of a stationary material body and its gravitational field. It turned out that this contribution is positive, despite the fact that the mass-energy of a stationary gravitational field is negative. We concluded that the pseudotensor incorrectly describes the energy of the gravitational field. Nevertheless, this pseudotensor has been used in a large number of scientific works for 100 years. We explain this by the fact that the covariant component of the pseudotensor was regarded as the mass-energy. Besides, we prove the advantage of the covariant energy-momentum conservation law for matter in the Minkowski space-time.

Keywords: Conservation law, covariant integration, gravitation field, isolated system.

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Authors: Yassine Jadi, Lin Jie

Abstract:

In order to serve the society in an electronic manner, many developing countries have launched tremendous e-government projects. The strategies of development and implementation e-government system have reached different levels, and to ensure consistency of development, the governments need to evaluate e-government performance. The United nation has design e-government development ranking index (EGDI) that rely on three indexes, Online service index (OSI), Telecommunication Infrastructure index (TII), and human capital index( HCI) which are not reflecting the interaction between a government and their citizens. Based on data envelopment analyses (DEA) technique, we are using E-participating index (EPI) as an output of government effort to evaluate the performance of e-government system. Therefore, the ranking index can be achieved in efficiency manner.

Keywords: E-government, DEA, efficiency measurement, EGDI.

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Authors: Nikolai V. Barulin, Vitaly Yu. Plavskii

Abstract:

This work contains information about the influence low-level optical irradiation on sperm motility of sturgeon fish. On the basis of given and earlier received data the following conclusion has been made. Among the photophysical processes of a resonant and not resonant nature (oriented action of light; action of gradient forces; dipole-dipole interaction; termooptical processes), which are capable to cause the photobiological effects depended on such laserspecific characteristics as polarization and coherency, determining influence belongs to oriented action of light and dipole-dipole interactions among the processes studied in the present work.

Keywords: sturgeon, aquaculture, fish sperm, laser, optical irradiation, sperm motility

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Authors: I. Lucas, N. Schomberg, F-A. Couturier

Abstract:

Most empirical studies have analyzed how liquidity risks faced by individual institutions turn into systemic risk. Recent banking crisis has highlighted the importance of grasping and controlling the systemic risk, and the acceptance by Central Banks to ease their monetary policies for saving default or illiquid banks. This last point shows that banks would pay less attention to liquidity risk which, in turn, can become a new important channel of loss. The financial regulation focuses on the most important and “systemic” banks in the global network. However, to quantify the expected loss associated with liquidity risk, it is worth to analyze sensitivity to this channel for the various elements of the global bank network. A small bank is not considered as potentially systemic; however the interaction of small banks all together can become a systemic element. This paper analyzes the impact of medium and small banks interaction on a set of banks which is considered as the core of the network. The proposed method uses the structure of agent-based model in a two-class environment. In first class, the data from actual balance sheets of 22 large and systemic banks (such as BNP Paribas or Barclays) are collected. In second one, to model a network as closely as possible to actual interbank market, 578 fictitious banks smaller than the ones belonging to first class have been split into two groups of small and medium ones. All banks are active on the European interbank network and have deposit and market activity. A simulation of 12 three month periods representing a midterm time interval three years is projected. In each period, there is a set of behavioral descriptions: repayment of matured loans, liquidation of deposits, income from securities, collection of new deposits, new demands of credit, and securities sale. The last two actions are part of refunding process developed in this paper. To strengthen reliability of proposed model, random parameters dynamics are managed with stochastic equations as rates the variations of which are generated by Vasicek model. The Central Bank is considered as the lender of last resort which allows banks to borrow at REPO rate and some ejection conditions of banks from the system are introduced.

Liquidity crunch due to exogenous crisis is simulated in the first class and the loss impact on other bank classes is analyzed though aggregate values representing the aggregate of loans and/or the aggregate of borrowing between classes. It is mainly shown that the three groups of European interbank network do not have the same response, and that intermediate banks are the most sensitive to liquidity risk.

Keywords: Systemic Risk, Financial Contagion, Liquidity Risk, Interbank Market, Network Model.

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