Search results for: stochastic differential equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1864

Search results for: stochastic differential equation

994 Joint Use of Factor Analysis (FA) and Data Envelopment Analysis (DEA) for Ranking of Data Envelopment Analysis

Authors: Reza Nadimi, Fariborz Jolai

Abstract:

This article combines two techniques: data envelopment analysis (DEA) and Factor analysis (FA) to data reduction in decision making units (DMU). Data envelopment analysis (DEA), a popular linear programming technique is useful to rate comparatively operational efficiency of decision making units (DMU) based on their deterministic (not necessarily stochastic) input–output data and factor analysis techniques, have been proposed as data reduction and classification technique, which can be applied in data envelopment analysis (DEA) technique for reduction input – output data. Numerical results reveal that the new approach shows a good consistency in ranking with DEA.

Keywords: Effectiveness, Decision Making, Data EnvelopmentAnalysis, Factor Analysis

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993 A Strategy for a Robust Design of Cracked Stiffened Panels

Authors: Francesco Caputo, Giuseppe Lamanna, Alessandro Soprano

Abstract:

This work is focused on the numerical prediction of the fracture resistance of a flat stiffened panel made of the aluminium alloy 2024 T3 under a monotonic traction condition. The performed numerical simulations have been based on the micromechanical Gurson-Tvergaard (GT) model for ductile damage. The applicability of the GT model to this kind of structural problems has been studied and assessed by comparing numerical results, obtained by using the WARP 3D finite element code, with experimental data available in literature. In the sequel a home-made procedure is presented, which aims to increase the residual strength of a cracked stiffened aluminum panel and which is based on the stochastic design improvement (SDI) technique; a whole application example is then given to illustrate the said technique.

Keywords: Residual strength, R-Curve, Gurson model, SDI.

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992 European and International Bond Markets Integration

Authors: Dimitris Georgoutsos, Petros M. Migiakis

Abstract:

The concurrent era is characterised by strengthened interactions among financial markets and increased capital mobility globally. In this frames we examine the effects the international financial integration process has on the European bond markets. We perform a comparative study of the interactions of the European and international bond markets and exploit Cointegration analysis results on the elimination of stochastic trends and the decomposition of the underlying long run equilibria and short run causal relations. Our investigation provides evidence on the relation between the European integration process and that of globalisation, viewed through the bond markets- sector. Additionally the structural formulation applied, offers significant implications of the findings. All in all our analysis offers a number of answers on crucial queries towards the European bond markets integration process.

Keywords: financial integration, bond markets, cointegration

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991 The Use of the Limit Cycles of Dynamic Systems for Formation of Program Trajectories of Points Feet of the Anthropomorphous Robot

Authors: A. S. Gorobtsov, A. S. Polyanina, A. E. Andreev

Abstract:

The movement of points feet of the anthropomorphous robot in space occurs along some stable trajectory of a known form. A large number of modifications to the methods of control of biped robots indicate the fundamental complexity of the problem of stability of the program trajectory and, consequently, the stability of the control for the deviation for this trajectory. Existing gait generators use piecewise interpolation of program trajectories. This leads to jumps in the acceleration at the boundaries of sites. Another interpolation can be realized using differential equations with fractional derivatives. In work, the approach to synthesis of generators of program trajectories is considered. The resulting system of nonlinear differential equations describes a smooth trajectory of movement having rectilinear sites. The method is based on the theory of an asymptotic stability of invariant sets. The stability of such systems in the area of localization of oscillatory processes is investigated. The boundary of the area is a bounded closed surface. In the corresponding subspaces of the oscillatory circuits, the resulting stable limit cycles are curves having rectilinear sites. The solution of the problem is carried out by means of synthesis of a set of the continuous smooth controls with feedback. The necessary geometry of closed trajectories of movement is obtained due to the introduction of high-order nonlinearities in the control of stabilization systems. The offered method was used for the generation of trajectories of movement of point’s feet of the anthropomorphous robot. The synthesis of the robot's program movement was carried out by means of the inverse method.

Keywords: Control, limits cycle, robot, stability.

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990 Comparative Study of Ant Colony and Genetic Algorithms for VLSI Circuit Partitioning

Authors: Sandeep Singh Gill, Rajeevan Chandel, Ashwani Chandel

Abstract:

This paper presents a comparative study of Ant Colony and Genetic Algorithms for VLSI circuit bi-partitioning. Ant colony optimization is an optimization method based on behaviour of social insects [27] whereas Genetic algorithm is an evolutionary optimization technique based on Darwinian Theory of natural evolution and its concept of survival of the fittest [19]. Both the methods are stochastic in nature and have been successfully applied to solve many Non Polynomial hard problems. Results obtained show that Genetic algorithms out perform Ant Colony optimization technique when tested on the VLSI circuit bi-partitioning problem.

Keywords: Partitioning, genetic algorithm, ant colony optimization, non-polynomial hard, netlist, mutation.

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989 Latent Factors of Severity in Truck-Involved and Non-Truck-Involved Crashes on Freeways

Authors: Shin-Hyung Cho, Dong-Kyu Kim, Seung-Young Kho

Abstract:

Truck-involved crashes have higher crash severity than non-truck-involved crashes. There have been many studies about the frequency of crashes and the development of severity models, but those studies only analyzed the relationship between observed variables. To identify why more people are injured or killed when trucks are involved in the crash, we must examine to quantify the complex causal relationship between severity of the crash and risk factors by adopting the latent factors of crashes. The aim of this study was to develop a structural equation or model based on truck-involved and non-truck-involved crashes, including five latent variables, i.e. a crash factor, environmental factor, road factor, driver’s factor, and severity factor. To clarify the unique characteristics of truck-involved crashes compared to non-truck-involved crashes, a confirmatory analysis method was used. To develop the model, we extracted crash data from 10,083 crashes on Korean freeways from 2008 through 2014. The results showed that the most significant variable affecting the severity of a crash is the crash factor, which can be expressed by the location, cause, and type of the crash. For non-truck-involved crashes, the crash and environment factors increase severity of the crash; conversely, the road and driver factors tend to reduce severity of the crash. For truck-involved crashes, the driver factor has a significant effect on severity of the crash although its effect is slightly less than the crash factor. The multiple group analysis employed to analyze the differences between the heterogeneous groups of drivers.

Keywords: Crash severity, structural equation modeling, truck-involved crashes, multiple group analysis, crash on freeway.

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988 Optimized Detection in Multi-Antenna System using Particle Swarm Algorithm

Authors: A. A. Khan, M. Naeem, S. Bashir, S. I. Shah

Abstract:

In this paper we propose a Particle Swarm heuristic optimized Multi-Antenna (MA) system. Efficient MA systems detection is performed using a robust stochastic evolutionary computation algorithm based on movement and intelligence of swarms. This iterative particle swarm optimized (PSO) detector significantly reduces the computational complexity of conventional Maximum Likelihood (ML) detection technique. The simulation results achieved with this proposed MA-PSO detection algorithm show near optimal performance when compared with ML-MA receiver. The performance of proposed detector is convincingly better for higher order modulation schemes and large number of antennas where conventional ML detector becomes non-practical.

Keywords: Multi Antenna (MA), Multi-input Multi-output(MIMO), Particle Swarm Optimization (PSO), ML detection.

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987 Flow Characteristics around Rectangular Obstacles with the Varying Direction of Obstacles

Authors: Hee-Chang Lim

Abstract:

The study aims to understand the surface pressure distribution around the bodies such as the suction pressure in the leading edge on the top and side-face when the aspect ratio of bodies and the wind direction are changed, respectively. We carried out the wind tunnel measurement and numerical simulation around a series of rectangular bodies (40d×80w×80h, 80d×80w×80h, 160d×80w×80h, 80d×40w×80h and 80d×160w×80h in mm3) placed in a deep turbulent boundary layer. Based on a modern numerical platform, the Navier-Stokes equation with the typical 2-equation (k-ε model) and the DES (Detached Eddy Simulation) turbulence model has been calculated, and they are both compared with the measurement data. Regarding the turbulence model, the DES model makes a better prediction comparing with the k-ε model, especially when calculating the separated turbulent flow around a bluff body with sharp edged corner. In order to observe the effect of wind direction on the pressure variation around the cube (e.g., 80d×80w×80h in mm), it rotates at 0º, 10º, 20º, 30º, and 45º, which stands for the salient wind directions in the tunnel. The result shows that the surface pressure variation is highly dependent upon the approaching wind direction, especially on the top and the side-face of the cube. In addition, the transverse width has a substantial effect on the variation of surface pressure around the bodies, while the longitudinal length has little or no influence.

Keywords: Rectangular bodies, wind direction, aspect ratio, surface pressure distribution, wind-tunnel measurement, k-ε model, DES model, CFD.

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986 Component Based Framework for Authoring and Multimedia Training in Mathematics

Authors: Ion Smeureanu, Marian Dardala, Adriana Reveiu

Abstract:

The new programming technologies allow for the creation of components which can be automatically or manually assembled to reach a new experience in knowledge understanding and mastering or in getting skills for a specific knowledge area. The project proposes an interactive framework that permits the creation, combination and utilization of components that are specific to mathematical training in high schools. The main framework-s objectives are: • authoring lessons by the teacher or the students; all they need are simple operating skills for Equation Editor (or something similar, or Latex); the rest are just drag & drop operations, inserting data into a grid, or navigating through menus • allowing sonorous presentations of mathematical texts and solving hints (easier understood by the students) • offering graphical representations of a mathematical function edited in Equation • storing of learning objects in a database • storing of predefined lessons (efficient for expressions and commands, the rest being calculations; allows a high compression) • viewing and/or modifying predefined lessons, according to the curricula The whole thing is focused on a mathematical expressions minicompiler, storing the code that will be later used for different purposes (tables, graphics, and optimisations). Programming technologies used. A Visual C# .NET implementation is proposed. New and innovative digital learning objects for mathematics will be developed; they are capable to interpret, contextualize and react depending on the architecture where they are assembled.

Keywords: Adaptor, automatic assembly learning component and user control.

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985 Allometric Models for Biomass Estimation in Savanna Woodland Area, Niger State, Nigeria

Authors: Abdullahi Jibrin, Aishetu Abdulkadir

Abstract:

The development of allometric models is crucial to accurate forest biomass/carbon stock assessment. The aim of this study was to develop a set of biomass prediction models that will enable the determination of total tree aboveground biomass for savannah woodland area in Niger State, Nigeria. Based on the data collected through biometric measurements of 1816 trees and destructive sampling of 36 trees, five species specific and one site specific models were developed. The sample size was distributed equally between the five most dominant species in the study site (Vitellaria paradoxa, Irvingia gabonensis, Parkia biglobosa, Anogeissus leiocarpus, Pterocarpus erinaceous). Firstly, the equations were developed for five individual species. Secondly these five species were mixed and were used to develop an allometric equation of mixed species. Overall, there was a strong positive relationship between total tree biomass and the stem diameter. The coefficient of determination (R2 values) ranging from 0.93 to 0.99 P < 0.001 were realised for the models; with considerable low standard error of the estimates (SEE) which confirms that the total tree above ground biomass has a significant relationship with the dbh. F-test values for the biomass prediction models were also significant at p < 0.001 which indicates that the biomass prediction models are valid. This study recommends that for improved biomass estimates in the study site, the site specific biomass models should preferably be used instead of using generic models.

Keywords: Allometriy, biomass, carbon stock, model, regression equation, woodland, inventory.

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984 Elasticity Model for Easing Peak Hour Demand for Metrorail Transport System

Authors: P. K. Sarkar, Amit Kumar Jain

Abstract:

The demand for Urban transportation is characterised by a large scale temporal and spatial variations which causes heavy congestion inside metro trains in peak hours near Centre Business District (CBD) of the city. The conventional approach to address peak hour congestion, metro trains has been to increase the supply by way of introduction of more trains, increasing the length of the trains, optimising the time table to increase the capacity of the system. However, there is a limitation of supply side measures determined by the design capacity of the systems beyond which any addition in the capacity requires huge capital investments. The demand side interventions are essentially required to actually spread the demand across the time and space. In this study, an attempt has been made to identify the potential Transport Demand Management tools applicable to Urban Rail Transportation systems with a special focus on differential pricing. A conceptual price elasticity model has been developed to analyse the effect of various combinations of peak and nonpeak hoursfares on demands. The elasticity values for peak hour, nonpeak hour and cross elasticity have been assumed from the relevant literature available in the field. The conceptual price elasticity model so developed is based on assumptions which need to be validated with actual values of elasticities for different segments of passengers. Once validated, the model can be used to determine the peak and nonpeak hour fares with an objective to increase overall ridership, revenue, demand levelling and optimal utilisation of assets.

Keywords: Congestion, differential pricing, elasticity, transport demand management, urban transportation.

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983 A Method to Calculate Frenet Apparatus of the Curves in Euclidean-5 Space

Authors: Süha Yılmaz, Melih Turgut

Abstract:

In this paper, a method to calculate Frenet Apparatus of the curves in five dimensional Euclidean space is presented.

Keywords: Classical Differential Geometry, Euclidean-5 space, Frenet Apparatus.

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982 Mathematical Programming Models for Portfolio Optimization Problem: A Review

Authors: M. Mokhtar, A. Shuib, D. Mohamad

Abstract:

Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.

Keywords: Portfolio optimization, Mathematical programming, Multi-objective programming, Solution approaches.

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981 Coordination on Agrifood Supply Chain

Authors: Martha Liliana Reina Usuga, Wilson Adarme Jaimes, Oscar Eduardo Suarez

Abstract:

Coordinated supply chain represents major challenges for the different actors involved in it, because each agent responds to individual interests. The paper presents a framework with the reviewed literature regarding the system's decision structure and nature of demand. Later, it characterizes an agri food supply chain in the Central Region of Colombia, it responds to a decentralized distribution system and a stochastic demand. Finally, the paper recommends coordinating the chain based on shared information, and mechanisms for each agent, as VMI (vendor-managed inventory) strategy for farmer-buyer relationship, information system for farmers and contracts for transportation service providers.

Keywords: Agri-food supply chain, Coordination mechanisms, Decentralized distribution system, Supply chain coordination.

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980 Spurious Crests in Second-Order Waves

Authors: M. A. Tayfun

Abstract:

Occurrences of spurious crests on the troughs of large, relatively steep second-order Stokes waves are anomalous and not an inherent characteristic of real waves. Here, the effects of such occurrences on the statistics described by the standard second-order stochastic model are examined theoretically and by way of simulations. Theoretical results and simulations indicate that when spurious occurrences are sufficiently large, the standard model leads to physically unrealistic surface features and inaccuracies in the statistics of various surface features, in particular, the troughs and thus zero-crossing heights of large waves. Whereas inaccuracies can be fairly noticeable for long-crested waves in both deep and shallower depths, they tend to become relatively insignificant in directional waves.

Keywords: Large waves, non-linear effects, simulation, spectra, spurious crests, Stokes waves, wave breaking, wave statistics.

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979 Application of Micro-Tunneling Technique to Rectify Tilted Structures Constructed on Cohesive Soil

Authors: Yasser R. Tawfic, Mohamed A. Eid

Abstract:

Foundation differential settlement and supported structure tilting are an occasionally occurred engineering problem. This may be caused by overloading, changes in ground soil properties or unsupported nearby excavations. Engineering thinking points directly toward the logic solution for such problem by uplifting the settled side. This can be achieved with deep foundation elements such as micro-piles and macro-piles™, jacked piers, and helical piers, jet grouted mortar columns, compaction grout columns, cement grouting or with chemical grouting, or traditional pit underpinning with concrete and mortar. Although, some of these techniques offer economic, fast and low noise solutions, many of them are quite the contrary. For tilted structures, with the limited inclination, it may be much easier to cause a balancing settlement on the less-settlement side which shall be done carefully in a proper rate. This principal has been applied in Leaning Tower of Pisa stabilization with soil extraction from the ground surface. In this research, the authors attempt to introduce a new solution with a different point of view. So, the micro-tunneling technique is presented in here as an intended ground deformation cause. In general, micro-tunneling is expected to induce limited ground deformations. Thus, the researchers propose to apply the technique to form small size ground unsupported holes to produce the target deformations. This shall be done in four phases: 1. Application of one or more micro-tunnels, regarding the existing differential settlement value, under the raised side of the tilted structure. 2. For each individual tunnel, the lining shall be pulled out from both sides (from jacking and receiving shafts) in the slow rate. 3. If required, according to calculations and site records, an additional surface load can be applied on the raised foundation side. 4. Finally, a strengthening soil grouting shall be applied for stabilization after adjustment. A finite element based numerical model is presented to simulate the proposed construction phases for different tunneling positions and tunnels group. For each case, the surface settlements are calculated and induced plasticity points are checked. These results show the impact of the suggested procedure on the tilted structure and its feasibility. Comparing results also show the importance of the position selection and tunnels group gradual effect. Thus, a new engineering solution is presented to one of the structural and geotechnical engineering challenges.

Keywords: Differential settlement, micro-tunnel, soil-structure interaction, tilted structures.

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978 A Single-Period Inventory Problem with Resalable Returns: A Fuzzy Stochastic Approach

Authors: Oshmita Dey, Debjani Chakraborty

Abstract:

In this paper, a single period inventory model with resalable returns has been analyzed in an imprecise and uncertain mixed environment. Demand has been introduced as a fuzzy random variable. In this model, a single order is placed before the start of the selling season. The customer, for a full refund, may return purchased products within a certain time interval. Returned products are resalable, provided they arrive back before the end of the selling season and are found to be undamaged. Products remaining at the end of the season are salvaged. All demands not met directly are lost. The probabilities that a sold product is returned and that a returned product is resalable, both imprecise in a real situation, have been assumed to be fuzzy in nature.

Keywords: Fuzzy random variable, Modified graded meanintegration, Internet mail order, Inventory.

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977 Hydraulic Conductivity Prediction of Cement Stabilized Pavement Base Incorporating Recycled Plastics and Recycled Aggregates

Authors: Md. Shams Razi Shopnil, Tanvir Imtiaz, Sabrina Mahjabin, Md. Sahadat Hossain

Abstract:

Saturated hydraulic conductivity is one of the most significant attributes of pavement base course. Determination of hydraulic conductivity is a routine procedure for regular aggregate base courses. However, in many cases, a cement-stabilized base course is used with compromised drainage ability. Traditional hydraulic conductivity testing procedure is a readily available option which leads to two consequential drawbacks, i.e., the time required for the specimen to be saturated and extruding the sample after completion of the laboratory test. To overcome these complications, this study aims at formulating an empirical approach to predicting hydraulic conductivity based on Unconfined Compressive Strength test results. To do so, this study comprises two separate experiments (Constant Head Permeability test and Unconfined Compressive Strength test) conducted concurrently on a specimen having the same physical credentials. Data obtained from the two experiments were then used to devise a correlation between hydraulic conductivity and unconfined compressive strength. This correlation in the form of a polynomial equation helps to predict the hydraulic conductivity of cement-treated pavement base course, bypassing the cumbrous process of traditional permeability and less commonly used horizontal permeability tests. The correlation was further corroborated by a different set of data, and it has been found that the derived polynomial equation is deemed to be a viable tool to predict hydraulic conductivity.

Keywords: Hydraulic conductivity, unconfined compressive strength, recycled plastics, recycled concrete aggregates.

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976 A Non-Linear Eddy Viscosity Model for Turbulent Natural Convection in Geophysical Flows

Authors: J. P. Panda, K. Sasmal, H. V. Warrior

Abstract:

Eddy viscosity models in turbulence modeling can be mainly classified as linear and nonlinear models. Linear formulations are simple and require less computational resources but have the disadvantage that they cannot predict actual flow pattern in complex geophysical flows where streamline curvature and swirling motion are predominant. A constitutive equation of Reynolds stress anisotropy is adopted for the formulation of eddy viscosity including all the possible higher order terms quadratic in the mean velocity gradients, and a simplified model is developed for actual oceanic flows where only the vertical velocity gradients are important. The new model is incorporated into the one dimensional General Ocean Turbulence Model (GOTM). Two realistic oceanic test cases (OWS Papa and FLEX' 76) have been investigated. The new model predictions match well with the observational data and are better in comparison to the predictions of the two equation k-epsilon model. The proposed model can be easily incorporated in the three dimensional Princeton Ocean Model (POM) to simulate a wide range of oceanic processes. Practically, this model can be implemented in the coastal regions where trasverse shear induces higher vorticity, and for prediction of flow in estuaries and lakes, where depth is comparatively less. The model predictions of marine turbulence and other related data (e.g. Sea surface temperature, Surface heat flux and vertical temperature profile) can be utilized in short term ocean and climate forecasting and warning systems.

Keywords: Eddy viscosity, turbulence modeling, GOTM, CFD.

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975 Solving Linear Matrix Equations by Matrix Decompositions

Authors: Yongxin Yuan, Kezheng Zuo

Abstract:

In this paper, a system of linear matrix equations is considered. A new necessary and sufficient condition for the consistency of the equations is derived by means of the generalized singular-value decomposition, and the explicit representation of the general solution is provided.

Keywords: Matrix equation, Generalized inverse, Generalized singular-value decomposition.

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974 Hydrological Modeling of Watersheds Using the Only Corresponding Competitor Method: The Case of M’Zab Basin, South East Algeria

Authors: Oulad Naoui Noureddine, Cherif ELAmine, Djehiche Abdelkader

Abstract:

Water resources management includes several disciplines; the modeling of rainfall-runoff relationship is the most important discipline to prevent natural risks. There are several models to study rainfall-runoff relationship in watersheds. However, the majority of these models are not applicable in all basins of the world.  In this study, a new stochastic method called The Only Corresponding Competitor method (OCC) was used for the hydrological modeling of M’ZAB   Watershed (South East of Algeria) to adapt a few empirical models for any hydrological regime.  The results obtained allow to authorize a certain number of visions, in which it would be interesting to experiment with hydrological models that improve collectively or separately the data of a catchment by the OCC method.

Keywords: Empirical model, modeling, OCC, rainfall-runoff relationship.

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973 A Discrete Filtering Algorithm for Impulse Wave Parameter Estimation

Authors: Khaled M. EL-Naggar

Abstract:

This paper presents a new method for estimating the mean curve of impulse voltage waveforms that are recorded during impulse tests. In practice, these waveforms are distorted by noise, oscillations and overshoot. The problem is formulated as an estimation problem. Estimation of the current signal parameters is achieved using a fast and accurate technique. The method is based on discrete dynamic filtering algorithm (DDF). The main advantage of the proposed technique is its ability in producing the estimates in a very short time and at a very high degree of accuracy. The algorithm uses sets of digital samples of the recorded impulse waveform. The proposed technique has been tested using simulated data of practical waveforms. Effects of number of samples and data window size are studied. Results are reported and discussed.

Keywords: Digital Filtering, Estimation, Impulse wave, Stochastic filtering.

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972 Estimation of Load Impedance in Presence of Harmonics

Authors: Khaled M. EL-Naggar

Abstract:

This paper presents a fast and efficient on-line technique for estimating impedance of unbalanced loads in power systems. The proposed technique is an application of a discrete timedynamic filter based on stochastic estimation theory which is suitable for estimating parameters in noisy environment. The algorithm uses sets of digital samples of the distorted voltage and current waveforms of the non-linear load to estimate the harmonic contents of these two signal. The non-linear load impedance is then calculated from these contents. The method is tested using practical data. Results are reported and compared with those obtained using the conventional least error squares technique. In addition to the very accurate results obtained, the method can detect and reject bad measurements. This can be considered as a very important advantage over the conventional static estimation methods such as the least error square method.

Keywords: Estimation, identification, Harmonics, Dynamic Filter.

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971 Delay-Dependent H∞ Performance Analysis for Markovian Jump Systems with Time-Varying Delays

Authors: Yucai Ding, Hong Zhu, Shouming Zhong, Yuping Zhang

Abstract:

This paper considers ­H∞ performance for Markovian jump systems with Time-varying delays. The systems under consideration involve disturbance signal, Markovian switching and timevarying delays. By using a new Lyapunov-Krasovskii functional and a convex optimization approach, a delay-dependent stability condition in terms of linear matrix inequality (LMI) is addressed, which guarantee asymptotical stability in mean square and a prescribed ­H∞ performance index for the considered systems. Two numerical examples are given to illustrate the effectiveness and the less conservatism of the proposed main results. All these results are expected to be of use in the study of stochastic systems with time-varying delays.

Keywords: ­H∞ performance, Markovian switching, Delaydependent stability, Linear matrix inequality (LMI)

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970 Airport Check-In Optimization by IP and Simulation in Combination

Authors: Ahmad Thanyan Al-Sultan

Abstract:

The check-in area of airport terminal is one of the busiest sections at airports at certain periods. The passengers are subjected to queues and delays during the check-in process. These delays and queues are due to constraints in the capacity of service facilities. In this project, the airport terminal is decomposed into several check-in areas. The airport check-in scheduling problem requires both a deterministic (integer programming) and stochastic (simulation) approach. Integer programming formulations are provided to minimize the total number of counters in each check-in area under the realistic constraint that counters for one and the same flight should be adjacent and the desired number of counters remaining in each area should be fixed during check-in operations. By using simulation, the airport system can be modeled to study the effects of various parameters such as number of passengers on a flight and check-in counter opening and closing time.

Keywords: Airport terminal, Integer programming, Scheduling, Simulation.

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969 Effects of the Stock Market Dynamic Linkages on the Central and Eastern European Capital Markets

Authors: Ioan Popa, Cristiana Tudor, Radu Lupu

Abstract:

The interdependences among stock market indices were studied for a long while by academics in the entire world. The current financial crisis opened the door to a wide range of opinions concerning the understanding and measurement of the connections considered to provide the controversial phenomenon of market integration. Using data on the log-returns of 17 stock market indices that include most of the CEE markets, from 2005 until 2009, our paper studies the problem of these dependences using a new methodological tool that takes into account both the volatility clustering effect and the stochastic properties of these linkages through a Dynamic Conditional System of Simultaneous Equations. We find that the crisis is well captured by our model as it provides evidence for the high volatility – high dependence effect.

Keywords: Stock market interdependences, Dynamic System ofSimultaneous Equations, financial crisis

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968 Comparison of Three Meta Heuristics to Optimize Hybrid Flow Shop Scheduling Problem with Parallel Machines

Authors: Wahyudin P. Syam, Ibrahim M. Al-Harkan

Abstract:

This study compares three meta heuristics to minimize makespan (Cmax) for Hybrid Flow Shop (HFS) Scheduling Problem with Parallel Machines. This problem is known to be NP-Hard. This study proposes three algorithms among improvement heuristic searches which are: Genetic Algorithm (GA), Simulated Annealing (SA), and Tabu Search (TS). SA and TS are known as deterministic improvement heuristic search. GA is known as stochastic improvement heuristic search. A comprehensive comparison from these three improvement heuristic searches is presented. The results for the experiments conducted show that TS is effective and efficient to solve HFS scheduling problems.

Keywords: Flow shop, genetic algorithm, simulated annealing, tabu search.

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967 A Method to Calculate Frenet Apparatus of W-Curves in the Euclidean 6-Space

Authors: Süha Yılmaz, Melih Turgut

Abstract:

These In this work, a regular unit speed curve in six dimensional Euclidean space, whose Frenet curvatures are constant, is considered. Thereafter, a method to calculate Frenet apparatus of this curve is presented.

Keywords: Classical Differential Geometry, Euclidean 6-space, Frenet Apparatus of the curves.

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966 Improvement of the Shortest Path Problem with Geodesic-Like Method

Authors: Wen-Haw Chen

Abstract:

This paper proposes a method to improve the shortest path problem on a NURBS (Non-uniform rational basis spline) surfaces. It comes from an application of the theory in classic differential geometry on surfaces and can improve the distance problem not only on surfaces but in the Euclidean 3-space R3 .

Keywords: shortest paths, geodesic-like method, NURBS surfaces.

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965 Proposal for a Ultra Low Voltage NAND gate to withstand Power Analysis Attacks

Authors: Omid Mirmotahari, Yngvar Berg

Abstract:

In this paper we promote the Ultra Low Voltage (ULV) NAND gate to replace either partly or entirely the encryption block of a design to withstand power analysis attack.

Keywords: Differential Power Analysis (DPA), Low Voltage (LV), Ultra Low Voltage (ULV), Floating-Gate (FG), supply current analysis.

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