Search results for: mixture exponential (hyperexponential) distribution
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2524

Search results for: mixture exponential (hyperexponential) distribution

1774 Research on Weakly Hard Real-Time Constraints and Their Boolean Combination to Support Adaptive QoS

Authors: Xiangbin Zhu

Abstract:

Advances in computing applications in recent years have prompted the demand for more flexible scheduling models for QoS demand. Moreover, in practical applications, partly violated temporal constraints can be tolerated if the violation meets certain distribution. So we need extend the traditional Liu and Lanland model to adapt to these circumstances. There are two extensions, which are the (m, k)-firm model and Window-Constrained model. This paper researches on weakly hard real-time constraints and their combination to support QoS. The fact that a practical application can tolerate some violations of temporal constraint under certain distribution is employed to support adaptive QoS on the open real-time system. The experiment results show these approaches are effective compared to traditional scheduling algorithms.

Keywords: Weakly Hard Real-Time, Real-Time, Scheduling, Quality of Service.

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1773 Flow Characteristics of Pulp Liquid in Straight Ducts

Authors: M. Sumida

Abstract:

An experimental investigation was performed on pulp liquid flow in straight ducts with a square cross section. Fully developed steady flow was visualized and the fiber concentration was obtained using a light-section method developed by the author et al. The obtained results reveal quantitatively, in a definite form, the distribution of the fiber concentration. From the results and measurements of pressure loss, it is found that the flow characteristics of pulp liquid in ducts can be classified into five patterns. The relationships among the distributions of mean and fluctuation of fiber concentration, the pressure loss and the flow velocity are discussed, and then the features for each pattern are extracted. The degree of nonuniformity of the fiber concentration, which is indicated by the standard deviation of its distribution, is decreased from 0.3 to 0.05 with an increase in the velocity of the tested pulp liquid from 0.4 to 0.8%.

Keywords: Fiber Concentration, Flow Characteristic, Pulp Liquid, Straight Duct.

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1772 Neutral to Earth Voltage Analysis in Harmonic Polluted Distribution Networks with Multi- Grounded Neutrals

Authors: G. Ahmadi, S.M. Shahrtash

Abstract:

A multiphase harmonic load flow algorithm is developed based on backward/forward sweep to examine the effects of various factors on the neutral to earth voltage (NEV), including unsymmetrical system configuration, load unbalance and harmonic injection. The proposed algorithm composes fundamental frequency and harmonic frequencies power flows. The algorithm and the associated models are tested on IEEE 13 bus system. The magnitude of NEV is investigated under various conditions of the number of grounding rods per feeder lengths, the grounding rods resistance and the grounding resistance of the in feeding source. Additionally, the harmonic injection of nonlinear loads has been considered and its influences on NEV under different conditions are shown.

Keywords: NEV, Distribution System, Multi-grounded, Backward/Forward Sweep, Harmonic Analysis

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1771 The Effects of Asymmetric Bracing on Steel Structures under Seismic Loads

Authors: Mahmoud Miri, Soleiman Maramaee

Abstract:

Because of architectural condition and structure application, sometimes mass source and stiffness source are not coincidence, and the structure is irregular. The structure is also might be asymmetric as an asymmetric bracing in plan which leads to unbalance distribution of stiffness or because of unbalance distribution of the mass. Both condition lead to eccentricity and torsion in the structure. The deficiency of ordinary code to evaluate the performance of steel structures against earthquake has been caused designing based on performance level or capacity spectrum be used. By using the mentioned methods it is possible to design a structure that its behavior against different earthquakes be predictive. In this article 5- story buildings with different percentage of asymmetric which is because of stiffness changes have been designed. The static and dynamic nonlinear analysis under three acceleration recording has been done. Finally performance level of the structure has been evaluated.

Keywords: Seismic analysis, torsion, asymmetric, irregular building, stiffness source.

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1770 Reformulations of Big Bang-Big Crunch Algorithm for Discrete Structural Design Optimization

Authors: O. Hasançebi, S. Kazemzadeh Azad

Abstract:

In the present study the efficiency of Big Bang-Big Crunch (BB-BC) algorithm is investigated in discrete structural design optimization. It is shown that a standard version of the BB-BC algorithm is sometimes unable to produce reasonable solutions to problems from discrete structural design optimization. Two reformulations of the algorithm, which are referred to as modified BB-BC (MBB-BC) and exponential BB-BC (EBB-BC), are introduced to enhance the capability of the standard algorithm in locating good solutions for steel truss and frame type structures, respectively. The performances of the proposed algorithms are experimented and compared to its standard version as well as some other algorithms over several practical design examples. In these examples, steel structures are sized for minimum weight subject to stress, stability and displacement limitations according to the provisions of AISC-ASD.

Keywords: Structural optimization, discrete optimization, metaheuristics, big bang-big crunch (BB-BC) algorithm, design optimization of steel trusses and frames.

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1769 Explicit Solutions and Stability of Linear Differential Equations with multiple Delays

Authors: Felix Che Shu

Abstract:

We give an explicit formula for the general solution of a one dimensional linear delay differential equation with multiple delays, which are integer multiples of the smallest delay. For an equation of this class with two delays, we derive two equations with single delays, whose stability is sufficient for the stability of the equation with two delays. This presents a new approach to the study of the stability of such systems. This approach avoids requirement of the knowledge of the location of the characteristic roots of the equation with multiple delays which are generally more difficult to determine, compared to the location of the characteristic roots of equations with a single delay.

Keywords: Delay Differential Equation, Explicit Solution, Exponential Stability, Lyapunov Exponents, Multiple Delays.

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1768 Weight Comparison of Oil and Dry Type Distribution Transformers

Authors: Murat Toren, Mehmet Çelebi

Abstract:

Reducing the weight of transformers while providing good performance, cost reduction and increased efficiency is important. Weight is one of the most significant factors in all electrical machines, and as such, many transformer design parameters are related to weight calculations. This study presents a comparison of the weight of oil type transformers and dry type transformer weight. Oil type transformers are mainly used in industry; however, dry type transformers are becoming more widespread in recent years. MATLAB is typically used for designing transformers and design parameters (rated voltages, core loss, etc.) along with design in ANSYS Maxwell. Similar to other studies, this study presented that the dry type transformer option is limited. Moreover, the commonly-used 50 kVA distribution transformers in the industry are oil type and dry type transformers are designed and considered in terms of weight. Currently, the preference for low-cost oil-type transformers would change if costs for dry-type transformer were more competitive. The aim of this study was to compare the weight of transformers, which is a substantial cost factor, and to provide an evaluation about increasing the use of dry type transformers.

Keywords: Weight, oil-type transformers, dry-type transformers.

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1767 Dynamic Economic Dispatch Constrained by Wind Power Weibull Distribution: A Here-and-Now Strategy

Authors: Mostafa A. Elshahed, Magdy M. Elmarsfawy, Hussain M. Zain Eldain

Abstract:

In this paper, a Dynamic Economic Dispatch (DED) model is developed for the system consisting of both thermal generators and wind turbines. The inclusion of a significant amount of wind energy into power systems has resulted in additional constraints on DED to accommodate the intermittent nature of the output. The probability of stochastic wind power based on the Weibull probability density function is included in the model as a constraint; A Here-and-Now Approach. The Environmental Protection Agency-s hourly emission target, which gives the maximum emission during the day, is used as a constraint to reduce the atmospheric pollution. A 69-bus test system with non-smooth cost function is used to illustrate the effectiveness of the proposed model compared with static economic dispatch model with including the wind power.

Keywords: Dynamic Economic Dispatch, StochasticOptimization, Weibull Distribution, Wind Power

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1766 Design of the Large Dimension Cold Shield Cooled by G-M Cryocooler

Authors: Gong Jie, Yu Qianxu, Liu Min, Shan Weiwei

Abstract:

The design of methods of the 20 K large dimension cold shield used for infrared radiation demarcating in space environment simulation test were introduced in this paper. The cold shield were cooled by five G-M cryocoolers , and the dimension of the cold shield is the largest in our country.Cold shield installation and distribution and compensator for contraction on cooling were introduced detailedly. The temperature distribution and cool-down time of cold shield surface were also calculated and analysed in this paper. The design of cold shield resolves the difficulty of compensator for contraction on cooling successfully. Test results show that the actual technical performance indicators of cold shield met and exceeded the design requirements.

Keywords: cold shield, G-M cryocooler,infrared radiometer demarcating, satellite, space environment simulation equipments

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1765 Stress Distribution in Axisymmetric Indentation of an Elastic Layer-Substrate Body

Authors: Kotaro Miura, Makoto Sakamoto, Yuji Tanabe

Abstract:

We focus on internal stress and displacement of an elastic axisymmetric contact problem for indentation of a layer-substrate body. An elastic layer is assumed to be perfectly bonded to an elastic semi-infinite substrate. The elastic layer is smoothly indented with a flat-ended cylindrical indenter. The analytical and exact solutions were obtained by solving an infinite system of simultaneous equations using the method to express a normal contact stress at the upper surface of the elastic layer as an appropriate series. This paper presented the numerical results of internal stress and displacement distributions for hard-coating system with constant values of Poisson’s ratio and the thickness of elastic layer.

Keywords: Indentation, contact problem, stress distribution, coating materials, layer-substrate body.

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1764 Distributed Automation System Based Remote Monitoring of Power Quality Disturbance on LV Network

Authors: Emmanuel D. Buedi, K. O. Boateng, Griffith S. Klogo

Abstract:

Electrical distribution networks are prone to power quality disturbances originating from the complexity of the distribution network, mode of distribution (overhead or underground) and types of loads used by customers. Data on the types of disturbances present and frequency of occurrence is needed for economic evaluation and hence finding solution to the problem. Utility companies have resorted to using secondary power quality devices such as smart meters to help gather the required data. Even though this approach is easier to adopt, data gathered from these devices may not serve the required purpose, since the installation of these devices in the electrical network usually does not conform to available PQM placement methods. This paper presents a design of a PQM that is capable of integrating into an existing DAS infrastructure to take advantage of available placement methodologies. The monitoring component of the design is implemented and installed to monitor an existing LV network. Data from the monitor is analyzed and presented. A portion of the LV network of the Electricity Company of Ghana is modeled in MATLAB-Simulink and analyzed under various earth fault conditions. The results presented show the ability of the PQM to detect and analyze PQ disturbance such as voltage sag and overvoltage. By adopting a placement methodology and installing these nodes, utilities are assured of accurate and reliable information with respect to the quality of power delivered to consumers.

Keywords: Power quality, remote monitoring, distributed automation system, economic evaluation, LV network.

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1763 Electroencephalography Based Brain-Computer Interface for Cerebellum Impaired Patients

Authors: Young-Seok Choi

Abstract:

In healthy humans, the cortical brain rhythm shows specific mu (~6-14 Hz) and beta (~18-24 Hz) band patterns in the cases of both real and imaginary motor movements. As cerebellar ataxia is associated with impairment of precise motor movement control as well as motor imagery, ataxia is an ideal model system in which to study the role of the cerebellocortical circuit in rhythm control. We hypothesize that the EEG characteristics of ataxic patients differ from those of controls during the performance of a Brain-Computer Interface (BCI) task. Ataxia and control subjects showed a similar distribution of mu power during cued relaxation. During cued motor imagery, however, the ataxia group showed significant spatial distribution of the response, while the control group showed the expected decrease in mu-band power (localized to the motor cortex).

Keywords: Brain-computer interface, EEG, modulation, ataxia.

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1762 A New Time-Frequency Speech Analysis Approach Based On Adaptive Fourier Decomposition

Authors: Liming Zhang

Abstract:

In this paper, a new adaptive Fourier decomposition (AFD) based time-frequency speech analysis approach is proposed. Given the fact that the fundamental frequency of speech signals often undergo fluctuation, the classical short-time Fourier transform (STFT) based spectrogram analysis suffers from the difficulty of window size selection. AFD is a newly developed signal decomposition theory. It is designed to deal with time-varying non-stationary signals. Its outstanding characteristic is to provide instantaneous frequency for each decomposed component, so the time-frequency analysis becomes easier. Experiments are conducted based on the sample sentence in TIMIT Acoustic-Phonetic Continuous Speech Corpus. The results show that the AFD based time-frequency distribution outperforms the STFT based one.

Keywords: Adaptive fourier decomposition, instantaneous frequency, speech analysis, time-frequency distribution.

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1761 Reliable Capacitated Facility Location Problem Considering Maximal Covering

Authors: Mehdi Seifbarghy, Sajjad Jalali, Seyed Habib A. Rahmati

Abstract:

This paper provides a framework in order to incorporate reliability issue as a sign of disruption in distribution systems and partial covering theory as a response to limitation in coverage radios and economical preferences, simultaneously into the traditional literatures of capacitated facility location problems. As a result we develop a bi-objective model based on the discrete scenarios for expected cost minimization and demands coverage maximization through a three echelon supply chain network by facilitating multi-capacity levels for provider side layers and imposing gradual coverage function for distribution centers (DCs). Additionally, in spite of objectives aggregation for solving the model through LINGO software, a branch of LP-Metric method called Min- Max approach is proposed and different aspects of corresponds model will be explored.

Keywords: Reliability Cost, Partial Covering, LP-Metric

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1760 Asymmetric and Kind of Bracing Effects on Steel Frames Under Earthquake Loads

Authors: Mahmoud Miri, Soliman Maramaee

Abstract:

Because of architectural condition and structure application, sometimes mass source and stiffness source are not coincidence, and the structure is irregular. The structure is also might be asymmetric as an asymmetric bracing in plan which leads to unbalance distribution of stiffness or because of unbalance distribution of the mass. Both condition lead to eccentricity and torsion in the structure. The deficiency of ordinary code to evaluate the performance of steel structures against earthquake has been caused designing based on performance level or capacity spectrum be used. By using the mentioned methods it is possible to design a structure that its behavior against different earthquakes be predictive. In this article 5- story buildings with different percentage of asymmetric which is because of stiffness changes and kind of bracing (x and chevron bracing) have been designed. The static and dynamic nonlinear analysis under three acceleration recording has been done. Finally performance level of the structure has been evaluated.

Keywords: Asymmetric, irregular, seismic analysis, torsion.

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1759 The Effects of Wind Forcing on Surface Currents on the Continental Shelf Surrounding Rottnest Island

Authors: Jennifer Penton, Charitha Pattiaratchi

Abstract:

Surface currents play a major role in the distribution of contaminants, the connectivity of marine populations, and can influence the vertical and horizontal distribution of nutrients within the water column. This paper aims to determine the effects of sea breeze-wind patterns on the climatology of the surface currents on the continental shelf surrounding Rottnest Island, WA Australia. The alternating wind patterns allow for full cyclic rotations of wind direction, permitting the interpretation of the effect of the wind on the surface currents. It was found that the surface currents only clearly follow the northbound Capes Current in times when the Fremantle Doctor sets in. Surface currents react within an hour to a change of direction of the wind, allowing southerly currents to dominate during strong northerly sea breezes, often followed by mixed currents dominated by eddies in the inter-lying times.

Keywords: HF radar, surface currents, sea breeze.

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1758 Experimental Study of the Extraction of Copper(II) from Sulphuric Acid by Means of Sodium Diethyldithiocarbamate (SDDT)

Authors: S.Touati, A.H. Meniai

Abstract:

The present work presents the extraction of copper(II) from sulphuric acid solutions with Sodium diethyldithiocarbamate (SDDT), and six different organic diluents: Dichloromethane, Chloroform, Carbon tetrachloride, Toluene, xylene and Cyclohexane, were tested. The pair SDDT/Chloroform showed to be the most selective in removing the copper cations, and hence was considered throughout the experimental study. The effects of operating parameters such as the initial concentration of the extracting agent, the agitation time, the agitation speed and the acid concentration were considered. For an initial concentration of Cu (II) of 63 ppm in a 0.5 M sulphuric acid solution, both with a mass of the extracting agent of 20 mg, an extraction percentage of about 97.8 % and a distribution coefficient of 44.42 were obtained, respectively, confirming the performance of the SDDT-Chloroform pair.

Keywords: Copper (II), Distribution coefficient, Extraction, SDDT, Sulphuric acid.

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1757 Role of Oxide Scale Thickness Measurements in Boiler Conditions Assessment

Authors: M. Alardhi, A. Almazrouee, S. Alsaleh

Abstract:

Oxide scale thickness measurements are used in assessing the life of different components operating at high temperature environment. Such measurements provide an approximation for the temperature inside components such as reheater and superheater tubes. A number of failures were encountered in one of the boilers in one of Kuwaiti power plants. These failure were mainly in the first row of the primary super heater tubes, therefore, the specialized engineer decide to replace them during the annual shutdown. As a tool for failure analysis, oxide scale thickness measurement were used to investigate the temperature distribution in these tubes. In this paper, the oxide scale thickness of these tubes were measured and used for analysis. The measurements provide an illustration of the distribution of heat transfer of the primary superheater tubes in the boiler system. Remarks and analysis about the design of the boiler are also provided.

Keywords: Super heater tubes, oxide scale measurements, overheating.

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1756 Split-Pipe Design of Water Distribution Networks Using a Combination of Tabu Search and Genetic Algorithm

Authors: J. Tospornsampan, I. Kita, M. Ishii, Y. Kitamura

Abstract:

In this paper a combination approach of two heuristic-based algorithms: genetic algorithm and tabu search is proposed. It has been developed to obtain the least cost based on the split-pipe design of looped water distribution network. The proposed combination algorithm has been applied to solve the three well-known water distribution networks taken from the literature. The development of the combination of these two heuristic-based algorithms for optimization is aimed at enhancing their strengths and compensating their weaknesses. Tabu search is rather systematic and deterministic that uses adaptive memory in search process, while genetic algorithm is probabilistic and stochastic optimization technique in which the solution space is explored by generating candidate solutions. Split-pipe design may not be realistic in practice but in optimization purpose, optimal solutions are always achieved with split-pipe design. The solutions obtained in this study have proved that the least cost solutions obtained from the split-pipe design are always better than those obtained from the single pipe design. The results obtained from the combination approach show its ability and effectiveness to solve combinatorial optimization problems. The solutions obtained are very satisfactory and high quality in which the solutions of two networks are found to be the lowest-cost solutions yet presented in the literature. The concept of combination approach proposed in this study is expected to contribute some useful benefits in diverse problems.

Keywords: GAs, Heuristics, Looped network, Least-cost design, Pipe network, Optimization, TS

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1755 Toward Indoor and Outdoor Surveillance Using an Improved Fast Background Subtraction Algorithm

Authors: A. El Harraj, N. Raissouni

Abstract:

The detection of moving objects from a video image sequences is very important for object tracking, activity recognition, and behavior understanding in video surveillance. The most used approach for moving objects detection / tracking is background subtraction algorithms. Many approaches have been suggested for background subtraction. But, these are illumination change sensitive and the solutions proposed to bypass this problem are time consuming. In this paper, we propose a robust yet computationally efficient background subtraction approach and, mainly, focus on the ability to detect moving objects on dynamic scenes, for possible applications in complex and restricted access areas monitoring, where moving and motionless persons must be reliably detected. It consists of three main phases, establishing illumination changes invariance, background/foreground modeling and morphological analysis for noise removing. We handle illumination changes using Contrast Limited Histogram Equalization (CLAHE), which limits the intensity of each pixel to user determined maximum. Thus, it mitigates the degradation due to scene illumination changes and improves the visibility of the video signal. Initially, the background and foreground images are extracted from the video sequence. Then, the background and foreground images are separately enhanced by applying CLAHE. In order to form multi-modal backgrounds we model each channel of a pixel as a mixture of K Gaussians (K=5) using Gaussian Mixture Model (GMM). Finally, we post process the resulting binary foreground mask using morphological erosion and dilation transformations to remove possible noise. For experimental test, we used a standard dataset to challenge the efficiency and accuracy of the proposed method on a diverse set of dynamic scenes.

Keywords: Video surveillance, background subtraction, Contrast Limited Histogram Equalization, illumination invariance, object tracking, object detection, behavior understanding, dynamic scenes.

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1754 Optimal Design for SARMA(P,Q)L Process of EWMA Control Chart

Authors: Y. Areepong

Abstract:

The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are serially-correlated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, so-called (ARL0). Otherwise it should be small when the process is out-of-control, so-called Average of Delay Time (ARL1) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL0) and (ARL1) be able to get a set of optimal parameters which depend on smoothing parameter (λ) and width of control limit (H) for designing EWMA chart with minimum of (ARL1).

Keywords: Average Run Length1, Optimal parameters, Exponentially Weighted Moving Average (EWMA) control chart.

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1753 Numerical Solution of the Equations of Salt Diffusion into the Potato Tissues

Authors: Behrouz Mosayebi Dehkordi, Frazaneh Hashemi, Ramin Mostafazadeh

Abstract:

Fick's second law equations for unsteady state diffusion of salt into the potato tissues were solved numerically. The set of equations resulted from implicit modeling were solved using Thomas method to find the salt concentration profiles in solid phase. The needed effective diffusivity and equilibrium distribution coefficient were determined experimentally. Cylindrical samples of potato were infused with aqueous NaCl solutions of 1-3% concentrations, and variations in salt concentrations of brine were determined over time. Solute concentrations profiles of samples were determined by measuring salt uptake of potato slices. For the studied conditions, equilibrium distribution coefficients were found to be dependent on salt concentrations, whereas the effective diffusivity was slightly affected by brine concentration.

Keywords: Brine, Diffusion, Diffusivity, Modeling, Potato

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1752 The Modified Eigenface Method using Two Thresholds

Authors: Yan Ma, ShunBao Li

Abstract:

A new approach is adopted in this paper based on Turk and Pentland-s eigenface method. It was found that the probability density function of the distance between the projection vector of the input face image and the average projection vector of the subject in the face database, follows Rayleigh distribution. In order to decrease the false acceptance rate and increase the recognition rate, the input face image has been recognized using two thresholds including the acceptance threshold and the rejection threshold. We also find out that the value of two thresholds will be close to each other as number of trials increases. During the training, in order to reduce the number of trials, the projection vectors for each subject has been averaged. The recognition experiments using the proposed algorithm show that the recognition rate achieves to 92.875% whilst the average number of judgment is only 2.56 times.

Keywords: Eigenface, Face Recognition, Threshold, Rayleigh Distribution, Feature Extraction

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1751 Effect of Tonilisat and Roemin W2 Supplementations on the Performance of Lambs

Authors: A. M. Ismaiel, Ali Hafez El-Far, Abou-Ganema I. I

Abstract:

A thirty Rahmani weaned male lambs of average body weight (27.28±1.40 kg) were randomly allotted to three similar groups, ten lambs in each, to study the benefit of commercial feed additives Tonilisat (Saccharomyces cerevisiae) and Roemin W2 (Lactobacillus acidophilus, Lactobacillus thermophilus, Bifidobacterium and Lactose) as growth promoters on lambs performance, digestibility, rumen activity and some blood constituents. The experiment lasted about 107 days. Three experimental groups were allotted as control group: received the basal ration, T1 group: received the basal ration supplemented with Tonilisat as (0.5kg/ ton concentrate feed mixture) and T2 group: received the basal ration supplemented with Roemin W2 (1kg/ ton concentrate feed mixture). Our study revealed that addition of Tonilisat significantly increased digestion coefficient of crude protein than that of the control group, Furthermore, the supplementation of Tonilisat or Roemin W2 increased (p<0.05) crude fiber digestibility than control group. Total digestible nutrients and crude digestible protein were not significantly changed between treatments. Retained nitrogen was higher in treated lamb groups than untreated but the different was non significant. Rumen activity of different rations showed that volatile fatty acids concentrations for Tonilisat and Roemin W2 groups were higher than control group, but the differences were not significant. There are no significant changes between groups in tested blood parameters but in T1 group ALT and AST were decreased. Conclusion: Supplementation of the lamb's rations with probiotics had a non significant effect (p<0.05) on blood constituents. While, growth performance and economic efficiency revealed that Tonilisat supplemented lambs had the best average daily gain followed by Roemin W2 treated group in comparison with control group. The best economic efficiency was recorded for T1 which fed Tonilisat followed by control group at whole period.

Keywords: Rahmani sheep, Tonilisat, Roemin W2, Growth, Performance.

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1750 Using Exponential Lévy Models to Study Implied Volatility patterns for Electricity Options

Authors: Pinho C., Madaleno M.

Abstract:

German electricity European options on futures using Lévy processes for the underlying asset are examined. Implied volatility evolution, under each of the considered models, is discussed after calibrating for the Merton jump diffusion (MJD), variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman, Madan and Yor (CGMY) and the Black and Scholes (B&S) model. Implied volatility is examined for the entire sample period, revealing some curious features about market evolution, where data fitting performances of the five models are compared. It is shown that variance gamma processes provide relatively better results and that implied volatility shows significant differences through time, having increasingly evolved. Volatility changes for changed uncertainty, or else, increasing futures prices and there is evidence for the need to account for seasonality when modelling both electricity spot/futures prices and volatility.

Keywords: Calibration, Electricity Markets, Implied Volatility, Lévy Models, Options on Futures, Pricing

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1749 Nonlinear Thermal Hydraulic Model to Analyze Parallel Channel Density Wave Instabilities in Natural Circulation Boiling Water Reactor with Asymmetric Power Distribution

Authors: Sachin Kumar, Vivek Tiwari, Goutam Dutta

Abstract:

The paper investigates parallel channel instabilities of natural circulation boiling water reactor. A thermal-hydraulic model is developed to simulate two-phase flow behavior in the natural circulation boiling water reactor (NCBWR) with the incorporation of ex-core components and recirculation loop such as steam separator, down-comer, lower-horizontal section and upper-horizontal section and then, numerical analysis is carried out for parallel channel instabilities of the reactor undergoing both in-phase and out-of-phase modes of oscillations. To analyze the relative effect on stability of the reactor due to inclusion of various ex-core components and recirculation loop, marginal stable point is obtained at a particular inlet enthalpy of the reactor core without the inclusion of ex-core components and recirculation loop and then with the inclusion of the same. Numerical simulations are also conducted to determine the relative dominance between two modes of oscillations i.e. in-phase and out-of-phase. Simulations are also carried out when the channels are subjected to asymmetric power distribution keeping the inlet enthalpy same.

Keywords: Asymmetric power distribution, Density wave oscillations, In-phase and out-of-phase modes of instabilities, Natural circulation boiling water reactor

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1748 Increase of Energy Efficiency by Means of Application of Active Bearings

Authors: Alexander Babin, Leonid Savin

Abstract:

In the present paper, increasing of energy efficiency of a thrust hybrid bearing with a central feeding chamber is considered. The mathematical model was developed to determine the pressure distribution and the reaction forces, based on the Reynolds equation and static characteristics’ equations. The boundary problem of pressure distribution calculation was solved using the method of finite differences. For various types of lubricants, geometry and operational characteristics, axial gaps can be determined, where the minimal friction coefficient is provided. The next part of the study considers the application of servovalves in order to maintain the desired position of the rotor. The report features the calculation results and the analysis of the influence of the operational and geometric parameters on the energy efficiency of mechatronic fluid-film bearings.

Keywords: Active bearings, energy efficiency, mathematical model, mechatronics, thrust multipad bearing.

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1747 Theoretical Background of Dividend Taxation

Authors: Margareta Ilkova, Petr Teply

Abstract:

The article deals with dividends and their distribution from investors from a theoretical point of view. Some studies try to analyzed the reaction of the market on the dividend announcement and found out the change of dividend policy is associated with abnormal returns around the dividend announcement date. Another researches directly questioned the investors about their dividend preference and beliefs. Investors want the dividend from many reasons (e.g. some of them explain the dividend preference by the existence of transaction cost; investors prefer the dividend today, because there is less risky; the managers have private information about the firm). The most controversial theory of dividend policy was developed by Modigliani and Miller (1961) who demonstrated that in the perfect and complete capital markets the dividend policy is irrelevant and the value of the company is independent of its payout policy. Nevertheless, in the real world the capital markets are imperfect, because of asymmetric information, transaction costs, incomplete contracting possibilities and taxes.

Keywords: dividend distribution, taxation, payout policy, investor, Modigliani and Miller theorem

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1746 Effect of Highly Pressurized Dispersion Arc Nozzle on Breakup of Oil Leakage in Offshore

Authors: N. M. M. Ammar, S. M. Mustaqim, N. M. Nadzir

Abstract:

The most important problem occurs on oil spills in sea water is to reduce the oil spills size. This study deals with the development of high pressurized nozzle using dispersion method for oil leakage in offshore. 3D numerical simulation results were obtained using ANSYS Fluent 13.0 code and correlate with the experimental data for validation. This paper studies the contribution of the process on flow speed and pressure of the flow from two different geometrical designs of nozzles and to generate a spray pattern suitable for dispersant application. Factor of size distribution of droplets generated by the nozzle is calculated using pressures ranging from 2 to 6 bars. Results obtain from both analyses shows a significant spray pattern and flow distribution as well as distance. Results also show a significant contribution on the effect of oil leakage in terms of the diameter of the oil spills break up.

Keywords: Arc Nozzle, CFD simulation, Droplets, Oil Spills.

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1745 A Statistical Model for the Dynamics of Single Cathode Spot in Vacuum Cylindrical Cathode

Authors: Po-Wen Chen, Jin-Yu Wu, Md. Manirul Ali, Yang Peng, Chen-Te Chang, Der-Jun Jan

Abstract:

Dynamics of cathode spot has become a major part of vacuum arc discharge with its high academic interest and wide application potential. In this article, using a three-dimensional statistical model, we simulate the distribution of the ignition probability of a new cathode spot occurring in different magnetic pressure on old cathode spot surface and at different arcing time. This model for the ignition probability of a new cathode spot was proposed in two typical situations, one by the pure isotropic random walk in the absence of an external magnetic field, other by the retrograde motion in external magnetic field, in parallel with the cathode surface. We mainly focus on developed relationship between the ignition probability density distribution of a new cathode spot and the external magnetic field.

Keywords: Cathode spot, vacuum arc discharge, transverse magnetic field, random walk.

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