Search results for: material models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4311

Search results for: material models

3441 Effect of Crude Extract from Bacillus Subtilis LB5 Cultivated Broth on Conidial Germination of Colletotrichum Gloeosporioides

Authors: Onuma Ruangwong, Wen-Jinn Liang

Abstract:

Bacillus subtilis strain LB5 produced lipopeptide antibiotic iturin A-2 in liquid medium. Crude extract from cell-free supernatant of B. subtilis cultivated broth extracted with n-butanol showed antifungal activity to conidial germination of Colletotrichum gloeosporioides. The germination of conidia was completely inhibited by crude extract. The ultrastructure of conidia after treated with crude extract was found an accumulation of vesiclelike material between cell wall and plasma membrane while this accumulation was not observed in untreated and germinated conidia. Besides, the cell wall was not affected by crude extract.

Keywords: Bacillus subtilis strain LB5, iturin A-2, Colletotrichum gloeosporioides, TEM, vesicle-like material.

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3440 Characterization of 3D-MRP for Analyzing of Brain Balancing Index (BBI) Pattern

Authors: N. Fuad, M. N. Taib, R. Jailani, M. E. Marwan

Abstract:

This paper discusses on power spectral density (PSD) characteristics which are extracted from three-dimensional (3D) electroencephalogram (EEG) models. The EEG signal recording was conducted on 150 healthy subjects. Development of 3D EEG models involves pre-processing of raw EEG signals and construction of spectrogram images. Then, the values of maximum PSD were extracted as features from the model. These features are analyzed using mean relative power (MRP) and different mean relative power (DMRP) technique to observe the pattern among different brain balancing indexes. The results showed that by implementing these techniques, the pattern of brain balancing indexes can be clearly observed. Some patterns are indicates between index 1 to index 5 for left frontal (LF) and right frontal (RF).

Keywords: Power spectral density, 3D EEG model, brain balancing, mean relative power, different mean relative power.

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3439 Adsorption of Inorganic Salt by Granular Activated Carbon and Related Prediction Models

Authors: Kai-Lin Hsu, Jie-Chung Lou, Jia-Yun Han

Abstract:

In recent years, the underground water sources in southern Taiwan have become salinized because of saltwater intrusions. This study explores the adsorption characteristics of activated carbon on salinizing inorganic salts using isothermal adsorption experiments and provides a model analysis. The temperature range for the isothermal adsorption experiments ranged between 5 to 45 ℃, and the amount adsorbed varied between 28.21 to 33.87 mg/g. All experimental data of adsorption can be fitted to both the Langmuir and the Freundlich models. The thermodynamic parameters for per chlorate onto granular activated carbon were calculated as -0.99 to -1.11 kcal/mol for DG°, -0.6 kcal/mol for DH°, and 1.21 to 1.84 kcal/mol for DS°. This shows that the adsorption process of granular activated carbon is spontaneously exothermic. The observation of adsorption behaviors under low ionic strength, low pH values, and low temperatures is beneficial to the adsorption removal of perchlorate with granular activated carbon.

Keywords: Water Treatment, Per Chlorate, Adsorption, Granular Activated Carbon

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3438 Proposal of Design Method in the Semi-Acausal System Model

Authors: Junji Kaneko, Shigeyuki Haruyama, Ken Kaminishi, Tadayuki Kyoutani, Siti Ruhana Omar, Oke Oktavianty

Abstract:

This study is used as a definition method to the value and function in manufacturing sector. In concurrence of discussion about present condition of modeling method, until now definition of 1D-CAE is ambiguity and not conceptual. Across all the physic fields, those methods are defined with the formulation of differential algebraic equation which only applied time derivation and simulation. At the same time, we propose semi-acausal modeling concept and differential algebraic equation method as a newly modeling method which the efficiency has been verified through the comparison of numerical analysis result between the semi-acausal modeling calculation and FEM theory calculation.

Keywords: System Model, Physical Models, Empirical Models, Conservation Law, Differential Algebraic Equation, Object-Oriented.

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3437 Coloured Reconfigurable Nets for Code Mobility Modeling

Authors: Kahloul Laid, Chaoui Allaoua

Abstract:

Code mobility technologies attract more and more developers and consumers. Numerous domains are concerned, many platforms are developed and interest applications are realized. However, developing good software products requires modeling, analyzing and proving steps. The choice of models and modeling languages is so critical on these steps. Formal tools are powerful in analyzing and proving steps. However, poorness of classical modeling language to model mobility requires proposition of new models. The objective of this paper is to provide a specific formalism “Coloured Reconfigurable Nets" and to show how this one seems to be adequate to model different kinds of code mobility.

Keywords: Code mobility, modelling mobility, labelled reconfigurable nets, Coloured reconfigurable nets, mobile code design paradigms.

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3436 Loss Function Optimization for CNN-Based Fingerprint Anti-Spoofing

Authors: Yehjune Heo

Abstract:

As biometric systems become widely deployed, the security of identification systems can be easily attacked by various spoof materials. This paper contributes to finding a reliable and practical anti-spoofing method using Convolutional Neural Networks (CNNs) based on the types of loss functions and optimizers. The types of CNNs used in this paper include AlexNet, VGGNet, and ResNet. By using various loss functions including Cross-Entropy, Center Loss, Cosine Proximity, and Hinge Loss, and various loss optimizers which include Adam, SGD, RMSProp, Adadelta, Adagrad, and Nadam, we obtained significant performance changes. We realize that choosing the correct loss function for each model is crucial since different loss functions lead to different errors on the same evaluation. By using a subset of the Livdet 2017 database, we validate our approach to compare the generalization power. It is important to note that we use a subset of LiveDet and the database is the same across all training and testing for each model. This way, we can compare the performance, in terms of generalization, for the unseen data across all different models. The best CNN (AlexNet) with the appropriate loss function and optimizers result in more than 3% of performance gain over the other CNN models with the default loss function and optimizer. In addition to the highest generalization performance, this paper also contains the models with high accuracy associated with parameters and mean average error rates to find the model that consumes the least memory and computation time for training and testing. Although AlexNet has less complexity over other CNN models, it is proven to be very efficient. For practical anti-spoofing systems, the deployed version should use a small amount of memory and should run very fast with high anti-spoofing performance. For our deployed version on smartphones, additional processing steps, such as quantization and pruning algorithms, have been applied in our final model.

Keywords: Anti-spoofing, CNN, fingerprint recognition, loss function, optimizer.

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3435 Environmental Friendly Polyurethane Coatings Based On Hyperbranched Resin

Authors: Ashraf M. Elsaid, Magd M. Badr, Mohamed S. Selim

Abstract:

Water borne polyurethane (PU) based on newly prepared hyperbranched poly (amine-ester) (HBPAE) was applied and evaluated as organic coating material. HBPAE was prepared through one-pot synthesis between trimethylol propane as a core and AB2 branched monomer which was obtained via Michal addition of methyl methacrylate (MMA) and diethanol amine (DEA). PU was prepared from HBPAE using different ratios of toluene diisocyanate (TDI) to form cured coating film. The prepared HBPAE was characterized using; GPC, FT-IR and 1H-NMR. The mechanical properties (impact, hardness, adhesion, and flexibility), thermal properties (DSC and TGA) and chemical resistance of the applied film were estimated. The results indicated 50% of TDI is the selected ratio. This formulation represents a promising candidate to be used as coating material.

Keywords: Curing, Hyperbranched polymer, Polyurethane, Urethane-acrylates, water borne Coatings.

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3434 Smart Technology for Hygrothermal Performance of Low Carbon Material Using an Artificial Neural Network Model

Authors: Manal Bouasria, Mohammed-Hichem Benzaama, Valérie Pralong, Yassine El Mendili

Abstract:

Reducing the quantity of cement in cementitious composites can help to reduce the environmental effect of construction materials. Byproducts such as ferronickel slags (FNS), fly ash (FA), and waste as Crepidula fornicata shells (CR) are promising options for cement replacement. In this work, we investigated the relevance of substituting cement with FNS-CR and FA-CR on the mechanical properties of mortar and on the thermal properties of concrete. Foraging intervals ranging from 2 days to 28 days, the mechanical properties are obtained by 3-point bending and compression tests. The chosen mix is used to construct a prototype in order to study the material’s hygrothermal performance. The data collected by the sensors placed on the prototype were utilized to build an artificial neural network.

Keywords: Artificial neural network, cement, circular economy, concrete, byproducts.

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3433 Stability Analysis of Two-delay Differential Equation for Parkinson's Disease Models with Positive Feedback

Authors: M. A. Sohaly, M. A. Elfouly

Abstract:

Parkinson's disease (PD) is a heterogeneous movement disorder that often appears in the elderly. PD is induced by a loss of dopamine secretion. Some drugs increase the secretion of dopamine. In this paper, we will simply study the stability of PD models as a nonlinear delay differential equation. After a period of taking drugs, these act as positive feedback and increase the tremors of patients, and then, the differential equation has positive coefficients and the system is unstable under these conditions. We will present a set of suggested modifications to make the system more compatible with the biodynamic system. When giving a set of numerical examples, this research paper is concerned with the mathematical analysis, and no clinical data have been used.

Keywords: Parkinson's disease, stability, simulation, two delay differential equation.

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3432 Innovation and Analysis of Vibrating Fork Level Switch

Authors: Kuen-Ming Shu, Cheng-Yu Chen

Abstract:

A vibrating-fork sensor can measure the level height of solids and liquids and operates according to the principle that vibrations created by piezoelectric ceramics are transmitted to the vibrating fork, which produces resonance. When the vibrating fork touches an object, its resonance frequency changes and produces a signal that returns to a controller for immediate adjustment, so as to effectively monitor raw material loading. The design of the vibrating fork in a vibrating-fork material sensor is crucial. In this paper, ANSYS finite element analysis software is used to perform modal analysis on the vibrations of the vibrating fork. In addition, to design and produce a superior vibrating fork, the dimensions and welding shape of the vibrating fork are compared in a simulation performed using the Taguchi method.

Keywords: Vibrating fork, piezoelectric ceramics, sound wave, ANSYS, Taguchi method, modal analysis.

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3431 Estimating Bridge Deterioration for Small Data Sets Using Regression and Markov Models

Authors: Yina F. Muñoz, Alexander Paz, Hanns De La Fuente-Mella, Joaquin V. Fariña, Guilherme M. Sales

Abstract:

The primary approach for estimating bridge deterioration uses Markov-chain models and regression analysis. Traditional Markov models have problems in estimating the required transition probabilities when a small sample size is used. Often, reliable bridge data have not been taken over large periods, thus large data sets may not be available. This study presents an important change to the traditional approach by using the Small Data Method to estimate transition probabilities. The results illustrate that the Small Data Method and traditional approach both provide similar estimates; however, the former method provides results that are more conservative. That is, Small Data Method provided slightly lower than expected bridge condition ratings compared with the traditional approach. Considering that bridges are critical infrastructures, the Small Data Method, which uses more information and provides more conservative estimates, may be more appropriate when the available sample size is small. In addition, regression analysis was used to calculate bridge deterioration. Condition ratings were determined for bridge groups, and the best regression model was selected for each group. The results obtained were very similar to those obtained when using Markov chains; however, it is desirable to use more data for better results.

Keywords: Concrete bridges, deterioration, Markov chains, probability matrix.

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3430 Electrophysical and Thermoelectric Properties of Nano-scaled In2O3:Sn, Zn, Ga-Based Thin Films: Achievements and Limitations for Thermoelectric Applications

Authors: G. Korotcenkov, V. Brinzari, B. K. Cho

Abstract:

The thermoelectric properties of nano-scaled In2O3:Sn films deposited by spray pyrolysis are considered in the present report. It is shown that multicomponent In2O3:Sn-based films are promising material for the application in thermoelectric devices. It is established that the increase in the efficiency of thermoelectric conversion at CSn~5% occurred due to nano-scaled structure of the films studied and the effect of the grain boundary filtering of the low energy electrons. There are also analyzed the limitations that may appear during such material using in devices developed for the market of thermoelectric generators and refrigerators. Studies showed that the stability of nano-scaled film’s parameters is the main problem which can limit the application of these materials in high temperature thermoelectric converters.

Keywords: Energy conversion technologies, thermoelectricity, In2O3-based films, power factor, nanocomposites, stability.

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3429 Application of Build-up and Wash-off Models for an East-Australian Catchment

Authors: Iqbal Hossain, Monzur Alam Imteaz, Mohammed Iqbal Hossain

Abstract:

Estimation of stormwater pollutants is a pre-requisite for the protection and improvement of the aquatic environment and for appropriate management options. The usual practice for the stormwater quality prediction is performed through water quality modeling. However, the accuracy of the prediction by the models depends on the proper estimation of model parameters. This paper presents the estimation of model parameters for a catchment water quality model developed for the continuous simulation of stormwater pollutants from a catchment to the catchment outlet. The model is capable of simulating the accumulation and transportation of the stormwater pollutants; suspended solids (SS), total nitrogen (TN) and total phosphorus (TP) from a particular catchment. Rainfall and water quality data were collected for the Hotham Creek Catchment (HTCC), Gold Coast, Australia. Runoff calculations from the developed model were compared with the calculated discharges from the widely used hydrological models, WBNM and DRAINS. Based on the measured water quality data, model water quality parameters were calibrated for the above-mentioned catchment. The calibrated parameters are expected to be helpful for the best management practices (BMPs) of the region. Sensitivity analyses of the estimated parameters were performed to assess the impacts of the model parameters on overall model estimations of runoff water quality.

Keywords: Calibration, Model Parameters, Suspended Solids, TotalNitrogen, Total Phosphorus.

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3428 Further Investigation of α+12C and α+16O Elastic Scattering

Authors: Sh. Hamada

Abstract:

The current work aims to study the rainbow like-structure observed in the elastic scattering of alpha particles on both 12C and 16O nuclei. We reanalyzed the experimental elastic scattering angular distributions data for α+12C and α+16O nuclear systems at different energies using both optical model and double folding potential of different interaction models such as: CDM3Y1, DDM3Y1, CDM3Y6 and BDM3Y1. Potential created by BDM3Y1 interaction model has the shallowest depth which reflects the necessity to use higher renormalization factor (Nr). Both optical model and double folding potential of different interaction models fairly reproduce the experimental data.

Keywords: Nuclear rainbow, elastic scattering, optical model, double folding, density distribution.

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3427 Experimental Determination of Shear Strength Properties of Lightweight Expanded Clay Aggregates Using Direct Shear and Triaxial Tests

Authors: Mahsa Shafaei Bajestani, Mahmoud Yazdani, Aliakbar Golshani

Abstract:

Artificial lightweight aggregates have a wide range of applications in industry and engineering. Nowadays, the usage of this material in geotechnical activities, especially as backfill in retaining walls has been growing due to the specific characteristics which make it a competent alternative to the conventional geotechnical materials. In practice, a material with lower weight but higher shear strength parameters would be ideal as backfill behind retaining walls because of the important roles that these parameters play in decreasing the overall active lateral earth pressure. In this study, two types of Light Expanded Clay Aggregates (LECA) produced in the Leca factory are investigated. LECA is made in a rotary kiln by heating natural clay at different temperatures up to 1200 °C making quasi-spherical aggregates with different sizes ranged from 0 to 25 mm. The loose bulk density of these aggregates is between 300 and 700 kN/m3. The purpose of this research is to determine the stress-strain behavior, shear strength parameters, and the energy absorption of LECA materials. Direct shear tests were conducted at five normal stresses of 25, 50, 75, 100, and 200 kPa. In addition, conventional triaxial compression tests were operated at confining pressures of 50, 100, and 200 kPa to examine stress-strain behavior. The experimental results show a high internal angle of friction and even a considerable amount of nominal cohesion despite the granular structure of LECA. These desirable properties along with the intrinsic low density of these aggregates make LECA as a very proper material in geotechnical applications. Furthermore, the results demonstrate that lightweight aggregates may have high energy absorption that is excellent alternative material in seismic isolations.

Keywords: Expanded clay, direct shear test, triaxial test, shear properties, energy absorption.

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3426 Energy Saving Stove for Stew Coconut Sugar

Authors: Ruedee Niyomrath

Abstract:

The purposes of this research is aim to build the energy saving stove for stew coconut sugar. The research started from explores ceramic raw materials in local area, create the appropriate mixture of ceramic raw materials for construction material of stove, and make it by ceramic process. It includes design and build the energy saving stove, experiment the efficiency of energy saving stove as to thermal efficiency, energy saving, performance of time, and energy cost efficiency, transfer the knowledge for community, stove manufacturers, and technicians. The findings must be useful to the coconut sugar enterprises producing, to reduce the cost of production, preserve natural resources, and environments.

Keywords: Ceramic raw material, Energy saving stove, Stove design, Performance of stove, Stove for stew coconut sugar.

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3425 Defining a Semantic Web-based Framework for Enabling Automatic Reasoning on CIM-based Management Platforms

Authors: Fernando Alonso, Rafael Fernandez, Sonia Frutos, Javier Soriano

Abstract:

CIM is the standard formalism for modeling management information developed by the Distributed Management Task Force (DMTF) in the context of its WBEM proposal, designed to provide a conceptual view of the managed environment. In this paper, we propose the inclusion of formal knowledge representation techniques, based on Description Logics (DLs) and the Web Ontology Language (OWL), in CIM-based conceptual modeling, and then we examine the benefits of such a decision. The proposal is specified as a CIM metamodel level mapping to a highly expressive subset of DLs capable of capturing all the semantics of the models. The paper shows how the proposed mapping provides CIM diagrams with precise semantics and can be used for automatic reasoning about the management information models, as a design aid, by means of newgeneration CASE tools, thanks to the use of state-of-the-art automatic reasoning systems that support the proposed logic and use algorithms that are sound and complete with respect to the semantics. Such a CASE tool framework has been developed by the authors and its architecture is also introduced. The proposed formalization is not only useful at design time, but also at run time through the use of rational autonomous agents, in response to a need recently recognized by the DMTF.

Keywords: CIM, Knowledge-based Information Models, OntologyLanguages, OWL, Description Logics, Integrated Network Management, Intelligent Agents, Automatic Reasoning Techniques.

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3424 Towards Development of Solution for Business Process-Oriented Data Analysis

Authors: M. Klimavicius

Abstract:

This paper proposes a modeling methodology for the development of data analysis solution. The Author introduce the approach to address data warehousing issues at the at enterprise level. The methodology covers the process of the requirements eliciting and analysis stage as well as initial design of data warehouse. The paper reviews extended business process model, which satisfy the needs of data warehouse development. The Author considers that the use of business process models is necessary, as it reflects both enterprise information systems and business functions, which are important for data analysis. The Described approach divides development into three steps with different detailed elaboration of models. The Described approach gives possibility to gather requirements and display them to business users in easy manner.

Keywords: Data warehouse, data analysis, business processmanagement.

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3423 Prediction on Housing Price Based on Deep Learning

Authors: Li Yu, Chenlu Jiao, Hongrun Xin, Yan Wang, Kaiyang Wang

Abstract:

In order to study the impact of various factors on the housing price, we propose to build different prediction models based on deep learning to determine the existing data of the real estate in order to more accurately predict the housing price or its changing trend in the future. Considering that the factors which affect the housing price vary widely, the proposed prediction models include two categories. The first one is based on multiple characteristic factors of the real estate. We built Convolution Neural Network (CNN) prediction model and Long Short-Term Memory (LSTM) neural network prediction model based on deep learning, and logical regression model was implemented to make a comparison between these three models. Another prediction model is time series model. Based on deep learning, we proposed an LSTM-1 model purely regard to time series, then implementing and comparing the LSTM model and the Auto-Regressive and Moving Average (ARMA) model. In this paper, comprehensive study of the second-hand housing price in Beijing has been conducted from three aspects: crawling and analyzing, housing price predicting, and the result comparing. Ultimately the best model program was produced, which is of great significance to evaluation and prediction of the housing price in the real estate industry.

Keywords: Deep learning, convolutional neural network, LSTM, housing prediction.

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3422 Response Surface Based Optimization of Toughness of Hybrid Polyamide 6 Nanocomposites

Authors: E. Hajizadeh, H. Garmabi

Abstract:

Toughening of polyamide 6 (PA6)/ Nanoclay (NC) nanocomposites with styrene-ethylene/butadiene-styrene copolymer (SEBS) using maleated styrene-ethylene/butadiene-styrene copolymer (mSEBS)/ as a compatibilizer were investigated by blending them in a co-rotating twin-screw extruder. Response surface method of experimental design was used for optimizing the material and processing parameters. Effect of four factors, including SEBS, mSEBS and NC contents as material variables and order of mixing as a processing factor, on toughness of hybrid nanocomposites were studied. All the prepared samples showed ductile behavior and low temperature Izod impact toughness of some of the hybrid nanocomposites demonstrated 900% improvement compared to the PA6 matrix while the modulus showed maximum enhancement of 20% compared to the pristine PA6 resin.

Keywords: Hybrid nanocomposites, PA6, SEBS rubber, toughness.

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3421 Seismic Performance of Slopes Subjected to Earthquake Mainshock Aftershock Sequences

Authors: Alisha Khanal, Gokhan Saygili

Abstract:

It is commonly observed that aftershocks follow the mainshock. Aftershocks continue over a period of time with a decreasing frequency and typically there is not sufficient time for repair and retrofit between a mainshock–aftershock sequence. Usually, aftershocks are smaller in magnitude; however, aftershock ground motion characteristics such as the intensity and duration can be greater than the mainshock due to the changes in the earthquake mechanism and location with respect to the site. The seismic performance of slopes is typically evaluated based on the sliding displacement predicted to occur along a critical sliding surface. Various empirical models are available that predict sliding displacement as a function of seismic loading parameters, ground motion parameters, and site parameters but these models do not include the aftershocks. The seismic risks associated with the post-mainshock slopes ('damaged slopes') subjected to aftershocks is significant. This paper extends the empirical sliding displacement models for flexible slopes subjected to earthquake mainshock-aftershock sequences (a multi hazard approach). A dataset was developed using 144 pairs of as-recorded mainshock-aftershock sequences using the Pacific Earthquake Engineering Research Center (PEER) database. The results reveal that the combination of mainshock and aftershock increases the seismic demand on slopes relative to the mainshock alone; thus, seismic risks are underestimated if aftershocks are neglected.

Keywords: Seismic slope stability, sliding displacement, mainshock, aftershock, landslide, earthquake.

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3420 Equilibrium, Kinetic and Thermodynamic Studies of the Biosorption of Textile Dye (Yellow Bemacid) onto Brahea edulis

Authors: G. Henini, Y. Laidani, F. Souahi, A. Labbaci, S. Hanini

Abstract:

Environmental contamination is a major problem being faced by the society today. Industrial, agricultural, and domestic wastes, due to the rapid development in the technology, are discharged in the several receivers. Generally, this discharge is directed to the nearest water sources such as rivers, lakes, and seas. While the rates of development and waste production are not likely to diminish, efforts to control and dispose of wastes are appropriately rising. Wastewaters from textile industries represent a serious problem all over the world. They contain different types of synthetic dyes which are known to be a major source of environmental pollution in terms of both the volume of dye discharged and the effluent composition. From an environmental point of view, the removal of synthetic dyes is of great concern. Among several chemical and physical methods, adsorption is a promising technique due to the ease of use and low cost compared to other applications in the process of discoloration, especially if the adsorbent is inexpensive and readily available. The focus of the present study was to assess the potentiality of Brahea edulis (BE) for the removal of synthetic dye Yellow bemacid (YB) from aqueous solutions. The results obtained here may transfer to other dyes with a similar chemical structure. Biosorption studies were carried out under various parameters such as mass adsorbent particle, pH, contact time, initial dye concentration, and temperature. The biosorption kinetic data of the material (BE) was tested by the pseudo first-order and the pseudo-second-order kinetic models. Thermodynamic parameters including the Gibbs free energy ΔG, enthalpy ΔH, and entropy ΔS have revealed that the adsorption of YB on the BE is feasible, spontaneous, and endothermic. The equilibrium data were analyzed by using Langmuir, Freundlich, Elovich, and Temkin isotherm models. The experimental results show that the percentage of biosorption increases with an increase in the biosorbent mass (0.25 g: 12 mg/g; 1.5 g: 47.44 mg/g). The maximum biosorption occurred at around pH value of 2 for the YB. The equilibrium uptake was increased with an increase in the initial dye concentration in solution (Co = 120 mg/l; q = 35.97 mg/g). Biosorption kinetic data were properly fitted with the pseudo-second-order kinetic model. The best fit was obtained by the Langmuir model with high correlation coefficient (R2 > 0.998) and a maximum monolayer adsorption capacity of 35.97 mg/g for YB.

Keywords: Adsorption, Brahea edulis, isotherm, yellow bemacid.

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3419 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance

Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

Abstract:

Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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3418 Fast and Efficient On-Chip Interconnection Modeling for High Speed VLSI Systems

Authors: A.R. Aswatha, T. Basavaraju, S. Sandeep Kumar

Abstract:

Timing driven physical design, synthesis, and optimization tools need efficient closed-form delay models for estimating the delay associated with each net in an integrated circuit (IC) design. The total number of nets in a modern IC design has increased dramatically and exceeded millions. Therefore efficient modeling of interconnection is needed for high speed IC-s. This paper presents closed–form expressions for RC and RLC interconnection trees in current mode signaling, which can be implemented in VLSI design tool. These analytical model expressions can be used for accurate calculation of delay after the design clock tree has been laid out and the design is fully routed. Evaluation of these analytical models is several orders of magnitude faster than simulation using SPICE.

Keywords: IC design, RC/RLC Interconnection, VLSI Systems.

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3417 Comparison of Two-Phase Critical Flow Models for Estimation of Leak Flow Rate through Cracks

Authors: Tadashi Watanabe, Jinya Katsuyama, Akihiro Mano

Abstract:

The estimation of leak flow rates through narrow cracks in structures is of importance for nuclear reactor safety, since the leak flow could be detected before occurrence of loss-of-coolant accidents. The two-phase critical leak flow rates are calculated using the system analysis code, and two representative non-homogeneous critical flow models, Henry-Fauske model and Ransom-Trapp model, are compared. The pressure decrease and vapor generation in the crack, and the leak flow rates are found to be larger for the Henry-Fauske model. It is shown that the leak flow rates are not affected by the structural temperature, but affected largely by the roughness of crack surface.

Keywords: Crack, critical flow, leak, roughness.

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3416 Developing a Statistical Model for Electromagnetic Environment for Mobile Wireless Networks

Authors: C. Temaneh Nyah

Abstract:

The analysis of electromagnetic environment using deterministic mathematical models is characterized by the impossibility of analyzing a large number of interacting network stations with a priori unknown parameters, and this is characteristic, for example, of mobile wireless communication networks. One of the tasks of the tools used in designing, planning and optimization of mobile wireless network is to carry out simulation of electromagnetic environment based on mathematical modelling methods, including computer experiment, and to estimate its effect on radio communication devices. This paper proposes the development of a statistical model of electromagnetic environment of a mobile wireless communication network by describing the parameters and factors affecting it including the propagation channel and their statistical models.

Keywords: Electromagnetic Environment, Statistical model, Wireless communication network.

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3415 Theoretical Model of a Flat Plate Solar Collector Integrated with Phase Change Material

Authors: Mouna Hamed, Ammar B. Brahim

Abstract:

The objective of this work was to develop a theoretical model to study the dynamic thermal behavior of a flat plate solar collector integrated with a phase change material (PCM). The PCM acted as a heat source for the solar system during low intensity solar radiation and night. The energy balance equations for the various components of the collector as well as for the PCM were formulated and numerically solved using Matlab computational program. The effect of natural convection on heat during the melting process was taken into account by using an effective thermal conductivity. The model was used to investigate the effect of inlet water temperature, water mass flow rate, and PCM thickness on the outlet water temperature and the melt fraction during charging and discharging modes. A comparison with a collector without PCM was made. Results showed that charging and discharging processes of PCM have six stages. The adding of PCM caused a decrease in temperature during charge and an increase during discharge. The rise was most enhanced for higher inlet water temperature, PCM thickness and for lower mass flow rate. Analysis indicated that the complete melting time was shorter than the solidification time due to the high heat transfer coefficient during melting. The increases in PCM height and mass flow rate were not linear with the melting and solidification times.

Keywords: Thermal energy storage, phase change material, melting, solidification.

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3414 Theoretical Model of a Flat Plate Solar Collector Integrated with Phase Change Material

Authors: Mouna Hamed, Ammar B. Brahim

Abstract:

The objective of this work was to develop a theoretical model to study the dynamic thermal behavior of a flat plate solar collector integrated with a phase change material (PCM). The PCM acted as a heat source for the solar system during low intensity solar radiation and night. The energy balance equations for the various components of the collector as well as for the PCM were formulated and numerically solved using MATLAB computational program. The effect of natural convection on heat during the melting process was taken into account by using an effective thermal conductivity. The model was used to investigate the effect of inlet water temperature, water mass flow rate, and PCM thickness on the outlet water temperature and the melt fraction during charging and discharging modes. A comparison with a collector without PCM was made. Results showed that charging and discharging processes of PCM have six stages. The adding of PCM caused a decrease in temperature during charge and an increase during discharge. The rise was most enhanced for higher inlet water temperature, PCM thickness and for lower mass flow rate. Analysis indicated that the complete melting time was shorter than the solidification time due to the high heat transfer coefficient during melting. The increases in PCM height and mass flow rate were not linear with the melting and solidification times.

Keywords: Thermal energy storage, phase change material, melting, solidification.

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3413 Detecting Earnings Management via Statistical and Neural Network Techniques

Authors: Mohammad Namazi, Mohammad Sadeghzadeh Maharluie

Abstract:

Predicting earnings management is vital for the capital market participants, financial analysts and managers. The aim of this research is attempting to respond to this query: Is there a significant difference between the regression model and neural networks’ models in predicting earnings management, and which one leads to a superior prediction of it? In approaching this question, a Linear Regression (LR) model was compared with two neural networks including Multi-Layer Perceptron (MLP), and Generalized Regression Neural Network (GRNN). The population of this study includes 94 listed companies in Tehran Stock Exchange (TSE) market from 2003 to 2011. After the results of all models were acquired, ANOVA was exerted to test the hypotheses. In general, the summary of statistical results showed that the precision of GRNN did not exhibit a significant difference in comparison with MLP. In addition, the mean square error of the MLP and GRNN showed a significant difference with the multi variable LR model. These findings support the notion of nonlinear behavior of the earnings management. Therefore, it is more appropriate for capital market participants to analyze earnings management based upon neural networks techniques, and not to adopt linear regression models.

Keywords: Earnings management, generalized regression neural networks, linear regression, multi-layer perceptron, Tehran stock exchange.

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3412 Considering Aerosol Processes in Nuclear Transport Package Containment Safety Cases

Authors: Andrew Cummings, Rhianne Boag, Sarah Bryson, Gordon Turner

Abstract:

Packages designed for transport of radioactive material must satisfy rigorous safety regulations specified by the International Atomic Energy Agency (IAEA). Higher Activity Waste (HAW) transport packages have to maintain containment of their contents during normal and accident conditions of transport (NCT and ACT). To ensure containment criteria is satisfied these packages are required to be leak-tight in all transport conditions to meet allowable activity release rates. Package design safety reports are the safety cases that provide the claims, evidence and arguments to demonstrate that packages meet the regulations and once approved by the competent authority (in the UK this is the Office for Nuclear Regulation) a licence to transport radioactive material is issued for the package(s). The standard approach to demonstrating containment in the RWM transport safety case is set out in BS EN ISO 12807. In this document a method for measuring a leak rate from the package is explained by way of a small interspace test volume situated between two O-ring seals on the underside of the package lid. The interspace volume is pressurised and a pressure drop measured. A small interspace test volume makes the method more sensitive enabling the measurement of smaller leak rates. By ascertaining the activity of the contents, identifying a releasable fraction of material and by treating that fraction of material as a gas, allowable leak rates for NCT and ACT are calculated. The adherence to basic safety principles in ISO12807 is very pessimistic and current practice in the demonstration of transport safety, which is accepted by the UK regulator. It is UK government policy that management of HAW will be through geological disposal. It is proposed that the intermediate level waste be transported to the geological disposal facility (GDF) in large cuboid packages. This poses a challenge for containment demonstration because such packages will have long seals and therefore large interspace test volumes. There is also uncertainty on the releasable fraction of material within the package ullage space. This is because the waste may be in many different forms which makes it difficult to define the fraction of material released by the waste package. Additionally because of the large interspace test volume, measuring the calculated leak rates may not be achievable. For this reason a justification for a lower releasable fraction of material is sought. This paper considers the use of aerosol processes to reduce the releasable fraction for both NCT and ACT. It reviews the basic coagulation and removal processes and applies the dynamic aerosol balance equation. The proposed solution includes only the most well understood physical processes namely; Brownian coagulation and gravitational settling. Other processes have been eliminated either on the basis that they would serve to reduce the release to the environment further (pessimistically in keeping with the essence of nuclear transport safety cases) or that they are not credible in the conditions of transport considered.

Keywords: Aerosol processes, Brownian coagulation, gravitational settling, transport regulations.

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