Search results for: computational modelling
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1670

Search results for: computational modelling

890 Development of Basic Patternmaking Using Parametric Modelling and AutoLISP

Authors: Haziyah Hussin, Syazwan Abdul Samad, Rosnani Jusoh

Abstract:

This study is aimed towards the automisation of basic patternmaking for traditional clothes for the purpose of mass production using AutoCAD to apply AutoLISP feature under software Hazi Attire. A standard dress form (industrial form) with the size of small (S), medium (M) and large (L) size is measured using full body scanning machine. Later, the pattern for the clothes is designed parametrically based on the measured dress form. Hazi Attire program is used within the framework of AutoCAD to generate the basic pattern of front bodice, back bodice, front skirt, back skirt and sleeve block (sloper). The generation of pattern is based on the parameters inputted by user, whereby in this study, the parameters were determined based on the measured size of dress form. The finalized pattern parameter shows that the pattern fit perfectly on the dress form. Since the pattern is generated almost instantly, these proved that using the AutoLISP programming, the manufacturing lead time for the mass production of the traditional clothes can be decreased.

Keywords: Apparel, AutoLISP, Malay Traditional Clothes, Pattern Ganeration.

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889 Modelling a Hospital as a Queueing Network: Analysis for Improving Performance

Authors: Emad Alenany, M. Adel El-Baz

Abstract:

In this paper, the flow of different classes of patients into a hospital is modelled and analyzed by using the queueing network analyzer (QNA) algorithm and discrete event simulation. Input data for QNA are the rate and variability parameters of the arrival and service times in addition to the number of servers in each facility. Patient flows mostly match real flow for a hospital in Egypt. Based on the analysis of the waiting times, two approaches are suggested for improving performance: Separating patients into service groups, and adopting different service policies for sequencing patients through hospital units. The separation of a specific group of patients, with higher performance target, to be served separately from the rest of patients requiring lower performance target, requires the same capacity while improves performance for the selected group of patients with higher target. Besides, it is shown that adopting the shortest processing time and shortest remaining processing time service policies among other tested policies would results in, respectively, 11.47% and 13.75% reduction in average waiting time relative to first come first served policy.

Keywords: Queueing network, discrete-event simulation, health applications, SPT.

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888 Effects of the Mass and Damping Matrix Model in the Nonlinear Seismic Response of Steel Frames

Authors: A. Reyes-Salazar, M. D. Llanes-Tizoc, E. Bojorquez, F. Valenzuela-Beltran, J. Bojorquez, J. R. Gaxiola-Camacho, A. Haldar

Abstract:

Seismic analysis of steel buildings is usually based on the use of the concentrated mass (ML) matrix and the Rayleigh damping matrix (C). Similarly, the initial stiffness matrix (KO) and the first two modes associated to lateral vibrations are commonly used to develop the matrix C. The evaluation of the accuracy of these practices for the particular case of steel buildings with moment-resisting steel frames constitutes the main objective of this research. For this, the nonlinear seismic responses of three models of steel frames, representing low-, medium- and high-rise steel buildings, are considered. Results indicate that if the ML matrix is used, shears and bending moments in columns are underestimated by up to 30% and 65%, respectively, when compared to the corresponding results obtained with the consistent mass matrix (MC). It is also shown that if KO is used in C instead the tangent stiffness matrix (Kt), axial loads in columns are underestimated by up to 80%. It is concluded that the consistent mass matrix should be used in the structural modelling of moment resisting steel frames and the tangent stiffness matrix should be used to develop the Rayleigh damping matrix.

Keywords: Moment-resisting steel frames, consistent and concentrated mass matrices, nonlinear seismic response, Rayleigh damping.

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887 The Link between Unemployment and Inflation Using Johansen’s Co-Integration Approach and Vector Error Correction Modelling

Authors: Sagaren Pillay

Abstract:

In this paper bi-annual time series data on unemployment rates (from the Labour Force Survey) are expanded to quarterly rates and linked to quarterly unemployment rates (from the Quarterly Labour Force Survey). The resultant linked series and the consumer price index (CPI) series are examined using Johansen’s cointegration approach and vector error correction modeling. The study finds that both the series are integrated of order one and are cointegrated. A statistically significant co-integrating relationship is found to exist between the time series of unemployment rates and the CPI. Given this significant relationship, the study models this relationship using Vector Error Correction Models (VECM), one with a restriction on the deterministic term and the other with no restriction.

A formal statistical confirmation of the existence of a unique linear and lagged relationship between inflation and unemployment for the period between September 2000 and June 2011 is presented. For the given period, the CPI was found to be an unbiased predictor of the unemployment rate. This relationship can be explored further for the development of appropriate forecasting models incorporating other study variables.

Keywords: Forecasting, lagged, linear, relationship.

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886 Algorithms for the Fast Computation of PWL and PHL Transforms

Authors: Fituri H Belgassem, Abdulbasit Nigrat, Seddeeq Ghrari

Abstract:

In this paper, the construction of fast algorithms for the computation of Periodic Walsh Piecewise-Linear PWL transform and the Periodic Haar Piecewise-Linear PHL transform will be presented. Algorithms for the computation of the inverse transforms are also proposed. The matrix equation of the PWL and PHL transforms are introduced. Comparison of the computational requirements for the periodic piecewise-linear transforms and other orthogonal transforms shows that the periodic piecewise-linear transforms require less number of operations than some orthogonal transforms such as the Fourier, Walsh and the Discrete Cosine transforms.

Keywords: Piece wise linear transforms, Fast transforms, Fast algorithms.

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885 Investigating the Relation between Student Engagement and Attainment in a Flexible Learning Environment

Authors: Y. Bi, T. Anderson, M. Huang

Abstract:

The use of technology is increasingly adopted to support flexible learning in Higher Education institutions. The adoption of more sophisticated technologies offers a broad range of facilities for communication and resource sharing, thereby creating a flexible learning environment that facilitates and even encourages students not to physically attend classes. However this emerging trend seems to contradict class attendance requirements within universities, inevitably leading to a dilemma between amending traditional regulations and creating new policies for the higher education institutions. This study presents an investigation into student engagement in a technology enhanced/driven flexible environment along with its relationship to attainment. We propose an approach to modelling engagement from different perspectives in terms of indicators and then consider what impact these indicators have on student academic performance. We have carried out a case study on the relation between attendance and attainment in a flexible environment. Although our preliminary results show attendance is quantitatively correlated with successful student development and learning outcomes, our results also indicate there is a cohort that did not follow such a pattern. Nevertheless the preliminary results could provide an insight into pilot studies in the wider deployment of new technology to support flexible learning.

Keywords: Engagement, flexible leaning, attendance and attainment.

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884 Analysis of the Secondary Stationary Flow Around an Oscillating Circular Cylinder

Authors: Artem Nuriev, Olga Zaitseva

Abstract:

This paper is devoted to the study of a viscous incompressible flow around a circular cylinder performing harmonic oscillations, especially the steady streaming phenomenon. The research methodology is based on the asymptotic explanation method combined with the computational bifurcation analysis. The research approach develops Schlichting and Wang decomposition method. Present studies allow to identify several regimes of the secondary streaming with different flow structures. The results of the research are in good agreement with experimental and numerical simulation data.

Keywords: Oscillating cylinder, Secondary Streaming, Flow Regimes, Asymptotic and Bifurcation Analysis.

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883 Interface Location in Single Phase Stirred Tanks

Authors: I. Mahdavi, R. Janamiri, A. Sinkakarimi, M. Safdari, M. H. Sedaghat, A. Zamani, A. Hoseini, M. Karimi

Abstract:

In this work, study the location of interface in a stirred vessel with Rushton impeller by computational fluid dynamic was presented. To modeling rotating the impeller, sliding mesh (SM) technique was used and standard k-ε model was selected for turbulence closure. Mean tangential, radial and axial velocities and also turbulent kinetic energy (k) and turbulent dissipation rate (ε) in various points of tank was investigated. Results show sensitivity of system to location of interface and radius of 7 to 10cm for interface in the vessel with existence characteristics cause to increase the accuracy of simulation.

Keywords: CFD, Interface, Rushton impeller, Turbulence model.

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882 Characterizations of Star-Shaped, L-Convex, and Convex Polygons

Authors: Thomas Shermer, Godfried T. Toussaint

Abstract:

A chord of a simple polygon P is a line segment [xy] that intersects the boundary of P only at both endpoints x and y. A chord of P is called an interior chord provided the interior of [xy] lies in the interior of P. P is weakly visible from [xy] if for every point v in P there exists a point w in [xy] such that [vw] lies in P. In this paper star-shaped, L-convex, and convex polygons are characterized in terms of weak visibility properties from internal chords and starshaped subsets of P. A new Krasnoselskii-type characterization of isothetic star-shaped polygons is also presented.

Keywords: Convex polygons, L-convex polygons, star-shaped polygons, chords, weak visibility, discrete and computational geometry

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881 Computational Simulation of Imploding Current Sheath Trajectory at the Radial Phase of Plasma Focus Performance

Authors: R. Amrollahi, M. Habibi

Abstract:

When the shock front (SF) hits the central electrode axis of plasma focus device, a reflected shock wave moves radially outwards. The current sheath (CS) results from ionization of filled gas between two electrodes continues to compress inwards until it hits the out-going reflected shock front. In this paper the Lagrangian equations are solved for a parabolic shock trajectory yielding a first and second approximation for the CS path. To determine the accuracy of the approximation, the same problem is solved for a straight shock.

Keywords: Radial compression, Shock wave trajectory, Current sheath, Slog model.

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880 Unrelated Parallel Machines Scheduling Problem Using an Ant Colony Optimization Approach

Authors: Y. K. Lin, H. T. Hsieh, F. Y. Hsieh

Abstract:

Total weighted tardiness is a measure of customer satisfaction. Minimizing it represents satisfying the general requirement of on-time delivery. In this research, we consider an ant colony optimization (ACO) algorithm to solve the problem of scheduling unrelated parallel machines to minimize total weighted tardiness. The problem is NP-hard in the strong sense. Computational results show that the proposed ACO algorithm is giving promising results compared to other existing algorithms.

Keywords: ant colony optimization, total weighted tardiness, unrelated parallel machines.

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879 Efficient Filtering of Graph Based Data Using Graph Partitioning

Authors: Nileshkumar Vaishnav, Aditya Tatu

Abstract:

An algebraic framework for processing graph signals axiomatically designates the graph adjacency matrix as the shift operator. In this setup, we often encounter a problem wherein we know the filtered output and the filter coefficients, and need to find out the input graph signal. Solution to this problem using direct approach requires O(N3) operations, where N is the number of vertices in graph. In this paper, we adapt the spectral graph partitioning method for partitioning of graphs and use it to reduce the computational cost of the filtering problem. We use the example of denoising of the temperature data to illustrate the efficacy of the approach.

Keywords: Graph signal processing, graph partitioning, inverse filtering on graphs, algebraic signal processing.

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878 Quantum Modelling of AgHMoO4, CsHMoO4 and AgCsMoO4 Chemistry in the Field of Nuclear Power Plant Safety

Authors: Mohamad Saab, Sidi Souvi

Abstract:

In a major nuclear accident, the released fission products (FPs) and the structural materials are likely to influence the transport of iodine in the reactor coolant system (RCS) of a pressurized water reactor (PWR). So far, the thermodynamic data on cesium and silver species used to estimate the magnitude of FP release show some discrepancies, data are scarce and not reliable. For this reason, it is crucial to review the thermodynamic values related to cesium and silver materials. To this end, we have used state-of-the-art quantum chemical methods to compute the formation enthalpies and entropies of AgHMoO₄, CsHMoO₄, and AgCsMoO₄ in the gas phase. Different quantum chemical methods have been investigated (DFT and CCSD(T)) in order to predict the geometrical parameters and the energetics including the correlation energy. The geometries were optimized with TPSSh-5%HF method, followed by a single point calculation of the total electronic energies using the CCSD(T) wave function method. We thus propose with a final uncertainty of about 2 kJmol⁻¹ standard enthalpies of formation of AgHMoO₄, CsHMoO₄, and AgCsMoO₄.

Keywords: ASTEC, Accident Source Term Evaluation Code, quantum chemical methods, severe nuclear accident, thermochemical database.

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877 Nonlinear Dynamic Analysis of Base-Isolated Structures Using a Partitioned Solution Approach and an Exponential Model

Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino

Abstract:

The solution of the nonlinear dynamic equilibrium equations of base-isolated structures adopting a conventional monolithic solution approach, i.e. an implicit single-step time integration method employed with an iteration procedure, and the use of existing nonlinear analytical models, such as differential equation models, to simulate the dynamic behavior of seismic isolators can require a significant computational effort. In order to reduce numerical computations, a partitioned solution method and a one dimensional nonlinear analytical model are presented in this paper. A partitioned solution approach can be easily applied to base-isolated structures in which the base isolation system is much more flexible than the superstructure. Thus, in this work, the explicit conditionally stable central difference method is used to evaluate the base isolation system nonlinear response and the implicit unconditionally stable Newmark’s constant average acceleration method is adopted to predict the superstructure linear response with the benefit in avoiding iterations in each time step of a nonlinear dynamic analysis. The proposed mathematical model is able to simulate the dynamic behavior of seismic isolators without requiring the solution of a nonlinear differential equation, as in the case of widely used differential equation model. The proposed mixed explicit-implicit time integration method and nonlinear exponential model are adopted to analyze a three dimensional seismically isolated structure with a lead rubber bearing system subjected to earthquake excitation. The numerical results show the good accuracy and the significant computational efficiency of the proposed solution approach and analytical model compared to the conventional solution method and mathematical model adopted in this work. Furthermore, the low stiffness value of the base isolation system with lead rubber bearings allows to have a critical time step considerably larger than the imposed ground acceleration time step, thus avoiding stability problems in the proposed mixed method.

Keywords: Base-isolated structures, earthquake engineering, mixed time integration, nonlinear exponential model.

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876 A Unified Approach for Naval Telecommunication Architectures

Authors: Y. Lacroix, J.-F. Malbranque

Abstract:

We present a chronological evolution for naval telecommunication networks. We distinguish periods: with or without multiplexers, with switch systems, with federative systems, with medium switching, and with medium switching with wireless networks. This highlights the introduction of new layers and technology in the architecture. These architectures are presented using layer models of transmission, in a unified way, which enables us to integrate pre-existing models. A ship of a naval fleet has internal communications (i.e. applications' networks of the edge) and external communications (i.e. the use of the means of transmission between edges). We propose architectures, deduced from the layer model, which are the point of convergence between the networks on board and the HF, UHF radio, and satellite resources. This modelling allows to consider end-to-end naval communications, and in a more global way, that is from the user on board towards the user on shore, including transmission and networks on the shore side. The new architectures need take care of quality of services for end-to-end communications, the more remote control develops a lot and will do so in the future. Naval telecommunications will be more and more complex and will use more and more advanced technologies, it will thus be necessary to establish clear global communication schemes to grant consistency of the architectures. Our latest model has been implemented in a military naval situation, and serves as the basic architecture for the RIFAN2 network.

Keywords: Equilibrium beach profile, eastern tombolo of Giens, potential function, erosion.

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875 MIMCA: A Modelling and Simulation Approach in Support of the Design and Construction of Manufacturing Control Systems Using Modular Petri net

Authors: S. Ariffin, K. Hasnan, R.H. Weston

Abstract:

A new generation of manufacturing machines so-called MIMCA (modular and integrated machine control architecture) capable of handling much increased complexity in manufacturing control-systems is presented. Requirement for more flexible and effective control systems for manufacturing machine systems is investigated and dimensioned-which highlights a need for improved means of coordinating and monitoring production machinery and equipment used to- transport material. The MIMCA supports simulation based on machine modeling, was conceived by the authors to address the issues. Essentially MIMCA comprises an organized unification of selected architectural frameworks and modeling methods, which include: NISTRCS, UMC and Colored Timed Petri nets (CTPN). The unification has been achieved; to support the design and construction of hierarchical and distributed machine control which realized the concurrent operation of reusable and distributed machine control components; ability to handle growing complexity; and support requirements for real- time control systems. Thus MIMCA enables mapping between 'what a machine should do' and 'how the machine does it' in a well-defined but flexible way designed to facilitate reconfiguration of machine systems.

Keywords: Machine control, architectures, Petri nets, modularity, modeling, simulation.

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874 Enhanced Face Recognition with Daisy Descriptors Using 1BT Based Registration

Authors: Sevil Igit, Merve Meric, Sarp Erturk

Abstract:

In this paper, it is proposed to improve Daisy Descriptor based face recognition using a novel One-Bit Transform (1BT) based pre-registration approach. The 1BT based pre-registration procedure is fast and has low computational complexity. It is shown that the face recognition accuracy is improved with the proposed approach. The proposed approach can facilitate highly accurate face recognition using DAISY descriptor with simple matching and thereby facilitate a low-complexity approach.

Keywords: Face Recognition, Daisy Descriptor, One-Bit Transform, Image Registration.

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873 Recognition of Isolated Speech Signals using Simplified Statistical Parameters

Authors: Abhijit Mitra, Bhargav Kumar Mitra, Biswajoy Chatterjee

Abstract:

We present a novel scheme to recognize isolated speech signals using certain statistical parameters derived from those signals. The determination of the statistical estimates is based on extracted signal information rather than the original signal information in order to reduce the computational complexity. Subtle details of these estimates, after extracting the speech signal from ambience noise, are first exploited to segregate the polysyllabic words from the monosyllabic ones. Precise recognition of each distinct word is then carried out by analyzing the histogram, obtained from these information.

Keywords: Isolated speech signals, Block overlapping technique, Positive peaks, Histogram analysis.

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872 CFD Simulation of Fixed Bed Reactor in Fischer-Tropsch Synthesis of GTL Technology

Authors: Sh. Shahhosseini, S. Alinia, M. Irani

Abstract:

In this paper 2D Simulation of catalytic Fixed Bed Reactor in Fischer-Tropsch Synthesis of GTL technology has been performed utilizing computational fluid dynamics (CFD). Synthesis gas (a mixture of carbon monoxide and hydrogen) has been used as feedstock. The reactor was modeled and the model equations were solved employing finite volume method. The model was validated against the experimental data reported in literature. The comparison showed a good agreement between simulation results and the experimental data. In addition, the model was applied to predict the concentration contours of the reactants and products along the length of reactor.

Keywords: GTL, Fischer–Tropsch synthesis, Fixed Bed Reactor, CFD simulation.

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871 Optimization of Hydraulic Fluid Parameters in Automotive Torque Converters

Authors: S. Venkateswaran, C. Mallika Parveen

Abstract:

The fluid flow and the properties of the hydraulic fluid inside a torque converter are the main topics of interest in this research. The primary goal is to investigate the applicability of various viscous fluids inside the torque converter. The Taguchi optimization method is adopted to analyse the fluid flow in a torque converter from a design perspective. Calculations are conducted in maximizing the pressure since greater the pressure, greater the torque developed. Using the values of the S/N ratios obtained, graphs are plotted. Computational Fluid Dynamics (CFD) analysis is also conducted.

Keywords: Hydraulic fluid, Taguchi's method, optimization, pressure, torque.

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870 CFD Investigation of Interface Location in Stirred Tanks with a Concave Impeller

Authors: P. Parvasi, R. Janamiri, A. Sinkakarimi, I. Mahdavi, M. Safdari, M. H. Sedaghat, A. Hosseini, M. Karimi

Abstract:

In this work study the location of interface in a stirred vessel with a Concave impeller by computational fluid dynamic was presented. To modeling rotating the impeller, sliding mesh (SM) technique was used and standard k-ε model was selected for turbulence closure. Mean tangential, radial and axial velocities and also turbulent kinetic energy (k) and turbulent dissipation rate (ε) in various points of tank was investigated. Results show sensitivity of system to location of interface and radius of 7 to 10cm for interface in the vessel with existence characteristics cause to increase the accuracy of simulation.

Keywords: CFD, Interface, Concave impeller, turbulence model.

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869 Electronic Nose Based On Metal Oxide Semiconductor Sensors as an Alternative Technique for the Spoilage Classification of Oat Milk

Authors: A. Deswal, N. S. Deora, H. N. Mishra

Abstract:

The aim of the present study was to develop a rapid method for electronic nose for online quality control of oat milk. Analysis by electronic nose and bacteriological measurements were performed to analyze spoilage kinetics of oat milk samples stored at room temperature and refrigerated conditions for up to 15 days. Principal component analysis (PCA), Discriminant Factorial Analysis (DFA) and Soft Independent Modelling by Class Analogy (SIMCA) classification techniques were used to differentiate the samples of oat milk at different days. The total plate count (bacteriological method) was selected as the reference method to consistently train the electronic nose system. The e-nose was able to differentiate between the oat milk samples of varying microbial load. The results obtained by the bacteria total viable countsshowed that the shelf-life of oat milk stored at room temperature and refrigerated conditions were 20hrs and 13 days, respectively. The models built classified oat milk samples based on the total microbial population into “unspoiled” and “spoiled”.

Keywords: Electronic-nose, bacteriological, shelf-life, classification.

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868 Efficient Realization of an ADFE with a New Adaptive Algorithm

Authors: N. Praveen Kumar, Abhijit Mitra, C. Ardil

Abstract:

Decision feedback equalizers are commonly employed to reduce the error caused by intersymbol interference. Here, an adaptive decision feedback equalizer is presented with a new adaptation algorithm. The algorithm follows a block-based approach of normalized least mean square (NLMS) algorithm with set-membership filtering and achieves a significantly less computational complexity over its conventional NLMS counterpart with set-membership filtering. It is shown in the results that the proposed algorithm yields similar type of bit error rate performance over a reasonable signal to noise ratio in comparison with the latter one.

Keywords: Decision feedback equalizer, Adaptive algorithm, Block based computation, Set membership filtering.

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867 An Ontology for Knowledge Representation and Applications

Authors: Nhon Do

Abstract:

Ontology is a terminology which is used in artificial intelligence with different meanings. Ontology researching has an important role in computer science and practical applications, especially distributed knowledge systems. In this paper we present an ontology which is called Computational Object Knowledge Base Ontology. It has been used in designing some knowledge base systems for solving problems such as the system that supports studying knowledge and solving analytic geometry problems, the program for studying and solving problems in Plane Geometry, the knowledge system in linear algebra.

Keywords: Artificial intelligence, knowledge representation, knowledge base system, ontology.

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866 Numerical Flow Simulation around HSP Propeller in Open Water and behind a Vessel Wake Using RANS CFD Code

Authors: Kadda Boumediene, Mohamed Bouzit

Abstract:

The prediction of the flow around marine propellers and vessel hulls propeller interaction is one of the challenges of Computational fluid dynamics (CFD). The CFD has emerged as a potential tool in recent years and has promising applications. The objective of the current study is to predict the hydrodynamic performances of HSP marine propeller in open water and behind a vessel. The unsteady 3-D flow was modeled numerically along with respectively the K-ω standard and K-ω SST turbulence models for steady and unsteady cases. The hydrodynamic performances such us a torque and thrust coefficients and efficiency show good agreement with the experiment results.

Keywords: Seiun Maru propeller, steady, unsteady, CFD, HSP.

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865 Evaluation of Low-Reducible Sinter in Blast Furnace Technology by Mathematical Model Developed at Centre ENET, VSB – Technical University of Ostrava

Authors: S. Jursová, P. Pustějovská, S. Brožová, J. Bilík

Abstract:

The paper deals with possibilities of interpretation of iron ore reducibility tests. It presents a mathematical model developed at Centre ENET, VŠB – Technical University of Ostrava, Czech Republic for an evaluation of metallurgical material of blast furnace feedstock such as iron ore, sinter or pellets. According to the data from the test, the model predicts its usage in blast furnace technology and its effects on production parameters of shaft aggregate. At the beginning, the paper sums up the general concept and experience in mathematical modelling of iron ore reduction. It presents basic equation for the calculation and the main parts of the developed model. In the experimental part, there is an example of usage of the mathematical model. The paper describes the usage of data for some predictive calculation. There are presented material, method of carried test of iron ore reducibility. Then there are graphically interpreted effects of used material on carbon consumption, rate of direct reduction and the whole reduction process.

Keywords: Blast furnace technology, iron ore reduction, mathematical model, prediction of iron ore reduction.

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864 Sensitivity Analysis during the Optimization Process Using Genetic Algorithms

Authors: M. A. Rubio, A. Urquia

Abstract:

Genetic algorithms (GA) are applied to the solution of high-dimensional optimization problems. Additionally, sensitivity analysis (SA) is usually carried out to determine the effect on optimal solutions of changes in parameter values of the objective function. These two analyses (i.e., optimization and sensitivity analysis) are computationally intensive when applied to high-dimensional functions. The approach presented in this paper consists in performing the SA during the GA execution, by statistically analyzing the data obtained of running the GA. The advantage is that in this case SA does not involve making additional evaluations of the objective function and, consequently, this proposed approach requires less computational effort than conducting optimization and SA in two consecutive steps.

Keywords: Optimization, sensitivity, genetic algorithms, model calibration.

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863 A Method for Improving the Embedded Runge Kutta Fehlberg 4(5)

Authors: Sunyoung Bu, Wonkyu Chung, Philsu Kim

Abstract:

In this paper, we introduce a method for improving the embedded Runge-Kutta-Fehlberg4(5) method. At each integration step, the proposed method is comprised of two equations for the solution and the error, respectively. These solution and error are obtained by solving an initial value problem whose solution has the information of the error at each integration step. The constructed algorithm controls both the error and the time step size simultaneously and possesses a good performance in the computational cost compared to the original method. For the assessment of the effectiveness, EULR problem is numerically solved.

Keywords: Embedded Runge-Kutta-Fehlberg method, Initial value problem.

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862 Modelling an Investment Portfolio with Mandatory and Voluntary Contributions under M-CEV Model

Authors: Amadi Ugwulo Chinyere, Lewis D. Gbarayorks, Emem N. H. Inamete

Abstract:

In this paper, the mandatory contribution, additional voluntary contribution (AVC) and administrative charges are merged together to determine the optimal investment strategy (OIS) for a pension plan member (PPM) in a defined contribution (DC) pension scheme under the modified constant elasticity of variance (M-CEV) model. We assume that the voluntary contribution is a stochastic process and a portfolio consisting of one risk free asset and one risky asset modeled by the M-CEV model is considered. Also, a stochastic differential equation consisting of PPM’s monthly contributions, voluntary contributions and administrative charges is obtained. More so, an optimization problem in the form of Hamilton Jacobi Bellman equation which is a nonlinear partial differential equation is obtained. Using power transformation and change of variables method, an explicit solution of the OIS and the value function are obtained under constant absolute risk averse (CARA). Furthermore, numerical simulations on the impact of some sensitive parameters on OIS were discussed extensively. Finally, our result generalizes some existing result in the literature.

Keywords: DC pension fund, modified constant elasticity of variance, optimal investment strategies, voluntary contribution, administrative charges.

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861 Modelling of Electron States in Quantum -Wire Systems - Influence of Stochastic Effects on the Confining Potential

Authors: Mikhail Vladimirovich Deryabin, Morten Willatzen

Abstract:

In this work, we address theoretically the influence of red and white Gaussian noise for electronic energies and eigenstates of cylindrically shaped quantum dots. The stochastic effect can be imagined as resulting from crystal-growth statistical fluctuations in the quantum-dot material composition. In particular we obtain analytical expressions for the eigenvalue shifts and electronic envelope functions in the k . p formalism due to stochastic variations in the confining band-edge potential. It is shown that white noise in the band-edge potential leaves electronic properties almost unaffected while red noise may lead to changes in state energies and envelopefunction amplitudes of several percentages. In the latter case, the ensemble-averaged envelope function decays as a function of distance. It is also shown that, in a stochastic system, constant ensembleaveraged envelope functions are the only bounded solutions for the infinite quantum-wire problem and the energy spectrum is completely discrete. In other words, the infinite stochastic quantum wire behaves, ensemble-averaged, as an atom.

Keywords: cylindrical quantum dots, electronic eigen energies, red and white Gaussian noise, ensemble averaging effects.

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