Search results for: Shear Fracture Model

Authors: F. Pourhasanzade, S. H. Sabzpoushan

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The heart tissue is an excitable media. A Cellular Automata is a type of model that can be used to model cardiac action potential propagation. One of the advantages of this approach against the methods based on differential equations is its high speed in large scale simulations. Recent cellular automata models are not able to avoid flat edges in the result patterns or have large neighborhoods. In this paper, we present a new model to eliminate flat edges by minimum number of neighbors.

Keywords: Cellular Automata, Action Potential Simulation, Isotropic Pattern.

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Authors: Insung Jung, lockjo Koo, Gi-Nam Wang

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The objective of this paper is to design a model of human vital sign prediction for decreasing prediction error by using two states mapping based time series neural network BP (back-propagation) model. Normally, lot of industries has been applying the neural network model by training them in a supervised manner with the error back-propagation algorithm for time series prediction systems. However, it still has a residual error between real value and prediction output. Therefore, we designed two states of neural network model for compensation of residual error which is possible to use in the prevention of sudden death and metabolic syndrome disease such as hypertension disease and obesity. We found that most of simulations cases were satisfied by the two states mapping based time series prediction model compared to normal BP. In particular, small sample size of times series were more accurate than the standard MLP model. We expect that this algorithm can be available to sudden death prevention and monitoring AGENT system in a ubiquitous homecare environment.

Keywords: Neural network, U-healthcare, prediction, timeseries, computer aided prediction.

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Authors: Z. El Felsoufi, L. Azrar

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This paper studies a mathematical model based on the integral equations for dynamic analyzes numerical investigations of a non-uniform or multi-material composite beam. The beam is subjected to a sub-tangential follower force and elastic foundation. The boundary conditions are represented by generalized parameterized fixations by the linear and rotary springs. A mathematical formula based on Euler-Bernoulli beam theory is presented for beams with variable cross-sections. The non-uniform section introduces non-uniformity in the rigidity and inertia of beams and consequently, more complicated equilibrium who governs the equation. Using the boundary element method and radial basis functions, the equation of motion is reduced to an algebro-differential system related to internal and boundary unknowns. A generalized formula for the deflection, the slope, the moment and the shear force are presented. The free vibration of non-uniform loaded beams is formulated in a compact matrix form and all needed matrices are explicitly given. The dynamic stability analysis of slender beam is illustrated numerically based on the coalescence criterion. A realistic case related to an industrial chimney is investigated.

Keywords: Chimney, BEM and integral equation formulation, non uniform cross section, vibration and Flutter.

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Authors: Motonobu Hattori, Rina Suzuki

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In neural networks, when new patters are learned by a network, they radically interfere with previously stored patterns. This drawback is called catastrophic forgetting. We have already proposed a biologically inspired dual-network memory model which can much reduce this forgetting for static patterns. In this model, information is first stored in the hippocampal network, and thereafter, it is transferred to the neocortical network using pseudopatterns. Because temporal sequence learning is more important than static pattern learning in the real world, in this study, we improve our conventional  dual-network memory model so that it can deal with temporal sequences without catastrophic forgetting. The computer simulation results show the effectiveness of the proposed dual-network memory model.  

Keywords: Catastrophic forgetting, dual-network, temporal sequences.

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Authors: Osama A. Marzouk

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We propose a reduced-ordermodel for the instantaneous hydrodynamic force on a cylinder. The model consists of a system of two ordinary differential equations (ODEs), which can be integrated in time to yield very accurate histories of the resultant force and its direction. In contrast to several existing models, the proposed model considers the actual (total) hydrodynamic force rather than its perpendicular or parallel projection (the lift and drag), and captures the complete force rather than the oscillatory part only. We study and provide descriptions of the relationship between the model parameters, evaluated utilizing results from numerical simulations, and the Reynolds number so that the model can be used at any arbitrary value within the considered range of 100 to 500 to provide accurate representation of the force without the need to perform timeconsuming simulations and solving the partial differential equations (PDEs) governing the flow field.

Keywords: reduced-order model, wake oscillator, nonlinear, ODEsystem

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Authors: Md. Fazlul Karim, Esa Al-Islam

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This paper describes the development of a boundary fitted nested grid (BFNG) model to compute tsunami propagation of 2004 Indonesian tsunami in Southern Thailand coastal waters. We develop a numerical model employing the shallow water nested model and an orthogonal boundary fitted grid to investigate the tsunami impact on the Southern Thailand due to the Indonesian tsunami of 2004. Comparisons of water surface elevation obtained from numerical simulations and field measurements are made.

Keywords: Boundary-fitted nested grid model, finite difference method, Indonesian tsunami of 2004, Southern Thailand.

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Authors: Isaac Mugume, Charles Basalirwa, Daniel Waiswa, Mary Nsabagwa, Triphonia Jacob Ngailo, Joachim Reuder, Sch¨attler Ulrich, Musa Semujju

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The Numerical weather prediction (NWP) models are considered powerful tools for guiding quantitative rainfall prediction. A couple of NWP models exist and are used at many operational weather prediction centers. This study considers two models namely the Consortium for Small–scale Modeling (COSMO) model and the Weather Research and Forecasting (WRF) model. It compares the models’ ability to predict rainfall over Uganda for the period 21st April 2013 to 10th May 2013 using the root mean square (RMSE) and the mean error (ME). In comparing the performance of the models, this study assesses their ability to predict light rainfall events and extreme rainfall events. All the experiments used the default parameterization configurations and with same horizontal resolution (7 Km). The results show that COSMO model had a tendency of largely predicting no rain which explained its under–prediction. The COSMO model (RMSE: 14.16; ME: -5.91) presented a significantly (p = 0.014) higher magnitude of error compared to the WRF model (RMSE: 11.86; ME: -1.09). However the COSMO model (RMSE: 3.85; ME: 1.39) performed significantly (p = 0.003) better than the WRF model (RMSE: 8.14; ME: 5.30) in simulating light rainfall events. All the models under–predicted extreme rainfall events with the COSMO model (RMSE: 43.63; ME: -39.58) presenting significantly higher error magnitudes than the WRF model (RMSE: 35.14; ME: -26.95). This study recommends additional diagnosis of the models’ treatment of deep convection over the tropics.

Keywords: Comparative performance, the COSMO model, the WRF model, light rainfall events, extreme rainfall events.

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

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

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

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Authors: Chiung-ying Lee, Chia-hua Chang

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In July 1, 2007, Taiwan Stock Exchange (TWSE) on market observation post system (MOPS) adds a new "Financial reference database" for investors to do investment reference. This database as a warning to public offering companies listed on the public financial information and it original within eight targets. In this paper, this database provided by the indicators for the application of company financial crisis early warning model verify that the database provided by the indicator forecast for the financial crisis, whether or not companies have a high accuracy rate as opposed to domestic and foreign scholars have positive results. There is use of Logistic Regression Model application of the financial early warning model, in which no joined back-conditions is the first model, joined it in is the second model, has been taken occurred in the financial crisis of companies to research samples and then business took place before the financial crisis point with T-1 and T-2 sample data to do positive analysis. The results show that this database provided the debt ratio and net per share for the best forecast variables.

Keywords: Financial reference database, Financial early warning model, Logistic Regression.

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Authors: Kamrul Hasan Talukder, Koichi Harada

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The scientific community has invested a great deal of effort in the fields of discrete wavelet transform in the last few decades. Discrete wavelet transform (DWT) associated with the vector quantization has been proved to be a very useful tool for the compression of image. However, the DWT is very computationally intensive process requiring innovative and computationally efficient method to obtain the image compression. The concurrent transformation of the image can be an important solution to this problem. This paper proposes a model of concurrent DWT for image compression. Additionally, the formal verification of the model has also been performed. Here the Symbolic Model Verifier (SMV) has been used as the formal verification tool. The system has been modeled in SMV and some properties have been verified formally.

Keywords: Computation Tree Logic, Discrete WaveletTransform, Formal Verification, Image Compression, Symbolic Model Verifier.

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Authors: Daisy Biswas, Samar Kanti Bose, M. Mozaffar Hossain

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The development of value added composite products from bamboo with the application of gluing technology can play a vital role in economic development and also in forest resource conservation of any country. In this study, the gluability of Bambusa balcooa and Bambusa vulgaris, two locally grown bamboo species of Bangladesh was assessed. As the culm wall thickness of bamboos decreases from bottom to top, a culm portion of up to 5.4 m and 3.6 m were used from the base of B. balcooa and B. vulgaris, respectively, to get rectangular strips of uniform thickness. The color of the B. vulgaris strips was yellowish brown and that of B. balcooa was reddish brown. The strips were treated in borax-boric, bleaching and carbonization for extending the service life of the laminates. The preservative treatments changed the color of the strips. Borax–boric acid treated strips were reddish brown. When bleached with hydrogen peroxide, the color of the strips turned into whitish yellow. Carbonization produced dark brownish strips having coffee flavor. Chemical constituents for untreated and treated strips were determined. B. vulgaris was more acidic than B. balcooa. Then the treated strips were used to develop three-layered bamboo laminated panel. Urea formaldehyde (UF) and polyvinyl acetate (PVA) were used as binder. The shear strength and abrasive resistance of the panel were evaluated. It was found that the shear strength of the UF-panel was higher than the PVA-panel for all treatments. Between the species, gluability of B. vulgaris was better and in some cases better than hardwood species. The abrasive resistance of B. balcooa is slightly higher than B. vulgaris; however, the latter was preferred as it showed well gluability. The panels could be used as structural panel, floor tiles, flat pack furniture component, and wall panel etc. However, further research on durability and creep behavior of the product in service condition is warranted.

Keywords: Bambusa balcooa, Bambusa vulgaris, polyvinyl acetate, urea formaldehyde.

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Authors: Panudet Saengseedam, Nanthachai Kantanantha

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This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, Linear mixed model, Multivariate conditional autoregressive model, Spatial time series.

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Authors: M.J. Sharifi

Abstract:

Several models have been introduced so far for single electron box, SEB, which all of them were restricted to DC response and or low temperature limit. In this paper we introduce a new time dependent, high temperature analytical model for SEB for the first time. DC behavior of the introduced model will be verified against SIMON software and its time behavior will be verified against a newly published paper regarding step response of SEB.

Keywords: Single electron box, SPICE, SIMON, Timedependent, Circuit model.

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Authors: Costas S. Iliopoulos, Spiros Michalakopoulos

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A new, combinatorial model for analyzing and inter- preting an electrocardiogram (ECG) is presented. An application of the model is QRS peak detection. This is demonstrated with an online algorithm, which is shown to be space as well as time efficient. Experimental results on the MIT-BIH Arrhythmia database show that this novel approach is promising. Further uses for this approach are discussed, such as taking advantage of its small memory requirements and interpreting large amounts of pre-recorded ECG data.

Keywords: Combinatorics, ECG analysis, MIT-BIH Arrhythmia Database, QRS Detection, String Algorithms

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Authors: M.Sujaritha, S. Annadurai

Abstract:

An adaptive spatial Gaussian mixture model is proposed for clustering based color image segmentation. A new clustering objective function which incorporates the spatial information is introduced in the Bayesian framework. The weighting parameter for controlling the importance of spatial information is made adaptive to the image content to augment the smoothness towards piecewisehomogeneous region and diminish the edge-blurring effect and hence the name adaptive spatial finite mixture model. The proposed approach is compared with the spatially variant finite mixture model for pixel labeling. The experimental results with synthetic and Berkeley dataset demonstrate that the proposed method is effective in improving the segmentation and it can be employed in different practical image content understanding applications.

Keywords: Adaptive; Spatial, Mixture model, Segmentation, Color.

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Authors: Jiashang Jiang

Abstract:

Model updating is an inverse eigenvalue problem which concerns the modification of an existing but inaccurate model with measured modal data. In this paper, an efficient gradient based iterative method for updating the mass, damping and stiffness matrices simultaneously using a few of complex measured modal data is developed. Convergence analysis indicates that the iterative solutions always converge to the unique minimum Frobenius norm symmetric solution of the model updating problem by choosing a special kind of initial matrices.

Keywords: Model updating, iterative algorithm, damped structural system, optimal approximation.

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

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

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

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Authors: S. F. Wong, S. S. Dol

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Automotive designers have been trying to use dimples to reduce drag in vehicles. In this work, a car model has been applied with dimple surface with a parameter called dimple ratio DR, the ratio between the depths of the half dimple over the print diameter of the dimple, has been introduced and numerically simulated via k-ε turbulence model to study the aerodynamics performance with the increasing depth of the dimples The Ahmed body car model with 25 degree slant angle is simulated with the DR of 0.05, 0.2, 0.3 0.4 and 0.5 at Reynolds number of 176387 based on the frontal area of the car model. The geometry of dimple changes the kinematics and dynamics of flow. Complex interaction between the turbulent fluctuating flow and the mean flow escalates the turbulence quantities. The maximum level of turbulent kinetic energy occurs at DR = 0.4. It can be concluded that the dimples have generated extra turbulence energy at the surface and as a result, the application of dimples manages to reduce the drag coefficient of the car model compared to the model with smooth surface.

Keywords: Aerodynamics, Boundary Layer, Dimple, Drag, Kinetic Energy, Turbulence.

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Authors: László Lengyel, Tihamér Levendovszky, Gergely Mezei, Hassan Charaf

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Graph rewriting-based visual model processing is a widely used technique for model transformation. Visual model transformations often need to follow an algorithm that requires a strict control over the execution sequence of the transformation steps. Therefore, in Visual Model Processors (VMPs) the execution order of the transformation steps is crucial. This paper presents the visual control flow support of Visual Modeling and Transformation System (VMTS), which facilitates composing complex model transformations of simple transformation steps and executing them. The VMTS Visual Control Flow Language (VCFL) uses stereotyped activity diagrams to specify control flow structures and OCL constraints to choose between different control flow branches. This paper introduces VCFL, discusses its termination properties and provides an algorithm to support the termination analysis of VCFL transformations.

Keywords: Control Flow, Metamodel-Based Visual ModelTransformation, OCL, Termination Properties, UML.

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Authors: T. Strobl, D. Raps, M. Hornung

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In this study, the adhesion of ice to solid substrates with different surface properties is compared. Clear ice, similar to atmospheric in-flight icing encounters, is accreted on the different substrates under controlled conditions. The ice adhesion behavior is investigated by means of a dynamic vibration testing technique with an electromagnetic shaker initiating ice de-bonding in the interface between the substrate and the ice. The results of the experiments reveal that the affinity for ice accretion is significantly influenced by the water contact angle of the respective sample.

Keywords: Contact angle, dynamic vibration measurement, ice adhesion, interfacial shear stress.

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Authors: Guilherme B. B. Vieira, Rafael M. da Silva, Eliana T. P. Senna, Luiz A. S. Senna, Francisco J. Kliemann Neto

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Due to the importance of ports to trade and economic development of the regions in which they are inserted, in recent decades the number of studies devoted to this subject has increased. Part of these studies considers the ports as business agglomerations and focuses on port governance. This is an important approach since the port performance is the result of activities performed by actors belonging to the port-logistics chain, which need to be properly coordinated. This coordination takes place through a port governance model. Given this context, this study aims to analyze the governance model of the port of Santos from the perspective of port customers. To do this, a closed-ended questionnaire based on a conceptual model that considers the key dimensions associated with port governance was applied to the international freight forwarders that operate in the port. The results show the applicability of the considered model and highlight improvement opportunities to be implemented at the port of Santos.

Keywords: Port Governance, Model, Port of Santos, Customers’ Perception.

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Authors: Parvinder S. Sandhu, Manisha Prashar, Pourush Bassi, Atul Bisht

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Software effort estimation is the process of predicting the most realistic use of effort required to develop or maintain software based on incomplete, uncertain and/or noisy input. Effort estimates may be used as input to project plans, iteration plans, budgets. There are various models like Halstead, Walston-Felix, Bailey-Basili, Doty and GA Based models which have already used to estimate the software effort for projects. In this study Statistical Models, Fuzzy-GA and Neuro-Fuzzy (NF) Inference Systems are experimented to estimate the software effort for projects. The performances of the developed models were tested on NASA software project datasets and results are compared with the Halstead, Walston-Felix, Bailey-Basili, Doty and Genetic Algorithm Based models mentioned in the literature. The result shows that the NF Model has the lowest MMRE and RMSE values. The NF Model shows the best results as compared with the Fuzzy-GA based hybrid Inference System and other existing Models that are being used for the Effort Prediction with lowest MMRE and RMSE values.

Keywords: Neuro-Fuzzy Model, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model, GA Based Model, Genetic Algorithm.

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Authors: J. Joy, T. H. New, I. H. Ibrahim

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A computational study on bio-inspired NACA63₄-021 hydrofoils with leading-edge protuberances has been carried out to investigate their hydrodynamic flow control characteristics at a Reynolds number of 14,000 and different angles-of-attack. The numerical simulations were performed using ANSYS FLUENT and based on Reynolds-Averaged Navier-Stokes (RANS) solver mode incorporated with k-ω Shear Stress Transport (SST) turbulence model. The results obtained indicate varying flow phenomenon along the peaks and troughs over the span of the hydrofoils. Compared to the baseline hydrofoil with no leading-edge protuberances, the leading-edge modified hydrofoils tend to reduce flow separation extents along the peak regions. In contrast, there are increased flow separations in the trough regions of the hydrofoil with leading-edge protuberances. Interestingly, it was observed that dissimilar flow separation behaviour is produced along different peak- or trough-planes along the hydrofoil span, even though the troughs or peaks are physically similar at each interval for a particular hydrofoil. Significant interactions between adjacent flow structures produced by the leading-edge protuberances have also been observed. These flow interactions are believed to be responsible for the dissimilar flow separation behaviour along physically similar peak- or trough-planes.

Keywords: Computational Fluid Dynamics, Flow separation control, Hydrofoils, Leading-edge protuberances.

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Authors: Yasmeen A. S. Essawy, Khaled Nassar

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With the rapid increase of complexity in the building industry, professionals in the A/E/C industry were forced to adopt Building Information Modeling (BIM) in order to enhance the communication between the different project stakeholders throughout the project life cycle and create a semantic object-oriented building model that can support geometric-topological analysis of building elements during design and construction. This paper presents a model that extracts topological relationships and geometrical properties of building elements from an existing fully designed BIM, and maps this information into a directed acyclic Elemental Graph Data Model (EGDM). The model incorporates BIM-based search algorithms for automatic deduction of geometrical data and topological relationships for each building element type. Using graph search algorithms, such as Depth First Search (DFS) and topological sortings, all possible construction sequences can be generated and compared against production and construction rules to generate an optimized construction sequence and its associated schedule. The model is implemented in a C# platform.

Keywords: Building information modeling, elemental graph data model, geometric and topological data models, and graph theory.

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Authors: Antonio Di Leva, Roberto Berchi, Gianpiero Pescarmona, Michele Sonnessa

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The aim of a biological model is to understand the integrated structure and behavior of complex biological systems as a function of the underlying molecular networks to achieve simulation and forecast of their operation. Although several approaches have been introduced to take into account structural and environment related features, relatively little attention has been given to represent the behavior of biological systems. The Abstract Biological Process (ABP) model illustrated in this paper is an object-oriented model based on UML (the standard object-oriented language). Its main objective is to bring into focus the functional aspects of the biological system under analysis.

Keywords: Biological processes, system dynamics, systemmodeling, UML.

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Authors: A. Jrade, N. Markiz, N. Albelwi

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Optimizing equipment selection in heavy earthwork operations is a critical key in the success of any construction project. The objective of this research incentive was geared towards developing a computer model to assist contractors and construction managers in estimating the cost of heavy earthwork operations. Economical operation analysis was conducted for an equipment fleet taking into consideration the owning and operating costs involved in earthwork operations. The model is being developed in a Microsoft environment and is capable of being integrated with other estimating and optimization models. In this study, Caterpillar® Performance Handbook [5] was the main resource used to obtain specifications of selected equipment. The implementation of the model shall give optimum selection of equipment fleet not only based on cost effectiveness but also in terms of versatility. To validate the model, a case study of an actual dam construction project was selected to quantify its degree of accuracy.

Keywords: Operation analysis, optimization model, equipment economics, equipment selection.

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Authors: Khawla Ben Abderrahim

Abstract:

In order to define a new model of Tunisian foot sizes and for building the most comfortable shoes, Tunisian industrialists must be able to offer for their customers products able to put on and adjust the majority of the target population concerned. Moreover, the use of models of shoes, mainly from others country, causes a mismatch between the foot and comfort of the Tunisian shoes. But every foot is unique; these models become uncomfortable for the Tunisian foot. We have a set of measures produced from a 3D scan of the feet of a diverse population (women, men ...) and we try to analyze this data to define a model of foot specific to the Tunisian footwear design. In this paper we propose tow new approaches to modeling a new foot sizes model. We used, indeed, the neural networks, and specially the Kohonen network. Next, we combine neural networks with the concept of half-foot size to improve the models already found. Finally, it was necessary to compare the results obtained by applying each approach and we decide what-s the best approach that give us the most model of foot improving more comfortable shoes.

Keywords: Morphology of the foot, foot size, half foot size, neural network, Kohonen network, model of foot size.

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Authors: R.M.V. Silva, D.N. Souza

Abstract:

This paper presents a model for the characterization and selection of beeswaxes for use as base substitute tissue for the manufacture of objects suitable for external radiotherapy using megavoltage photon beams. The model of characterization was divided into three distinct stages: 1) verification of aspects related to the origin of the beeswax, the bee species, the flora in the vicinity of the beehives and procedures to detect adulterations; 2) evaluation of physical and chemical properties; and 3) evaluation of beam attenuation capacity. The chemical composition of the beeswax evaluated in this study was similar to other simulators commonly used in radiotherapy. The behavior of the mass attenuation coefficient in the radiotherapy energy range was comparable to other simulators. The proposed model is efficient and enables convenient assessment of the use of any particular beeswax as a base substitute tissue for radiotherapy.

Keywords: Beeswaxes, characterization, model, radiotherapy

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Authors: M. Ndaw, G. Mendy, S. Ouya

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Risk management in banking sector is a key issue linked to financial system stability and its importance has been elevated by technological developments and emergence of new financial instruments. In this paper, we improve the model previously defined for quantifying internal control impact on banking risks by automatizing the residual criticality estimation step of FMECA. For this, we defined three equations and a maturity coefficient to obtain a mathematical model which is tested on all banking processes and type of risks. The new model allows an optimal assessment of residual criticality and improves the correlation rate that has become 98%.

Keywords: Risk, Control, Banking, FMECA.

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Authors: S. Swain, P. S. Khuntia

Abstract:

In this paper an optimal convex controller is designed to control the angle of attack of a FOXTROT aircraft. Then the order of the system model is reduced to a low-dimensional state space by using Balanced Truncation Model Reduction Technique and finally the robust stability of the reduced model of the system is tested graphically by using Kharitonov rectangle and Zero Exclusion Principle for a particular range of perturbation value. The same robust stability is tested theoretically by using Frequency Sweeping Function for robust stability.

Keywords: Convex Optimization, Kharitonov Stability Criterion, Model Reduction, Robust Stability.

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