Search results for: dynamic simulations

Authors: Bagher Rahimpour Cami, Hamid Hassanpour, Hoda Mashayekhi

Abstract:

Nowadays websites provide a vast number of resources for users. Recommender systems have been developed as an essential element of these websites to provide a personalized environment for users. They help users to retrieve interested resources from large sets of available resources. Due to the dynamic feature of user preference, constructing an appropriate model to estimate the user preference is the major task of recommender systems. Profile matching and latent factors are two main approaches to identify user preference. In this paper, we employed the latent factor and profile matching to cluster the user profile and identify user preference, respectively. The method uses the Distance Dependent Chines Restaurant Process as a Bayesian nonparametric framework to extract the latent factors from the user profile. These latent factors are mapped to user interests and a weighted distribution is used to identify user preferences. We evaluate the proposed method using a real-world data-set that contains news tweets of a news agency (BBC). The experimental results and comparisons show the superior recommendation accuracy of the proposed approach related to existing methods, and its ability to effectively evolve over time.

Keywords: Content-based recommender systems, dynamic user modeling, extracting user interests, predicting user preference.

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Authors: Adel Hamad Rafa

Abstract:

This paper, proposes a control system for use with microgrid consiste of  multiple small scale embedded generation networks (SSEG networks) connected to the 33kV distribution network. The proposed controller controls power flow in the grid-connected mode of operation, enables voltage and frequency control when the SSEG networks are islanded, and resynchronises the SSEG networks with the utility before reconnecting them. The performance of the proposed controller has been tested in simulations using PSCAD.

Keywords: Microgrid, Small scale embedded generation, island mode, resynchronisation.

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Authors: A. Anastasopoulou, A. Kolios, T. Somorin, A. Sowale, Y. Jiang, B. Fidalgo, A. Parker, L. Williams, M. Collins, E. J. McAdam, S. Tyrrel

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Developing countries are nowadays confronted with great challenges related to domestic sanitation services in view of the imminent water scarcity. Contemporary sanitation technologies established in these countries are likely to pose health risks unless waste management standards are followed properly. This paper provides a solution to sustainable sanitation with the development of an innovative toilet system, called Nano Membrane Toilet (NMT), which has been developed by Cranfield University and sponsored by the Bill & Melinda Gates Foundation. The particular technology converts human faeces into energy through gasification and provides treated wastewater from urine through membrane filtration. In order to evaluate the environmental profile of the NMT system, a deterministic life cycle assessment (LCA) has been conducted in SimaPro software employing the Ecoinvent v3.3 database. The particular study has determined the most contributory factors to the environmental footprint of the NMT system. However, as sensitivity analysis has identified certain critical operating parameters for the robustness of the LCA results, adopting a stochastic approach to the Life Cycle Inventory (LCI) will comprehensively capture the input data uncertainty and enhance the credibility of the LCA outcome. For that purpose, Monte Carlo simulations, in combination with an artificial neural network (ANN) model, have been conducted for the input parameters of raw material, produced electricity, NO_X emissions, amount of ash and transportation of fertilizer. The given analysis has provided the distribution and the confidence intervals of the selected impact categories and, in turn, more credible conclusions are drawn on the respective LCIA (Life Cycle Impact Assessment) profile of NMT system. Last but not least, the specific study will also yield essential insights into the methodological framework that can be adopted in the environmental impact assessment of other complex engineering systems subject to a high level of input data uncertainty.

Keywords: Sanitation systems, nano membrane toilet, LCA, stochastic uncertainty analysis, Monte Carlo Simulations, artificial neural network.

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Authors: Mohamed Omar

Abstract:

Superelastic Shape Memory Alloy (SMA) is accepted when it used as connection in steel structures. The seismic behaviour of steel frames with SMA is being assessed in this study. Three eightstorey steel frames with different SMA systems are suggested, the first one of which is braced with diagonal bracing system, the second one is braced with nee bracing system while the last one is which the SMA is used as connection at the plastic hinge regions of beams. Nonlinear time history analyses of steel frames with SMA subjected to two different ground motion records have been performed using Seismostruct software. To evaluate the efficiency of suggested systems, the dynamic responses of the frames were compared. From the comparison results, it can be concluded that using SMA element is an effective way to improve the dynamic response of structures subjected to earthquake excitations. Implementing the SMA braces can lead to a reduction in residual roof displacement. The shape memory alloy is effective in reducing the maximum displacement at the frame top and it provides a large elastic deformation range. SMA connections are very effective in dissipating energy and reducing the total input energy of the whole frame under severe seismic ground motion. Using of the SMA connection system is more effective in controlling the reaction forces at the base frame than other bracing systems. Using SMA as bracing is more effective in reducing the displacements. The efficiency of SMA is dependant on the input wave motions and the construction system as well.

Keywords: Finite element analysis, seismic response, shapesmemory alloy, steel frame, superelasticity

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Authors: B. Rajkumarsingh, S. Goolaup, A. Galleegadoo

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Laboratory classes in Electrical Engineering are often hampered by safety issues, as students have to work on high voltage lines. One solution is to make use of virtual laboratory simulations, to help students understand the concepts taught in their coursework. In this context, we have conceived and implemented virtual lab experiments in connection with the study of earthing arrangements. In this work, software was developed, which aid student in understanding the working of a residual current device (RCD) in a TT earthing system. Various parameters, such as the earthing resistances, leakage currents and harmonics were included for a TT system with RCD connection.

Keywords: TT system, RCD, LabVIEW, Learning aids.

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Authors: D. Nebbali, R. Nebbali, A. Ouibrahim

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This study focuses on the cooling of a photovoltaic panel (PV). Indeed, the cooling improves the conversion capacity of this one and maintains, under extreme conditions of air temperature, the panel temperature at an appreciable level which avoids the altering. To do this, a fan provides forced circulation of air. Because the fan is supplied by the panel, it is necessary to determine the optimum operating point that unites efficiency of the PV with the consumption of the fan. For this matter, numerical simulations are performed at varying mass flow rates of air, under two extreme air temperatures (50°C, 25°C) and a fixed solar radiation (1000W.m2) in a case of no wind.

Keywords: Energy conversion, efficiency, balance energy, solar cell.

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Authors: Amar Partap Singh Pharwaha, Shweta Rani

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To develop a reliable and cost effective communication platform for the telemedicine applications, novel antenna design has been presented using bacterial foraging optimization (BFO) technique. The proposed antenna geometry is achieved by etching a modified Koch curve fractal shape at the edges and a square shape slot at the center of the radiating element of a patch antenna. It has been found that the new antenna has achieved 43.79% size reduction and better resonating characteristic than the original patch. Representative results for both simulations and numerical validations are reported in order to assess the effectiveness of the developed methodology.

Keywords: BFO, electrical permittivity, fractals, Koch curve.

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Authors: Daniela Matei, Radu Matei

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In this paper a class of analog algorithms based on the concept of Cellular Neural Network (CNN) is applied in some processing operations of some important medical images, namely retina images, for detecting various symptoms connected with diabetic retinopathy. Some specific processing tasks like morphological operations, linear filtering and thresholding are proposed, the corresponding template values are given and simulations on real retina images are provided.

Keywords: Diabetic retinopathy, pathology detection, cellular neural networks, analog algorithms.

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Authors: M. Shakaib, M. Ehtesham-ul Haq, I. Ahmed, R.M. Yunus

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Computational fluid dynamics (CFD) simulations carried out in this paper show that spacer orientation has a major influence on temperature patterns and on the heat transfer rates. The local heat flux values significantly vary from high to very low values at each filament when spacer touches the membrane surface. The heat flux profile is more uniform when spacer filaments are not in contact with the membrane thus making this arrangement more beneficial. The temperature polarization is also found to be less in this case when compared to the empty channel.

Keywords: heat transfer, membrane distillation, spacer, temperature polarization.

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Authors: Jai Raj, Jito Vanualailai, Bibhya Sharma, Shonal Singh

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This paper proposes a solution to the motion planning and control problem of car-like mobile robots which is required to move safely to a designated target in a priori known workspace cluttered with swarm of boids exhibiting collective emergent behaviors. A generalized algorithm for target convergence and swarm avoidance is proposed that will work for any number of swarms. The control laws proposed in this paper also ensures practical stability of the system. The effectiveness of the proposed control laws are demonstrated via computer simulations of an emergent behavior.

Keywords: Swarm, practical stability, motion planning, emergent.

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Authors: Chang Liu, Zishu He

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Adaptive echo cancellers with two-path algorithm are applied to avoid the false adaptation during the double-talk situation. In the two-path algorithm, several transfer logic solutions have been proposed to control the filter update. This paper presents an improved transfer logic solution. It improves the convergence speed of the two-path algorithm, and allows the reduction of the memory elements and computational complexity. Results of simulations show the improved performance of the proposed solution.

Keywords: Acoustic echo cancellation, Echo return lossenhancement (ERLE), Two-path algorithm, Transfer logic

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Authors: Yingguo Li

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In this paper, we consider a discrete Gompertz model with time delay. Firstly, the stability of the equilibrium of the system is investigated by analyzing the characteristic equation. By choosing the time delay as a bifurcation parameter, we prove that Neimark- Sacker bifurcations occur when the delay passes a sequence of critical values. The direction and stability of the Neimark-Sacker are determined by using normal forms and centre manifold theory. Finally, some numerical simulations are given to verify the theoretical analysis.

Keywords: Gompertz system, Neimark-Sacker bifurcation, stability, time delay.

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Authors: Abolhassan Razminia, Mohammad-Ali Sadrnia

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One of the most attractive and important field of chaos theory is control of chaos. In this paper, we try to present a simple framework for chaotic motion control using the feedback linearization method. Using this approach, we derive a strategy, which can be easily applied to the other chaotic systems. This task presents two novel results: the desired periodic orbit need not be a solution of the original dynamics and the other is the robustness of response against parameter variations. The illustrated simulations show the ability of these. In addition, by a comparison between a conventional state feedback and our proposed method it is demonstrated that the introduced technique is more efficient.

Keywords: chaos, feedback linearization, robust control, periodic motion.

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Authors: Tomio Iwasaki, Yosuke Kawahito

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The adhesion strength and wettability at the interfaces between a polyetheretherketone (PEEK) resin and titanium dioxide (TiO2) have become more important because direct joining of PEEK resin and titanium (Ti), whose surface has usually the oxide (TiO2), is needed not only in vehicles such as airplanes, automobiles, and space vehicles, but also in medical devices such as implants. To realize strong joint between the PEEK resin and TiO2, the dependence of the adhesion strength and wettability on crystal orientations of rutile TiO2 were investigated by using molecular simulations. Molecular dynamics simulations were conducted by combining quantum-mechanics equation of electrons with Newton’s equation of motion of nuclear coordinates (atomic coordinates). By putting a PEEK-resin sphere on a rutile TiO2 surface and by heating the system to 650 K, the contact angles at the interfaces were calculated to evaluate the wettability. After the system is cooled to 300 K from 650 K, to evaluate the adhesin strength, the adhesive fracture energy is calculated as the difference between the energy of the PEEK-TiO2 attached state and that of the PEEK-TiO2 detached state. The results of the contact angles showed that PEEK resin on the TiO2(100) and that on the TiO2(001) surface has low wettability with large contact angles. On the other hand, PEEK resin on the TiO2(110) surface has high wettability with a small contact angle. The results of the adhesive fracture energies showed that the adhesion at the PEEK-resin/TiO2(100) and PEEK-resin/TiO2(001) interfaces are weak. On the other hand, the adhesion at the PEEK-resin/TiO2(110) interface is strong. To clarify the reason that the higher wettability and stronger adhesion are obtained at the PEEK/TiO2(110) interface than at the at the PEEK/TiO2(100) and PEEK/TiO2(001) interfaces, atomic configurations at the interfaces were visualized. The atomic configuration at the PEEK/TiO2(110) interface showed that the lattice-matched coherent interface is realized, and the atomic density is high. On the other hand, the atomic configuration at the PEEK/TiO2(001) interface showed the lattice-unmatched incoherent interface. The atomic configuration at the PEEK/TiO2(100) interface showed that the atomic density is very low although the lattice-matched interface is realized. Therefore, the lattice matching and the high atomic density at the PEEK/TiO2(001) interface are considered to be dominant factors in the high wettability and strong adhesion.

Keywords: Adhesion, direct joining, PEEK, TiO2, wettability.

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

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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: Selim Yannier, Asif Sabanovic, Ahmet Onat, Muhammet Bastan

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In this work, we suggested a new approach for the control of a mobile robot capable of being a building block of an intelligent agent. This approach includes obstacle avoidance and goal tracking implemented as two different sliding mode controllers. A geometry based behavior arbitration is proposed for fusing the two outputs. Proposed structure is tested on simulations and real robot. Results have confirmed the high performance of the method.

Keywords: Autonomous Mobile Robot, Behavior Based Control, Fast Local Obstacle Avoidance, Sliding Mode Control.

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Authors: Junaid Kameran Ahmed

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A laminated plate composite of graphite/epoxy has been analyzed dynamically in the present work by using a quadratic element (8-node diso-parametric), and by depending on 1^st order shear deformation theory, every node in this element has 6-degrees of freedom (displacement in x, y, and z axis and twist about x, y, and z axis). The dynamic analysis in the present work covered parametric studies on a composite laminated plate (square plate) to determine its effect on the natural frequency of the plate. The parametric study is represented by set of changes (plate thickness, number of layers, support conditions, layer orientation), and the plates have been simulated by using ANSYS package 12. The boundary conditions considered in this study, at all four edges of the plate, are simply supported and fixed boundary condition. The results obtained from ANSYS program show that the natural frequency for both fixed and simply supported increases with increasing the number of layers, but this increase in the natural frequency for the first five modes will be neglected after 10 layers. And it is observed that the natural frequency of a composite laminated plate will change with the change of ply orientation, the natural frequency increases and it will be at maximum with angle 45 of ply for simply supported laminated plate, and maximum natural frequency will be with cross-ply (0/90) for fixed laminated composite plate. It is also observed that the natural frequency increase is approximately doubled when the thickness is doubled.

Keywords: Laminated plate, orthotropic plate, square plate, natural frequency, graphite/epoxy.

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Authors: Thiago Brito Bezerra, Mauro Lopes de Freitas, Waldir Sabino da Silva Júnior

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The Sigma-Delta A/D converters have been proposed as a practical application for A/D conversion at high rates because of its simplicity and robustness to imperfections in the circuit, also because the traditional converters are more difficult to implement in VLSI technology. These difficulties with conventional conversion methods need precise analog components in their filters and conversion circuits, and are more vulnerable to noise and interference. This paper aims to analyze the architecture, function and application of Analog-Digital converters (A/D) Sigma-Delta to overcome these difficulties, showing some simulations using the Simulink software and Multisim.

Keywords: Analysis, Oversampling Modulator, A/D converters, Sigma-Delta.

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Authors: D. Fodorean, D.C. Popa, F. Jurca, M. Ruba

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the paper presents the optimization results for several electrical machines dedicated for powered electric wheel-chairs. The optimization, using the Hook-Jeeves algorithm, was employed based on a design approach which takes into consideration the road conditions. Also, through numerical simulations (based on finite element method), the analytical approach was validated. The optimization approach gave satisfactory results and the best suited variant was chosen for the motorization of the wheel-chair.

Keywords: electrical machines, numerical validation, optimization, electric wheel chair.

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Authors: Mohammad Javad Mollakazemi, Farhad Asadi, Aref Ghafouri

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Performance of different filtering approaches depends on modeling of dynamical system and algorithm structure. For modeling and smoothing the data the evaluation of posterior distribution in different filtering approach should be chosen carefully. In this paper different filtering approaches like filter KALMAN, EKF, UKF, EKS and smoother RTS is simulated in some trajectory tracking of path and accuracy and limitation of these approaches are explained. Then probability of model with different filters is compered and finally the effect of the noise variance to estimation is described with simulations results.

Keywords: Gaussian approximation, KALMAN smoother, Parameter estimation.

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Authors: Safyeh Soufian, Hoosein Naderi-Manesh, Abdoali Alizadeh, Mohammad Nabi Sarbolouki

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Aurein 1.2 is a 13-residue amphipathic peptide with antibacterial and anticancer activity. Aurein1.2 and its retro analog were synthesized to study the activity of the peptides in relation to their structure. The antibacterial test result showed the retro-analog is inactive. The secondary structural analysis by CD spectra indicated that both of the peptides at TFE/Water adopt alpha-helical conformation. MD simulation was performed on aurein 1.2 and retro-analog in water and TFE in order to analyse the factors that are involved in the activity difference between retro and the native peptide. The simulation results are discussed and validated in the light of experimental data from the CD experiment. Both of the peptides showed a relatively similar pattern for their hydrophobicity, hydrophilicity, solvent accessible surfaces, and solvent accessible hydrophobic surfaces. However, they showed different in directions of dipole moment of peptides. Also, Our results further indicate that the reversion of the amino acid sequence affects flexibility .The data also showed that factors causing structural rigidity may decrease the activity. Consequently, our finding suggests that in the case of sequence-reversed peptide strategy, one has to pay attention to the role of amino acid sequence order in making flexibility and role of dipole moment direction in peptide activity. KeywordsAntimicrobial peptides, retro, molecular dynamic, circular dichroism.

Keywords: Antimicrobial peptides, retro, molecular dynamic, circular dichroism.

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Authors: Emilia Nercissians

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Neoclassical and functionalist explanations of self organization in multiagent systems have been criticized on several accounts including unrealistic explication of overadapted agents and failure to resolve problems of externality. The paper outlines a more elaborate and dynamic model that is capable of resolving these dilemmas. An illustrative example where behavioral diversity is cobred in a repeated nonzero sum task via evolutionary computing is presented.

Keywords: evolutionary stability, externalities, neofunctionalism, prisoners' dilemma.

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Authors: Migbar Assefa

Abstract:

The performance of a machine tool is eventually assessed by its ability to produce a component of the required geometry in minimum time and at small operating cost. It is customary to base the structural design of any machine tool primarily upon the requirements of static rigidity and minimum natural frequency of vibration. The operating properties of machines like cutting speed, feed and depth of cut as well as the size of the work piece also have to be kept in mind by a machine tool structural designer. This paper presents a novel approach to the design of machine tool column for static and dynamic rigidity requirement. Model evaluation is done effectively through use of General Finite Element Analysis software ANSYS. Studies on machine tool column are used to illustrate finite element based concept evaluation technique. This paper also presents results obtained from the computations of thin walled box type columns that are subjected to torsional and bending loads in case of static analysis and also results from modal analysis. The columns analyzed are square and rectangle based tapered open column, column with cover plate, horizontal partitions and with apertures. For the analysis purpose a total of 70 columns were analyzed for bending, torsional and modal analysis. In this study it is observed that the orientation and aspect ratio of apertures have no significant effect on the static and dynamic rigidity of the machine tool structure.

Keywords: Finite Element Modeling, Modal Analysis, Machine tool structure, Static Analysis.

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Authors: Mohammed El Raey, Moustafa Osman Mohammed

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The spatial-ecological modeling is relating sustainable dispersions with social development. Sustainability with spatial-ecological model gives attention to urban environments in the design review management to comply with Earth’s system. Naturally exchanged patterns of ecosystems have consistent and periodic cycles to preserve energy flows and materials in Earth’s system. The Probabilistic Risk Assessment (PRA) technique is utilized to assess the safety of an industrial complex. The other analytical approach is the Failure-Safe Mode and Effect Analysis (FMEA) for critical components. The plant safety parameters are identified for engineering topology as employed in assessment safety of industrial ecology. In particular, the most severe accidental release of hazardous gaseous is postulated, analyzed and assessment in industrial region. The IAEA-safety assessment procedure is used to account the duration and rate of discharge of liquid chlorine. The ecological model of plume dispersion width and concentration of chlorine gas in the downwind direction is determined using Gaussian Plume Model in urban and rural areas and presented with SURFER®. The prediction of accident consequences is traced in risk contour concentration lines. The local greenhouse effect is predicted with relevant conclusions. The spatial-ecological model is predicted for multiple factors distribution schemes of multi-criteria analysis. The input–output analysis is explored from the spillover effect, and we conducted Monte Carlo simulations for sensitivity analysis. Their unique structure is balanced within “equilibrium patterns”, such as the composite index for biosphere with collective structure of many distributed feedback flows. These dynamic structures are related to have their physical and chemical properties and enable a gradual and prolonged incremental pattern. While this spatial model structure argues from ecology, resource savings, static load design, financial and other pragmatic reasons, the outcomes are not decisive in an artistic/architectural perspective. The hypothesis is deployed to unify analytic and analogical spatial structure in development urban environments using optimization loads as an example of integrated industrial structure where the process is based on engineering topology of systems ecology.

Keywords: Spatial-ecological modeling, spatial structure orientation impact, composite structure, industrial ecology.

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Authors: Ionel Stanculeanu, Theodor Borangiu

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This paper presents a new approach in the identification of the quadrotor dynamic model using a black-box system for identification. Also the paper considers the problems which appear during the identification in the closed-loop and offers a technical solution for overcoming the correlation between the input noise present in the output

Keywords: System identification, UAV, prediction error method, quadrotor.

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Authors: Seok Hong Min, Woo Young Jung, Tae Kwon Ha

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Superplastic deformation and high temperature load relaxation behavior of coarse-grained iron aluminides with the composition of Fe-28 at.% Al have been investigated. A series of load relaxation and tensile tests were conducted at temperatures ranging from 600 to 850oC. The flow curves obtained from load relaxation tests were found to have a sigmoidal shape and to exhibit stress vs. strain rate data in a very wide strain rate range from 10-7/s to 10-2/s. Tensile tests have been conducted at various initial strain rates ranging from 3×10-5/s to 1×10-2/s. Maximum elongation of ~500 % was obtained at the initial strain rate of 3×10-5/s and the maximum strain rate sensitivity was found to be 0.68 at 850oC in binary Fe-28Al alloy. Microstructure observation through the optical microscopy (OM) and the electron back-scattered diffraction (EBSD) technique has been carried out on the deformed specimens and it has revealed the evidences for grain boundary migration and grain refinement to occur during superplastic deformation, suggesting the dynamic recrystallization mechanism. The addition of Cr by the amount of 5 at.% appeared to deteriorate the superplasticity of the binary iron aluminide. By applying the internal variable theory of structural superplasticity, the addition of Cr has been revealed to lower the contribution of the frictional resistance to dislocation glide during high temperature deformation of the Fe3Al alloy.

Keywords: Iron aluminide (Fe3Al), large grain size, structural superplasticity, dynamic recrystallization, chromium (Cr).

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Authors: Waqed H. Almohammed, Mohammed Y. Fattah, Sajjad E. Rasheed

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Dynamic traffic loads cause deformation of underground pipes, resulting in vehicle discomfort. This makes it necessary to reinforce the layers of soil above underground pipes. In this study, the subbase layer was reinforced. Finite element software (PLAXIS 3D) was used to in the simulation, which includes geocell reinforcement, vehicle loading, soil layers and Glass Fiber Reinforced Plastic (GRP) pipe. Geocell reinforcement was modeled using a geogrid element, which was defined as a slender structure element that has the ability to withstand axial stresses but not to resist bending. Geogrids cannot withstand compression but they can withstand tensile forces. Comparisons have been made between the numerical models and experimental works, and a good agreement was obtained. Using the mathematical model, the performance of three different pipes of diameter 600 mm, 800 mm, and 1000 mm, and three different vehicular speeds of 20 km/h, 40 km/h, and 60 km/h, was examined to determine their impact on surface settlement and vertical pressure at the pipe crown for two cases: with and without geocell reinforcement. The results showed that, for a pipe diameter of 600 mm under geocell reinforcement, surface settlement decreases by 94 % when the speed of the vehicle is 20 km/h and by 98% when the speed of the vehicle is 60 km/h. Vertical pressure decreases by 81 % when the diameter of the pipe is 600 mm, while the value decreases to 58 % for a pipe with diameter 1000 mm. The results show that geocell reinforcement causes a significant and positive reduction in surface settlement and vertical stress above the pipe crown, leading to an increase in pipe safety.

Keywords: Dynamic loading, geocell reinforcement, GRP pipe, PLAXIS 3D, surface settlement.

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Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

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A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

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Authors: M. Sharifi, M. Mirzaii, F. Bolourinovin, H. Yousefnia, M. Akbari, K. Yousefi-Mojir

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A multilayer passive shield composed of low-activity lead (Pb), copper (Cu), tin (Sn) and iron (Fe) was designed and manufactured for a coaxial HPGe detector placed at a surface laboratory for reducing background radiation and radiation dose to the personnel. The performance of the shield was evaluated and efficiency curves of the detector were plotted by using of various standard sources in different distances. Monte Carlo simulations and a set of TLD chips were used for dose estimation in two distances of 20 and 40 cm. The results show that the shield reduced background spectrum and the personnel dose more than 95%.

Keywords: HPGe shield, background count, personnel dose, efficiency curve.

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Authors: F. Pourhasanzade, S. H. Sabzpoushan

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The heart tissue is an excitable media. A Cellular Automata is a type of model that can be used to model cardiac action potential propagation. One of the advantages of this approach against the methods based on differential equations is its high speed in large scale simulations. Recent cellular automata models are not able to avoid flat edges in the result patterns or have large neighborhoods. In this paper, we present a new model to eliminate flat edges by minimum number of neighbors.

Keywords: Cellular Automata, Action Potential Simulation, Isotropic Pattern.

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