Search results for: Leland option pricing models.
Commenced in January 2007
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Paper Count: 2754

Search results for: Leland option pricing models.

1974 Monetary Evaluation of Dispatching Decisions in Consideration of Mode Choice Models

Authors: Marcel Schneider, Nils Nießen

Abstract:

Microscopic simulation tool kits allow for consideration of the two processes of railway operations and the previous timetable production. Block occupation conflicts on both process levels are often solved by using defined train priorities. These conflict resolutions (dispatching decisions) generate reactionary delays to the involved trains. The sum of reactionary delays is commonly used to evaluate the quality of railway operations, which describes the timetable robustness. It is either compared to an acceptable train performance or the delays are appraised economically by linear monetary functions. It is impossible to adequately evaluate dispatching decisions without a well-founded objective function. This paper presents a new approach for the evaluation of dispatching decisions. The approach uses mode choice models and considers the behaviour of the end-customers. These models evaluate the reactionary delays in more detail and consider other competing modes of transport. The new approach pursues the coupling of a microscopic model of railway operations with the macroscopic choice mode model. At first, it will be implemented for railway operations process but it can also be used for timetable production. The evaluation considers the possibility for the customer to interchange to other transport modes. The new approach starts to look at rail and road, but it can also be extended to air travel. The result of mode choice models is the modal split. The reactions by the end-customers have an impact on the revenue of the train operating companies. Different purposes of travel have different payment reserves and tolerances towards late running. Aside from changes to revenues, longer journey times can also generate additional costs. The costs are either time- or track-specific and arise from required changes to rolling stock or train crew cycles. Only the variable values are summarised in the contribution margin, which is the base for the monetary evaluation of delays. The contribution margin is calculated for different possible solutions to the same conflict. The conflict resolution is optimised until the monetary loss becomes minimal. The iterative process therefore determines an optimum conflict resolution by monitoring the change to the contribution margin. Furthermore, a monetary value of each dispatching decision can also be derived.

Keywords: Choice of mode, monetary evaluation, railway operations, reactionary delays.

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1973 Validity Domains of Beams Behavioural Models: Efficiency and Reduction with Artificial Neural Networks

Authors: Keny Ordaz-Hernandez, Xavier Fischer, Fouad Bennis

Abstract:

In a particular case of behavioural model reduction by ANNs, a validity domain shortening has been found. In mechanics, as in other domains, the notion of validity domain allows the engineer to choose a valid model for a particular analysis or simulation. In the study of mechanical behaviour for a cantilever beam (using linear and non-linear models), Multi-Layer Perceptron (MLP) Backpropagation (BP) networks have been applied as model reduction technique. This reduced model is constructed to be more efficient than the non-reduced model. Within a less extended domain, the ANN reduced model estimates correctly the non-linear response, with a lower computational cost. It has been found that the neural network model is not able to approximate the linear behaviour while it does approximate the non-linear behaviour very well. The details of the case are provided with an example of the cantilever beam behaviour modelling.

Keywords: artificial neural network, validity domain, cantileverbeam, non-linear behaviour, model reduction.

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1972 Assessment of Landslide Volume for Alishan Highway Based On Database of Rainfall-Induced Slope Failure

Authors: Yun-Yao Chi, Ya-Fen Lee

Abstract:

In this paper, a study of slope failures along the Alishan Highway is carried out. An innovative empirical model is developed based on 15-year records of rainfall-induced slope failures. The statistical models are intended for assessing the volume of landslide for slope failure along the Alishan Highway in the future. The rainfall data considered in the proposed models include the effective cumulative rainfall and the critical rainfall intensity. The effective cumulative rainfall is defined at the point when the curve of cumulative rainfall goes from steep to flat. Then, the rainfall thresholds of landslide are established for assessing the volume of landslide and issuing warning and/or closure for the Alishan Highway during a future extreme rainfall. Slope failures during Typhoon Saola in 2012 demonstrate that the new empirical model is effective and applicable to other cases with similar rainfall conditions.

Keywords: Slope failure, landslide, volume, model, rainfall thresholds.

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1971 Bayesian Meta-Analysis to Account for Heterogeneity in Studies Relating Life Events to Disease

Authors: Elizabeth Stojanovski

Abstract:

Associations between life events and various forms of cancers have been identified. The purpose of a recent random-effects meta-analysis was to identify studies that examined the association between adverse events associated with changes to financial status including decreased income and breast cancer risk. The same association was studied in four separate studies which displayed traits that were not consistent between studies such as the study design, location, and time frame. It was of interest to pool information from various studies to help identify characteristics that differentiated study results. Two random-effects Bayesian meta-analysis models are proposed to combine the reported estimates of the described studies. The proposed models allow major sources of variation to be taken into account, including study level characteristics, between study variance and within study variance, and illustrate the ease with which uncertainty can be incorporated using a hierarchical Bayesian modelling approach.

Keywords: Random-effects, meta-analysis, Bayesian, variation.

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1970 A Non-Parametric Based Mapping Algorithm for Use in Audio Fingerprinting

Authors: Analise Borg, Paul Micallef

Abstract:

Over the past few years, the online multimedia collection has grown at a fast pace. Several companies showed interest to study the different ways to organise the amount of audio information without the need of human intervention to generate metadata. In the past few years, many applications have emerged on the market which are capable of identifying a piece of music in a short time. Different audio effects and degradation make it much harder to identify the unknown piece. In this paper, an audio fingerprinting system which makes use of a non-parametric based algorithm is presented. Parametric analysis is also performed using Gaussian Mixture Models (GMMs). The feature extraction methods employed are the Mel Spectrum Coefficients and the MPEG-7 basic descriptors. Bin numbers replaced the extracted feature coefficients during the non-parametric modelling. The results show that nonparametric analysis offer potential results as the ones mentioned in the literature.

Keywords: Audio fingerprinting, mapping algorithm, Gaussian Mixture Models, MFCC, MPEG-7.

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1969 A Framework for Urdu Language Translation using LESSA

Authors: Imran Sarwar Bajwa

Abstract:

Internet is one of the major sources of information for the person belonging to almost all the fields of life. Major language that is used to publish information on internet is language. This thing becomes a problem in a country like Pakistan, where Urdu is the national language. Only 10% of Pakistan mass can understand English. The reason is millions of people are deprived of precious information available on internet. This paper presents a system for translation from English to Urdu. A module LESSA is used that uses a rule based algorithm to read the input text in English language, understand it and translate it into Urdu language. The designed approach was further incorporated to translate the complete website from English language o Urdu language. An option appears in the browser to translate the webpage in a new window. The designed system will help the millions of users of internet to get benefit of the internet and approach the latest information and knowledge posted daily on internet.

Keywords: Natural Language Translation, Text Understanding, Knowledge extraction, Text Processing

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1968 Micro-Hydrokinetic for Remote Rural Electrification

Authors: S. P. Koko, K. Kusakana, H. J. Vermaak

Abstract:

Standalone micro-hydrokinetic river (MHR) system is one of the promising technologies to be used for remote rural electrification. It simply requires the flow of water instead of elevation or head, leading to expensive civil works. This paper demonstrates an economic benefit offered by a standalone MHR system when compared to the commonly used standalone systems such as solar, wind and diesel generator (DG) at the selected study site in Kwazulu Natal. Wind speed and solar radiation data of the selected rural site have been taken from national aeronautics and space administration (NASA) surface meteorology database. The hybrid optimization model for electric renewable (HOMER) software was used to determine the most feasible solution when using MHR, solar, wind or DG system to supply 5 rural houses. MHR system proved to be the best cost-effective option to consider at the study site due to its low cost of energy (COE) and low net present cost (NPC).

Keywords: Economic analysis, Micro-hydrokinetic system, Rural-electrification, Stand-alone system.

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1967 Improving the LDMOS Temperature Compensation Bias Circuit to Optimize Back-Off

Authors: Antonis Constantinides, Christos Yiallouras, Christakis Damianou

Abstract:

The application of today's semiconductor transistors in high power UHF DVB-T linear amplifiers has evolved significantly by utilizing LDMOS technology. This fact provides engineers with the option to design a single transistor signal amplifier which enables output power and linearity that was unobtainable previously using bipolar junction transistors or later type first generation MOSFETS. The quiescent current stability in terms of thermal variations of the LDMOS guarantees a robust operation in any topology of DVB-T signal amplifiers. Otherwise, progressively uncontrolled heat dissipation enhancement on the LDMOS case can degrade the amplifier’s crucial parameters in regards to the gain, linearity and RF stability, resulting in dysfunctional operation or a total destruction of the unit. This paper presents one more sophisticated approach from the traditional biasing circuits used so far in LDMOS DVB-T amplifiers. It utilizes a microprocessor control technology, providing stability in topologies where IDQ must be perfectly accurate.

Keywords: Amplifier, DVB-T, LDMOS, MOSFETS.

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1966 A Survey of Business Component Identification Methods and Related Techniques

Authors: Zhongjie Wang, Xiaofei Xu, Dechen Zhan

Abstract:

With deep development of software reuse, componentrelated technologies have been widely applied in the development of large-scale complex applications. Component identification (CI) is one of the primary research problems in software reuse, by analyzing domain business models to get a set of business components with high reuse value and good reuse performance to support effective reuse. Based on the concept and classification of CI, its technical stack is briefly discussed from four views, i.e., form of input business models, identification goals, identification strategies, and identification process. Then various CI methods presented in literatures are classified into four types, i.e., domain analysis based methods, cohesion-coupling based clustering methods, CRUD matrix based methods, and other methods, with the comparisons between these methods for their advantages and disadvantages. Additionally, some insufficiencies of study on CI are discussed, and the causes are explained subsequently. Finally, it is concluded with some significantly promising tendency about research on this problem.

Keywords: Business component, component granularity, component identification, reuse performance.

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1965 Promoting Biofuels in India: Assessing Land Use Shifts Using Econometric Acreage Response Models

Authors: Y. Bhatt, N. Ghosh, N. Tiwari

Abstract:

Acreage response function are modeled taking account of expected harvest prices, weather related variables and other non-price variables allowing for partial adjustment possibility. At the outset, based on the literature on price expectation formation, we explored suitable formulations for estimating the farmer’s expected prices. Assuming that farmers form expectations rationally, the prices of food and biofuel crops are modeled using time-series methods for possible ARCH/GARCH effects to account for volatility. The prices projected on the basis of the models are then inserted to proxy for the expected prices in the acreage response functions. Food crop acreages in different growing states are found sensitive to their prices relative to those of one or more of the biofuel crops considered. The required percentage improvement in food crop yields is worked to offset the acreage loss.

Keywords: Acreage response function, biofuel, food security, sustainable development.

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1964 The Effects of System Change on Buildings Equipped with Structural Systems with the Sandwich Composite Wall with J-Hook Connectors and Reinforced Concrete Shear Walls

Authors: Majid Saaly, Shahriar Tavousi Tafreshi, Mehdi Nazari Afshar

Abstract:

The sandwich composite walls (SCSSC) have more ductility and energy dissipation than conventional reinforced concrete shear walls. SCSSCs have acceptable compressive, shear, in-plane bending, and out-of-plane bending capacities. The use of sandwich-composite walls with J-hook connectors has a significant effect on energy dissipation and reduction of dynamic responses of mid-rise and high-rise structural models. In this paper, incremental dynamic analyses for 10- and 15-story steel structures were performed under seven far-faults by OpenSees. The demand values of 10- and 15-story models are reduced by up to 32% and 45%, respectively, while the structural system change from shear walls (SW) to SCSSC.

Keywords: Sandwich composite wall, SCSSC, fling step, fragility curve, IDA, inter story drift ratio.

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1963 Design of a Tube Vent to Enhance the Role of Roof Solar Collector

Authors: Eakkasak Susakunphaisan, Pichai Namprakai, Withaya Puangsombut

Abstract:

The objective of this paper was to designing a ventilation system to enhance the performance of roof solar collector (RSC) for reducing heat accumulation inside the house. The RSC has 1.8 m2 surface area made of CPAC monier roof tiles on the upper part and gypsum board on the lower part. The space between CPAC monier and gypsum board was fixed at 14 cm. Ventilation system of modified roof solar collector (modified RSC) consists of 9 tubes of 0.15m diameter and installed in the lower part of RSC. Experimental result showed that the temperature of the room, and attic temperature. The average temperature reduction of room of house used modified RSC is about 2oC. and the percentage of room temperature reduction varied between 0 to 10%. Therefore, modified RSC is an interesting option in the sense that it promotes solar energy and conserve energy.

Keywords: roof solar collector, heat accumulation

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1962 Porous Effect on Heat Transfer of Non Uniform Velocity Inlet Flow Using LBM

Authors: A. Hasanpour, M. Farhadi, K.Sedighi, H.R.Ashorynejad

Abstract:

A numerical study of flow in a horizontally channel partially filled with a porous screen with non-uniform inlet has been performed by lattice Boltzmann method (LBM). The flow in porous layer has been simulated by the Brinkman-Forchheimer model. Numerical solutions have been obtained for variable porosity models and the effects of Darcy number and porosity have been studied in detail. It is found that the flow stabilization is reliant on the Darcy number. Also the results show that the stabilization of flow field and heat transfer is depended to Darcy number. Distribution of stream field becomes more stable by decreasing Darcy number. Results illustrate that the effect of variable porosity is significant just in the region of the solid boundary. In addition, difference between constant and variable porosity models is decreased by decreasing the Darcy number.

Keywords: Lattice Boltzmann Method, Porous Media, Variable Porosity, Flow Stabilization

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1961 Energy Loss at Drops using Neuro Solutions

Authors: Farzin Salmasi

Abstract:

Energy dissipation in drops has been investigated by physical models. After determination of effective parameters on the phenomenon, three drops with different heights have been constructed from Plexiglas. They have been installed in two existing flumes in the hydraulic laboratory. Several runs of physical models have been undertaken to measured required parameters for determination of the energy dissipation. Results showed that the energy dissipation in drops depend on the drop height and discharge. Predicted relative energy dissipations varied from 10.0% to 94.3%. This work has also indicated that the energy loss at drop is mainly due to the mixing of the jet with the pool behind the jet that causes air bubble entrainment in the flow. Statistical model has been developed to predict the energy dissipation in vertical drops denotes nonlinear correlation between effective parameters. Further an artificial neural networks (ANNs) approach was used in this paper to develop an explicit procedure for calculating energy loss at drops using NeuroSolutions. Trained network was able to predict the response with R2 and RMSE 0.977 and 0.0085 respectively. The performance of ANN was found effective when compared to regression equations in predicting the energy loss.

Keywords: Air bubble, drop, energy loss, hydraulic jump, NeuroSolutions

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1960 A Cost Optimization Model for the Construction of Bored Piles

Authors: Kenneth M. Oba

Abstract:

Adequate management, control, and optimization of cost is an essential element for a successful construction project. A multiple linear regression optimization model was formulated to address the problem of costs associated with pile construction operations. A total of 32 PVC-reinforced concrete piles with diameter of 300 mm, 5.4 m long, were studied during the construction. The soil upon which the piles were installed was mostly silty sand, and completely submerged in water at Bonny, Nigeria. The piles are friction piles installed by boring method, using a piling auger. The volumes of soil removed, the weight of reinforcement cage installed, and volumes of fresh concrete poured into the PVC void were determined. The cost of constructing each pile based on the calculated quantities was determined. A model was derived and subjected to statistical tests using Statistical Package for the Social Sciences (SPSS) software. The model turned out to be adequate, fit, and have a high predictive accuracy with an R2 value of 0.833.

Keywords: Cost optimization modelling, multiple linear models, pile construction, regression models.

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1959 CFD Analysis of Two Phase Flow in a Horizontal Pipe – Prediction of Pressure Drop

Authors: P. Bhramara, V. D. Rao, K. V. Sharma , T. K. K. Reddy

Abstract:

In designing of condensers, the prediction of pressure drop is as important as the prediction of heat transfer coefficient. Modeling of two phase flow, particularly liquid – vapor flow under diabatic conditions inside a horizontal tube using CFD analysis is difficult with the available two phase models in FLUENT due to continuously changing flow patterns. In the present analysis, CFD analysis of two phase flow of refrigerants inside a horizontal tube of inner diameter, 0.0085 m and 1.2 m length is carried out using homogeneous model under adiabatic conditions. The refrigerants considered are R22, R134a and R407C. The analysis is performed at different saturation temperatures and at different flow rates to evaluate the local frictional pressure drop. Using Homogeneous model, average properties are obtained for each of the refrigerants that is considered as single phase pseudo fluid. The so obtained pressure drop data is compared with the separated flow models available in literature.

Keywords: Adiabatic conditions, CFD analysis, Homogeneousmodel and Liquid – Vapor flow.

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1958 UPPAAL-Based Design and Analysis of Intelligent Parking System

Authors: Abobaker M. Q. Farhan, Olof M. A. Saif

Abstract:

The demand for parking spaces in urban areas, particularly in developing countries, has led to a significant issue in the absence of sufficient parking spaces in crowded areas, which results in daily traffic congestion as drivers search for parking. This not only affects the appearance of the city but also has indirect impacts on the economy, society, and environment. In response to these challenges, researchers from various countries have sought technical and intelligent solutions to mitigate the problem through the development of smart parking systems. This paper aims to analyze and design three models of parking lots, with a focus on parking time and security. The study used computer software and Uppaal tools to simulate the models and determine the best among them. The results and suggestions provided in the paper aim to reduce the parking problems and improve the overall efficiency and safety of the parking process. The conclusion of the study highlights the importance of utilizing advanced technology to address the pressing issue of insufficient parking spaces in urban areas.

Keywords: Preliminaries, system requirements, timed automata, uppaal.

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1957 Analysis of Pressure Drop in a Concentrated Solar Collector with Direct Steam Production

Authors: Sara Sallam, Mohamed Taqi, Naoual Belouaggadia

Abstract:

Solar thermal power plants using parabolic trough collectors (PTC) are currently a powerful technology for generating electricity. Most of these solar power plants use thermal oils as heat transfer fluid. The latter is heated in the solar field and transfers the heat absorbed in an oil-water heat exchanger for the production of steam driving the turbines of the power plant. Currently, we are seeking to develop PTCs with direct steam generation (DSG). This process consists of circulating water under pressure in the receiver tube to generate steam directly into the solar loop. This makes it possible to reduce the investment and maintenance costs of the PTCs (the oil-water exchangers are removed) and to avoid the environmental risks associated with the use of thermal oils. The pressure drops in these systems are an important parameter to ensure their proper operation. The determination of these losses is complex because of the presence of the two phases, and most often we limit ourselves to describing them by models using empirical correlations. A comparison of these models with experimental data was performed. Our calculations focused on the evolution of the pressure of the liquid-vapor mixture along the receiver tube of a PTC-DSG for pressure values and inlet flow rates ranging respectively from 3 to 10 MPa, and from 0.4 to 0.6 kg/s. The comparison of the numerical results with experience allows us to demonstrate the validity of some models according to the pressures and the flow rates of entry in the PTC-DSG receiver tube. The analysis of these two parameters’ effects on the evolution of the pressure along the receiving tub, shows that the increase of the inlet pressure and the decrease of the flow rate lead to minimal pressure losses.

Keywords: Direct steam generation, parabolic trough collectors, pressure drop.

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1956 Footbridge Response on Single Pedestrian Induced Vibration Analysis

Authors: J. Kala, V. Salajka, P. Hradil

Abstract:

Many footbridges have natural frequencies that coincide with the dominant frequencies of the pedestrian-induced load and therefore they have a potential to suffer excessive vibrations under dynamic loads induced by pedestrians. Some of the design standards introduce load models for pedestrian loads applicable for simple structures. Load modeling for more complex structures, on the other hand, is most often left to the designer. The main focus of this paper is on the human induced forces transmitted to a footbridge and on the ways these loads can be modeled to be used in the dynamic design of footbridges. Also design criteria and load models proposed by widely used standards were introduced and a comparison was made. The dynamic analysis of the suspension bridge in Kolin in the Czech Republic was performed on detailed FEM model using the ANSYS program system. An attempt to model the load imposed by a single person and a crowd of pedestrians resulted in displacements and accelerations that are compared with serviceability criteria.

Keywords: Footbridge, Serviceability, Pedestrian action, Numerical analysis.

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1955 Effect of Plasticizer Additives on the Mechanical Properties of Cement Composite – A Molecular Dynamics Analysis

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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1954 Reducing the Imbalance Penalty through Artificial Intelligence Methods Geothermal Production Forecasting: A Case Study for Turkey

Authors: H. Anıl, G. Kar

Abstract:

In addition to being rich in renewable energy resources, Turkey is one of the countries that promise potential in geothermal energy production with its high installed power, cheapness, and sustainability. Increasing imbalance penalties become an economic burden for organizations, since the geothermal generation plants cannot maintain the balance of supply and demand due to the inadequacy of the production forecasts given in the day-ahead market. A better production forecast reduces the imbalance penalties of market participants and provides a better imbalance in the day ahead market. In this study, using machine learning, deep learning and time series methods, the total generation of the power plants belonging to Zorlu Doğal Electricity Generation, which has a high installed capacity in terms of geothermal, was predicted for the first one-week and first two-weeks of March, then the imbalance penalties were calculated with these estimates and compared with the real values. These modeling operations were carried out on two datasets, the basic dataset and the dataset created by extracting new features from this dataset with the feature engineering method. According to the results, Support Vector Regression from traditional machine learning models outperformed other models and exhibited the best performance. In addition, the estimation results in the feature engineering dataset showed lower error rates than the basic dataset. It has been concluded that the estimated imbalance penalty calculated for the selected organization is lower than the actual imbalance penalty, optimum and profitable accounts.

Keywords: Machine learning, deep learning, time series models, feature engineering, geothermal energy production forecasting.

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1953 Order Reduction of Linear Dynamic Systems using Stability Equation Method and GA

Authors: G. Parmar, R. Prasad, S. Mukherjee

Abstract:

The authors present an algorithm for order reduction of linear dynamic systems using the combined advantages of stability equation method and the error minimization by Genetic algorithm. The denominator of the reduced order model is obtained by the stability equation method and the numerator terms of the lower order transfer function are determined by minimizing the integral square error between the transient responses of original and reduced order models using Genetic algorithm. The reduction procedure is simple and computer oriented. It is shown that the algorithm has several advantages, e.g. the reduced order models retain the steady-state value and stability of the original system. The proposed algorithm has also been extended for the order reduction of linear multivariable systems. Two numerical examples are solved to illustrate the superiority of the algorithm over some existing ones including one example of multivariable system.

Keywords: Genetic algorithm, Integral square error, Orderreduction, Stability equation method.

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1952 Architecture for Smart Cities’ Sustainable Modular Houses

Authors: Khaled Elbehiery, Hussam Elbehiery

Abstract:

Smart cities are a framework of technologies along with sustainable infrastructure to provide their citizens an improved quality of life, safer environment, affordability, and more, which in turn helps with the society's economic growth. The proposed research will focus on the primary building block of the smart city; the infrastructure of the house itself. The traditional method of building houses has been, for a long time, nothing but a costly manufacturing process, and consequently, buying a house becomes not an option for everyone anymore. The smart cities' Modular Houses are not using traditional building construction materials; the design reduces the common lengthy construction times and associated high costs. The Modular Houses are technological homes, low-cost and customizable based on a family's requirements. In addition, the Modular Houses are environmentally friendly and healthy enough to assist with the pandemic situation.

Keywords: Smart cities, modular houses, single-unit property, multi-unit property, mobility features, chain-supply, livable environment, carbon footprint.

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1951 Best Option for Countercyclical Capital Buffer Implementation - Scenarios for Baltic States

Authors: Ģirts Brasliņš, Ilja Arefjevs, Nadežda Tarakanova

Abstract:

The objective of countercyclical capital buffer is to encourage banks to build up buffers in good times that can be drawn down in bad times. The aim of the report is to assess such decisions by banks derived from three approaches. The approaches are the aggregate credit-to-GDP ratio, credit growth as well as banking sector profits. The approaches are implemented for Estonia, Latvia and Lithuania for the time period 2000-2012. The report compares three approaches and analyses their relevance to the Baltic States by testing the correlation between a growth in studied variables and a growth of corresponding gaps. Methods used in the empirical part of the report are econometric analysis as well as economic analysis, development indicators, relative and absolute indicators and other methods. The research outcome is a cross-Baltic comparison of two alternative approaches to establish or release a countercyclical capital buffer by banks and their implications for each Baltic country.

Keywords: Basel III, countercyclical capital buffer, banks, credit growth, Baltic States.

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1950 Sensitivity Analysis for Determining Priority of Factors Controlling SOC Content in Semiarid Condition of West of Iran

Authors: Y. Parvizi, M. Gorji, M.H. Mahdian, M. Omid

Abstract:

Soil organic carbon (SOC) plays a key role in soil fertility, hydrology, contaminants control and acts as a sink or source of terrestrial carbon content that can affect the concentration of atmospheric CO2. SOC supports the sustainability and quality of ecosystems, especially in semi-arid region. This study was conducted to determine relative importance of 13 different exploratory climatic, soil and geometric factors on the SOC contents in one of the semiarid watershed zones in Iran. Two methods canonical discriminate analysis (CDA) and feed-forward back propagation neural networks were used to predict SOC. Stepwise regression and sensitivity analysis were performed to identify relative importance of exploratory variables. Results from sensitivity analysis showed that 7-2-1 neural networks and 5 inputs in CDA models output have highest predictive ability that explains %70 and %65 of SOC variability. Since neural network models outperformed CDA model, it should be preferred for estimating SOC.

Keywords: Soil organic carbon, modeling, neural networks, CDA.

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1949 Realization of Design Features for Linear Flow Splitting in NX 6

Authors: Anselm L. Schüle, Thomas Rollmann, Reiner Anderl

Abstract:

Within the collaborative research center 666 a new product development approach and the innovative manufacturing method of linear flow splitting are being developed. So far the design process is supported by 3D-CAD models utilizing User Defined Features in standard CAD-Systems. This paper now presents new functions for generating 3D-models of integral sheet metal products with bifurcations using Siemens PLM NX 6. The emphasis is placed on design and semi-automated insertion of User Defined Features. Therefore User Defined Features for both, linear flow splitting and its derivative linear bend splitting, were developed. In order to facilitate the modeling process, an application was developed that guides through the insertion process. Its usability and dialog layout adapt known standard features. The work presented here has significant implications on the quality, accurateness and efficiency of the product generation process of sheet metal products with higher order bifurcations.

Keywords: Linear Flow Splitting, CRC 666, User Defined Features.

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1948 Development of a Catchment Water Quality Model for Continuous Simulations of Pollutants Build-up and Wash-off

Authors: Iqbal Hossain, Dr. Monzur Imteaz, Dr. Shirley Gato-Trinidad, Prof. Abdallah Shanableh

Abstract:

Estimation of runoff water quality parameters is required to determine appropriate water quality management options. Various models are used to estimate runoff water quality parameters. However, most models provide event-based estimates of water quality parameters for specific sites. The work presented in this paper describes the development of a model that continuously simulates the accumulation and wash-off of water quality pollutants in a catchment. The model allows estimation of pollutants build-up during dry periods and pollutants wash-off during storm events. The model was developed by integrating two individual models; rainfall-runoff model, and catchment water quality model. The rainfall-runoff model is based on the time-area runoff estimation method. The model allows users to estimate the time of concentration using a range of established methods. The model also allows estimation of the continuing runoff losses using any of the available estimation methods (i.e., constant, linearly varying or exponentially varying). Pollutants build-up in a catchment was represented by one of three pre-defined functions; power, exponential, or saturation. Similarly, pollutants wash-off was represented by one of three different functions; power, rating-curve, or exponential. The developed runoff water quality model was set-up to simulate the build-up and wash-off of total suspended solids (TSS), total phosphorus (TP) and total nitrogen (TN). The application of the model was demonstrated using available runoff and TSS field data from road and roof surfaces in the Gold Coast, Australia. The model provided excellent representation of the field data demonstrating the simplicity yet effectiveness of the proposed model.

Keywords: Catchment, continuous pollutants build-up, pollutants wash-off, runoff, runoff water quality model.

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1947 Experimental Set-Up for Investigation of Fault Diagnosis of a Centrifugal Pump

Authors: Maamar Ali Saud Al Tobi, Geraint Bevan, K. P. Ramachandran, Peter Wallace, David Harrison

Abstract:

Centrifugal pumps are complex machines which can experience different types of fault. Condition monitoring can be used in centrifugal pump fault detection through vibration analysis for mechanical and hydraulic forces. Vibration analysis methods have the potential to be combined with artificial intelligence systems where an automatic diagnostic method can be approached. An automatic fault diagnosis approach could be a good option to minimize human error and to provide a precise machine fault classification. This work aims to introduce an approach to centrifugal pump fault diagnosis based on artificial intelligence and genetic algorithm systems. An overview of the future works, research methodology and proposed experimental setup is presented and discussed. The expected results and outcomes based on the experimental work are illustrated.

Keywords: Centrifugal pump setup, vibration analysis, artificial intelligence, genetic algorithm.

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1946 More Realistic Model for Simulating Min Protein Dynamics: Lattice Boltzmann Method Incorporating the Role of Nucleoids

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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1945 Line Heating Forming: Methodology and Application Using Kriging and Fifth Order Spline Formulations

Authors: Henri Champliaud, Zhengkun Feng, Ngan Van Lê, Javad Gholipour

Abstract:

In this article, a method is presented to effectively estimate the deformed shape of a thick plate due to line heating. The method uses a fifth order spline interpolation, with up to C3 continuity at specific points to compute the shape of the deformed geometry. First and second order derivatives over a surface are the resulting parameters of a given heating line on a plate. These parameters are determined through experiments and/or finite element simulations. Very accurate kriging models are fitted to real or virtual surfaces to build-up a database of maps. Maps of first and second order derivatives are then applied on numerical plate models to evaluate their evolving shapes through a sequence of heating lines. Adding an optimization process to this approach would allow determining the trajectories of heating lines needed to shape complex geometries, such as Francis turbine blades.

Keywords: Deformation, kriging, fifth order spline interpolation, first, second and third order derivatives, C3 continuity, line heating, plate forming, thermal forming.

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