Search results for: computational biology

Authors: Kyoungwoo Park, Chol-Ho Hong, Sedoo Oh, Seongjoon Moon

Abstract:

Diesel vehicle should be equipped with emission after-treatment devices as NOx reduction catalyst and particulate filtersin order to meet more stringer diesel emission standard. Urea-SCR is being developed as the most efficient method of reducing NOx emissions in the after-treatment devices of diesel engines, and recent studies have begun to mount the Urea-SCR device for diesel passenger cars and light duty vehicles. In the present study, the effects of the mixer on the efficiency of urea-SCR System (i.e., NH₃uni- formityindex (NH₃ UI) is investigated by predicting the transport phenomena in the urea-SCR system. The three dimensional Eulerian-Lagrangian CFD simulationfor internal flow and spray characteristics in front of SCR is carried out by using STAR-CCM+ 7.06 code. In addition, the paper proposes a method to minimize the wall-wetting around the urea injector in order to prevent injector blocks caused by solid urea loading.

Keywords: Computational fluid dynamics, Multi-phase flow, NH3 uniformity index, Urea-SCR system, Urea-water-solution.

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Authors: Marco Raciti Castelli, Stefano De Betta, Ernesto Benini

Abstract:

This paper presents a mean for reducing the torque variation during the revolution of a vertical-axis wind turbine (VAWT) by increasing the blade number. For this purpose, twodimensional CDF analysis have been performed on a straight-bladed Darreius-type rotor. After describing the computational model, a complete campaign of simulations based on full RANS unsteady calculations is proposed for a three, four and five-bladed rotor architecture characterized by a NACA 0025 airfoil. For each proposed rotor configuration, flow field characteristics are investigated at several values of tip speed ratio, allowing a quantification of the influence of blade number on flow geometric features and dynamic quantities, such as rotor torque and power. Finally, torque and power curves are compared for the analyzed architectures, achieving a quantification of the effect of blade number on overall rotor performance.

Keywords: CFD, VAWT, NACA 0021, blade number

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Authors: R. Srinivasa Rao

Abstract:

This paper presents a new method which applies an artificial bee colony algorithm (ABC) for capacitor placement in distribution systems with an objective of improving the voltage profile and reduction of power loss. The ABC algorithm is a new population based meta heuristic approach inspired by intelligent foraging behavior of honeybee swarm. The advantage of ABC algorithm is that it does not require external parameters such as cross over rate and mutation rate as in case of genetic algorithm and differential evolution and it is hard to determine these parameters in prior. The other advantage is that the global search ability in the algorithm is implemented by introducing neighborhood source production mechanism which is a similar to mutation process. To demonstrate the validity of the proposed algorithm, computer simulations are carried out on 69-bus system and compared the results with the other approach available in the literature. The proposed method has outperformed the other methods in terms of the quality of solution and computational efficiency.

Keywords: Distribution system, Capacitor Placement, Loss reduction, Artificial Bee Colony Algorithm.

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Authors: Y. Mohseniahouei, K. Abdella, M. Pollanen

Abstract:

In this paper, we explore the applicability of the Sinc- Collocation method to a three-dimensional (3D) oceanography model. The model describes a wind-driven current with depth-dependent eddy viscosity in the complex-velocity system. In general, the Sinc-based methods excel over other traditional numerical methods due to their exponentially decaying errors, rapid convergence and handling problems in the presence of singularities in end-points. Together with these advantages, the Sinc-Collocation approach that we utilize exploits first derivative interpolation, whose integration is much less sensitive to numerical errors. We bring up several model problems to prove the accuracy, stability, and computational efficiency of the method. The approximate solutions determined by the Sinc-Collocation technique are compared to exact solutions and those obtained by the Sinc-Galerkin approach in earlier studies. Our findings indicate that the Sinc-Collocation method outperforms other Sinc-based methods in past studies.

Keywords: Boundary Value Problems, Differential Equations, Sinc Numerical Methods, Wind-Driven Currents

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Authors: Z. Pavlík, J. Žumár, M. Pavlíková, R. Černý

Abstract:

Interaction of inorganic water-soluble salts and building stones is studied in the paper. Two types of sandstone and one type of spongillite as representatives of materials used in historical masonry are subjected to experimental testing. Within the performed experiments, measurement of moisture and chloride concentration profiles is done in order to get input data for computational inverse analysis. Using the inverse analysis, moisture diffusivity and chloride diffusion coefficient of investigated materials are accessed. Additionally, the effect of salt presence on water vapor storage is investigated using dynamic vapor sorption device. The obtained data represents valuable information for restoration of historical masonry and give evidence on the performance of studied stones in contact with water soluble salts.

Keywords: Moisture and chloride transport, sandstone, spongillite, moisture diffusivity, chloride diffusion coefficient.

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Authors: B. Vahdani, R. Tavakkoli-Moghaddam, A. Baboli, S. M. Mousavi

Abstract:

Focusing on the environmental issues, including the reduction of scrap and consumer residuals, along with the benefiting from the economic value during the life cycle of goods/products leads the companies to have an important competitive approach. The aim of this paper is to present a new mixed nonlinear facility locationallocation model in recycling collection networks by considering multi-echelon, multi-suppliers, multi-collection centers and multifacilities in the recycling network. To make an appropriate decision in reality, demands, returns, capacities, costs and distances, are regarded uncertain in our model. For this purpose, a fuzzy mathematical programming-based possibilistic approach is introduced as a solution methodology from the recent literature to solve the proposed mixed-nonlinear programming model (MNLP). The computational experiments are provided to illustrate the applicability of the designed model in a supply chain environment and to help the decision makers to facilitate their analysis.

Keywords: Location-allocation model, recycling collection networks, fuzzy mathematical programming.

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Authors: Tirthankar Ghosh, Dilip Roy, Nimai Kumar Chandra

Abstract:

Sometime it is difficult to determine the exact reliability for complex systems in analytical procedures. Approximate solution of this problem can be provided through discretization of random variables. In this paper we describe the usefulness of discretization of a random variable using the reversed hazard rate function of its continuous version. Discretization of the exponential distribution has been demonstrated. Applications of this approach have also been cited. Numerical calculations indicate that the proposed approach gives very good approximation of reliability of complex systems under stress-strength set-up. The performance of the proposed approach is better than the existing discrete concentration method of discretization. This approach is conceptually simple, handles analytic intractability and reduces computational time. The approach can be applied in manufacturing industries for producing high-reliable items.

Keywords: Discretization, Reversed Hazard Rate, Exponential distribution, reliability approximation, engineering item.

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Authors: Cristian P. Topa, Esteban A. Valencia, Victor H. Hidalgo, Marco A. Martinez

Abstract:

Wind tunnel experiments for aerodynamic profiles display numerous advantages, such as: clean steady laminar flow, controlled environmental conditions, streamlines visualization, and real data acquisition. However, the experiment instrumentation usually is expensive, and hence, each test implies a incremented in design cost. The aim of this work is to select and implement a low-cost static pressure data acquisition system for a NACA 2412 airfoil in an open cycle wind tunnel. This work compares wind tunnel experiment with Computational Fluid Dynamics (CFD) simulation and parametric analysis. The experiment was evaluated at Reynolds of 1.65 e⁵, with increasing angles from -5° to 15°. The comparison between the approaches show good enough accuracy, between the experiment and CFD, additional parametric analysis results differ widely from the other methods, which complies with the lack of accuracy of the lateral approach due its simplicity.

Keywords: Wind tunnel, low cost instrumentation, experimental testing, CFD simulation.

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Authors: S. Mulholland

Abstract:

Octree compression techniques have been used for several years for compressing large three dimensional data sets into homogeneous regions. This compression technique is ideally suited to datasets which have similar values in clusters. Oil engineers represent reservoirs as a three dimensional grid where hydrocarbons occur naturally in clusters. This research looks at the efficiency of storing these grids using octree compression techniques where grid cells are broken into active and inactive regions. Initial experiments yielded high compression ratios as only active leaf nodes and their ancestor, header nodes are stored as a bitstream to file on disk. Savings in computational time and memory were possible at decompression, as only active leaf nodes are sent to the graphics card eliminating the need of reconstructing the original matrix. This results in a more compact vertex table, which can be loaded into the graphics card quicker and generating shorter refresh delay times.

Keywords: 3D visualisation, compressed vertex tables, octree compression techniques, oil reservoir grids.

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Authors: A. Farshidianfar, P. Oliazadeh

Abstract:

In this paper the vibration behaviors of a structure equipped with a tuned liquid column damper (TLCD) under a harmonic type of earthquake loading are studied. However, due to inherent nonlinear liquid damping, it is no doubt that a great deal of computational effort is required to search the optimum parameters of the TLCD, numerically. Therefore by linearization the equation of motion of the single degree of freedom structure equipped with the TLCD, the closed form solutions of the TLCD-structure system are derived. To find the reliability of the analytical method, the results have been compared with other researcher and have good agreement. Further, the effects of optimal design parameters such as length ratio and mass ratio on the performance of the TLCD for controlling the responses of a structure are investigated by using the harmonic type of earthquake excitation. Finally, the Citicorp Center which has a very flexible structure is used as an example to illustrate the design procedure for the TLCD under the earthquake excitation.

Keywords: Closed form solution, Earthquake excitation, TLCD.

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Authors: Nandini N., Srikanta Murthy K., G. Hemantha Kumar

Abstract:

This paper includes two novel techniques for skew estimation of binary document images. These algorithms are based on connected component analysis and Hough transform. Both these methods focus on reducing the amount of input data provided to Hough transform. In the first method, referred as word centroid approach, the centroids of selected words are used for skew detection. In the second method, referred as dilate & thin approach, the selected characters are blocked and dilated to get word blocks and later thinning is applied. The final image fed to Hough transform has the thinned coordinates of word blocks in the image. The methods have been successful in reducing the computational complexity of Hough transform based skew estimation algorithms. Promising experimental results are also provided to prove the effectiveness of the proposed methods.

Keywords: Dilation, Document processing, Hough transform, Optical Character Recognition, Skew estimation, and Thinning.

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Authors: Hakim T. Kadhim, Faris A. Jabbar, Aldo Rona, Audrius Bagdanaviciu

Abstract:

Computer-based optimization techniques can be employed to improve the efficiency of energy conversions processes, including reducing the aerodynamic loss in a thermal power plant turbomachine. In this paper, towards mitigating secondary flow losses, a design optimization workflow is implemented for the casing geometry of a 1.5 stage axial flow turbine that improves the turbine isentropic efficiency. The improved turbine is used in an open thermodynamic gas cycle with regeneration and cogeneration. Performance estimates are obtained by the commercial software Cycle – Tempo. Design and off design conditions are considered as well as variations in inlet air temperature. Reductions in both the natural gas specific fuel consumption and in CO₂ emissions are predicted by using the gas turbine cycle fitted with the new casing design. These gains are attractive towards enhancing the competitiveness and reducing the environmental impact of thermal power plant.

Keywords: Axial flow turbine, computational fluid dynamics, gas turbine power plant, optimization.

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Authors: Muhammad Rana, Quazi Mamun, Rafiqul Islam

Abstract:

In the Internet of Things (IoT), many devices are connected and accumulate a sheer amount of data. These Internet-driven raw data need to be transferred securely to the end-users via dependable networks. Consequently, the challenges of IoT security in various IoT domains are paramount. Cryptography is being applied to secure the networks for authentication, confidentiality, data integrity and access control. However, due to the resource constraint properties of IoT devices, the conventional cipher may not be suitable in all IoT networks. This paper designs a robust and effective lightweight cipher to secure the IoT environment and meet the resource-constrained nature of IoT devices. We also propose a symmetric and block-cipher based lightweight cryptographic algorithm. The proposed algorithm increases the complexity of the block cipher, maintaining the lowest computational requirements possible. The proposed algorithm efficiently constructs the key register updating technique, reduces the number of encryption rounds, and adds a layer between the encryption and decryption processes.

Keywords: Internet of Things, IoT, cryptography block cipher, s-box, key management, IoT security.

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Authors: Samba Raju, Chiluveru, Manoj Tripathy

Abstract:

Intelligibility is an essential characteristic of a speech signal, which is used to help in the understanding of information in speech signal. Background noise in the environment can deteriorate the intelligibility of a recorded speech. In this paper, we presented a simple variance subtracted - variable level discrete wavelet transform, which improve the intelligibility of speech. The proposed algorithm does not require an explicit estimation of noise, i.e., prior knowledge of the noise; hence, it is easy to implement, and it reduces the computational burden. The proposed algorithm decides a separate decomposition level for each frame based on signal dominant and dominant noise criteria. The performance of the proposed algorithm is evaluated with speech intelligibility measure (STOI), and results obtained are compared with Universal Discrete Wavelet Transform (DWT) thresholding and Minimum Mean Square Error (MMSE) methods. The experimental results revealed that the proposed scheme outperformed competing methods

Keywords: Discrete Wavelet Transform, speech intelligibility, STOI, standard deviation.

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Authors: Mubarak Saif Mohsen, Zurinahni Zainol, Rosalina Abdul Salam, Wahidah Husain

Abstract:

One of the major problems in genomic field is to perform sequence comparison on DNA and protein sequences. Executing sequence comparison on the DNA and protein data is a computationally intensive task. Sequence comparison is the basic step for all algorithms in protein sequences similarity. Parallel computing is an attractive solution to provide the computational power needed to speedup the lengthy process of the sequence comparison. Our main research is to enhance the protein sequence algorithm using dynamic programming method. In our approach, we parallelize the dynamic programming algorithm using multithreaded program to perform the sequence comparison and also developed a distributed protein database among many PCs using Remote Method Interface (RMI). As a result, we showed how different sizes of protein sequences data and computation of scoring matrix of these protein sequence on different number of processors affected the processing time and speed, as oppose to sequential processing.

Keywords: Protein sequence algorithm, dynamic programming algorithm, multithread

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Authors: N. K. Sharma, J. Nayak, D. K. Sehgal, R. K. Pandey

Abstract:

Bone material is treated as heterogeneous and hierarchical in nature therefore appropriate size of bone specimen is required to analyze its tensile properties at a particular hierarchical level. Tensile properties of cortical bone are important to investigate the effect of drug treatment, disease and aging as well as for development of computational and analytical models. In the present study tensile properties of buffalo as well as goat femoral and tibiae cortical bone are analyzed using sub-size tensile specimens. Femoral cortical bone was found to be stronger in tension as compared to the tibiae cortical bone and the tensile properties obtained using sub-size specimens show close resemblance with the tensile properties of full-size cortical specimens. A two dimensional finite element (FE) modal was also applied to simulate the tensile behavior of sub-size specimens. Good agreement between experimental and FE model was obtained for sub-size tensile specimens of cortical bone.

Keywords: Cortical bone, sub-size specimen, full size specimen, finite element modeling.

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Authors: Chee Siong Teh, Chee Peng Lim

Abstract:

This paper proposes a novel architecture for developing decision support systems. Unlike conventional decision support systems, the proposed architecture endeavors to reveal the decision-making process such that humans' subjectivity can be incorporated into a computerized system and, at the same time, to preserve the capability of the computerized system in processing information objectively. A number of techniques used in developing the decision support system are elaborated to make the decisionmarking process transparent. These include procedures for high dimensional data visualization, pattern classification, prediction, and evolutionary computational search. An artificial data set is first employed to compare the proposed approach with other methods. A simulated handwritten data set and a real data set on liver disease diagnosis are then employed to evaluate the efficacy of the proposed approach. The results are analyzed and discussed. The potentials of the proposed architecture as a useful decision support system are demonstrated.

Keywords: Interactive evolutionary computation, multivariate data projection, pattern classification, topographic map.

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Authors: Syed Muhammad Aqil Burney, Tahseen Ahmed Jilani, C. Ardil

Abstract:

Using neural network we try to model the unknown function f for given input-output data pairs. The connection strength of each neuron is updated through learning. Repeated simulations of crisp neural network produce different values of weight factors that are directly affected by the change of different parameters. We propose the idea that for each neuron in the network, we can obtain quasi-fuzzy weight sets (QFWS) using repeated simulation of the crisp neural network. Such type of fuzzy weight functions may be applied where we have multivariate crisp input that needs to be adjusted after iterative learning, like claim amount distribution analysis. As real data is subjected to noise and uncertainty, therefore, QFWS may be helpful in the simplification of such complex problems. Secondly, these QFWS provide good initial solution for training of fuzzy neural networks with reduced computational complexity.

Keywords: Crisp neural networks, fuzzy systems, extraction of logical rules, quasi-fuzzy numbers.

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Authors: N.Boontian

Abstract:

A novel calibration approach that aims to reduce ASM2d parameter subsets and decrease the model complexity is presented. This approach does not require high computational demand and reduces the number of modeling parameters required to achieve the ASMs calibration by employing a sensitivity and iteration methodology. Parameter sensitivity is a crucial factor and the iteration methodology enables refinement of the simulation parameter values. When completing the iteration process, parameters values are determined in descending order of their sensitivities. The number of iterations required is equal to the number of model parameters of the parameter significance ranking. This approach was used for the ASM2d model to the evaluated EBPR phosphorus removal and it was successful. Results of the simulation provide calibration parameters. These included YPAO, YPO4, YPHA, qPHA, qPP, μPAO, bPAO, bPP, bPHA, KPS, YA, μAUT, bAUT, KO2 AUT, and KNH4 AUT. Those parameters were corresponding to the experimental data available.

Keywords: ASM2d, calibration approach, iteration methodology, sensitivity, phosphorus removal

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Authors: Samee Ullah Khan, Ishfaq Ahmad

Abstract:

This paper proposes a novel game theoretical technique to address the problem of data object replication in largescale distributed computing systems. The proposed technique draws inspiration from computational economic theory and employs the extended Vickrey auction. Specifically, players in a non-cooperative environment compete for server-side scarce memory space to replicate data objects so as to minimize the total network object transfer cost, while maintaining object concurrency. Optimization of such a cost in turn leads to load balancing, fault-tolerance and reduced user access time. The method is experimentally evaluated against four well-known techniques from the literature: branch and bound, greedy, bin-packing and genetic algorithms. The experimental results reveal that the proposed approach outperforms the four techniques in both the execution time and solution quality.

Keywords: Auctions, data replication, pricing, static allocation.

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Authors: Li Chen, ZhouLong Li, Qing-zhen Bi, LiMin Zhu

Abstract:

A new tool path planning method for 5-axis flank milling of a globoidal indexing cam is developed in this paper. The globoidal indexing cam is a practical transmission mechanism due to its high transmission speed, accuracy and dynamic performance. Machining the cam profile is a complex and precise task. The profile surface of the globoidal cam is generated by the conjugate contact motion of the roller. The generated complex profile surface is usually machined by 5-axis point-milling method. The point-milling method is time-consuming compared with flank milling. The tool path for 5-axis flank milling of globoidal cam is developed to improve the cutting efficiency. The flank milling tool path is globally optimized according to the minimum zone criterion, and high accuracy is guaranteed. The computational example and cutting simulation finally validate the developed method.

Keywords: Globoidal cam, flank milling, LSQR, MINIMAX.

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Authors: R. Mohan, V. Jadhav, A. Ahmed, J. Rivas, A. Kelkar

Abstract:

Cementitious materials are an excellent example of a composite material with complex hierarchical features and random features that range from nanometer (nm) to millimeter (mm) scale. Multi-scale modeling of complex material systems requires starting from fundamental building blocks to capture the scale relevant features through associated computational models. In this paper, molecular dynamics (MD) modeling is employed to predict the effect of plasticizer additive on the mechanical properties of key hydrated cement constituent calcium-silicate-hydrate (CSH) at the molecular, nanometer scale level. Due to complexity, still unknown molecular configuration of CSH, a representative configuration widely accepted in the field of mineral Jennite is employed. The effectiveness of the Molecular Dynamics modeling to understand the predictive influence of material chemistry changes based on molecular / nanoscale models is demonstrated.

Keywords: Cement composite, Mechanical Properties, Molecular Dynamics, Plasticizer additives.

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Authors: J.Yojina, W. Ngamsaad, N. Nuttavut, D.Triampo, Y. Lenbury, W. Triampo, P. Kanthang, S.Sriyab

Abstract:

The dynamics of Min proteins plays a center role in accurate cell division. Although the nucleoids may presumably play an important role in prokaryotic cell division, there is a lack of models to account for its participation. In this work, we apply the lattice Boltzmann method to investigate protein oscillation based on a mesoscopic model that takes into account the nucleoid-s role. We found that our numerical results are in reasonably good agreement with the previous experimental results On comparing with the other computational models without the presence of nucleoids, the highlight of our finding is that the local densities of MinD and MinE on the cytoplasmic membrane increases, especially along the cell width, when the size of the obstacle increases, leading to a more distinct cap-like structure at the poles. This feature indicated the realistic pattern and reflected the combination of Min protein dynamics and nucleoid-s role.

Keywords: lattice Boltzmann method, cell division, Minproteins oscillation, nucleoid

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Authors: Sedighe Arabameri, Nasser Salmasi

Abstract:

In this researcha particle swarm optimization (PSO) algorithm is proposedfor no-wait flowshopsequence dependent setuptime scheduling problem with weighted earliness-tardiness penalties as the criterion (
|, |Σ   " ).The smallestposition value (SPV) rule is applied to convert the continuous value of position vector of particles in PSO to job permutations.A timing algorithm is generated to find the optimal schedule and calculate the objective function value of a given sequence in PSO algorithm. Twodifferent neighborhood structures are applied to improve the solution quality of PSO algorithm.The first one is based on variable neighborhood search (VNS) and the second one is a simple one with invariable structure. In order to compare the performance of two neighborhood structures, random test problems are generated and solved by both neighborhood approaches.Computational results show that the VNS algorithmhas better performance than the other one especially for the large sized problems.

Keywords: minimization of summation of weighed earliness and tardiness, no-wait flowshop scheduling, particle swarm optimization, sequence dependent setup times

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Authors: Chunshien Li, Jhao-Wun Hu, Tai-Wei Chiang, Tsunghan Wu

Abstract:

Time series forecasting is an important and widely popular topic in the research of system modeling. This paper describes how to use the hybrid PSO-RLSE neuro-fuzzy learning approach to the problem of time series forecasting. The PSO algorithm is used to update the premise parameters of the proposed prediction system, and the RLSE is used to update the consequence parameters. Thanks to the hybrid learning (HL) approach for the neuro-fuzzy system, the prediction performance is excellent and the speed of learning convergence is much faster than other compared approaches. In the experiments, we use the well-known Mackey-Glass chaos time series. According to the experimental results, the prediction performance and accuracy in time series forecasting by the proposed approach is much better than other compared approaches, as shown in Table IV. Excellent prediction performance by the proposed approach has been observed.

Keywords: forecasting, hybrid learning (HL), Neuro-FuzzySystem (NFS), particle swarm optimization (PSO), recursiveleast-squares estimator (RLSE), time series

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Authors: Simon Lessard, Pascal Bigras, Caroline Lau, Daniel Roy, Gilles Soulez, Jacques A. de Guise

Abstract:

The segmentation of endovascular tools in fluoroscopy images can be accurately performed automatically or by minimum user intervention, using known modern techniques. It has been proven in literature, but no clinical implementation exists so far because the computational time requirements of such technology have not yet been met. A classical segmentation scheme is composed of edge enhancement filtering, line detection, and segmentation. A new method is presented that consists of a vector that propagates in the image to track an edge as it advances. The filtering is performed progressively in the projected path of the vector, whose orientation allows for oriented edge detection, and a minimal image area is globally filtered. Such an algorithm is rapidly computed and can be implemented in real-time applications. It was tested on medical fluoroscopy images from an endovascular cerebral intervention. Ex- periments showed that the 2D tracking was limited to guidewires without intersection crosspoints, while the 3D implementation was able to cope with such planar difficulties.

Keywords: Edge detection, Line Enhancement, Segmentation, Fluoroscopy.

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Authors: K. Singh, T. P. Sharma

Abstract:

In wireless sensor network (WSN) the use of mobile sink has been attracting more attention in recent times. Mobile sinks are more effective means of balancing load, reducing hotspot problem and elongating network lifetime. The sensor nodes in WSN have limited power supply, computational capability and storage and therefore for continuous data delivery reliability becomes high priority in these networks. In this paper, we propose a Reliable Energy-efficient Data Dissemination (REDD) scheme for WSNs with multiple mobile sinks. In this strategy, sink first determines the location of source and then directly communicates with the source using geographical forwarding. Every forwarding node (FN) creates a local zone comprising some sensor nodes that can act as representative of FN when it fails. Analytical and simulation study reveals significant improvement in energy conservation and reliable data delivery in comparison to existing schemes.

Keywords: Energy Efficient, REED, Sink Mobility, WSN.

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Authors: Jin Xu, Albert Y.S. Lam, Victor O.K. Li

Abstract:

Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution-s or an individual-s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portfolio optimization becomes a mixed-integer quadratic programming problem and it is difficult to be solved by exact optimization algorithms. Chemical Reaction Optimization (CRO), which mimics the molecular interactions in a chemical reaction process, is a population-based metaheuristic method. Two different types of CRO, named canonical CRO and Super Molecule-based CRO (S-CRO), are proposed to solve the stock portfolio selection problem. We test both canonical CRO and S-CRO on a benchmark and compare their performance under two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe ratio. Computational experiments suggest that S-CRO is promising in handling the stock portfolio optimization problem.

Keywords: Stock portfolio selection, Markowitz model, Chemical Reaction Optimization, Sharpe ratio

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Authors: Kausik Halder, Nabendu Chaki, Ranjan Dasgupta

Abstract:

We present a modeling framework that supports the engineering of early requirements specifications for design of learner centric dynamic Learning Management System. The framework is based on i* modeling tool and Means End Analysis, that adopts primitive concepts for modeling early requirements (such as actor, goal, and strategic dependency). We show how pedagogical and computational requirements for designing a learner centric Learning Management system can be adapted for the automatic early requirement engineering specifications. Finally, we presented a model on a Learner Quanta based adaptive Courseware. Our early requirement analysis shows that how means end analysis reveals gaps and inconsistencies in early requirements specifications that are by no means trivial to discover without the help of formal analysis tool.

Keywords: Adaptive Courseware, Early Requirement Engineering, Means End Analysis, Organizational Modeling, Requirement Modeling.

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Authors: J. Dumrongsak, A. M. Savill

Abstract:

Non-premixed turbulent combustion Computational Fluid Dynamics (CFD) has been carried out in a simplified methanefuelled coaxial jet combustor employing Large Eddy Simulation (LES). The objective of this study is to evaluate the performance of LES in modelling non-premixed combustion using a commercial software, FLUENT, and investigate the effects of the grid density and chemistry models employed on the accuracy of the simulation results. A comparison has also been made between LES and Reynolds Averaged Navier-Stokes (RANS) predictions. For LES grid sensitivity test, 2.3 and 6.2 million cell grids are employed with the equilibrium model. The chemistry model sensitivity analysis is achieved by comparing the simulation results from the equilibrium chemistry and steady flamelet models. The predictions of the mixture fraction, axial velocity, species mass fraction and temperature by LES are in good agreement with the experimental data. The LES results are similar for the two chemistry models but influenced considerably by the grid resolution in the inner flame and near-wall regions.

Keywords: Coaxial jet, reacting LES, non-premixed combustion, turbulent flow.

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