Search results for: thermal model.

Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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Authors: Daniel Micallef, Damien Bounaudet, Robert N. Farrugia, Simon P. Borg, Vincent Buhagiar, Tonio Sant

Abstract:

The physical effects of upstream flow obstructions such as vegetation on cross-ventilation phenomena of a building are important for issues such as indoor thermal comfort. Modelling such effects in Computational Fluid Dynamics simulations may also be challenging. The aim of this work is to establish the cross-ventilation jet behaviour in such complex terrain conditions as well as to provide guidelines on the implementation of CFD numerical simulations in order to model complex terrain features such as vegetation in an efficient manner. The methodology consists of onsite measurements on a test cell coupled with numerical simulations. It was found that the cross-ventilation flow is highly turbulent despite the very low velocities encountered internally within the test cells. While no direct measurement of the jet direction was made, the measurements indicate that flow tends to be reversed from the leeward to the windward side. Modelling such a phenomenon proves challenging and is strongly influenced by how vegetation is modelled. A solid vegetation tends to predict better the direction and magnitude of the flow than a porous vegetation approach. A simplified terrain model was also shown to provide good comparisons with observation. The findings have important implications on the study of cross-ventilation in complex terrain conditions since the flow direction does not remain trivial, as with the traditional isolated building case.

Keywords: Complex terrain, cross-ventilation, wind driven ventilation, Computational Fluid Dynamics (CFD), wind resource.

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Authors: Sagar Pramodrao Kadu, Rajendra H. Sarda

Abstract:

The concerns about clean environment and high oil prices driving forces for the research on alternative fuels. The research efforts directed towards improving the performance of C.I engines using vegetable oil as fuel. The paper deals results of performance of a four stroke, single cylinder C.I. engine by preheated neat Karanja oil is done from 30 o C to 100 o C. The performance of the engine was studied for a speed range between 1500 to 4000 rpm, with the engine operated under full load conditions. The performance parameters considered for comparing are brake specific fuel consumption, thermal efficiency, brake power, Nox emission of the engine. The engine offers lower thermal efficiency when it is powered by preheated neat Karanja oil at higher speed. The power developed and Nox emission increase with the increase in the fuel inlet temperature and the specific fuel consumption is higher than diesel fuel operation at all elevated fuel inlet temperature.

Keywords: Alternative fuel, Compression ignition engine, neatKaranja oil, preheating.

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Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil

Abstract:

Order reduction of linear-time invariant systems employing two methods; one using the advantages of Routh approximation and other by an evolutionary technique is presented in this paper. In Routh approximation method the denominator of the reduced order model is obtained using Routh approximation while the numerator of the reduced order model is determined using the indirect approach of retaining the time moments and/or Markov parameters of original system. By this method the reduced order model guarantees stability if the original high order model is stable. In the second method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical examples.

Keywords: Model Order Reduction, Markov Parameters, Routh Approximation, Particle Swarm Optimization, Integral Squared Error, Steady State Stability.

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Authors: S. Cagin, X. Fischer, E. Delacourt, N. Bourabaa, C. Morin, D. Coutellier, B. Carré, S. Loumé

Abstract:

The complexity of scavenging by ports and its impact on engine efficiency create the need to understand and to model it as realistically as possible. However, there are few empirical scavenging models and these are highly specialized. In a design optimization process, they appear very restricted and their field of use is limited. This paper presents a comparison of two methods to establish and reduce a model of the scavenging process in 2-stroke diesel engines. To solve the lack of scavenging models, a CFD model has been developed and is used as the referent case. However, its large size requires a reduction. Two techniques have been tested depending on their fields of application: The NTF method and neural networks. They both appear highly appropriate drastically reducing the model’s size (over 90% reduction) with a low relative error rate (under 10%). Furthermore, each method produces a reduced model which can be used in distinct specialized fields of application: the distribution of a quantity (mass fraction for example) in the cylinder at each time step (pseudo-dynamic model) or the qualification of scavenging at the end of the process (pseudo-static model).

Keywords: Diesel engine, Design optimization, Model reduction, Neural network, NTF algorithm, Scavenging.

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Authors: A. Rangan, A. Tansu

Abstract:

This paper generalizes Yeh Lam-s shock model for renewal shock arrivals and random threshold. Several interesting statistical measures are explicitly obtained. A few special cases and an optimal replacement problem are also discussed.

Keywords: shock model, optimal replacement, random threshold, shocks.

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Authors: R. Kongnuy, P. Pongsumpun

Abstract:

We used mathematical model to study the transmission of dengue disease. The model is developed in which the human population is separated into two populations, pregnant and non-pregnant humans. The dynamical analysis method is used for analyzing this modified model. Two equilibrium states are found and the conditions for stability of theses two equilibrium states are established. Numerical results are shown for each equilibrium state. The basic reproduction numbers are found and they are compared by using numerical simulations.

Keywords: Basic reproductive number, dengue disease, equilibrium states, pregnancy.

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Authors: H. K. G. K. D. K. Hapuhinna, R. D. Gunaratne, H. M. J. C. Pitawala

Abstract:

This study aimed to find out chemical and structural suitability of synthesized eppawala hydroxyapatite composite as bone cement, by comparing and contrasting it with human bone as well as commercially available bone cement, which is currently used in orthopedic surgeries. Therefore, a mixture of commercially available bone cement and its liquid monomer, commercially available methyl methacrylate (MMA) and a mixture of solid state synthesized eppawala hydroxyapatite powder with commercially available MMA were prepared as the direct substitution for bone cement. Then physical and chemical properties including composition, crystallinity, presence of functional groups, thermal stability, surface morphology, and microstructural features were examined compared to human bone. Results show that there is a close similarity between synthesized product and human bone and it has exhibited high thermal stability, good crystalline and porous properties than the commercial product. Finally, the study concluded that synthesized hydroxyapatite composite can be used directly as a substitution for commercial bone cement.

Keywords: Hydroxyapatite, bone cement, methyl methacrylate, orthopedics.

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Authors: Yue-Tzu Yang, Shu-Ching Liao

Abstract:

This study presents the numerical simulation of three-dimensional incompressible steady and laminar fluid flow and conjugate heat transfer of a trapezoidal microchannel heat sink using water as a cooling fluid in a silicon substrate. Navier-Stokes equations with conjugate energy equation are discretized by finite-volume method. We perform numerical computations for a range of 50 ≦ Re ≦ 600, 0.05W ≦ P ≦ 0.8W, 20W/cm² ≦q"≦ 40W/cm². The present study demonstrates the numerical optimization of a trapezoidal microchannel heat sink design using the response surface methodology (RSM) and the genetic algorithm method (GA). The results show that the average Nusselt number increases with an increase in the Reynolds number or pumping power, and the thermal resistance decreases as the pumping power increases. The thermal resistance of a trapezoidal microchannel is minimized for a constant heat flux and constant pumping power.

Keywords: Microchannel heat sinks, Conjugate heat transfer, Optimization, Genetic algorithm method.

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Authors: Mangesh R. Phate, V. H. Tatwawadi

Abstract:

This paper is intended to develop an artificial neural network (ANN) based model of material removal rate (MRR) in the turning of ferrous and nonferrous material in a Indian small-scale industry. MRR of the formulated model was proved with the testing data and artificial neural network (ANN) model was developed for the analysis and prediction of the relationship between inputs and output parameters during the turning of ferrous and nonferrous materials. The input parameters of this model are operator, work-piece, cutting process, cutting tool, machine and the environment.

The ANN model consists of a three layered feedforward back propagation neural network. The network is trained with pairs of independent/dependent datasets generated when machining ferrous and nonferrous material. A very good performance of the neural network, in terms of contract with experimental data, was achieved. The model may be used for the testing and forecast of the complex relationship between dependent and the independent parameters in turning operations.

Keywords: Field data based model, Artificial neural network, Simulation, Convectional Turning, Material removal rate.

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Authors: Mazhar B. Tayel, Amr H. Yassin

Abstract:

A proposed small-signal model parameters for a pseudomorphic high electron mobility transistor (PHEMT) is presented. Both extrinsic and intrinsic circuit elements of a smallsignal model are determined using genetic algorithm (GA) as a stochastic global search and optimization tool. The parameters extraction of the small-signal model is performed on 200-μm gate width AlGaAs/InGaAs PHEMT. The equivalent circuit elements for a proposed 18 elements model are determined directly from the measured S- parameters. The GA is used to extract the parameters of the proposed small-signal model from 0.5 up to 18 GHz.

Keywords: PHEMT, Genetic Algorithms, small signal modeling, optimization.

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Authors: Imen Mejri, Ahmed Mahmoudi, Mohamed A. Abbassi, Ahmed Omri

Abstract:

Thermal radiation plays a very important role in the heat transfer combination through the various components of the SOFC fuel cell operating at high temperatures. Lattice Boltzmann method is used for treating conduction-radiation heat transfer in the electrolyte. The thermal radiation heat transfer is coupled to the overall energy conservation equations through the divergence of the local radiative flux. The equation of energy in one dimension is numerically resolved by using the Lattice Boltzmann method. A computing program (FORTRAN) is developed locally for this purpose in order to obtain fields of temperature in every element of the cell. The parameters investigated are: functioning temperature, cell voltages and electrolyte thickness. The results show that the radiation effect increases with increasing the electrolyte thickness, also increases with increasing the functioning temperature and decreases with the increase of the voltage of the cell.

Keywords: SOFC, lattice Boltzmann method, conduction, radiation, planar medium.

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Authors: Gaurav D. Sonawane, Vikas G. Sargade

Abstract:

The present investigation is a study of the effect of advanced Physical Vapor Deposition (PVD) coatings on cutting temperature residual stresses and surface roughness during Duplex Stainless Steel (DSS) 2205 turning. Austenite stabilizers like nickel, manganese, and molybdenum reduced the cost of DSS. Surface Integrity (SI) plays an important role in determining corrosion resistance and fatigue life. Resistance to various types of corrosion makes DSS suitable for applications with critical environments like Heat exchangers, Desalination plants, Seawater pipes and Marine components. However, lower thermal conductivity, poor chip control and non-uniform tool wear make DSS very difficult to machine. Cemented carbide tools (M grade) were used to turn DSS in a dry environment. AlTiN and AlTiCrN coatings were deposited using advanced PVD High Pulse Impulse Magnetron Sputtering (HiPIMS) technique. Experiments were conducted with cutting speed of 100 m/min, 140 m/min and 180 m/min. A constant feed and depth of cut of 0.18 mm/rev and 0.8 mm were used, respectively. AlTiCrN coated tools followed by AlTiN coated tools outperformed uncoated tools due to properties like lower thermal conductivity, higher adhesion strength and hardness. Residual stresses were found to be compressive for all the tools used for dry turning, increasing the fatigue life of the machined component. Higher cutting temperatures were observed for coated tools due to its lower thermal conductivity, which results in very less tool wear than uncoated tools. Surface roughness with uncoated tools was found to be three times higher than coated tools due to lower coefficient of friction of coating used.

Keywords: Cutting temperatures, DSS2205, dry turning, HiPIMS, surface integrity.

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Authors: N. Marzban, J. K. Heydarzadeh M. Pourmohammadbagher, M. H. Hatami, A. Samia

Abstract:

A nano-alumina-zirconia composite catalyst was synthesized by a simple aqueous sol-gel method using AlCl₃.6H₂O and ZrCl₄ as precursors. Thermal decomposition of the precursor and subsequent formation of γ-Al₂O₃ and t-Zr were investigated by thermal analysis. XRD analysis showed that γ-Al₂O₃ and t-ZrO₂ phases were formed at 700 °C. FT-IR analysis also indicated that the phase transition to γ-Al₂O₃ occurred in corroboration with X-ray studies. TEM analysis of the calcined powder revealed that spherical particles were in the range of 8-12 nm. The nano-alumina-zirconia composite particles were mesoporous and uniformly distributed in their crystalline phase. In order to measure the catalytic activity, esterification reaction was carried out. Biodiesel, as a renewable fuel, was formed in a continuous packed column reactor. Free fatty acid (FFA) was esterified with ethanol in a heterogeneous catalytic reactor. It was found that the synthesized γ-Al₂O₃/ZrO₂ composite had the potential to be used as a heterogeneous base catalyst for biodiesel production processes.

Keywords: Nano-alumina-zirconia, composite catalyst, thin film, biodiesel.

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Authors: S. N. Hosseini, M. H. Enayati, F. Karimzadeh, N. M. Sammes

Abstract:

The synthesis of CuFe2O4 spinel powders by an optimized combustion-like process followed by calcination is described herein. The samples were characterized using X-ray diffraction (XRD), differential thermal analysis (TG/DTA), scanning electron microscopy (SEM), dilatometry and 4-probe DC methods. Different glycine to nitrate (G/N) ratios of 1 (fuel-deficient), 1.48 (stoichiometric) and 2 (fuel-rich) were employed. Calcining the asprepared powders at 800 and 1000°C for 5 hours showed that the G/N ratio of 2 results in the formation of the desired copper spinel single phase at both calcination temperatures. For G/N=1, formation of CuFe2O4 takes place in three steps. First, iron and copper nitrates decompose to iron oxide and pure copper. Then, copper transforms to copper oxide and finally, copper and iron oxides react with each other to form a copper ferrite spinel phase. The electrical conductivity and the coefficient of thermal expansion of the sintered pelletized samples were 2 S.cm-1 (800°C) and 11×10-6 °C-1 (25-800°C), respectively.

Keywords: SOFC interconnect coatings, Copper ferrite, Spinels, Electrical conductivity, Glycine–nitrate process.

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Authors: Osama H. Ghazal

Abstract:

The intension in this work is to investigate the effect of different fuels type on engine performance for different engine speed. Brake Power, Brake Torque, and specific fuel consumption were calculated and presented to show the effect of varying fuel type on them for all cases considered. A special program used to carry out the calculations. A simulation model for one-cylinder spark ignition engine has been built and calculated.

The analysis of the results shows that for methanol the power increases about 30% at 1000 rpm and 16% at 6000 rpm comparing with methane. For the same compared fuels the increment in fuel consumption is about 100% at 1000 rpm and 115% at 6000 rpm. The increment in brake thermal efficiency for gasoline is around 11% comparing with methane at 1000 rpm and 7% for methanol comparing with methane at 4000 rpm.

Keywords: Natural gas fuel, spark ignition engines, performance, engine simulation.

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Authors: Yung C. Ho, Hui C. Fang, Ming J. Hsieh

Abstract:

When consistently innovative business-models can give companies a competitive advantage, longitudinal empirical research, which can reflect dynamic business-model changes, has yet to prove a definitive connection. This study consequently employs a dynamic perspective in conjunction with innovation theory to examine the relationship between the types of business-model innovation and firm value. This study tries to examine various types of business-model innovation in high-end and low-end technology industries such as HTC and the 7-Eleven chain stores with research periods of 14 years and 32 years, respectively. The empirical results suggest that adopting radical business-model innovation in addition to expanding new target markets can successfully lead to a competitive advantage. Sustained advanced technological competences and service/product innovation are the key successful factors in high-end and low-end technology industry business-models respectively. In sum up, the business-model innovation can yield a higher market value and financial value in high-end technology industries than low-end ones.

Keywords: Business-model, Dynamic Perspective, Firm Value, Innovation

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Authors: Karel Frajtak, Miroslav Bures, Ivan Jelinek

Abstract:

Software testing is important stage of software development cycle. Current testing process involves tester and electronic documents with test case scenarios. In this paper we focus on new approach to testing process using automated test case generation and tester guidance through the system based on the model of the system. Test case generation and model-based testing is not possible without proper system model. We aim on providing better feedback from the testing process thus eliminating the unnecessary paper work.

Keywords: Model based testing, test automation, test generating, tester support.

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Authors: Jānis Zuters

Abstract:

There are a lot of extensions made to the classic model of multi-layer perceptron (MLP). A notable amount of them has been designed to hasten the learning process without considering the quality of generalization. The paper proposes a new MLP extension based on exploiting topology of the input layer of the network. Experimental results show the extended model to improve upon generalization capability in certain cases. The new model requires additional computational resources to compare to the classic model, nevertheless the loss in efficiency isn-t regarded to be significant.

Keywords: Learning algorithm, multi-layer perceptron, topology.

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Authors: Sungin Jeong

Abstract:

This paper presents a linear oscillating generator of cylindrical type for hybrid electric vehicle application. The focus of the study is the suggestion of the optimal model and the design rule of the cylindrical linear oscillating generator with permanent magnet in the back-iron translator. The cylindrical topology is achieved using equivalent magnetic circuit considering leakage elements as initial modeling. This topology with permanent magnet in the back-iron translator is described by number of phases and displacement of stroke. For more accurate analysis of an oscillating machine, it will be compared by moving just one-pole pitch forward and backward the thrust of single-phase system and three-phase system. Through the analysis and comparison, a single-phase system of cylindrical topology as the optimal topology is selected. Finally, the detailed design of the optimal topology takes the magnetic saturation effects into account by finite element analysis. Besides, the losses are examined to obtain more accurate results; copper loss in the conductors of machine windings, eddy-current loss of permanent magnet, and iron-loss of specific material of electrical steel. The considerations of thermal performances and mechanical robustness are essential, because they have an effect on the entire efficiency and the insulations of the machine due to the losses of the high temperature generated in each region of the generator. Besides electric machine with linear oscillating movement requires a support system that can resist dynamic forces and mechanical masses. As a result, the fatigue analysis of shaft is achieved by the kinetic equations. Also, the thermal characteristics are analyzed by the operating frequency in each region. The results of this study will give a very important design rule in the design of linear oscillating machines. It enables us to more accurate machine design and more accurate prediction of machine performances.

Keywords: Equivalent magnetic circuit, finite element analysis, hybrid electric vehicle, free piston engine, cylindrical linear oscillating generator

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Authors: Mohamed M. El-Gendy, Ibrahim A. El-Arabi, Rafik W. Abdel-Missih, Omar A. Kandil

Abstract:

In the present research, a finite element model is presented to study the geometrical and material nonlinear behavior of reinforced concrete plane frames considering soil-structure interaction. The nonlinear behaviors of concrete and reinforcing steel are considered both in compression and tension up to failure. The model takes account also for the number, diameter, and distribution of rebar along every cross section. Soil behavior is taken into consideration using four different models; namely: linear-, nonlinear Winkler's model, and linear-, nonlinear continuum model. A computer program (NARC) is specially developed in order to perform the analysis. The results achieved by the present model show good agreement with both theoretical and experimental published literature. The nonlinear behavior of a rectangular frame resting on soft soil up to failure using the proposed model is introduced for demonstration.

Keywords: Nonlinear analysis, Geometric nonlinearity, Material nonlinearity, Reinforced concrete, Finite element method, Soilstructure interaction, Winkler's soil model, Continuum soil model

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Authors: Aeslina Abdul Kadir, Abbas Mohajerani

Abstract:

Over a million tonnes of cigarette butts (CBs) are produced worldwide annually. These CBs accumulate in the environment due to the poor biodegradability of the cellulose acetate filters and pose a serious environmental risk. This paper presents some of the results from a continuing study on recycling CBs into fired clay bricks. Properties including compressive strength, flexural strength, density, water absorption and thermal conductivity of fired clay bricks are reported and discussed. Furthermore, leaching of heavy metals from the manufactured clay bricks was tested. The results show that the density of fired bricks was reduced by about 8 – 30 %, depending on the percentage of CBs incorporated into the raw materials. The compressive strength of bricks tested was 12.57, 5.22 and 3.00 MPa for 2.5, 5.0 and 10 % CB content respectively. Water absorption and initial rate of absorption values increased as density, and hence porosity, of bricks decreased with increasing CB volume. The leaching test results revealed trace amounts of heavy metals.

Keywords: Cigarette butts, Fired clay bricks, Light bricks, Recycling waste, Thermal conductivity.

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Authors: F. Achouri, K. Chouicha

Abstract:

The main parameters affecting the workability are the water content, particle size, and the total surface of the grains, as long as the mixing water begins by wetting the surface of the grains and then fills the voids between the grains to form entrapped water, the quantity of water remaining is called free water. The aim of this study is to undertake a fractal approach through the relationship between the concrete formulation parameters and workability. To develop this approach a series of concrete taken from the literature was investigated by varying formulation parameters such as G/S, the quantity of cement C and the quantity of water W. We also call another model as the model of water layer thickness and model of paste layer thickness to judge their relevance, hence the following results: the relevance of the water layer thickness model is considered as a relevant when there is a variation in the water quantity. The model of the paste layer thickness is only applicable if we considered that the paste is made with the grain value Dmax = 2.85: value from which we see a stability of the model.

Keywords: Concrete, fractal method, paste layer thickness, water layer thickness, workability.

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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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Authors: E. A. Asabina, V. I. Pet'kov, P. A. Mayorov, A. V. Markin, N. N. Smirnova, A. M. Kovalskii, A. A. Usenko

Abstract:

The purpose of this work was to synthesize and investigate phase formation, structure and thermophysical properties of the phosphates M_0.5+xM'_xZr_2–x(PO₄)₃ (M – Cd, Sr, Pb; M' – Mg, Co, Mn). The compounds were synthesized by sol-gel method. The results showed formation of limited solid solutions of NZP/NASICON type. The crystal structures of triple phosphates of the compositions MMg_0.5Zr_1.5(PO₄)₃ were refined by the Rietveld method using XRD data. Heat capacity (8–660 K) of the phosphates Pb_0.5+xMg_xZr_2-x(PO₄)₃ (x = 0, 0.5) was measured, and reversible polymorphic transitions were found at temperatures, close to the room temperature. The results of Rietveld structure refinement showed the polymorphism caused by disordering of lead cations in the cavities of NZP/NASICON structure. Thermal expansion (298−1073 K) of the phosphates MMg_0.5Zr_1.5(PO₄)₃ was studied by XRD method, and the compounds were found to belong to middle and low-expanding materials. Thermal diffusivity (298–573 K) of the ceramic samples of phosphates slightly decreased with temperature increasing. As was demonstrated, the studied phosphates are characterized by the better thermophysical characteristics than widespread fire-resistant materials, such as zirconia and etc.

Keywords: NASICON, NZP, phosphate, structure, synthesis, thermophysical properties.

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Authors: Svetlana Saksonova

Abstract:

Every commercial bank optimises its asset portfolio depending on the profitability of assets and chosen or imposed constraints. This paper proposes and applies a stylized model for optimising banks' asset and liability structure, reflecting profitability of different asset categories and their risks as well as costs associated with different liability categories and reserve requirements. The level of detail for asset and liability categories is chosen to create a suitably parsimonious model and to include the most important categories in the model. It is shown that the most appropriate optimisation criterion for the model is the maximisation of the ratio of net interest income to assets. The maximisation of this ratio is subject to several constraints. Some are accounting identities or dictated by legislative requirements; others vary depending on the market objectives for a particular bank. The model predicts variable amount of assets allocated to loan provision.

Keywords: asset structure, commercial bank, model, optimisation

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Authors: Sandipkumar Sonawane, Upendra Bhandarkar, Bhalchandra Puranik, S. Sunil Kumar

Abstract:

The effect of Alumina nanoparticle size on thermophysical properties, heat transfer performance and pressure loss characteristics of Aviation Turbine Fuel (ATF)-Al2O3 nanofluids is studied experimentally for the proposed application of regenerative cooling of semi-cryogenic rocket engine thrust chambers. Al2O3 particles with mean diameters of 50 nm or 150 nm are dispersed in ATF. At 500C and 0.3% particle volume concentration, the bigger particles show increases of 17% in thermal conductivity and 55% in viscosity, whereas the smaller particles show corresponding increases of 21% and 22% for thermal conductivity and viscosity respectively. Contrary to these results, experiments to study the heat transfer performance and pressure loss characteristics show that at the same pumping power, the maximum enhancement in heat transfer coefficient at 500C and 0.3% concentration is approximately 47% using bigger particles, whereas it is only 36% using smaller particles.

Keywords: Heat transfer performance, Nanofluids, Thermalconductivity, Viscosity

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Authors: Shih-Ching Lo

Abstract:

Discrete choice model is the most used methodology for studying traveler-s mode choice and demand. However, to calibrate the discrete choice model needs to have plenty of questionnaire survey. In this study, an aggregative model is proposed. The historical data of passenger volumes for high speed rail and domestic civil aviation are employed to calibrate and validate the model. In this study, different models are compared so as to propose the best one. From the results, systematic equations forecast better than single equation do. Models with the external variable, which is oil price, are better than models based on closed system assumption.

Keywords: forecasting, passenger volume, dynamic competition model, external variable, oil price

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Authors: I. Zohourkari, M. Zohoor

Abstract:

In this paper, an erosion-based model for abrasive waterjet (AWJ) turning process is presented. By using modified Hashish erosion model, the volume of material removed by impacting of abrasive particles to surface of the rotating cylindrical specimen is estimated and radius reduction at each rotation is calculated. Different to previous works, the proposed model considers the continuous change in local impact angle due to change in workpiece diameter, axial traverse rate of the jet, the abrasive particle roundness and density. The accuracy of the proposed model is examined by experimental tests under various traverse rates. The final diameters estimated by the proposed model are in good accordance with experiments.

Keywords: Abrasive, Erosion, impact, Particle, Waterjet, Turning.

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Authors: Yan Shuang Zhang, Taehan Lee, Byung Ho Jeong

Abstract:

A DEA model can generally evaluate the performance using multiple inputs and outputs for the same period. However, it is hard to avoid the production lead time phenomenon some times, such as long-term project or marketing activity. A couple of models have been suggested to capture this time lag issue in the context of DEA. This paper develops a dual-MPO model to deal with time lag effect in evaluating efficiency. A numerical example is also given to show that the proposed model can be used to get efficiency and reference set of inefficient DMUs and to obtain projected target value of input attributes for inefficient DMUs to be efficient.

Keywords: DEA, efficiency, time lag, dual problem.

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