Search results for: RMC simulation; Screened potential; partial and pair distribution functions; glassy and liquid state
9341 Schrödinger Equation with Position-Dependent Mass: Staggered Mass Distributions
Authors: J. J. Peña, J. Morales, J. García-Ravelo, L. Arcos-Díaz
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The Point canonical transformation method is applied for solving the Schrödinger equation with position-dependent mass. This class of problem has been solved for continuous mass distributions. In this work, a staggered mass distribution for the case of a free particle in an infinite square well potential has been proposed. The continuity conditions as well as normalization for the wave function are also considered. The proposal can be used for dealing with other kind of staggered mass distributions in the Schrödinger equation with different quantum potentials.
Keywords: Free particle, point canonical transformation method, position-dependent mass, staggered mass distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15689340 Stabilization and Observation of Attitude Control Systems for Micro Satellites
Authors: A. Elakkary, A. Echchatbi, N. Elalami
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In this paper, we are interested in attitude control of a satellite, which using wheels of reaction, by state feedback. First, we develop a method allowing us to put the control and its integral in the state-feedback form. Then, by using the theorem of Gronwall- Bellman, we put the sufficient conditions so that the nonlinear system modeling the satellite is stabilisable and observed by state feedback.
Keywords: Satellite, attitude control, state feedback, attitude stabilization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13929339 Key Frame Based Video Summarization via Dependency Optimization
Authors: Janya Sainui
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As a rapid growth of digital videos and data communications, video summarization that provides a shorter version of the video for fast video browsing and retrieval is necessary. Key frame extraction is one of the mechanisms to generate video summary. In general, the extracted key frames should both represent the entire video content and contain minimum redundancy. However, most of the existing approaches heuristically select key frames; hence, the selected key frames may not be the most different frames and/or not cover the entire content of a video. In this paper, we propose a method of video summarization which provides the reasonable objective functions for selecting key frames. In particular, we apply a statistical dependency measure called quadratic mutual informaion as our objective functions for maximizing the coverage of the entire video content as well as minimizing the redundancy among selected key frames. The proposed key frame extraction algorithm finds key frames as an optimization problem. Through experiments, we demonstrate the success of the proposed video summarization approach that produces video summary with better coverage of the entire video content while less redundancy among key frames comparing to the state-of-the-art approaches.Keywords: Video summarization, key frame extraction, dependency measure, quadratic mutual information, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9629338 Vickers Indentation Simulation of Buffer Layer Thickness Effect for DLC Coated Materials
Authors: Abdul Wasy, Balakrishnan G., Yi Qi Wang, Atta Ur Rehman, Jung Il Song
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Vickers indentation is used to measure the hardness of materials. In this study, numerical simulation of Vickers indentation experiment was performed for Diamond like Carbon (DLC) coated materials. DLC coatings were deposited on stainless steel 304 substrates with Chromium buffer layer using RF Magnetron and T-shape Filtered Cathodic Vacuum Arc Dual system The objective of this research is to understand the elastic plastic properties, stress strain distribution, ring and lateral crack growth and propagation, penetration depth of indenter and delamination of coating from substrate with effect of buffer layer thickness. The effect of Poisson-s ratio of DLC coating was also analyzed. Indenter penetration is more in coated materials with thin buffer layer as compared to thicker one, under same conditions. Similarly, the specimens with thinner buffer layer failed quickly due to high residual stress as compared to the coated materials with reasonable thickness of 200nm buffer layer. The simulation results suggested the optimized thickness of 200 nm among the prepared specimens for durable and long service.Keywords: Thin film, buffer layer. Diamond like Carbon, Vickers indentation, Poisson's ratio, Finite element.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29359337 Role of Feedbacks in Simulation-Based Learning
Authors: Usman Ghani
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Feedback is a vital element for improving student learning in a simulation-based training as it guides and refines learning through scaffolding. A number of studies in literature have shown that students’ learning is enhanced when feedback is provided with personalized tutoring that offers specific guidance and adapts feedback to the learner in a one-to-one environment. Thus, emulating these adaptive aspects of human tutoring in simulation provides an effective methodology to train individuals. This paper presents the results of a study that investigated the effectiveness of automating different types of feedback techniques such as Knowledge-of-Correct-Response (KCR) and Answer-Until- Correct (AUC) in software simulation for learning basic information technology concepts. For the purpose of comparison, techniques like simulation with zero or no-feedback (NFB) and traditional hands-on (HON) learning environments are also examined. The paper presents the summary of findings based on quantitative analyses which reveal that the simulation based instructional strategies are at least as effective as hands-on teaching methodologies for the purpose of learning of IT concepts. The paper also compares the results of the study with the earlier studies and recommends strategies for using feedback mechanism to improve students’ learning in designing and simulation-based IT training.Keywords: Simulation, feedback, training, hands-on, labs.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15699336 On the Analysis and a Few Optimization Issues of a New iCIM 3000 System at an Academic-Research Oriented Institution
Authors: D. R. Delgado Sobrino, R. Holubek, R. Ružarovský
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In the past years, the world has witnessed significant work in the field of Manufacturing. Special efforts have been made in the implementation of new technologies, management and control systems, among many others which have all evolved the field. Closely following all this, due to the scope of new projects and the need of turning the existing flexible ideas into more autonomous and intelligent ones, i.e.: moving toward a more intelligent manufacturing, the present paper emerges with the main aim of contributing to the analysis and a few customization issues of a new iCIM 3000 system at the IPSAM. In this process, special emphasis in made on the material flow problem. For this, besides offering a description and analysis of the system and its main parts, also some tips on how to define other possible alternative material flow scenarios and a partial analysis of the combinatorial nature of the problem are offered as well. All this is done with the intentions of relating it with the use of simulation tools, for which these have been briefly addressed with a special focus on the Witness simulation package. For a better comprehension, the previous elements are supported by a few figures and expressions which would help obtaining necessary data. Such data and others will be used in the future, when simulating the scenarios in the search of the best material flow configurations.
Keywords: Flexible/Intelligent assembly/disassembly cell (F/IA/DC), Flexible/Intelligent Manufacturing Systems/Cell (F/IMS/C), Material Flow Optimization/Combinations/Design (MFO/C/D).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20729335 Solving SPDEs by a Least Squares Method
Authors: Hassan Manouzi
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We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.
Keywords: Least squares, Wick product, SPDEs, finite element, Wiener chaos expansion, gradient method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18009334 Closed Form Optimal Solution of a Tuned Liquid Column Damper Responding to Earthquake
Authors: A. Farshidianfar, P. Oliazadeh
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In this paper the vibration behaviors of a structure equipped with a tuned liquid column damper (TLCD) under a harmonic type of earthquake loading are studied. However, due to inherent nonlinear liquid damping, it is no doubt that a great deal of computational effort is required to search the optimum parameters of the TLCD, numerically. Therefore by linearization the equation of motion of the single degree of freedom structure equipped with the TLCD, the closed form solutions of the TLCD-structure system are derived. To find the reliability of the analytical method, the results have been compared with other researcher and have good agreement. Further, the effects of optimal design parameters such as length ratio and mass ratio on the performance of the TLCD for controlling the responses of a structure are investigated by using the harmonic type of earthquake excitation. Finally, the Citicorp Center which has a very flexible structure is used as an example to illustrate the design procedure for the TLCD under the earthquake excitation.
Keywords: Closed form solution, Earthquake excitation, TLCD.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20309333 The Role of the State towards Employability of Malaysian PWDs – Myth or Reality?
Authors: Suet Leng Khoo, Tiun Ling Ta, Lay Wah Lee
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In this era of globalization, the role of the State in all aspects of development is widely debated. Some scholars contend the 'demise' and diminishing role of the State whilst others claim that the State is still “de facto developmental". Clearly, it is vital to ascertain which of these two contentions are reflective of the role of the State as nations ascend their development trajectories. Based on the findings of this paper, the perception that the Malaysian State plays an active and committed role towards distributing equitable educational opportunities and enhancing employability of Malaysian PWDs is actually a myth and not reality. Thus, in order to fulfill the promise of Vision 2020 to transform Malaysia into a caring and socially-inclusive society; this paper calls for a more interventionist and committed role by the Malaysian State to translate the universal rights of education and employment opportunities for PWDs from mere policy rhetoric into inclusive realities.
Keywords: People with Disabilities, Malaysia, role of State, equal employment opportunities
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25329332 Numerical Modeling and Computer Simulation of Ground Movement above Underground Mine
Authors: A. Nuric, S. Nuric, L. Kricak, I. Lapandic, R. Husagic
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This paper describes topic of computer simulation with regard to the ground movement above an underground mine. Simulation made with software package ADINA for nonlinear elastic-plastic analysis with finite elements method. The one of representative profiles from Mine 'Stara Jama' in Zenica has been investigated. A collection and selection of both geo-mechanical data and geometric parameters of the mine was necessary for performing these simulations. Results of estimation have been compared with measured values (vertical displacement of surface), and then simulation performed with assumed dynamic and dimensions of excavation, over a period of time. Results are presented with bitmaps and charts.
Keywords: Computer, finite element method, mine, nonlinear analysis, numerical modeling, simulation, subsidence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28319331 Thermophoretic Deposition of Nanoparticles Due Toa Permeable Rotating Disk: Effects of Partial Slip, Magnetic Field, Thermal Radiation, Thermal-Diffusion, and Diffusion-Thermo
Authors: M. M. Rahman
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The present contribution deals with the thermophoretic deposition of nanoparticles over a rapidly rotating permeable disk in the presence of partial slip, magnetic field, thermal radiation, thermal-diffusion, and diffusion-thermo effects. The governing nonlinear partial differential equations such as continuity, momentum, energy and concentration are transformed into nonlinear ordinary differential equations using similarity analysis, and the solutions are obtained through the very efficient computer algebra software MATLAB. Graphical results for non-dimensional concentration and temperature profiles including thermophoretic deposition velocity and Stanton number (thermophoretic deposition flux) in tabular forms are presented for a range of values of the parameters characterizing the flow field. It is observed that slip mechanism, thermal-diffusion, diffusion-thermo, magnetic field and radiation significantly control the thermophoretic particles deposition rate. The obtained results may be useful to many industrial and engineering applications.Keywords: Boundary layer flows, convection, diffusion-thermo, rotating disk, thermal-diffusion, thermophoresis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19939330 Selective Separation of Lead and Mercury Ions from Synthetic Produced Water via a Hollow Fiber Supported Liquid Membrane
Authors: S. Suren, U. Pancharoen
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A double module hollow fiber supported liquid membrane (HFSLM) was applied to selectively separate lead and mercury ions from dilute synthetic produced water. The experiments were investigated on several variables: types of extractants (D2EHPA, Cyanex 471, Aliquat 336, and TOA), concentration of the selected extractant and operating time. The results clearly showed that the double module HFSLM could selectively separate Pb(II) and Hg(II) in feed solution at a very low concentration to less than the regulatory discharge limit of 0.2 and 0.005 mg/L issued by the Ministry of Industry and the Ministry of Natural Resource Environment, Thailand. The highest extractions of lead and mercury ions from synthetic produced water were 96% and 100% using 0.03 M D2EHPA and 0.06 M Aliquat 336 as the extractant for the first and second modules.Keywords: Hollow fiber, Lead ions, Liquid membrane, Mercury ions, Selective separation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23329329 Design and Simulation of Air-Fuel Ratio Control System for Distributorless CNG Engine
Authors: Ei Ei Moe, Zaw Min Aung, Kyawt Khin
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This paper puts forward one kind of air-fuel ratio control method with PI controller. With the help of MATLAB/SIMULINK software, the mathematical model of air-fuel ratio control system for distributorless CNG engine is constructed. The objective is to maintain cylinder-to-cylinder air-fuel ratio at a prescribed set point, determined primarily by the state of the Three- Way-Catalyst (TWC), so that the pollutants in the exhaust are removed with the highest efficiency. The concurrent control of airfuel under transient conditions could be implemented by Proportional and Integral (PI) controller. The simulation result indicates that the control methods can easily eliminate the air/fuel maldistribution and maintain the air/fuel ratio at the stochiometry within minimum engine events.Keywords: Distributorless CNG Engine, Mathematical Modelof Air-fuel control, MATLAB/SIMULINK, PI controller
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 44899328 A Fuzzy Nonlinear Regression Model for Interval Type-2 Fuzzy Sets
Authors: O. Poleshchuk, E.Komarov
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This paper presents a regression model for interval type-2 fuzzy sets based on the least squares estimation technique. Unknown coefficients are assumed to be triangular fuzzy numbers. The basic idea is to determine aggregation intervals for type-1 fuzzy sets, membership functions of whose are low membership function and upper membership function of interval type-2 fuzzy set. These aggregation intervals were called weighted intervals. Low and upper membership functions of input and output interval type-2 fuzzy sets for developed regression models are considered as piecewise linear functions.
Keywords: Interval type-2 fuzzy sets, fuzzy regression, weighted interval.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22179327 Problem-based Learning Approach to Human Computer Interaction
Authors: Oon-Seng Tan
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Human Computer Interaction (HCI) has been an emerging field that draws in the experts from various fields to enhance the application of computer programs and the ease of computer users. HCI has much to do with learning and cognition and an emerging approach to learning and problem-solving is problembased learning (PBL). The processes of PBL involve important cognitive functions in the various stages. This paper will illustrate how closely related fields to HCI, PBL and cognitive psychology can benefit from informing each other through analysing various cognitive functions. Several cognitive functions from cognitive function disc (CFD) would be presented and discussed in relation to human-computer interface. This paper concludes with the implications of bridging the gaps amongst these disciplines.Keywords: problem-based learning, human computerinteraction, cognitive psychology, Cognitive Function Disc (CFD)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25139326 Protection Plan of Medium Voltage Distribution Network in Tunisia
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The distribution networks are often exposed to harmful incidents which can halt the electricity supply of the customer. In this context, we studied a real case of a critical zone of the Tunisian network which is currently characterized by the dysfunction of its plan of protection. In this paper, we were interested in the harmonization of the protection plan settings in order to ensure a perfect selectivity and a better continuity of service on the whole of the network.
Keywords: Distribution network Gabes-Tunisia, NEPLAN©DACH, protection plan settings, selectivity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29579325 Eigenwave Analysis and Simulation of Disc Loaded Interaction Structure for Wideband Gyro-TWT Amplifier
Authors: R. K. Singh, P. K. Jain
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In the present paper, disc loaded interaction structure for potential application in wideband Gyro-TWT amplifier has been analyzed, taking all the space and modal harmonics into consideration, for the eigenwave solutions. The analysis has been restricted to azimuthally symmetric TE0,n mode. Dispersion characteristics have been plotted by varying the structure parameters and have been validated against HFSS simulation results. The variation of eigenvalue with respect to different structure parameters has also been presented. It has been observed that disc periodicity plays very important role for wideband operation of disc-loaded Gyro-TWT.Keywords: Broadbanding, Disc-loaded interaction structure, Eigenvalue, Gyro-TWT, HFSS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19289324 Application Potential of Selected Tools in Context of Critical Infrastructure Protection and Risk Analysis
Authors: Hromada Martin
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Risk analysis is considered as a fundamental aspect relevant for ensuring the level of critical infrastructure protection, where the critical infrastructure is seen as system, asset or its part which is important for maintaining the vital societal functions. Article actually discusses and analyzes the potential application of selected tools of information support for the implementation and within the framework of risk analysis and critical infrastructure protection. Use of the information in relation to their risk analysis can be viewed as a form of simplifying the analytical process. It is clear that these instruments (information support) for these purposes are countless, so they were selected representatives who have already been applied in the selected area of critical infrastructure, or they can be used. All presented fact were the basis for critical infrastructure resilience evaluation methodology development.
Keywords: Critical infrastructure, Protection, Resilience, Risk Analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16169323 Effects of Upflow Liquid Velocity on Performance of Expanded Granular Sludge Bed (EGSB) System
Authors: Seni Karnchanawong, Wachara Phajee
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The effects of upflow liquid velocity (ULV) on performance of expanded granular sludge bed (EGSB) system were investigated. The EGSB reactor, made from galvanized steel pipe 0.10 m diameter and 5 m height, had been used to treat piggery wastewater, after passing through acidification tank. It consisted of 39.3 l working volume in reaction zone and 122 l working volume in sedimentation zone, at the upper part. The reactor was seeded with anaerobically digested sludge and operated at the ULVs of 4, 8, 12 and 16 m/h, consecutively, corresponding to organic loading rates of 9.6 – 13.0 kg COD/ (m3.d). The average COD concentrations in the influent were 9,601 – 13,050 mg/l. The COD removal was not significantly different, i.e. 93.0% - 94.0%, except at ULV 12 m/h where SS in the influent was exceptionally high so that VSS washout had occurred, leading to low COD removal. The FCOD and VFA concentrations in the effluent of all experiments were not much different, indicating the same range of treatment performance. The biogas production decreased at higher ULV and ULV of 4 m/h is suggested as design criterion for EGSB system.Keywords: Expanded granular sludge bed system, piggery wastewater, upflow liquid velocity
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28029322 Analysis of a Singular Perturbed Synchronous Generator with a Bond Graph Approach
Authors: Gilberto Gonzalez-A, Noe Barrera-G
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An analysis of a synchronous generator in a bond graph approach is proposed. This bond graph allows to determine the simplified models of the system by using singular perturbations. Firstly, the nonlinear bond graph of the generator is linearized. Then, the slow and fast state equations by applying singular perturbations are obtained. Also, a bond graph to get the quasi-steady state of the slow dynamic is proposed. In order to verify the effectiveness of the singularly perturbed models, simulation results of the complete system and reduced models are shown.Keywords: Bond graph modelling, synchronous generator, singular perturbations
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16989321 Newton-Raphson State Estimation Solution Employing Systematically Constructed Jacobian Matrix
Authors: Nursyarizal Mohd Nor, Ramiah Jegatheesan, Perumal Nallagownden
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Newton-Raphson State Estimation method using bus admittance matrix remains as an efficient and most popular method to estimate the state variables. Elements of Jacobian matrix are computed from standard expressions which lack physical significance. In this paper, elements of the state estimation Jacobian matrix are obtained considering the power flow measurements in the network elements. These elements are processed one-by-one and the Jacobian matrix H is updated suitably in a simple manner. The constructed Jacobian matrix H is integrated with Weight Least Square method to estimate the state variables. The suggested procedure is successfully tested on IEEE standard systems.Keywords: State Estimation (SE), Weight Least Square (WLS), Newton-Raphson State Estimation (NRSE), Jacobian matrix H.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24639320 3D Guidance of Unmanned Aerial Vehicles Using Sliding Mode Approach
Authors: M. Zamurad Shah, M. Kemal Özgören, Raza Samar
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This paper presents a 3D guidance scheme for Unmanned Aerial Vehicles (UAVs). The proposed guidance scheme is based on the sliding mode approach using nonlinear sliding manifolds. Generalized 3D kinematic equations are considered here during the design process to cater for the coupling between longitudinal and lateral motions. Sliding mode based guidance scheme is then derived for the multiple-input multiple-output (MIMO) system using the proposed nonlinear manifolds. Instead of traditional sliding surfaces, nonlinear sliding surfaces are proposed here for performance and stability in all flight conditions. In the reaching phase control inputs, the bang-bang terms with signum functions are accompanied with proportional terms in order to reduce the chattering amplitudes. The Proposed 3D guidance scheme is implemented on a 6-degrees-of-freedom (6-dof) simulation of a UAV and simulation results are presented here for different 3D trajectories with and without disturbances.
Keywords: Unmanned Aerial Vehicles, Sliding mode control, 3D Guidance, Path following, trajectory tracking, nonlinear sliding manifolds.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27029319 Performance Evaluation of Cooperative Diversity in Flat Fading Channel with Error Control Coding
Authors: Oluseye Adeniyi Adeleke, Mohd Fadzli Salleh
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Cooperative communication provides transmit diversity, even when, due to size constraints, mobile units cannot accommodate multiple antennas. A versatile cooperation method called coded cooperation has been developed, in which cooperation is implemented through channel coding with a view to controlling the errors inherent in wireless communication. In this work we evaluate the performance of coded cooperation in flat Rayleigh fading environment using a concept known as the pair wise error probability (PEP). We derive the PEP for a flat fading scenario in coded cooperation and then compare with the signal-to-noise ratio of the users in the network. Results show that an increase in the SNR leads to a decrease in the PEP. We also carried out simulations to validate the result.
Keywords: Channel state information, coded cooperation, cooperative systems, pairwise-error-probability, Reed-Solomon codes.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17709318 Heat Transfer and Entropy Generation in a Partial Porous Channel Using LTNE and Exothermicity/Endothermicity Features
Authors: Mohsen Torabi, Nader Karimi, Kaili Zhang
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This work aims to provide a comprehensive study on the heat transfer and entropy generation rates of a horizontal channel partially filled with a porous medium which experiences internal heat generation or consumption due to exothermic or endothermic chemical reaction. The focus has been given to the local thermal non-equilibrium (LTNE) model. The LTNE approach helps us to deliver more accurate data regarding temperature distribution within the system and accordingly to provide more accurate Nusselt number and entropy generation rates. Darcy-Brinkman model is used for the momentum equations, and constant heat flux is assumed for boundary conditions for both upper and lower surfaces. Analytical solutions have been provided for both velocity and temperature fields. By incorporating the investigated velocity and temperature formulas into the provided fundamental equations for the entropy generation, both local and total entropy generation rates are plotted for a number of cases. Bifurcation phenomena regarding temperature distribution and interface heat flux ratio are observed. It has been found that the exothermicity or endothermicity characteristic of the channel does have a considerable impact on the temperature fields and entropy generation rates.
Keywords: Entropy generation, exothermicity, endothermicity, forced convection, local thermal non-equilibrium, analytical modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8739317 Dynamic Correlations and Portfolio Optimization between Islamic and Conventional Equity Indexes: A Vine Copula-Based Approach
Authors: Imen Dhaou
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This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.
Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9929316 A Unification and Relativistic Correction for Boltzmann’s Law
Authors: Lloyd G. Allred
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The distribution of velocities of particles in plasma is a well understood discipline of plasma physics. Boltzmann’s law and the Maxwell-Boltzmann distribution describe the distribution of velocity of a particle in plasma as a function of mass and temperature. Particles with the same mass tend to have the same velocity. By expressing the same law in terms of energy alone, the author obtains a distribution independent of mass. In summary, for particles in plasma, the energies tend to equalize, independent of the masses of the individual particles. For high-energy plasma, the original law predicts velocities greater than the speed of light. If one uses Einstein’s formula for energy (E=mc2), then a relativistic correction is not required.
Keywords: Cosmology, EMP, Euclidean, plasma physics, relativity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10709315 Modeling and Simulation of Motion of an Underwater Robot Glider for Shallow-water Ocean Applications
Authors: Chen Wang, Amir Anvar
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This paper describes the modeling and simulation of an underwater robot glider used in the shallow-water environment. We followed the Equations of motion derived by [2] and simplified dynamic Equations of motion of an underwater glider according to our underwater glider. A simulation code is built and operated in the MATLAB Simulink environment so that we can make improvements to our testing glider design. It may be also used to validate a robot glider design.Keywords: AUV, underwater glider, robot, modeling, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27959314 An Application of Differential Subordination to Analytic Functions
Authors: Sukhwinder Singh Billing, Sushma Gupta, Sukhjit Singh Dhaliwal
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the present paper, using the technique of differential subordination, we obtain certain results for analytic functions defined by a multiplier transformation in the open unit disc E = { z : IzI < 1}. We claim that our results extend and generalize the existing results in this particular direction
Keywords: function, Differential subordination, Multiplier transformation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13289313 Static and Dynamic Load on Hip Contact of Hip Prosthesis and Thai Femoral Bones
Authors: K. Chalernpon, P. Aroonjarattham, K. Aroonjarattham
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Total hip replacement had been one of the most successful operations in hip arthritis surgery. The purpose of this research had been to develop a dynamic hip contact of Thai femoral bone to analyze the stress distribution on the implant and the strain distribution on the bone model under daily activities and compared with the static load simulation. The results showed the different of maximum von Mises stress 0.14 percent under walking and 0.03 percent under climbing stair condition and the different of equivalent total strain 0.52 percent under walking and 0.05 percent under climbing stair condition. The muscular forces should be evaluated with dynamic condition to reduce the maximum von Mises stress and equivalent total strain.
Keywords: Dynamic loading, Static Load, Hip prosthesis, Thai femur, Femoral bone, Finite Element Analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 41169312 Optimal Control for Coordinated Control of SVeC and PSS Damping Controllers
Authors: K. Himaja, T. S. Surendra, S. Tara Kalyani
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In this article, Optimal Control for Coordinated Control (COC) of Series Vectorial Compensator (SVeC) and Power System Stabilizer (PSS) in order to damp Low Frequency Oscillations (LFO) is proposed. SVeC is a series Flexible Alternating Current Transmission System (FACTS) device. The Optimal Control strategy based on state feedback control for coordination of PSS and SVeC controllers under different loading conditions has not been developed. So, the Optimal State Feedback Controller (OSFC) for incorporating of PSS and SVeC controllers in COC manner has been developed in this paper. The performance of the proposed controller is checked through eigenvalue analysis and nonlinear time domain simulation results. The proposed Optimal Controller design for the COC of SVeC and PSS results will be analyzed without controller. The comparative results show that Optimal Controller for COC of SVeC and PSSs improve greatly the system damping LFO than without controller.Keywords: Coordinated control, damping controller, optimal state feedback controller, power system stabilizer, series vectorial compensator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 762