Search results for: Flow theory
2868 Hybrid Modulation Technique for Fingerprinting
Authors: Hae-Yeoun Lee, In-Koo Kang, Heung-Kyu Lee
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This paper addresses an efficient technique to embed and detect digital fingerprint code. Orthogonal modulation method is a straightforward and widely used approach for digital fingerprinting but shows several limitations in computational cost and signal efficiency. Coded modulation method can solve these limitations in theory. However it is difficult to perform well in practice if host signals are not available during tracing colluders, other kinds of attacks are applied, and the size of fingerprint code becomes large. In this paper, we propose a hybrid modulation method, in which the merits of or-thogonal modulation and coded modulation method are combined so that we can achieve low computational cost and high signal efficiency. To analyze the performance, we design a new fingerprint code based on GD-PBIBD theory and modulate this code into images by our method using spread-spectrum watermarking on frequency domain. The results show that the proposed method can efficiently handle large fingerprint code and trace colluders against averaging attacks.
Keywords: Fingerprinting, GD-PBIBD theory, Hybrid modulationtechnique.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13802867 Wastewater Treatment in Moving-Bed Biofilm Reactor operated by Flow Reversal Intermittent Aeration System
Authors: B. K. Kim, D. Chang, D. J. Son, D. W. Kim, J. K. Choi, H. J. Yeon, C. Y. Yoon, Y. Fan, S. Y. Lim, K. H. Hong
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Intermittent aeration process can be easily applied on the existing activated sludge system and is highly reliable against the loading changes. It can be operated in a relatively simple way as well. Since the moving-bed biofilm reactor method processes pollutants by attaching and securing the microorganisms on the media, the process efficiency can be higher compared to the suspended growth biological treatment process, and can reduce the return of sludge. In this study, the existing intermittent aeration process with alternating flow being applied on the oxidation ditch is applied on the continuous flow stirred tank reactor with advantages from both processes, and we would like to develop the process to significantly reduce the return of sludge in the clarifier and to secure the reliable quality of treated water by adding the moving media. Corresponding process has the appropriate form as an infrastructure based on u- environment in future u- City and is expected to accelerate the implementation of u-Eco city in conjunction with city based services. The system being conducted in a laboratory scale has been operated in HRT 8hours except for the final clarifier and showed the removal efficiency of 97.7 %, 73.1 % and 9.4 % in organic matters, TN and TP, respectively with operating range of 4hour cycle on system SRT 10days. After adding the media, the removal efficiency of phosphorus showed a similar level compared to that before the addition, but the removal efficiency of nitrogen was improved by 7~10 %. In addition, the solids which were maintained in MLSS 1200~1400 at 25 % of media packing were attached all onto the media, which produced no sludge entering the clarifier. Therefore, the return of sludge is not needed any longer.Keywords: Municipal wastewater treatment, Biological nutrient removal, Alternating flow intermittent aeration system, Reversal flow intermittent aeration system, Moving-bed biofilm reactor, CFSTR, u-City, u-Eco city
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23232866 High-Fidelity 1D Dynamic Model of a Hydraulic Servo Valve Using 3D Computational Fluid Dynamics and Electromagnetic Finite Element Analysis
Authors: D. Henninger, A. Zopey, T. Ihde, C. Mehring
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The dynamic performance of a 4-way solenoid operated hydraulic spool valve has been analyzed by means of a one-dimensional modeling approach capturing flow, magnetic and fluid forces, valve inertia forces, fluid compressibility, and damping. Increased model accuracy was achieved by analyzing the detailed three-dimensional electromagnetic behavior of the solenoids and flow behavior through the spool valve body for a set of relevant operating conditions, thereby allowing the accurate mapping of flow and magnetic forces on the moving valve body, in lieu of representing the respective forces by lower-order models or by means of simplistic textbook correlations. The resulting high-fidelity one-dimensional model provided the basis for specific and timely design modification eliminating experimentally observed valve oscillations.Keywords: Dynamic performance model, high-fidelity model, 1D-3D decoupled analysis, solenoid-operated hydraulic servo valve, CFD and electromagnetic FEA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11522865 Multistage Data Envelopment Analysis Model for Malmquist Productivity Index Using Grey's System Theory to Evaluate Performance of Electric Power Supply Chain in Iran
Authors: Mesbaholdin Salami, Farzad Movahedi Sobhani, Mohammad Sadegh Ghazizadeh
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Evaluation of organizational performance is among the most important measures that help organizations and entities continuously improve their efficiency. Organizations can use the existing data and results from the comparison of units under investigation to obtain an estimation of their performance. The Malmquist Productivity Index (MPI) is an important index in the evaluation of overall productivity, which considers technological developments and technical efficiency at the same time. This article proposed a model based on the multistage MPI, considering limited data (Grey’s theory). This model can evaluate the performance of units using limited and uncertain data in a multistage process. It was applied by the electricity market manager to Iran’s electric power supply chain (EPSC), which contains uncertain data, to evaluate the performance of its actors. Results from solving the model showed an improvement in the accuracy of future performance of the units under investigation, using the Grey’s system theory. This model can be used in all case studies, in which MPI is used and there are limited or uncertain data.
Keywords: Malmquist Index, Grey's Theory, Charnes Cooper & Rhodes (CCR) Model, network data envelopment analysis, Iran electricity power chain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5532864 Technical, Environmental, and Financial Assessment for the Optimal Sizing of a Run-of-River Small Hydropower Project: A Case Study in Colombia
Authors: David Calderón Villegas, Thomas Kalitzky
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Run-of-river (RoR) hydropower projects represent a viable, clean, and cost-effective alternative to dam-based plants and provide decentralized power production. However, RoR schemes’ cost-effectiveness depends on the proper selection of site and design flow, which is a challenging task because it requires multivariate analysis. In this respect, this study presents the development of an investment decision support tool for assessing the optimal size of an RoR scheme considering the technical, environmental, and cost constraints. The net present value (NPV) from a project perspective is used as an objective function for supporting the investment decision. The tool has been tested by applying it to an actual RoR project recently proposed in Colombia. The obtained results show that the optimum point in financial terms does not match the flow that maximizes energy generation from exploiting the river's available flow. For the case study, the flow that maximizes energy corresponds to a value of 5.1 m3/s. In comparison, an amount of 2.1 m3/s maximizes the investors NPV. Finally, a sensitivity analysis is performed to determine the NPV as a function of the debt rate changes and the electricity prices and the CapEx. Even for the worst-case scenario, the optimal size represents a positive business case with an NPV of 2.2 USD million and an internal rate of return (IRR) 1.5 times higher than the discount rate.
Keywords: small hydropower, renewable energy, RoR schemes, optimal sizing, financial analysis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6002863 Using Genetic Algorithm for Distributed Generation Allocation to Reduce Losses and Improve Voltage Profile
Authors: M. Sedighizadeh, A. Rezazadeh
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This paper presents a method for the optimal allocation of Distributed generation in distribution systems. In this paper, our aim would be optimal distributed generation allocation for voltage profile improvement and loss reduction in distribution network. Genetic Algorithm (GA) was used as the solving tool, which referring two determined aim; the problem is defined and objective function is introduced. Considering to fitness values sensitivity in genetic algorithm process, there is needed to apply load flow for decision-making. Load flow algorithm is combined appropriately with GA, till access to acceptable results of this operation. We used MATPOWER package for load flow algorithm and composed it with our Genetic Algorithm. The suggested method is programmed under MATLAB software and applied ETAP software for evaluating of results correctness. It was implemented on part of Tehran electricity distributing grid. The resulting operation of this method on some testing system is illuminated improvement of voltage profile and loss reduction indexes.Keywords: Distributed Generation, Allocation, Voltage Profile, losses, Genetic Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18942862 Mathematical Modelling for Separation of Binary Aqueous Solution using Hollow Fiber Reverse Osmosis Module
Authors: Anil Kumar, S. Deswal
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The mathematical equation for Separation of the binary aqueous solution is developed by using the Spiegler- Kedem theory. The characteristics of a B-9 hollow fibre module of Du Pont are determined by using these equations and their results are compared with the experimental results of Ohya et al. The agreement between these results is found to be excellent.Keywords: Binary aqueous solution, modeling, reverse osmosis module, Spiegler-Kedem theory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16422861 Using the Schunt Active Power Filter for Compensation of the Distorted and Umbalanced Power System Voltage
Authors: I. Habi, M. Bouguerra, D. Ouahdi, H. Meglouli
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In this paper, we apply the PQ theory with shunt active power filter in an unbalanced and distorted power system voltage to compensate the perturbations generated by non linear load. The power factor is also improved in the current source. The PLL system is used to extract the fundamental component of the even sequence under conditions mentioned of the power system voltage.
Keywords: Converter, power filter, harmonies, non-linear load, pq theory, PLL, unbalanced voltages, distorted voltages.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16022860 Effect of Needle Height on Discharge Coefficient and Cavitation Number
Authors: Azadeh Yazdi, Mohammadreza Nezamirad, Sepideh Amirahmadian, Nasim Sabetpour, Amirmasoud Hamedi
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Cavitation inside diesel injector nozzle is investigated using Reynolds-Stress-Navier stokes equations. Schnerr-Sauer cavitation model is used for modeling cavitation inside diesel injector nozzle. The carrying fluid utilized in the current study is diesel fuel. The flow is verified at the beginning by comparing with the previous experimental data and it was found that K-Epsilon turbulent model could lead to a better accuracy comparing to K-Omega turbulent model. Moreover, mass flow rate obtained numerically is compared with the experimental value and discrepancy was found to be less than 5% - which shows the accuracy of the current results. Finally, a real-size four-hole nozzle is investigated and the flow inside it is visualized based on velocity profile, discharge coefficient and cavitation number. It was found that the mesh density could be reduced significantly by utilizing periodic boundary condition. Velocity contour at the mid nozzle showed that maximum value of velocity occurs at the end of the needle before entering the orifice area. Last but not least, at the same boundary conditions, when different needle heights were utilized, it was found that as needle height increases with an increase in cavitation number, discharge coefficient increases, while the mentioned increases is more tangible at smaller values of needle heights.
Keywords: cavitation, diesel fuel, CFD, real size nozzle, mass flow rate
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5232859 Numerical Study of Oxygen Enrichment on NO Pollution Spread in a Combustion Chamber
Authors: Zohreh Orshesh
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In this study, a 3D combustion chamber was simulated using FLUENT 6.32. Aim to obtain detailed information on combustion characteristics and _ nitrogen oxides in the furnace and the effect of oxygen enrichment in a combustion process. Oxygenenriched combustion is an effective way to reduce emissions. This paper analyzes NO emission, including thermal NO and prompt NO. Flow rate ratio of air to fuel is varied as 1.3, 3.2 and 5.1 and the oxygen enriched flow rates are 28, 54 and 68 lit/min. The 3D Reynolds Averaged Navier Stokes (RANS) equations with standard k-ε turbulence model are solved together by Fluent 6.32 software. First order upwind scheme is used to model governing equations and the SIMPLE algorithm is used as pressure velocity coupling. Results show that for AF=1.3, increase the oxygen flow rate of oxygen reduction in NO emissions is Lance. Moreover, in a fixed oxygen enrichment condition, increasing the air to fuel ratio will increase the temperature peak, but not the NO emission rate. As a result, oxygen enrichment can reduce the NO emission at this kind of furnace in low air to fuel rates.Keywords: Combustion chamber, Oxygen enrichment, Reynolds Averaged Navier- Stokes, NO emission
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16362858 Validation of SWAT Model for Prediction of Water Yield and Water Balance: Case Study of Upstream Catchment of Jebba Dam in Nigeria
Authors: Adeniyi G. Adeogun, Bolaji F. Sule, Adebayo W. Salami, Michael O. Daramola
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Estimation of water yield and water balance in a river catchment is critical to the sustainable management of water resources at watershed level in any country. Therefore, in the present study, Soil and Water Assessment Tool (SWAT) interfaced with Geographical Information System (GIS) was applied as a tool to predict water balance and water yield of a catchment area in Nigeria. The catchment area, which was 12,992km2, is located upstream Jebba hydropower dam in North central part of Nigeria. In this study, data on the observed flow were collected and compared with simulated flow using SWAT. The correlation between the two data sets was evaluated using statistical measures, such as, Nasch-Sucliffe Efficiency (NSE) and coefficient of determination (R2). The model output shows a good agreement between the observed flow and simulated flow as indicated by NSE and R2, which were greater than 0.7 for both calibration and validation period. A total of 42,733 mm of water was predicted by the calibrated model as the water yield potential of the basin for a simulation period between 1985 to 2010. This interesting performance obtained with SWAT model suggests that SWAT model could be a promising tool to predict water balance and water yield in sustainable management of water resources. In addition, SWAT could be applied to other water resources in other basins in Nigeria as a decision support tool for sustainable water management in Nigeria.
Keywords: GIS, Modeling, Sensitivity Analysis, SWAT, Water Yield, Watershed level.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 50382857 Voltage Stability Assessment and Enhancement Using STATCOM - A Case Study
Authors: Puneet Chawla, Balwinder Singh
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Recently, increased attention has been devoted to the voltage instability phenomenon in power systems. Many techniques have been proposed in the literature for evaluating and predicting voltage stability using steady state analysis methods. In this paper P-V and Q-V curves have been generated for a 57 bus Patiala Rajpura circle of India. The power-flow program is developed in MATLAB using Newton Raphson method. Using Q-V curves the weakest bus of the power system and the maximum reactive power change permissible on that bus is calculated. STATCOMs are placed on the weakest bus to improve the voltage and hence voltage stability and also the power transmission capability of the line.
Keywords: Voltage stability, Reactive power, power flow, weakest bus, STATCOM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30262856 Unsteady Transonic Aerodynamic Analysis for Oscillatory Airfoils using Time Spectral Method
Authors: Mohamad Reza. Mohaghegh, Majid. Malek Jafarian
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This research proposes an algorithm for the simulation of time-periodic unsteady problems via the solution unsteady Euler and Navier-Stokes equations. This algorithm which is called Time Spectral method uses a Fourier representation in time and hence solve for the periodic state directly without resolving transients (which consume most of the resources in a time-accurate scheme). Mathematical tools used here are discrete Fourier transformations. It has shown tremendous potential for reducing the computational cost compared to conventional time-accurate methods, by enforcing periodicity and using Fourier representation in time, leading to spectral accuracy. The accuracy and efficiency of this technique is verified by Euler and Navier-Stokes calculations for pitching airfoils. Because of flow turbulence nature, Baldwin-Lomax turbulence model has been used at viscous flow analysis. The results presented by the Time Spectral method are compared with experimental data. It has shown tremendous potential for reducing the computational cost compared to the conventional time-accurate methods, by enforcing periodicity and using Fourier representation in time, leading to spectral accuracy, because results verify the small number of time intervals per pitching cycle required to capture the flow physics.Keywords: Time Spectral Method, Time-periodic unsteadyflow, Discrete Fourier transform, Pitching airfoil, Turbulence flow
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17702855 Exploring Solutions in Extended Horava-Lifshitz Gravity
Authors: Aziza Altaibayeva, Ertan Gudekli, Ratbay Myrzakulov
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In this letter, we explore exact solutions for the Horava-Lifshitz gravity. We use of an extension of this theory with first order dynamical lapse function. The equations of motion have been derived in a fully consistent scenario. We assume that there are some spherically symmetric families of exact solutions of this extended theory of gravity. We obtain exact solutions and investigate the singularity structures of these solutions. Specially, an exact solution with the regular horizon is found.
Keywords: Quantum gravity, Horava-Lifshitz gravity, black hole, spherically symmetric space times.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22462854 Evaluating Emission Reduction Due to a Proposed Light Rail Service: A Micro-Level Analysis
Authors: Saeid Eshghi, Neeraj Saxena, Abdulmajeed Alsultan
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Carbon dioxide (CO2) alongside other gas emissions in the atmosphere cause a greenhouse effect, resulting in an increase of the average temperature of the planet. Transportation vehicles are among the main contributors of CO2 emission. Stationary vehicles with initiated motors produce more emissions than mobile ones. Intersections with traffic lights that force the vehicles to become stationary for a period of time produce more CO2 pollution than other parts of the road. This paper focuses on analyzing the CO2 produced by the traffic flow at Anzac Parade Road - Barker Street intersection in Sydney, Australia, before and after the implementation of Light rail transport (LRT). The data are gathered during the construction phase of the LRT by collecting the number of vehicles on each path of the intersection for 15 minutes during the evening rush hour of 1 week (6-7 pm, July 04-31, 2018) and then multiplied by 4 to calculate the flow of vehicles in 1 hour. For analyzing the data, the microscopic simulation software “VISSIM” has been used. Through the analysis, the traffic flow was processed in three stages: before and after implementation of light rail train, and one during the construction phase. Finally, the traffic results were input into another software called “EnViVer”, to calculate the amount of CO2 during 1 h. The results showed that after the implementation of the light rail, CO2 will drop by a minimum of 13%. This finding provides an evidence that light rail is a sustainable mode of transport.Keywords: Carbon dioxide, emission modeling, light rail, microscopic model, traffic flow.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9462853 Self-evolving Artificial Immune System via Developing T and B Cell for Permutation Flow-shop Scheduling Problems
Authors: Pei-Chann Chang, Wei-Hsiu Huang, Ching-Jung Ting, Hwei-Wen Luo, Yu-Peng Yu
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Artificial Immune System is applied as a Heuristic Algorithm for decades. Nevertheless, many of these applications took advantage of the benefit of this algorithm but seldom proposed approaches for enhancing the efficiency. In this paper, a Self-evolving Artificial Immune System is proposed via developing the T and B cell in Immune System and built a self-evolving mechanism for the complexities of different problems. In this research, it focuses on enhancing the efficiency of Clonal selection which is responsible for producing Affinities to resist the invading of Antigens. T and B cell are the main mechanisms for Clonal Selection to produce different combinations of Antibodies. Therefore, the development of T and B cell will influence the efficiency of Clonal Selection for searching better solution. Furthermore, for better cooperation of the two cells, a co-evolutional strategy is applied to coordinate for more effective productions of Antibodies. This work finally adopts Flow-shop scheduling instances in OR-library to validate the proposed algorithm.Keywords: Artificial Immune System, Clonal Selection, Flow-shop Scheduling Problems, Co-evolutional strategy
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17482852 Quantum-Like Approach for Deriving a Theory Describing the Concept of Interpretation
Authors: Yehuda Roth
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In quantum theory, a system’s time evolution is predictable unless an observer performs measurement, as the measurement process can randomize the system. This randomness appears when the measuring device does not accurately describe the measured item, i.e., when the states characterizing the measuring device appear as a superposition of those being measured. When such a mismatch occurs, the measured data randomly collapse into a single eigenstate of the measuring device. This scenario resembles the interpretation process in which the observer does not experience an objective reality but interprets it based on preliminary descriptions initially ingrained into his/her mind. This distinction is the motivation for the present study in which the collapse scenario is regarded as part of the interpretation process of the observer. By adopting the formalism of the quantum theory, we present a complete mathematical approach that describes the interpretation process. We demonstrate this process by applying the proposed interpretation formalism to the ambiguous image "My wife and mother-in-law" to identify whether a woman in the picture is young or old.
Keywords: Interpretation, ambiguous images, data reception, state matching, classification, determination.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1882851 Analytical solution of Gas Flow Through a Micro-Nano Porous Media by Homotopy Perturbation method
Authors: Jamal Amani Rad, Kourosh Parand
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In this paper, we have applied the homotopy perturbation method (HPM) for obtaining the analytical solution of unsteady flow of gas through a porous medium and we have also compared the findings of this research with some other analytical results. Results showed a very good agreement between results of HPM and the numerical solutions of the problem rather than other analytical solutions which have previously been applied. The results of homotopy perturbation method are of high accuracy and the method is very effective and succinct.Keywords: Unsteady gas equation, Homotopy perturbation method(HPM), Porous medium, Nonlinear ODE
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18872850 Influence of Mass Flow Rate on Forced Convective Heat Transfer through a Nanofluid Filled Direct Absorption Solar Collector
Authors: Salma Parvin, M. A. Alim
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The convective and radiative heat transfer performance and entropy generation on forced convection through a direct absorption solar collector (DASC) is investigated numerically. Four different fluids, including Cu-water nanofluid, Al2O3-waternanofluid, TiO2-waternanofluid, and pure water are used as the working fluid. Entropy production has been taken into account in addition to the collector efficiency and heat transfer enhancement. Penalty finite element method with Galerkin’s weighted residual technique is used to solve the governing non-linear partial differential equations. Numerical simulations are performed for the variation of mass flow rate. The outcomes are presented in the form of isotherms, average output temperature, the average Nusselt number, collector efficiency, average entropy generation, and Bejan number. The results present that the rate of heat transfer and collector efficiency enhance significantly for raising the values of m up to a certain range.Keywords: DASC, forced convection, mass flow rate, nanofluid.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8572849 Enhancement of Heat Transfer Rate in a Solar Flat Plate Collector Using Twisted Tapes and Wire Coiled Turbulators
Authors: S. Vijayakumar, R. Vinoth, K. Abilash, P. Praveen
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Effects of insertion of coiled wire in juxtaposition with twisted tapes on heat transfer rate and solar radiation without disturbing the flow inside the riser tubes in a solar flat plate collector is experimentally reconnoitered in this present work. The wire coil used as a turbulator is placed inside the riser tube while the twisted tape is inserted into the wire coil to create a continuous swirling flow along the tube wall. The results of the heat transfer have been compared well with the available results. The heat transfer rate in the collector has been found to be increased by 18% to 70%. Solar water heaters having inserts in the flow tubes perform better than the conventional plain ones. It has been observed that heat losses are reduced consequently increasing the thermal performance about 30% over the plain water heaters under the same operating conditions. The effect of twisted tape with wire coils, flow Reynolds number, and the intensity of solar radiation on the thermal performance of the solar water heater has been presented. Effects of insertion of coiled wire in juxtaposition with twisted tapes on heat transfer rate and solar radiation without disturbing the flow inside the riser tubes in a solar flat plate collector is experimentally reconnoitered in this present work. The wire coil used as a turbulator is placed inside the riser tube while the twisted tape is inserted into the wire coil to create a continuous swirling flow along the tube wall. The results of the heat transfer have been compared well with the available results. The heat transfer rate in the collector has been found to be increased by 18% to 70%. Solar water heaters having inserts in the flow tubes perform better than the conventional plain ones. It has been observed that heat losses are reduced consequently increasing the thermal performance about 30% over the plain water heaters under the same operating conditions. The effect of twisted tape with wire coils, flow Reynolds number, and the intensity of solar radiation on the thermal performance of the solar water heater has been presented.
Keywords: Solar Flat Plate Collector, Heat Transfer, Twisted tape, Wire coiled turbulators
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28712848 Cash Flow Optimization on Synthetic CDOs
Authors: Timothée Bligny, Clément Codron, Antoine Estruch, Nicolas Girodet, Clément Ginet
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Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell.
Keywords: Synthetic Collateralized Debt Obligation (CDO), Credit Default Swap (CDS), Cash Flow Optimization, Probability of Default, Default Correlation, Strategies, Simulation, Simplex.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19042847 Selection of Material for Gear Used in Fuel Pump Using Graph Theory and Matrix Approach
Authors: Sahil, Rajeev Saha, Sanjeev Kumar
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Material selection is one of the key issues for the production of reliable and quality products in industries. A number of materials are available for a single product due to which material selection become a difficult task. The aim of this paper is to select appropriate material for gear used in fuel pump by using Graph Theory and Matrix Approach (GTMA). GTMA is a logical and systematic approach that can be used to model and analyze various engineering systems. In present work, four alternative material and their seven attributes are used to identify the best material for given product.
Keywords: Material, GTMA, MADM, digraph, decision making.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10292846 Investigations of Free-to-Roll Motions and its Active Control under Pitch-up Maneuvers
Authors: Tanveer A. Khan, Xue Y. Deng, Yan K. Wang, Xu Si-Wen
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Experiments have been carried out at sub-critical Reynolds number to investigate free-to-roll motions induced by forebody and/or wings complex flow on a 30° swept back nonslender wings-slender body-model for static and dynamic (pitch-up) cases. For the dynamic (pitch-up) case it has been observed that roll amplitude decreases and lag increases with increase in pitching speed. Decrease in roll amplitude with increase in pitch rate is attributed to low disturbing rolling moment due to weaker interaction between forebody and wing flow components. Asymmetric forebody vortices dominate and control the roll motion of the model in dynamic case when non-dimensional pitch rate ≥ 1x10-2. Effectiveness of the active control scheme utilizing rotating nose with artificial tip perturbation is observed to be low in the angle of attack region where the complex flow over the wings has contributions from both forebody and wings.Keywords: Artificial Tip Perturbation, ExperimentalInvestigations, Forebody Asymmetric Vortices, Non-slender Wings-Body Model, Wing Rock
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15202845 Numerical Simulation on Heat Transfer Enhancement in Channel by Triangular Ribs
Authors: Tuqa Abdulrazzaq, Hussein Togun, M. K. A. Ariffin, S. N. Kazi, NM Adam, S. Masuri
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Turbulent heat transfer to fluid flow through channel with triangular ribs of different angles are presented in this paper. Ansys 14 ICEM and Ansys 14 Fluent are used for meshing process and solving Navier stokes equations respectively. In this investigation three angles of triangular ribs with the range of Reynolds number varied from 20000 to 60000 at constant surface temperature are considered. The results show that the Nusselt number increases with the increase of Reynolds number for all cases at constant surface temperature. According to the profile of local Nusselt number on ribs walled of channel, the peak is at the midpoint between the two ribs. The maximum value of average Nusselt number is obtained for triangular ribs of angel 60°and at Reynolds number of 60000 compared to the Nusselt number for the ribs of angel 90° and 45° and at same Reynolds number. The recirculation regions generated by the ribs corresponding to the velocity streamline show the largest recirculation region at triangular ribs of angle 60° which also provides the highest enhancement of heat transfer.
Keywords: Ribs channel, Turbulent flow, Heat transfer enhancement, Recirculation flow.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32082844 Modeling the Symptom-Disease Relationship by Using Rough Set Theory and Formal Concept Analysis
Authors: Mert Bal, Hayri Sever, Oya Kalıpsız
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Medical Decision Support Systems (MDSSs) are sophisticated, intelligent systems that can provide inference due to lack of information and uncertainty. In such systems, to model the uncertainty various soft computing methods such as Bayesian networks, rough sets, artificial neural networks, fuzzy logic, inductive logic programming and genetic algorithms and hybrid methods that formed from the combination of the few mentioned methods are used. In this study, symptom-disease relationships are presented by a framework which is modeled with a formal concept analysis and theory, as diseases, objects and attributes of symptoms. After a concept lattice is formed, Bayes theorem can be used to determine the relationships between attributes and objects. A discernibility relation that forms the base of the rough sets can be applied to attribute data sets in order to reduce attributes and decrease the complexity of computation.
Keywords: Formal Concept Analysis, Rough Set Theory, Granular Computing, Medical Decision Support System.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18142843 Simplified Models to Determine Nodal Voltagesin Problems of Optimal Allocation of Capacitor Banks in Power Distribution Networks
Authors: A. Pereira, S. Haffner, L. V. Gasperin
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This paper presents two simplified models to determine nodal voltages in power distribution networks. These models allow estimating the impact of the installation of reactive power compensations equipments like fixed or switched capacitor banks. The procedure used to develop the models is similar to the procedure used to develop linear power flow models of transmission lines, which have been widely used in optimization problems of operation planning and system expansion. The steady state non-linear load flow equations are approximated by linear equations relating the voltage amplitude and currents. The approximations of the linear equations are based on the high relationship between line resistance and line reactance (ratio R/X), which is valid for power distribution networks. The performance and accuracy of the models are evaluated through comparisons with the exact results obtained from the solution of the load flow using two test networks: a hypothetical network with 23 nodes and a real network with 217 nodes.Keywords: Distribution network models, distribution systems, optimization, power system planning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15622842 Effects of Stream Tube Numbers on Flow and Sediments using GSTARS-3-A Case Study of the Karkheh Reservoir Dam in Western Dezful
Authors: M. H. Ayazi, M. Qamari, N.Hedayat, A. Rohani
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Simulation of the flow and sedimentation process in the reservoir dams can be made by two methods of physical and mathematical modeling. The study area was within a region which ranged from the Jelogir hydrometric station to the Karkheh reservoir dam aimed at investigating the effects of stream tubes on the GSTARS-3 model behavior. The methodologies was to run the model based on 5 stream tubes in order to observe the influence of each scenario on longitudinal profiles, cross-section, flow velocity and bed load sediment size. Results further suggest that the use of two stream tubes or more which result in the semi-two-dimensional model will yield relatively closer results to the observational data than a singular stream tube modeling. Moreover, the results of modeling with three stream tubes shown to yield a relatively close results with the observational data. The overall conclusion of the paper is with applying various stream tubes; it would be possible to yield a significant influence on the modeling behavior Vis-a Vis the bed load sediment size.Keywords: Karkheh, stream tubes, GSTARS-3 Model, Jelogir hydrometric station.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16002841 Game Theory Based Diligent Energy Utilization Algorithm for Routing in Wireless Sensor Network
Authors: X. Mercilin Raajini, R. Raja Kumar, P. Indumathi, V. Praveen
Abstract:
Many cluster based routing protocols have been proposed in the field of wireless sensor networks, in which a group of nodes are formed as clusters. A cluster head is selected from one among those nodes based on residual energy, coverage area, number of hops and that cluster-head will perform data gathering from various sensor nodes and forwards aggregated data to the base station or to a relay node (another cluster-head), which will forward the packet along with its own data packet to the base station. Here a Game Theory based Diligent Energy Utilization Algorithm (GTDEA) for routing is proposed. In GTDEA, the cluster head selection is done with the help of game theory, a decision making process, that selects a cluster-head based on three parameters such as residual energy (RE), Received Signal Strength Index (RSSI) and Packet Reception Rate (PRR). Finding a feasible path to the destination with minimum utilization of available energy improves the network lifetime and is achieved by the proposed approach. In GTDEA, the packets are forwarded to the base station using inter-cluster routing technique, which will further forward it to the base station. Simulation results reveal that GTDEA improves the network performance in terms of throughput, lifetime, and power consumption.Keywords: Cluster head, Energy utilization, Game Theory, LEACH, Sensor network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19032840 Combining Skin Color and Optical Flow for Computer Vision Systems
Authors: Muhammad Raza Ali, Tim Morris
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Skin color is an important visual cue for computer vision systems involving human users. In this paper we combine skin color and optical flow for detection and tracking of skin regions. We apply these techniques to gesture recognition with encouraging results. We propose a novel skin similarity measure. For grouping detected skin regions we propose a novel skin region grouping mechanism. The proposed techniques work with any number of skin regions making them suitable for a multiuser scenario.Keywords: Bayesian tracking, chromaticity space, optical flowgesture recognition
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19282839 Unsteady Flow of an Incompressible Viscous Electrically Conducting Fluid in Tube of Elliptical Cross Section under the Influence of Magnetic Field
Authors: Sanjay Baburao Kulkarni
Abstract:
Exact solution of an unsteady flow of elastico-viscous electrically conducting fluid through a porous media in a tube of elliptical cross section under the influence of constant pressure gradient and magnetic field has been obtained in this paper. Initially, the flow is generated by a constant pressure gradient. After attaining the steady state, the pressure gradient is suddenly withdrawn and the resulting fluid motion in a tube of elliptical cross section by taking into account of the transverse magnetic field and porosity factor of the bounding surface is investigated. The problem is solved in twostages the first stage is a steady motion in tube under the influence of a constant pressure gradient, the second stage concern with an unsteady motion. The problem is solved employing separation of variables technique. The results are expressed in terms of a nondimensional porosity parameter (K), magnetic parameter (m) and elastico-viscosity parameter (β), which depends on the Non- Newtonian coefficient. The flow parameters are found to be identical with that of Newtonian case as elastic-viscosity parameter and magnetic parameter tends to zero and porosity tends to infinity. It is seen that the effect of elastico-viscosity parameter, magnetic parameter and the porosity parameter of the bounding surface has significant effect on the velocity parameter.
Keywords: Elastico-viscous fluid, Elliptic cross-section, Porous media, Second order fluids.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1932