Search results for: ordinal response models
Commenced in January 2007
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Edition: International
Paper Count: 3880

Search results for: ordinal response models

3010 3D Dynamic Representation System for the Human Head

Authors: Laurenţiu Militeanu, Cristina Gena Dascâlu, D. Cristea

Abstract:

The human head representations usually are based on the morphological – structural components of a real model. Over the time became more and more necessary to achieve full virtual models that comply very rigorous with the specifications of the human anatomy. Still, making and using a model perfectly fitted with the real anatomy is a difficult task, because it requires large hardware resources and significant times for processing. That is why it is necessary to choose the best compromise solution, which keeps the right balance between the details perfection and the resources consumption, in order to obtain facial animations with real-time rendering. We will present here the way in which we achieved such a 3D system that we intend to use as a base point in order to create facial animations with real-time rendering, used in medicine to find and to identify different types of pathologies.

Keywords: 3D models, virtual reality.

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3009 Methodology for Obtaining Static Alignment Model

Authors: Lely A. Luengas, Pedro R. Vizcaya, Giovanni Sánchez

Abstract:

In this paper, a methodology is presented to obtain the Static Alignment Model for any transtibial amputee person. The proposed methodology starts from experimental data collected on the Hospital Militar Central, Bogotá, Colombia. The effects of transtibial prosthesis malalignment on amputees were measured in terms of joint angles, center of pressure (COP) and weight distribution. Some statistical tools are used to obtain the model parameters. Mathematical predictive models of prosthetic alignment were created. The proposed models are validated in amputees and finding promising results for the prosthesis Static Alignment. Static alignment process is unique to each subject; nevertheless the proposed methodology can be used in each transtibial amputee.

Keywords: Information theory, prediction model, prosthetic alignment, transtibial prosthesis.

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3008 An Enhanced Artificial Neural Network for Air Temperature Prediction

Authors: Brian A. Smith, Ronald W. McClendon, Gerrit Hoogenboom

Abstract:

The mitigation of crop loss due to damaging freezes requires accurate air temperature prediction models. An improved model for temperature prediction in Georgia was developed by including information on seasonality and modifying parameters of an existing artificial neural network model. Alternative models were compared by instantiating and training multiple networks for each model. The inclusion of up to 24 hours of prior weather information and inputs reflecting the day of year were among improvements that reduced average four-hour prediction error by 0.18°C compared to the prior model. Results strongly suggest model developers should instantiate and train multiple networks with different initial weights to establish appropriate model parameters.

Keywords: Time-series forecasting, weather modeling.

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3007 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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3006 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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3005 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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3004 CMOS-Compatible Silicon Nanoplasmonics for On-Chip Integration

Authors: Shiyang Zhu, Guo-Qiang Lo, Dim-Lee Kwong

Abstract:

Although silicon photonic devices provide a significantly larger bandwidth and dissipate a substantially less power than the electronic devices, they suffer from a large size due to the fundamental diffraction limit and the weak optical response of Si. A potential solution is to exploit Si plasmonics, which may not only miniaturize the photonic device far beyond the diffraction limit, but also enhance the optical response in Si due to the electromagnetic field confinement. In this paper, we discuss and summarize the recently developed metal-insulator-Si-insulator-metal nanoplasmonic waveguide as well as various passive and active plasmonic components based on this waveguide, including coupler, bend, power splitter, ring resonator, MZI, modulator, detector, etc. All these plasmonic components are CMOS compatible and could be integrated with electronic and conventional dielectric photonic devices on the same SOI chip. More potential plasmonic devices as well as plasmonic nanocircuits with complex functionalities are also addressed.

Keywords: Silicon nanoplasmonics, Silicon nanophotonics, Onchip integration, CMOS

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3003 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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3002 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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3001 Phishing Attacks Facilitated by Open-Source Intelligence

Authors: Urva Maryam

Abstract:

Private data are more often breached by clever social engineering rather than exploiting technical vulnerabilities in the systems. Complete information security requires good data safety practices to go along with technical solutions. Hackers often begin their operation by simply sending spoofed emails or fraudulent URLs to their targets and trick them into providing sensitive information such as passwords or bank account details. This technique is called phishing. Phishing attacks can be launched on email addresses, open ports and unsecured web browsers. This study uses quantitative method of research to execute phishing experiments on the participants to test their response to the phishing emails. These experiments were run on Kali Linux distribution which came bundled with multiple open-source intelligence (OSINT) tools that were used in the study. The aim of this research is to see how successful phishing attacks can be launched using OSINT and to test the response of people to spoofed emails.

Keywords: OSINT, phishing, spear phishing, email spoofing, theHarvester, Maltego.

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3000 A Model for Study of the Defects in Rolling Element Bearings at Higher Speed by Vibration Signature Analysis

Authors: Abhay Utpat, R. B. Ingle, M. R. Nandgaonkar

Abstract:

The vibrations produced by a single point defect on various parts of the bearing under constant radial load are predicted by using a theoretical model. The model includes variation in the response due to the effect of bearing dimensions, rotating frequency distribution of load. The excitation forces are generated when the defects on the races strike to rolling elements. In case of the outer ring defect, the pulses generated are with periodicity of outer ring defect frequency where as for inner ring defect, the pulses are with periodicity of inner ring defect frequency. The effort has been carried out in preparing the physical model of the system. Different defect frequencies are obtained and are used to find out the amplitudes of the vibration due to excitation of the bearing parts. Increase in the radial load or severity of the defect produces a significant change in bearing signature characteristics.

Keywords: Condition monitoring, defect frequency, rolling element, vibration response.

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2999 The Role of Immunogenic Adhesin Vibrio alginolyticus 49 k Da to Molecule Expression of Major Histocompatibility Complex on Receptors of Humpback Grouper Cromileptes altivelis

Authors: Uun Yanuhar

Abstract:

The purpose of research was to know the role of immunogenic protein of 49 kDa from V.alginolyticus which capable to initiate molecule expression of MHC Class II in receptor of Cromileptes altivelis. The method used was in vivo experimental research through testing of immunogenic protein 49 kDa from V.alginolyticus at Cromileptes altivelis (size of 250 - 300 grams) using 3 times booster by injecting an immunogenic protein in a intramuscular manner. Response of expressed MHC molecule was shown using immunocytochemistry method and SEM. Results indicated that adhesin V.alginolyticus 49 kDa which have immunogenic character could trigger expression of MHC class II on receptor of grouper and has been proven by staining using immunocytochemistry and SEM with labeling using antibody anti MHC (anti mouse). This visible expression based on binding between epitopes antigen and antibody anti MHC in the receptor. Using immunocytochemistry, intracellular response of MHC to in vivo induction of immunogenic adhesin from V.alginolyticus was shown.

Keywords: C.altivelis, immunogenic, MHC, V.alginolyticus.

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2998 EEG Indices to Time-On-Task Effects and to a Workload Manipulation (Cueing)

Authors: A. T. Kamzanova, G. Matthews, A. M. Kustubayeva, S. M. Jakupov

Abstract:

The aim of this study was to evaluate the sensitivity of a range of EEG indices to time-on-task effects and to a workload manipulation (cueing), during performance of a resource-limited vigilance task. Effects of task period and cueing on performance and subjective state response were consistent with previous vigilance studies and with resource theory. Two EEG indices – the Task Load Index (TLI) and global lower frequency (LF) alpha power – showed effects of task period and cueing similar to those seen with correct detections. Across four successive task periods, the TLI declined and LF alpha power increased. Cueing increased TLI and decreased LF alpha. Other indices – the Engagement Index (EI), frontal theta and upper frequency (UF) alpha failed to show these effects. However, EI and frontal theta were sensitive to interactive effects of task period and cueing, which may correspond to a stronger anxiety response to the uncued task.

Keywords: brain activity, EEG, task engagement, vigilance task.

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2997 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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2996 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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2995 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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2994 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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2993 Super Harmonic Nonlinear Lateral Vibration of an Axially Moving Beam with Rotating Prismatic Joint

Authors: M. Najafi, S. Bab, F. Rahimi Dehgolan

Abstract:

The motion of an axially moving beam with rotating prismatic joint with a tip mass on the end is analyzed to investigate the nonlinear vibration and dynamic stability of the beam. The beam is moving with a harmonic axially and rotating velocity about a constant mean velocity. A time-dependent partial differential equation and boundary conditions with the aid of the Hamilton principle are derived to describe the beam lateral deflection. After the partial differential equation is discretized by the Galerkin method, the method of multiple scales is applied to obtain analytical solutions. Frequency response curves are plotted for the super harmonic resonances of the first and the second modes. The effects of non-linear term and mean velocity are investigated on the steady state response of the axially moving beam. The results are validated with numerical simulations.

Keywords: Axially moving beam, Galerkin method, non-linear vibration, super harmonic resonances.

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2992 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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2991 Dynamic Analysis of Composite Doubly Curved Panels with Variable Thickness

Authors: I. Algul, G. Akgun, H. Kurtaran

Abstract:

Dynamic analysis of composite doubly curved panels with variable thickness subjected to different pulse types using Generalized Differential Quadrature method (GDQ) is presented in this study. Panels with variable thickness are used in the construction of aerospace and marine industry. Giving variable thickness to panels can allow the designer to get optimum structural efficiency. For this reason, estimating the response of variable thickness panels is very important to design more reliable structures under dynamic loads. Dynamic equations for composite panels with variable thickness are obtained using virtual work principle. Partial derivatives in the equation of motion are expressed with GDQ and Newmark average acceleration scheme is used for temporal discretization. Several examples are used to highlight the effectiveness of the proposed method. Results are compared with finite element method. Effects of taper ratios, boundary conditions and loading type on the response of composite panel are investigated.

Keywords: Generalized differential quadrature method, doubly curved panels, laminated composite materials, small displacement.

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2990 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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2989 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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2988 A Pole Radius Varying Notch Filter with Transient Suppression for Electrocardiogram

Authors: Ramesh Rajagopalan, Adam Dahlstrom

Abstract:

Noise removal techniques play a vital role in the performance of electrocardiographic (ECG) signal processing systems. ECG signals can be corrupted by various kinds of noise such as baseline wander noise, electromyographic interference, and powerline interference. One of the significant challenges in ECG signal processing is the degradation caused by additive 50 or 60 Hz powerline interference. This work investigates the removal of power line interference and suppression of transient response for filtering noise corrupted ECG signals. We demonstrate the effectiveness of infinite impulse response (IIR) notch filter with time varying pole radius for improving the transient behavior. The temporary change in the pole radius of the filter diminishes the transient behavior. Simulation results show that the proposed IIR filter with time varying pole radius outperforms traditional IIR notch filters in terms of mean square error and transient suppression.

Keywords: Notch filter, ECG, transient, pole radius.

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2987 Response Time Behavior Trends of Proptional, Propotional Integral and Proportional Integral Derivative Mode on Lab Scale

Authors: Syed Zohaib Javaid Zaidi, W. Iqbal

Abstract:

The industrial automation is dependent upon pneumatic control systems. The industrial units are now controlled with digital control systems to tackle the process variables like Temperature, Pressure, Flow rates and Composition.

This research work produces an evaluation of the response time fluctuations for proportional mode, proportional integral and proportional integral derivative modes of automated chemical process control. The controller output is measured for different values of gain with respect to time in three modes (P, PI and PID). In case of P-mode for different values of gain the controller output has negligible change. When the controller output of PI-mode is checked for constant gain, it can be seen that by decreasing the integral time the controller output has showed more fluctuations. The PID mode results have found to be more interesting in a way that when rate minute has changed, the controller output has also showed fluctuations with respect to time.  The controller output for integral mode and derivative mode are observed with lesser steady state error, minimum offset and larger response time to control the process variable.   The tuning parameters in case of P-mode are only steady state gain with greater errors with respect to controller output. The integral mode showed controller outputs with intermediate responses during integral gain (ki).  By increasing the rate minute the derivative gain (kd) also increased which showed the controlled oscillations in case of PID mode and lesser overshoot.

Keywords: Controller Output, P, PI &PID modes, Steady state gain.

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2986 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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2985 Creation of Economic and Social Value by Social Entrepreneurship for Sustainable Development

Authors: Ahaskar Pandey, Gaurav Mukherjee, Sushil Kumar

Abstract:

The ever growing sentiment of environmentalism across the globe has made many people think on the green lines. But most of such ideas halt short of implementation because of the short term economic viability issues with the concept of going green. In this paper we have tried to amalgamate the green concept with social entrepreneurship for solving a variety of issues faced by the society today. In addition the paper also tries to ensure that the short term economic viability does not act as a deterrent. The paper comes up three sustainable models of social entrepreneurship which tackle a wide assortment of issues such as nutrition problem, land problems, pollution problems and employment problems. The models described fall under the following heads: - Spirulina cultivation: The model addresses nutrition, land and employment issues. It deals with cultivation of a blue green alga called Spirulina which can be used as a very nutritious food. Also, the implementation of this model would bring forth employment to the poor people of the area. - Biocomposites: The model comes up with various avenues in which biocomposites can be used in an economically sustainable manner. This model deals with the environmental concerns and addresses the depletion of natural resources. - Packaging material from empty fruit bunches (EFB) of oil palm: This one deals with air and land pollution. It is intended to be a substitute for packaging materials made from Styrofoam and plastics which are non-biodegradable. It takes care of the biodegradability and land pollution issues. It also reduces air pollution as the empty fruit bunches are not incinerated. All the three models are sustainable and do not deplete the natural resources any further. This paper explains each of the models in detail and deals with the operational/manufacturing procedures and cost analysis while also throwing light on the benefits derived and sustainability aspects.

Keywords: Biodegradable, Pollution, Social entrepreneurship, Sustainability.

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2984 Time-Domain Analysis Approaches of Soil-Structure Interaction: A Comparative Study

Authors: Abdelrahman Taha, Niloofar Malekghaini, Hamed Ebrahimian, Ramin Motamed

Abstract:

This paper compares the substructure and direct approaches for soil-structure interaction (SSI) analysis in the time domain. In the substructure approach, the soil domain is replaced by a set of springs and dashpots, also referred to as the impedance function, derived through the study of the behavior of a massless rigid foundation. The impedance function is inherently frequency dependent, i.e., it varies as a function of the frequency content of the structural response. To use the frequency-dependent impedance function for time-domain SSI analysis, the impedance function is approximated at the fundamental frequency of the coupled soil-structure system. To explore the potential limitations of the substructure modeling process, a two-dimensional (2D) reinforced concrete frame structure is modeled and analyzed using the direct and substructure approaches. The results show discrepancy between the simulated responses of the direct and substructure models. It is concluded that the main source of discrepancy is likely attributed to the way the impedance functions are calculated, i.e., assuming a massless rigid foundation without considering the presence of the superstructure. Hence, a refined impedance function, considering the presence of the superstructure, shall alternatively be developed. This refined impedance function is expected to improve the simulation accuracy of the substructure approach.

Keywords: Direct approach, impedance function, massless rigid foundation, soil-structure interaction, substructure approach.

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2983 Blast Induced Ground Shock Effects on Pile Foundations

Authors: L. B. Jayasinghe, D. P. Thambiratnam, N. Perera, J. H. A. R. Jayasooriya

Abstract:

Due to increased number of terrorist attacks in recent years, loads induced by explosions need to be incorporated in building designs. For safer performance of a structure, its foundation should have sufficient strength and stability. Therefore, prior to any reconstruction or rehabilitation of a building subjected to blast, it is important to examine adverse effects on the foundation caused by blast induced ground shocks. This paper evaluates the effects of a buried explosion on a pile foundation. It treats the dynamic response of the pile in saturated sand, using explicit dynamic nonlinear finite element software LS-DYNA. The blast induced wave propagation in the soil and the horizontal deformation of pile are presented and the results are discussed. Further, a parametric study is carried out to evaluate the effect of varying the explosive shape on the pile response. This information can be used to evaluate the vulnerability of piled foundations to credible blast events as well as develop guidance for their design.

Keywords: Underground explosion, numerical simulation, pilefoundation, saturated soil.

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2982 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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2981 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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