Search results for: Single zone model.

Authors: H. Zabiri, N. Mazuki

Abstract:

Several valve stiction models have been proposed in the literature to help understand and study the behavior of sticky valves. In this paper, an alternative black-box modeling approach based on Neural Network (NN) is presented. It is shown that with proper network type and optimum model structures, the performance of the developed NN stiction model is comparable to other established method. The resulting NN model is also tested for its robustness against the uncertainty in the stiction parameter values. Predictive mode operation also shows excellent performance of the proposed model for multi-steps ahead prediction.

Keywords: Control valve stiction, neural network, modeling.

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Authors: A. Amar, O. Hemeda

Abstract:

A study of the structure of the nucleus with the analogy by solid-state physics has been developed. We have used binding energy to calculate R (a parameter that is proportional to the radius of the nucleus) for deuteron, alpha, and ⁸Be. The calculated parameter r calculated from solid state physics produces a probe for calculation the nuclear radii. ⁸Be has special attention as it is radioactive nucleus and the latest nucleus to be calculated from crystalline model approach. The distribution of nucleons inside the nucleus is taken to be tetrahedral for ¹⁶O. The model has failed to expect the radius of ⁹Be which is an impression about the modification should be done on the model at near future. A comparison between our calculations and those from literature has been made, and a good agreement has been obtained.

Keywords: The structure of the nucleus, binding energy, crystalline model approach, nuclear radii, tetrahedral for 16O.

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Authors: Neslihan Yuca, Nilgün Karatepe

Abstract:

The aim of this study was to synthesize the single walled carbon nanotubes (SWCNTs) and determine their hydrogen storage capacities. SWCNTs were firstly synthesized by chemical vapor deposition (CVD) of acetylene (C2H2) on a magnesium oxide (MgO) powder impregnated with an iron nitrate (Fe(NO3)3·9H2O) solution. The synthesis parameters were selected as: the synthesis temperature of 800°C, the iron content in the precursor of 5% and the synthesis time of 30 min. Purification process of SWCNTs was fulfilled by microwave digestion at three different temperatures (120, 150 and 200 °C), three different acid concentrations (0.5, 1 and 1.5 M) and for three different time intervals (15, 30 and 60 min). Nitric acid (HNO3) was used in the removal of the metal catalysts. The hydrogen storage capacities of the purified materials were measured using volumetric method at the liquid nitrogen temperature and gas pressure up to 100 bar. The effects of the purification conditions such as temperature, time and acid concentration on hydrogen adsorption were investigated.

Keywords: Carbon nanotubes, purification, microwavedigestion, hydrogen storage

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Authors: M. Palanivel, R. Uthayakumar

Abstract:

In this paper, Economic Order Quantity (EOQ) based model for non-instantaneous Weibull distribution deteriorating items with power demand pattern is presented. In this model, the holding cost per unit of the item per unit time is assumed to be an increasing linear function of time spent in storage. Here the retailer is allowed a trade-credit offer by the supplier to buy more items. Also in this model, shortages are allowed and partially backlogged. The backlogging rate is dependent on the waiting time for the next replenishment. This model aids in minimizing the total inventory cost by finding the optimal time interval and finding the optimal order quantity. The optimal solution of the model is illustrated with the help of numerical examples. Finally sensitivity analysis and graphical representations are given to demonstrate the model.

Keywords: Power demand pattern, Partial backlogging, Time dependent holding cost, Trade credit, Weibull deterioration.

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Authors: M. Duran Toksarı, B. Uçarkuş

Abstract:

In this paper, we propose two algorithms to optimally solve makespan and total completion time scheduling problems with learning effect and job dependent delivery times in a single machine environment. The delivery time is the extra time to eliminate adverse effect between the main processing and delivery to the customer. In this paper, we introduce the job dependent delivery times for some single machine scheduling problems with position dependent learning effect, which are makespan are total completion. The results with respect to two algorithms proposed for solving of the each problem are compared with LINGO solutions for 50-jobs, 100-jobs and 150- jobs problems. The proposed algorithms can find the same results in shorter time.

Keywords: Delivery times, learning effect, makespan, scheduling, total completion time.

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Authors: Mehdi Kheradmand, Mehdi Azhdary Moghaddam, Abdolreza Zahiri, Khalil Ghorbani

Abstract:

This research compares results of major methods of determining the flow discharge using experimental relationships with results from the M5 decision tree model in meandering compound sections in several laboratory channels. It was found that the M5 decision tree model enjoyed greater accuracy of statistical parameters compared to methods to the said methods. This suggested that the M5 decision tree model has highly improved the calculated accuracy of the flow discharge in meandering compound channels.

Keywords: Stage-discharge relationship, M5 decision tree model, compound section, meandering compound channel.

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Authors: Mohammed Bilal

Abstract:

The precise prediction of aerodynamic behavior is necessary for the design and optimization of airfoils for a variety of applications. Turbulence, a phenomenon of complex and irregular flow, significantly affects the aerodynamic properties of airfoils. Therefore, turbulence modeling is essential for accurately predicting the behavior of airfoils in simulations. This study investigates five commonly employed turbulence models: Spalart-Allmaras (SA) model, k-epsilon model, k-omega model, Reynolds Stress Model (RSM), and Large Eddy Simulation (LES) model. The paper includes a comparison of the models' precision, computational expense, and applicability to various flow conditions. The strengths and weaknesses of each model are highlighted, allowing researchers and engineers to make informed decisions regarding simulations of specific airfoils. Unquestionably, the continuous development of turbulence modeling will contribute to further improvements in airfoil design and optimization, which will be advantageous to numerous industries.

Keywords: Computational fluid dynamics, airfoil, turbulence, aircraft.

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Authors: T.C.Manjunath, C. Ardil

Abstract:

This paper deals with the development of a Jacobean model for a 4-axes indigenously developed scara robot arm in the laboratory. This model is used to study the relation between the velocities and the forces in the robot while it is doing the pick and place operation.

Keywords: SCARA, Jacobean, Tool Configuration Vector, Computer Control , Visual Basic , Interfacing , Drivers,

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Authors: Liu Shu, Dong Shangjia

Abstract:

Our goal is to effectively increase the number of boats in the river during a six month period. The main factors of determining the number of boats are duration and “select the priority trip". In the microcosmic simulation model, the best result is 4 to 24 nights with DSCF, and the number of boats is 812 with an increasing ratio of 9.0% related to the second best result. However, the number of boats is related to 31.6% less than the best one in 6 to 18 nights with FCFS. In the discrete duration model, we get from 6 to 18 nights, the numbers of boats have increased to 848 with an increase ratio of 29.7% than the best result in model I for the same time range. Moreover, from 4 to 24 nights, the numbers of boats have increase to 1194 with an increase ratio of 47.0% than the best result in model I for the same time range.

Keywords: Discrete duration model, “select the priority trip”, microcosmic simulation model.

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Authors: Hong Seung Kim, Chang Hoi Kim, Lili Yue

Abstract:

Single-phase, high band gap energy Zn_0.5Mg_0.5O films were grown under oxygen pressure, using pulse laser deposition with a Zn_0.5Mg_0.5O target. Structural characterization studies revealed that the crystal structures of the Zn_X-1Mg_XO films could be controlled via changes in the oxygen pressure. TEM analysis showed that the thickness of the deposited Zn_1-xMg_xO thin films was 50–75 nm. As the oxygen pressure increased, we found that one axis of the crystals did not show a very significant increase in the crystallization compared with that observed at low oxygen pressure. The X-ray diffraction peak intensity for the hexagonal-ZnMgO (002) plane increased relative to that for the cubic-ZnMgO (111) plane. The corresponding c-axis of the h-ZnMgO lattice constant increased from 5.141 to 5.148 Å, and the a-axis of the c-ZnMgO lattice constant decreased from 4.255 to 4.250 Å. EDX analysis showed that the Mg content in the mixed-phase ZnMgO films decreased significantly, from 54.25 to 46.96 at.%. As the oxygen pressure was increased from 100 to 150 mTorr, the absorption edge red-shifted from 3.96 to 3.81 eV; however, a film grown at the highest oxygen pressure tested here (200 mTorr).

Keywords: MgO, UV LED, ZnMgO, ZnO.

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Authors: S. Selvaperumal, M. S. Sivagamasundari

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In this paper, selective harmonic elimination pulse width modulation technique is employed to eliminate lower order harmonics like third by determination of solving non-linear equations. The cascaded H-bridge five level inverter is driven by the Peripheral Interface Controlled (PIC) Microcontroller 16F877A. The performance of single phase cascaded H-bridge five level inverter with relevant to harmonics and a variety of switches with solar cell as its input source is simulated by employing MATLAB/Simulink. A hardware model is developed to verify the performance of the developed system.

Keywords: Multilevel inverter, cascaded H-Bridge multilevel inverter, total harmonic distortion, selective harmonic elimination pulse width modulation, MATLAB.

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Authors: G. Bhushan, S. Dhingra, K. K. Dubey

Abstract:

This paper presents the evaluation of performance (BSFC and BTE), combustion (P_max) and emission (CO, NO_x, HC and smoke opacity) parameters of karanja biodiesel in a single cylinder, four stroke, direct injection diesel engine by considering significant engine input parameters (blending ratio, compression ratio and load torque). Multi-objective optimization of performance, combustion and emission parameters is also carried out in a karanja biodiesel engine using hybrid RSM-NSGA-II technique. The pareto optimum solutions are predicted by running the hybrid RSM-NSGA-II technique. Each pareto optimal solution is having its own importance. Confirmation tests are also conducted at randomly selected few pareto solutions to check the authenticity of the results.

Keywords: Karanja biodiesel, single cylinder direct injection diesel engine, response surface methodology, central composite rotatable design, genetic algorithm.

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Authors: Muh. Hisjam, Nancy Oktyajati, Wakhid A. Jauhari, Wahyudi Sutopo

Abstract:

This research is intended to develop a raw material allocation model in timber processing industry in Perum Perhutani Unit I, Central Java, Indonesia. The model can be used to determine the quantity of allocation of timber between chain in the supply chain to select supplier considering factors that are log price and the distance. In determining the quantity of allocation of timber between chains in the supply chain, the model considers the optimal inventory in each chain. Whilst the optimal inventory is determined based on demand forecast, the capacity and safety stock. Problem solving allocation is conducted by developing linear programming model that aims to minimize the total cost of the purchase, transportation cost and storage costs at each chain. The results of numerical examples show that the proposed model can generate savings of the purchase cost of 20.84% and select suppliers with mileage closer.

Keywords: Allocation model, linear programming, purchase costs, storage costs, suppliers, transportation costs.

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Authors: Jae Moon Lee

Abstract:

Most of researches for conventional simulations were studied focusing on flocks with a single species. While there exist the flocking behaviors with a single species in nature, the flocking behaviors are frequently observed with multi-species. This paper studies on the flocking simulation for heterogeneous agents. In order to simulate the flocks for heterogeneous agents, the conventional method uses the identifier of flock, while the proposed method defines the feature vector of agent and uses the similarity between agents by comparing with those feature vectors. Based on the similarity, the paper proposed the attractive force and repulsive force and then executed the simulation by applying two forces. The results of simulation showed that flock formation with heterogeneous agents is very natural in both cases. In addition, it showed that unlike the existing method, the proposed method can not only control the density of the flocks, but also be possible for two different groups of agents to flock close to each other if they have a high similarity.

Keywords: Flocking behavior, heterogeneous agents, similarity, simulation

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Authors: Kai Wang, Yanling Zu

Abstract:

By utilizing the comparison theorem and Lyapunov second method, some sufficient conditions for the permanence and global attractivity of positive periodic solution for a predator-prey model with mutual interference m ∈ (0, 1) and delays τi are obtained. It is the first time that such a model is considered with delays. The significant is that the results presented are related to the delays and the mutual interference constant m. Several examples are illustrated to verify the feasibility of the results by simulation in the last part.

Keywords: Predator-prey model, Mutual interference, Delays, Permanence, Global attractivity

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Authors: Su Jeong Lee, Tae Il Lee, Jung Han Kim, Chul-Hong Kim, Gee Sung Chae, Jae-Min Myoung

Abstract:

The contact resistance between source/drain electrodes and semiconductor layer is an important parameter affecting electron transporting performance in the thin film transistor (TFT). In this work, we introduced a transparent and the solution prossable single-walled carbon nanotube (SWCNT)/Al-doped ZnO nano particle (AZO NP) bilayer electrodes showing low contact resistance with indium-oxide (In2O3) sol gel thin film. By inserting low work function AZO NPs into the interface between the SWCNTs and the In2O3 which has a high energy barrier, we could obtain an electrical Ohmic contact between them. Finally, with the SWCNT-AZO NP bilayer electrodes, we successfully fabricated a TFT showing a field effect mobility of 5.38 cm2/V·s at 250°C.

Keywords: Single-walled carbon nanotube (SWCNT), Al-doped ZnO (AZO) nanoparticle, contact resistance, Thin-film transistor (TFT).

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Authors: Van Thang Nguyen, Amelie Danlos, Richard Paridaens, Farid Bakir

Abstract:

This article presents a study of the effect of a contra-rotating component on the efficiency of centrifugal compressors. A contra-rotating centrifugal compressor (CRCC) is constructed using two independent rotors, rotating in the opposite direction and replacing the single rotor of a conventional centrifugal compressor (REF). To respect the geometrical parameters of the REF one, two rotors of the CRCC are designed, based on a single rotor geometry, using the hub and shroud length ratio parameter of the meridional contour. Firstly, the first rotor is designed by choosing a value of length ratio. Then, the second rotor is calculated to be adapted to the fluid flow of the first rotor according aerodynamics principles. In this study, four values of length ratios 0.3, 0.4, 0.5, and 0.6 are used to create four configurations CF1, CF2, CF3, and CF4 respectively. For comparison purpose, the circumferential velocity at the outlet of the REF and the CRCC are preserved, which means that the single rotor of the REF and the second rotor of the CRCC rotate with the same speed of 16000rpm. The speed of the first rotor in this case is chosen to be equal to the speed of the second rotor. The CFD simulation is conducted to compare the performance of the CRCC and the REF with the same boundary conditions. The results show that the configuration with a higher length ratio gives higher pressure rise. However, its efficiency is lower. An investigation over the entire operating range shows that the CF1 is the best configuration in this case. In addition, the CRCC can improve the pressure rise as well as the efficiency by changing the speed of each rotor independently. The results of changing the first rotor speed show with a 130% speed increase, the pressure ratio rises of 8.7% while the efficiency remains stable at the flow rate of the design operating point.

Keywords: Centrifugal compressor, contra-rotating, interaction rotor, vacuum.

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Authors: H. Pahlavanzadeh, A.R.Jahangiri, I. Noshadi

Abstract:

In this paper, the solubility of CO2 in AMP solution have been measured at temperature range of ( 293, 303 ,313,323) K.The amine concentration ranges studied are (2.0, 2.8, and 3.4) M. A solubility apparatus was used to measure the solubility of CO2 in AMP solution on samples of flue gases from Thermal and Central Power Plants of Esfahan Steel Company. The modified Kent Eisenberg model was used to correlate and predict the vapor-liquid equilibria of the (CO2 + AMP + H2O) system. The model predicted results are in good agreement with the experimental vapor-liquid equilibrium measurements.

Keywords: AMP, Carbon dioxide; loading, Flue gases, Modified Kent Eisenberg model

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Authors: A. Zanj, F. He

Abstract:

In the current paper, a domain independent conduction model compatible for multi-physical system dynamic investigations is suggested. By means of a port-based approach, a classical nonlinear conduction model containing physical states is first represented. A compatible discrete configuration of the thermal domain in line with the elastic domain is then generated through the enhancement of the configuration of the conventional thermal element. The presented simulation results of a sample structure indicate that the suggested conductive model can cover a wide range of dynamic behavior of the thermal domain.

Keywords: Multi-physical domain, conduction model, port-based modeling, dynamic interaction, physical modeling.

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Authors: K.Tavzarashvili, G.Ghvedashili

Abstract:

A semi-analytic boundary discretization method, the Method of Auxiliary Sources (MAS) is used to analyze Optical Antennas consisting of metallic parts. In addition to standard dipoletype antennas, consisting of two pieces of metal, a new structure consisting of a single metal piece with a tiny groove in the center is analyzed. It is demonstrated that difficult numerical problems are caused because optical antennas exhibit strong material dispersion, loss, and plasmon-polariton effects that require a very accurate numerical simulation. This structure takes advantage of the Channel Plasmon-Polariton (CPP) effect and exhibits a strong enhancement of the electric field in the groove. Also primitive 3D antenna model with spherical nano particles is analyzed.

Keywords: optical antenna, channel plasmon-polariton, computational physics, Method of Auxiliary Sources

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Authors: Sepideh Fazeli, Fariba Bahrami

Abstract:

Investigating language acquisition is one of the most challenging problems in the area of studying language. Syllable learning as a level of language acquisition has a considerable significance since it plays an important role in language acquisition. Because of impossibility of studying language acquisition directly with children, especially in its developmental phases, computer models will be useful in examining language acquisition. In this paper a computer model of early language learning for syllable learning is proposed. It is guided by a conceptual model of syllable learning which is named Directions Into Velocities of Articulators model (DIVA). The computer model uses simple associational and reinforcement learning rules within neural network architecture which are inspired by neuroscience. Our simulation results verify the ability of the proposed computer model in producing phonemes during babbling and early speech. Also, it provides a framework for examining the neural basis of language learning and communication disorders.

Keywords: Brain modeling, computer models, language acquisition, reinforcement learning.

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Authors: Spiros Mazarakis, George Matzavinos, Peter P. Groumpos

Abstract:

Economic models are complex dynamic systems with a lot of uncertainties and fuzzy data. Conventional modeling approaches using well known methods and techniques cannot provide realistic and satisfactory answers to today-s challenging economic problems. Qualitative modeling using fuzzy logic and intelligent system theories can be used to model macroeconomic models. Fuzzy Cognitive maps (FCM) is a new method been used to model the dynamic behavior of complex systems. For the first time FCMs and the Mamdani Model of Intelligent control is used to model macroeconomic models. This new model is referred as the Mamdani Rule-Based Fuzzy Cognitive Map (MBFCM) and provides the academic and research community with a new promising integrated advanced computational model. A new economic model is developed for a qualitative approach to Macroeconomic modeling. Fuzzy Controllers for such models are designed. Simulation results for an economic scenario are provided and extensively discussed

Keywords: Macroeconomic Models, Mamdani Rule Based- FCMs(MBFCMs), Qualitative and Dynamics System, Simulation.

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Authors: Z.A. Jaffery, Vinay Kumar Chandna, Sunil Kumar Chaudhary

Abstract:

This paper present a MATLAB-SIMULINK model of a single phase 2.5 KVA, 240V RMS controlled PV VSI (Photovoltaic Voltage Source Inverter) inverter using IGBTs (Insulated Gate Bipolar Transistor). The behavior of output voltage, output current, and the total harmonic distortion (THD), with the variation in input dc blocking capacitor (Cdc), for linear and non-linear load has been analyzed. The values of Cdc as suggested by the other authors in their papers are not clearly defined and it poses difficulty in selecting the proper value. As the dc power stored in Cdc, (generally placed parallel with battery) is used as input to the VSI inverter. The simulation results shows the variation in the output voltage and current with different values of Cdc for linear and non-linear load connected at the output side of PV VSI inverter and suggest the selection of suitable value of Cdc.

Keywords: DC Blocking capacitor, IGBTs, PV VSI, THD.

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Authors: S. Chebbi, A. Meddeb

Abstract:

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.

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Authors: Eduardo F. Arias, William Cooke III, Zhaofei Fan, William Kingery

Abstract:

During the last decade Panicum virgatum, known as Switchgrass, has been broadly studied because of its remarkable attributes as a substitute pasture and as a functional biofuel source. The objective of this investigation was to establish soil suitability for Switchgrass in the State of Mississippi. A linear weighted additive model was developed to forecast soil suitability. Multicriteria analysis and Sensitivity analysis were utilized to adjust and optimize the model. The model was fit using seven years of field data associated with soils characteristics collected from Natural Resources Conservation System - United States Department of Agriculture (NRCS-USDA). The best model was selected by correlating calculated biomass yield with each model's soils-based output for Switchgrass suitability. Coefficient of determination (r2) was the decisive factor used to establish the 'best' soil suitability model. Coefficients associated with the 'best' model were implemented within a Geographic Information System (GIS) to create a map of relative soil suitability for Switchgrass in Mississippi. A Geodatabase associated with soil parameters was built and is available for future Geographic Information System use.

Keywords: Aptness, GIS, sensitivity analysis, switchgrass, soil.

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Authors: Prateek Maheshwari, Nitin Seth, Anoop Kumar Gupta

Abstract:

The objective of present research paper is to highlight the importance of measuring advertisement effectiveness in print media and to develop a conceptual model for advertisement effectiveness. The developed model is based on dimensions on which advertisement effectiveness depends and on the dimensions which are used to measure the effectiveness. An in-depth and extensive literature review is carried out to understand the concept of advertisement effectiveness and its various determinants in context of print media. Based on the insights gained, a conceptual framework for advertisement effectiveness is presented. The model is an attempt to uncover the relatively less explored area of advertisement effectiveness in Indian advertising scenario. It is believed that present work will encourage scholars and academicians to further explore the area and will offer conceptual assistance and a fresh direction in the domain of advertisement effectiveness.

Keywords: Advertisement Effectiveness, Conceptual Model, Effectiveness Dimensions, Print Media.

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Authors: P. C. Chiu, Jehnming Lin

Abstract:

In this study, a 50-W CO₂ laser was used for the clad of 304L powders on the stainless steel substrate with a temperature sensor and image monitoring system. The laser power and cladding speed and focal position were modified to achieve the requirement of the workpiece flatness and mechanical properties. The numerical calculation is based on ANSYS to analyze the temperature change of the moving heat source at different surface positions when coating the workpiece, and the effect of the process parameters on the bath size was discussed. The temperature of stainless steel powder in the nozzle outlet reacting with the laser was simulated as a process parameter. In the experiment, the difference of the thermal conductivity in three-dimensional space is compared with single-layer cladding and multi-layer cladding. The heat dissipation pattern of the single-layer cladding is the steel plate and the multi-layer coating is the workpiece itself. The relationship between the multi-clad temperature and the profile was analyzed by the temperature signal from an IR pyrometer.

Keywords: Laser cladding, temperature, profile, microstructure.

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Authors: Wei Dong, Guo-Ying Gu, Xiangyang Zhu, Han Ding

Abstract:

This paper presents preliminary results on modeling and control of a quadrotor UAV. With aerodynamic concepts, a mathematical model is firstly proposed to describe the dynamics of the quadrotor UAV. Parameters of this model are identified by experiments with Matlab Identify Toolbox. A group of PID controllers are then designed based on the developed model. To verify the developed model and controllers, simulations and experiments for altitude control, position control and trajectory tracking are carried out. The results show that the quadrotor UAV well follows the referenced commands, which clearly demonstrates the effectiveness of the proposed approach.

Keywords: Quadrotor UAV, Modeling, Control, Aerodynamics, System Identification.

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Authors: Ying Shen, Weihua Zhu

Abstract:

Medical images are important to help identifying different diseases, for example, Magnetic resonance imaging (MRI) can be used to investigate the brain, spinal cord, bones, joints, breasts, blood vessels, and heart. Image segmentation, in medical image analysis, is usually the first step to find out some characteristics with similar color, intensity or texture so that the diagnosis could be further carried out based on these features. This paper introduces an improved C-means model to segment the MRI images. The model is based on information entropy to evaluate the segmentation results by achieving global optimization. Several contributions are significant. Firstly, Genetic Algorithm (GA) is used for achieving global optimization in this model where fuzzy C-means clustering algorithm (FCMA) is not capable of doing that. Secondly, the information entropy after segmentation is used for measuring the effectiveness of MRI image processing. Experimental results show the outperformance of the proposed model by comparing with traditional approaches.

Keywords: Magnetic Resonance Image, C-means model, image segmentation, information entropy.

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Authors: Rasaki O. Olanrewaju

Abstract:

The driven processes of Wiener and Lévy are known self-standing Gaussian-Markov processes for fitting non-linear dynamical Vasciek model. In this paper, a coincidental Gaussian density stationarity condition and autocorrelation function of the two driven processes were established. This led to the conflation of Wiener and Lévy processes so as to investigate the efficiency of estimates incorporated into the one-dimensional Vasciek model that was estimated via the Maximum Likelihood (ML) technique. The conditional laws of drift, diffusion and stationarity process was ascertained for the individual Wiener and Lévy processes as well as the commingle of the two processes for a fixed effect and Autoregressive like Vasciek model when subjected to financial series; exchange rate of Naira-CFA Franc. In addition, the model performance error of the sub-merged driven process was miniature compared to the self-standing driven process of Wiener and Lévy.

Keywords: Wiener process, Lévy process, Vasciek model, drift, diffusion, Gaussian density stationary.

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