Search results for: Computational finance
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1224

Search results for: Computational finance

204 Formal Analysis of a Public-Key Algorithm

Authors: Markus Kaiser, Johannes Buchmann

Abstract:

In this article, a formal specification and verification of the Rabin public-key scheme in a formal proof system is presented. The idea is to use the two views of cryptographic verification: the computational approach relying on the vocabulary of probability theory and complexity theory and the formal approach based on ideas and techniques from logic and programming languages. A major objective of this article is the presentation of the first computer-proved implementation of the Rabin public-key scheme in Isabelle/HOL. Moreover, we explicate a (computer-proven) formalization of correctness as well as a computer verification of security properties using a straight-forward computation model in Isabelle/HOL. The analysis uses a given database to prove formal properties of our implemented functions with computer support. The main task in designing a practical formalization of correctness as well as efficient computer proofs of security properties is to cope with the complexity of cryptographic proving. We reduce this complexity by exploring a light-weight formalization that enables both appropriate formal definitions as well as efficient formal proofs. Consequently, we get reliable proofs with a minimal error rate augmenting the used database, what provides a formal basis for more computer proof constructions in this area.

Keywords: public-key encryption, Rabin public-key scheme, formalproof system, higher-order logic, formal verification.

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203 A Quick Prediction for Shear Behaviour of RC Membrane Elements by Fixed-Angle Softened Truss Model with Tension-Stiffening

Authors: X. Wang, J. S. Kuang

Abstract:

The Fixed-angle Softened Truss Model with Tension-stiffening (FASTMT) has a superior performance in predicting the shear behaviour of reinforced concrete (RC) membrane elements, especially for the post-cracking behaviour. Nevertheless, massive computational work is inevitable due to the multiple transcendental equations involved in the stress-strain relationship. In this paper, an iterative root-finding technique is introduced to FASTMT for solving quickly the transcendental equations of the tension-stiffening effect of RC membrane elements. This fast FASTMT, which performs in MATLAB, uses the bisection method to calculate the tensile stress of the membranes. By adopting the simplification, the elapsed time of each loop is reduced significantly and the transcendental equations can be solved accurately. Owing to the high efficiency and good accuracy as compared with FASTMT, the fast FASTMT can be further applied in quick prediction of shear behaviour of complex large-scale RC structures.

Keywords: Bisection method, fixed-angle softened truss model with tension-stiffening, iterative root-finding technique, reinforced concrete membrane.

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202 Dynamic Variational Multiscale LES of Bluff Body Flows on Unstructured Grids

Authors: Carine Moussaed, Stephen Wornom, Bruno Koobus, Maria Vittoria Salvetti, Alain Dervieux,

Abstract:

The effects of dynamic subgrid scale (SGS) models are investigated in variational multiscale (VMS) LES simulations of bluff body flows. The spatial discretization is based on a mixed finite element/finite volume formulation on unstructured grids. In the VMS approach used in this work, the separation between the largest and the smallest resolved scales is obtained through a variational projection operator and a finite volume cell agglomeration. The dynamic version of Smagorinsky and WALE SGS models are used to account for the effects of the unresolved scales. In the VMS approach, these effects are only modeled in the smallest resolved scales. The dynamic VMS-LES approach is applied to the simulation of the flow around a circular cylinder at Reynolds numbers 3900 and 20000 and to the flow around a square cylinder at Reynolds numbers 22000 and 175000. It is observed as in previous studies that the dynamic SGS procedure has a smaller impact on the results within the VMS approach than in LES. But improvements are demonstrated for important feature like recirculating part of the flow. The global prediction is improved for a small computational extra cost.

Keywords: variational multiscale LES, dynamic SGS model, unstructured grids, circular cylinder, square cylinder.

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201 Human Face Detection and Segmentation using Eigenvalues of Covariance Matrix, Hough Transform and Raster Scan Algorithms

Authors: J. Prakash, K. Rajesh

Abstract:

In this paper we propose a novel method for human face segmentation using the elliptical structure of the human head. It makes use of the information present in the edge map of the image. In this approach we use the fact that the eigenvalues of covariance matrix represent the elliptical structure. The large and small eigenvalues of covariance matrix are associated with major and minor axial lengths of an ellipse. The other elliptical parameters are used to identify the centre and orientation of the face. Since an Elliptical Hough Transform requires 5D Hough Space, the Circular Hough Transform (CHT) is used to evaluate the elliptical parameters. Sparse matrix technique is used to perform CHT, as it squeeze zero elements, and have only a small number of non-zero elements, thereby having an advantage of less storage space and computational time. Neighborhood suppression scheme is used to identify the valid Hough peaks. The accurate position of the circumference pixels for occluded and distorted ellipses is identified using Bresenham-s Raster Scan Algorithm which uses the geometrical symmetry properties. This method does not require the evaluation of tangents for curvature contours, which are very sensitive to noise. The method has been evaluated on several images with different face orientations.

Keywords: Circular Hough Transform, Covariance matrix, Eigenvalues, Elliptical Hough Transform, Face segmentation, Raster Scan Algorithm.

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200 Location of Vortex Formation Threshold at Suction Inlets near Ground Planes – Ascending and Descending Conditions

Authors: Wei Hua Ho

Abstract:

Vortices can develop in intakes of turbojet and turbo fan aero engines during high power operation in the vicinity of solid surfaces. These vortices can cause catastrophic damage to the engine. The factors determining the formation of the vortex include both geometric dimensions as well as flow parameters. It was shown that the threshold at which the vortex forms or disappears is also dependent on the initial flow condition (i.e. whether a vortex forms after stabilised non vortex flow or vice-versa). A computational fluid dynamics study was conducted to determine the difference in thresholds between the two conditions. This is the first reported numerical investigation of the “memory effect". The numerical results reproduce the phenomenon reported in previous experimental studies and additional factors, which had not been previously studied, were investigated. They are the rate at which ambient velocity changes and the initial value of ambient velocity. The former was found to cause a shift in the threshold but not the later. It was also found that the varying condition thresholds are not symmetrical about the neutral threshold. The vortex to no vortex threshold lie slightly further away from the neutral threshold compared to the no vortex to vortex threshold. The results suggests that experimental investigation of vortex formation threshold performed either in vortex to no vortex conditions, or vice versa, solely may introduce mis-predictions greater than 10%.

Keywords: Jet Engine Test Cell, Unsteady flow, Inlet Vortex

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199 Kinetic Modeling of the Fischer-Tropsch Reactions and Modeling Steady State Heterogeneous Reactor

Authors: M. Ahmadi Marvast, M. Sohrabi, H. Ganji

Abstract:

The rate of production of main products of the Fischer-Tropsch reactions over Fe/HZSM5 bifunctional catalyst in a fixed bed reactor is investigated at a broad range of temperature, pressure, space velocity, H2/CO feed molar ratio and CO2, CH4 and water flow rates. Model discrimination and parameter estimation were performed according to the integral method of kinetic analysis. Due to lack of mechanism development for Fisher – Tropsch Synthesis on bifunctional catalysts, 26 different models were tested and the best model is selected. Comprehensive one and two dimensional heterogeneous reactor models are developed to simulate the performance of fixed-bed Fischer – Tropsch reactors. To reduce computational time for optimization purposes, an Artificial Feed Forward Neural Network (AFFNN) has been used to describe intra particle mass and heat transfer diffusion in the catalyst pellet. It is seen that products' reaction rates have direct relation with H2 partial pressure and reverse relation with CO partial pressure. The results show that the hybrid model has good agreement with rigorous mechanistic model, favoring that the hybrid model is about 25-30 times faster.

Keywords: Fischer-Tropsch, heterogeneous modeling, kinetic study.

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198 Hydrodynamic Simulation of Co-Current and Counter Current of Column Distillation Using Euler Lagrange Approach

Authors: H. Troudi, M. Ghiss, Z. Tourki, M. Ellejmi

Abstract:

Packed columns of liquefied petroleum gas (LPG) consists of separating the liquid mixture of propane and butane to pure gas components by the distillation phenomenon. The flow of the gas and liquid inside the columns is operated by two ways: The co-current and the counter current operation. Heat, mass and species transfer between phases represent the most important factors that influence the choice between those two operations. In this paper, both processes are discussed using computational CFD simulation through ANSYS-Fluent software. Only 3D half section of the packed column was considered with one packed bed. The packed bed was characterized in our case as a porous media. The simulations were carried out at transient state conditions. A multi-component gas and liquid mixture were used out in the two processes. We utilized the Euler-Lagrange approach in which the gas was treated as a continuum phase and the liquid as a group of dispersed particles. The heat and the mass transfer process was modeled using multi-component droplet evaporation approach. The results show that the counter-current process performs better than the co-current, although such limitations of our approach are noted. This comparison gives accurate results for computations times higher than 2 s, at different gas velocity and at packed bed porosity of 0.9.

Keywords: Co-current, counter current, Euler Lagrange model, heat transfer, mass transfer.

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197 Study of Aero-thermal Effects with Heat Radiation in Optical Side Window

Authors: Chun-Chi Li, Da-Wei Huang, Yin-Chia Su, Liang-Chih Tasi

Abstract:

In hypersonic environments, the aerothermal effect makes it difficult for the optical side windows of optical guided missiles to withstand high heat. This produces cracking or breaking, resulting in an inability to function. This study used computational fluid mechanics to investigate the external cooling jet conditions of optical side windows. The turbulent models k-ε and k-ω were simulated. To be in better accord with actual aerothermal environments, a thermal radiation model was added to examine suitable amounts of external coolants and the optical window problems of aero-thermodynamics. The simulation results indicate that when there are no external cooling jets, because airflow on the optical window and the tail groove produce vortices, the temperatures in these two locations reach a peak of approximately 1600 K. When the external cooling jets worked at 0.15 kg/s, the surface temperature of the optical windows dropped to approximately 280 K. When adding thermal radiation conditions, because heat flux dissipation was faster, the surface temperature of the optical windows fell from 280 K to approximately 260 K. The difference in influence of the different turbulence models k-ε and k-ω on optical window surface temperature was not significant.

Keywords: aero-optical side window, aerothermal effect, cooling, hypersonic flow

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196 Privacy in New Mobile Payment Protocol

Authors: Tan Soo Fun, Leau Yu Beng, Rozaini Roslan, Habeeb Saleh Habeeb

Abstract:

The increasing development of wireless networks and the widespread popularity of handheld devices such as Personal Digital Assistants (PDAs), mobile phones and wireless tablets represents an incredible opportunity to enable mobile devices as a universal payment method, involving daily financial transactions. Unfortunately, some issues hampering the widespread acceptance of mobile payment such as accountability properties, privacy protection, limitation of wireless network and mobile device. Recently, many public-key cryptography based mobile payment protocol have been proposed. However, limited capabilities of mobile devices and wireless networks make these protocols are unsuitable for mobile network. Moreover, these protocols were designed to preserve traditional flow of payment data, which is vulnerable to attack and increase the user-s risk. In this paper, we propose a private mobile payment protocol which based on client centric model and by employing symmetric key operations. The proposed mobile payment protocol not only minimizes the computational operations and communication passes between the engaging parties, but also achieves a completely privacy protection for the payer. The future work will concentrate on improving the verification solution to support mobile user authentication and authorization for mobile payment transactions.

Keywords: Mobile Network Operator, Mobile payment protocol, Privacy, Symmetric key.

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195 Topographic Arrangement of 3D Design Components on 2D Maps by Unsupervised Feature Extraction

Authors: Stefan Menzel

Abstract:

As a result of the daily workflow in the design development departments of companies, databases containing huge numbers of 3D geometric models are generated. According to the given problem engineers create CAD drawings based on their design ideas and evaluate the performance of the resulting design, e.g. by computational simulations. Usually, new geometries are built either by utilizing and modifying sets of existing components or by adding single newly designed parts to a more complex design. The present paper addresses the two facets of acquiring components from large design databases automatically and providing a reasonable overview of the parts to the engineer. A unified framework based on the topographic non-negative matrix factorization (TNMF) is proposed which solves both aspects simultaneously. First, on a given database meaningful components are extracted into a parts-based representation in an unsupervised manner. Second, the extracted components are organized and visualized on square-lattice 2D maps. It is shown on the example of turbine-like geometries that these maps efficiently provide a wellstructured overview on the database content and, at the same time, define a measure for spatial similarity allowing an easy access and reuse of components in the process of design development.

Keywords: Design decomposition, topographic non-negative matrix factorization, parts-based representation, self-organization, unsupervised feature extraction.

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194 Discrete Polyphase Matched Filtering-based Soft Timing Estimation for Mobile Wireless Systems

Authors: Thomas O. Olwal, Michael A. van Wyk, Barend J. van Wyk

Abstract:

In this paper we present a soft timing phase estimation (STPE) method for wireless mobile receivers operating in low signal to noise ratios (SNRs). Discrete Polyphase Matched (DPM) filters, a Log-maximum a posterior probability (MAP) and/or a Soft-output Viterbi algorithm (SOVA) are combined to derive a new timing recovery (TR) scheme. We apply this scheme to wireless cellular communication system model that comprises of a raised cosine filter (RCF), a bit-interleaved turbo-coded multi-level modulation (BITMM) scheme and the channel is assumed to be memory-less. Furthermore, no clock signals are transmitted to the receiver contrary to the classical data aided (DA) models. This new model ensures that both the bandwidth and power of the communication system is conserved. However, the computational complexity of ideal turbo synchronization is increased by 50%. Several simulation tests on bit error rate (BER) and block error rate (BLER) versus low SNR reveal that the proposed iterative soft timing recovery (ISTR) scheme outperforms the conventional schemes.

Keywords: discrete polyphase matched filters, maximum likelihood estimators, soft timing phase estimation, wireless mobile systems.

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193 Development of Numerical Model to Compute Water Hammer Transients in Pipe Flow

Authors: Jae-Young Lee, Woo-Young Jung, Myeong-Jun Nam

Abstract:

Water hammer is a hydraulic transient problem which is commonly encountered in the penstocks of hydropower plants. The numerical model was developed to estimate the transient behavior of pressure waves in pipe systems. The computational algorithm was proposed to model the water hammer phenomenon in a pipe system with pump shutdown at midstream and sudden valve closure at downstream. To predict the pressure head and flow velocity as a function of time as a result of rapidly closing a valve and pump shutdown, two boundary conditions at the ends considering pump operation and valve control can be implemented as specified equations of the pressure head and flow velocity based on the characteristics method. It was shown that the effects of transient flow make it determine the needs for protection devices, such as surge tanks, surge relief valves, or air valves, at various points in the system against overpressure and low pressure. It produced reasonably good performance with the results of the proposed transient model for pipeline systems. The proposed numerical model can be used as an efficient tool for the safety assessment of hydropower plants due to water hammer.

Keywords: Water hammer, hydraulic transient, pipe systems, characteristics method.

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192 The Role of Velocity Map Quality in Estimation of Intravascular Pressure Distribution

Authors: Ali Pashaee, Parisa Shooshtari, Gholamreza Atae, Nasser Fatouraee

Abstract:

Phase-Contrast MR imaging methods are widely used for measurement of blood flow velocity components. Also there are some other tools such as CT and Ultrasound for velocity map detection in intravascular studies. These data are used in deriving flow characteristics. Some clinical applications are investigated which use pressure distribution in diagnosis of intravascular disorders such as vascular stenosis. In this paper an approach to the problem of measurement of intravascular pressure field by using velocity field obtained from flow images is proposed. The method presented in this paper uses an algorithm to calculate nonlinear equations of Navier- Stokes, assuming blood as an incompressible and Newtonian fluid. Flow images usually suffer the lack of spatial resolution. Our attempt is to consider the effect of spatial resolution on the pressure distribution estimated from this method. In order to achieve this aim, velocity map of a numerical phantom is derived at six different spatial resolutions. To determine the effects of vascular stenoses on pressure distribution, a stenotic phantom geometry is considered. A comparison between the pressure distribution obtained from the phantom and the pressure resulted from the algorithm is presented. In this regard we also compared the effects of collocated and staggered computational grids on the pressure distribution resulted from this algorithm.

Keywords: Flow imaging, pressure distribution estimation, phantom, resolution.

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191 Bond Graph Modeling of Inter-Actuator Interactions in a Multi-Cylinder Hydraulic System

Authors: Mutuku Muvengei, John Kihiu

Abstract:

In this paper, a bond graph dynamic model for a valvecontrolled hydraulic cylinder has been developed. A simplified bond graph model of the inter-actuator interactions in a multi-cylinder hydraulic system has also been presented. The overall bond graph model of a valve-controlled hydraulic cylinder was developed by combining the bond graph sub-models of the pump, spool valve and the actuator using junction structures. Causality was then assigned in order to obtain a computational model which could be simulated. The causal bond graph model of the hydraulic cylinder was verified by comparing the open loop state responses to those of an ODE model which had been developed in literature based on the same assumptions. The results were found to correlate very well both in the shape of the curves, magnitude and the response times, thus indicating that the developed model represents the hydraulic dynamics of a valve-controlled cylinder. A simplified model for interactuator interaction was presented by connecting an effort source with constant pump pressure to the zero-junction from which the cylinders in a multi-cylinder system are supplied with a constant pressure from the pump. On simulating the state responses of the developed model under different situations of cylinder operations, indicated that such a simple model can be used to predict the inter-actuator interactions.

Keywords: Bond graphs, Inter-actuator interactions, Valvecontrolledhydraulic cylinder.

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190 SIFT Accordion: A Space-Time Descriptor Applied to Human Action Recognition

Authors: Olfa.Ben Ahmed, Mahmoud. Mejdoub, Chokri. Ben Amar

Abstract:

Recognizing human action from videos is an active field of research in computer vision and pattern recognition. Human activity recognition has many potential applications such as video surveillance, human machine interaction, sport videos retrieval and robot navigation. Actually, local descriptors and bag of visuals words models achieve state-of-the-art performance for human action recognition. The main challenge in features description is how to represent efficiently the local motion information. Most of the previous works focus on the extension of 2D local descriptors on 3D ones to describe local information around every interest point. In this paper, we propose a new spatio-temporal descriptor based on a spacetime description of moving points. Our description is focused on an Accordion representation of video which is well-suited to recognize human action from 2D local descriptors without the need to 3D extensions. We use the bag of words approach to represent videos. We quantify 2D local descriptor describing both temporal and spatial features with a good compromise between computational complexity and action recognition rates. We have reached impressive results on publicly available action data set

Keywords: Accordion, Bag of Features, Human action, Motion, Moving point, Space-Time Descriptor, SIFT, Video.

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189 An Approach to Polynomial Curve Comparison in Geometric Object Database

Authors: Chanon Aphirukmatakun, Natasha Dejdumrong

Abstract:

In image processing and visualization, comparing two bitmapped images needs to be compared from their pixels by matching pixel-by-pixel. Consequently, it takes a lot of computational time while the comparison of two vector-based images is significantly faster. Sometimes these raster graphics images can be approximately converted into the vector-based images by various techniques. After conversion, the problem of comparing two raster graphics images can be reduced to the problem of comparing vector graphics images. Hence, the problem of comparing pixel-by-pixel can be reduced to the problem of polynomial comparisons. In computer aided geometric design (CAGD), the vector graphics images are the composition of curves and surfaces. Curves are defined by a sequence of control points and their polynomials. In this paper, the control points will be considerably used to compare curves. The same curves after relocated or rotated are treated to be equivalent while two curves after different scaled are considered to be similar curves. This paper proposed an algorithm for comparing the polynomial curves by using the control points for equivalence and similarity. In addition, the geometric object-oriented database used to keep the curve information has also been defined in XML format for further used in curve comparisons.

Keywords: Bezier curve, Said-Ball curve, Wang-Ball curve, DP curve, CAGD, comparison, geometric object database.

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188 Aerodynamic Prediction and Performance Analysis for Mars Science Laboratory Entry Vehicle

Authors: Tang Wei, Yang Xiaofeng, Gui Yewei, Du Yanxia

Abstract:

Complex lifting entry was selected for precise landing performance during the Mars Science Laboratory entry. This study aims to develop the three-dimensional numerical method for precise computation and the surface panel method for rapid engineering prediction. Detailed flow field analysis for Mars exploration mission was performed by carrying on a series of fully three-dimensional Navier-Stokes computations. The static aerodynamic performance was then discussed, including the surface pressure, lift and drag coefficient, lift-to-drag ratio with the numerical and engineering method. Computation results shown that the shock layer is thin because of lower effective specific heat ratio, and that calculated results from both methods agree well with each other, and is consistent with the reference data. Aerodynamic performance analysis shows that CG location determines trim characteristics and pitch stability, and certain radially and axially shift of the CG location can alter the capsule lifting entry performance, which is of vital significance for the aerodynamic configuration design and inner instrument layout of the Mars entry capsule.

Keywords: Mars entry capsule, static aerodynamics, computational fluid dynamics, hypersonic.

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187 Optimisation of a Dragonfly-Inspired Flapping Wing-Actuation System

Authors: Jia-Ming Kok, Javaan Chahl

Abstract:

An optimisation method using both global and local optimisation is implemented to determine the flapping profile which will produce the most lift for an experimental wing-actuation system. The optimisation method is tested using a numerical quasi-steady analysis. Results of an optimised flapping profile show a 20% increase in lift generated as compared to flapping profiles obtained by high speed cinematography of a Sympetrum frequens dragonfly. Initial optimisation procedures showed 3166 objective function evaluations. The global optimisation parameters - initial sample size and stage one sample size, were altered to reduce the number of function evaluations. Altering the stage one sample size had no significant effect. It was found that reducing the initial sample size to 400 would allow a reduction in computational effort to approximately 1500 function evaluations without compromising the global solvers ability to locate potential minima. To further reduce the optimisation effort required, we increase the local solver’s convergence tolerance criterion. An increase in the tolerance from 0.02N to 0.05N decreased the number of function evaluations by another 20%. However, this potentially reduces the maximum obtainable lift by up to 0.025N.

Keywords: Flapping wing, Optimisation, Quasi-steady model.

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186 Certain Data Dimension Reduction Techniques for application with ANN based MCS for Study of High Energy Shower

Authors: Gitanjali Devi, Kandarpa Kumar Sarma, Pranayee Datta, Anjana Kakoti Mahanta

Abstract:

Cosmic showers, from their places of origin in space, after entering earth generate secondary particles called Extensive Air Shower (EAS). Detection and analysis of EAS and similar High Energy Particle Showers involve a plethora of experimental setups with certain constraints for which soft-computational tools like Artificial Neural Network (ANN)s can be adopted. The optimality of ANN classifiers can be enhanced further by the use of Multiple Classifier System (MCS) and certain data - dimension reduction techniques. This work describes the performance of certain data dimension reduction techniques like Principal Component Analysis (PCA), Independent Component Analysis (ICA) and Self Organizing Map (SOM) approximators for application with an MCS formed using Multi Layer Perceptron (MLP), Recurrent Neural Network (RNN) and Probabilistic Neural Network (PNN). The data inputs are obtained from an array of detectors placed in a circular arrangement resembling a practical detector grid which have a higher dimension and greater correlation among themselves. The PCA, ICA and SOM blocks reduce the correlation and generate a form suitable for real time practical applications for prediction of primary energy and location of EAS from density values captured using detectors in a circular grid.

Keywords: EAS, Shower, Core, ANN, Location.

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185 Probability-Based Damage Detection of Structures Using Kriging Surrogates and Enhanced Ideal Gas Molecular Movement Algorithm

Authors: M. R. Ghasemi, R. Ghiasi, H. Varaee

Abstract:

Surrogate model has received increasing attention for use in detecting damage of structures based on vibration modal parameters. However, uncertainties existing in the measured vibration data may lead to false or unreliable output result from such model. In this study, an efficient approach based on Monte Carlo simulation is proposed to take into account the effect of uncertainties in developing a surrogate model. The probability of damage existence (PDE) is calculated based on the probability density function of the existence of undamaged and damaged states. The kriging technique allows one to genuinely quantify the surrogate error, therefore it is chosen as metamodeling technique. Enhanced version of ideal gas molecular movement (EIGMM) algorithm is used as main algorithm for model updating. The developed approach is applied to detect simulated damage in numerical models of 72-bar space truss and 120-bar dome truss. The simulation results show the proposed method can perform well in probability-based damage detection of structures with less computational effort compared to direct finite element model.

Keywords: Enhanced ideal gas molecular movement, Kriging, probability-based damage detection, probability of damage existence, surrogate modeling, uncertainty quantification.

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184 Application of Computational Methods Mm2 and Gussian for Studing Unimolecular Decomposition of Vinil Ethers based on the Mechanism of Hydrogen Bonding

Authors: Behnaz Shahrokh, Garnik N. Sargsyan, Arkadi B. Harutyunyan

Abstract:

Investigations of the unimolecular decomposition of vinyl ethyl ether (VEE), vinyl propyl ether (VPE) and vinyl butyl ether (VBE) have shown that activation of the molecule of a ether results in formation of a cyclic construction - the transition state (TS), which may lead to the displacement of the thermodynamic equilibrium towards the reaction products. The TS is obtained by applying energy minimization relative to the ground state of an ether under the program MM2 when taking into account the hydrogen bond formation between a hydrogen atom of alkyl residue and the extreme atom of carbon of the vinyl group. The dissociation of TS up to the products is studied by energy minimization procedure using the mathematical program Gaussian. The obtained calculation data for VEE testify that the decomposition of this ether may be conditioned by hydrogen bond formation for two possible versions: when α- or β- hydrogen atoms of the ethyl group are bound to carbon atom of the vinyl group. Applying the same calculation methods to other ethers (VPE and VBE) it is shown that only in the case of hydrogen bonding between α-hydrogen atom of the alkyl residue and the extreme atom of carbon of the vinyl group (αH---C) results in decay of theses ethers.

Keywords: Gaussian, MM2, ethers, TS, decomposition

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183 Comparison of Two Airfoil Sections for Application in Straight-Bladed Darrieus VAWT

Authors: Marco Raciti Castelli, Ernesto Benini

Abstract:

This paper presents a model for the evaluation of energy performance and aerodynamic forces acting on a small straight-bladed Darrieus-type vertical axis wind turbine depending on blade geometrical section. It consists of an analytical code coupled to a solid modeling software, capable of generating the desired blade geometry based on the desired blade design geometric parameters. Such module is then linked to a finite volume commercial CFD code for the calculation of rotor performance by integration of the aerodynamic forces along the perimeter of each blade for a full period of revolution.After describing and validating the computational model with experimental data, the results of numerical simulations are proposed on the bases of two candidate airfoil sections, that is a classical symmetrical NACA 0021 blade profile and the recently developed DU 06-W-200 non-symmetric and laminar blade profile.Through a full CFD campaign of analysis, the effects of blade geometrical section on angle of attack are first investigated and then the overall rotor torque and power are analyzed as a function of blade azimuthal position, achieving a numerical quantification of the influence of airfoil geometry on overall rotor performance.

Keywords: Wind turbine, NACA 0021, DU 06-W-200.

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182 Hybrid Authentication System Using QR Code with OTP

Authors: Salim Istyaq

Abstract:

As we know, number of Internet users are increasing drastically. Now, people are using different online services provided by banks, colleges/schools, hospitals, online utility, bill payment and online shopping sites. To access online services, text-based authentication system is in use. The text-based authentication scheme faces some drawbacks with usability and security issues that bring troubles to users. The core element of computational trust is identity. The aim of the paper is to make the system more compliable for the imposters and more reliable for the users, by using the graphical authentication approach. In this paper, we are using the more powerful tool of encoding the options in graphical QR format and also there will be the acknowledgment which will send to the user’s mobile for final verification. The main methodology depends upon the encryption option and final verification by confirming a set of pass phrase on the legal users, the outcome of the result is very powerful as it only gives the result at once when the process is successfully done. All processes are cross linked serially as the output of the 1st process, is the input of the 2nd and so on. The system is a combination of recognition and pure recall based technique. Presented scheme is useful for devices like PDAs, iPod, phone etc. which are more handy and convenient to use than traditional desktop computer systems.

Keywords: Graphical Password, OTP, QR Codes, Recognition based graphical user authentication, usability and security.

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181 Applications for Additive Manufacturing Technology for Reducing the Weight of Body Parts of Gas Turbine Engines

Authors: Liubov A. Magerramova, Mikhail A. Petrov, Vladimir V. Isakov, Liana A. Shcherbinina, Suren G. Gukasyan, Daniil V. Povalyukhin, Olga G. Klimova-Korsmik, Darya V. Volosevich

Abstract:

Aircraft engines are developing along the path of increasing resource, strength, reliability, and safety. The building of gas turbine engine body parts is a complex design and technological task. Particularly complex in the design and manufacturing are the casings of the input stages of helicopter gearboxes and central drives of aircraft engines. Traditional technologies, such as precision casting or isothermal forging, are characterized by significant limitations in parts production. For parts like housing, additive technologies guarantee spatial freedom and limitless or flexible design. This article presents the results of computational and experimental studies. These investigations justify the applicability of additive technologies (AT) to reduce the weight of aircraft housing gearbox parts by up to 32%. This is possible due to geometrical optimization compared to the classical, less flexible manufacturing methods and as-casted aircraft parts with over-insured values of safety factors. Using an example of the body of the input stage of an aircraft gearbox, visualization of the layer-by-layer manufacturing of a part based on thermal deformation was demonstrated.

Keywords: Additive technologies, gas turbine engines, geometric optimization, weight reduction.

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180 Incorporating Semantic Similarity Measure in Genetic Algorithm : An Approach for Searching the Gene Ontology Terms

Authors: Razib M. Othman, Safaai Deris, Rosli M. Illias, Hany T. Alashwal, Rohayanti Hassan, FarhanMohamed

Abstract:

The most important property of the Gene Ontology is the terms. These control vocabularies are defined to provide consistent descriptions of gene products that are shareable and computationally accessible by humans, software agent, or other machine-readable meta-data. Each term is associated with information such as definition, synonyms, database references, amino acid sequences, and relationships to other terms. This information has made the Gene Ontology broadly applied in microarray and proteomic analysis. However, the process of searching the terms is still carried out using traditional approach which is based on keyword matching. The weaknesses of this approach are: ignoring semantic relationships between terms, and highly depending on a specialist to find similar terms. Therefore, this study combines semantic similarity measure and genetic algorithm to perform a better retrieval process for searching semantically similar terms. The semantic similarity measure is used to compute similitude strength between two terms. Then, the genetic algorithm is employed to perform batch retrievals and to handle the situation of the large search space of the Gene Ontology graph. The computational results are presented to show the effectiveness of the proposed algorithm.

Keywords: Gene Ontology, Semantic similarity measure, Genetic algorithm, Ontology search

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179 Mining Network Data for Intrusion Detection through Naïve Bayesian with Clustering

Authors: Dewan Md. Farid, Nouria Harbi, Suman Ahmmed, Md. Zahidur Rahman, Chowdhury Mofizur Rahman

Abstract:

Network security attacks are the violation of information security policy that received much attention to the computational intelligence society in the last decades. Data mining has become a very useful technique for detecting network intrusions by extracting useful knowledge from large number of network data or logs. Naïve Bayesian classifier is one of the most popular data mining algorithm for classification, which provides an optimal way to predict the class of an unknown example. It has been tested that one set of probability derived from data is not good enough to have good classification rate. In this paper, we proposed a new learning algorithm for mining network logs to detect network intrusions through naïve Bayesian classifier, which first clusters the network logs into several groups based on similarity of logs, and then calculates the prior and conditional probabilities for each group of logs. For classifying a new log, the algorithm checks in which cluster the log belongs and then use that cluster-s probability set to classify the new log. We tested the performance of our proposed algorithm by employing KDD99 benchmark network intrusion detection dataset, and the experimental results proved that it improves detection rates as well as reduces false positives for different types of network intrusions.

Keywords: Clustering, detection rate, false positive, naïveBayesian classifier, network intrusion detection.

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178 Effect of Valve Pressure Drop in Exergy Analysis of C2+ Recovery Plants Refrigeration Cycles

Authors: B. Tirandazi, M. Mehrpooya, A. Vatani

Abstract:

This paper provides an exergy analysis of the multistage refrigeration cycle used for C2+ recovery plant. The behavior of an industrial refrigeration cycle with refrigerant propane has been investigated by the exergy method. A computational model based on the exergy analysis is presented for the investigation of the effects of the valves on the exergy losses, the second law of efficiency, and the coefficient of performance (COP) of a vapor compression refrigeration cycle. The equations of exergy destruction and exergetic efficiency for the main cycle components such as evaporators, condensers, compressors, and expansion valves are developed. The relations for the total exergy destruction in the cycle and the cycle exergetic efficiency are obtained. An ethane recovery unit with its refrigeration cycle has been simulated to prepare the exergy analysis. Using a typical actual work input value; the exergetic efficiency of the refrigeration cycle is determined to be 39.90% indicating a great potential for improvements. The simulation results reveal that the exergetic efficiencies of the heat exchanger and expansion sections get the lowest rank among the other compartments of refrigeration cycle. Refrigeration calculations have been carried out through the analysis of T–S and P–H diagrams where coefficient of performance (COP) was obtained as 1.85. The novelty of this article includes the effect and sensitivity analysis of molar flow, pressure drops and temperature on the exergy efficiency and coefficient of performance of the cycle.

Keywords: exergy; Valve; CRP; refrigeration cycle; propane refrigerant; C2+ Recovery; Ethane Recovery;.

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177 A New Approach for Image Segmentation using Pillar-Kmeans Algorithm

Authors: Ali Ridho Barakbah, Yasushi Kiyoki

Abstract:

This paper presents a new approach for image segmentation by applying Pillar-Kmeans algorithm. This segmentation process includes a new mechanism for clustering the elements of high-resolution images in order to improve precision and reduce computation time. The system applies K-means clustering to the image segmentation after optimized by Pillar Algorithm. The Pillar algorithm considers the pillars- placement which should be located as far as possible from each other to withstand against the pressure distribution of a roof, as identical to the number of centroids amongst the data distribution. This algorithm is able to optimize the K-means clustering for image segmentation in aspects of precision and computation time. It designates the initial centroids- positions by calculating the accumulated distance metric between each data point and all previous centroids, and then selects data points which have the maximum distance as new initial centroids. This algorithm distributes all initial centroids according to the maximum accumulated distance metric. This paper evaluates the proposed approach for image segmentation by comparing with K-means and Gaussian Mixture Model algorithm and involving RGB, HSV, HSL and CIELAB color spaces. The experimental results clarify the effectiveness of our approach to improve the segmentation quality in aspects of precision and computational time.

Keywords: Image segmentation, K-means clustering, Pillaralgorithm, color spaces.

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176 A Mathematical Representation for Mechanical Model Assessment: Numerical Model Qualification Method

Authors: Keny Ordaz-Hernandez, Xavier Fischer, Fouad Bennis

Abstract:

This article illustrates a model selection management approach for virtual prototypes in interactive simulations. In those numerical simulations, the virtual prototype and its environment are modelled as a multiagent system, where every entity (prototype,human, etc.) is modelled as an agent. In particular, virtual prototyp ingagents that provide mathematical models of mechanical behaviour inform of computational methods are considered. This work argues that selection of an appropriate model in a changing environment,supported by models? characteristics, can be managed by the deter-mination a priori of specific exploitation and performance measures of virtual prototype models. As different models exist to represent a single phenomenon, it is not always possible to select the best one under all possible circumstances of the environment. Instead the most appropriate shall be selecting according to the use case. The proposed approach consists in identifying relevant metrics or indicators for each group of models (e.g. entity models, global model), formulate their qualification, analyse the performance, and apply the qualification criteria. Then, a model can be selected based on the performance prediction obtained from its qualification. The authors hope that this approach will not only help to inform engineers and researchers about another approach for selecting virtual prototype models, but also assist virtual prototype engineers in the systematic or automatic model selection.

Keywords: Virtual prototype models, domain, qualification criterion, model qualification, model assessment, environmental modelling.

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175 Modeling and Optimization of Abrasive Waterjet Parameters using Regression Analysis

Authors: Farhad Kolahan, A. Hamid Khajavi

Abstract:

Abrasive waterjet is a novel machining process capable of processing wide range of hard-to-machine materials. This research addresses modeling and optimization of the process parameters for this machining technique. To model the process a set of experimental data has been used to evaluate the effects of various parameter settings in cutting 6063-T6 aluminum alloy. The process variables considered here include nozzle diameter, jet traverse rate, jet pressure and abrasive flow rate. Depth of cut, as one of the most important output characteristics, has been evaluated based on different parameter settings. The Taguchi method and regression modeling are used in order to establish the relationships between input and output parameters. The adequacy of the model is evaluated using analysis of variance (ANOVA) technique. The pairwise effects of process parameters settings on process response outputs are also shown graphically. The proposed model is then embedded into a Simulated Annealing algorithm to optimize the process parameters. The optimization is carried out for any desired values of depth of cut. The objective is to determine proper levels of process parameters in order to obtain a certain level of depth of cut. Computational results demonstrate that the proposed solution procedure is quite effective in solving such multi-variable problems.

Keywords: AWJ cutting, Mathematical modeling, Simulated Annealing, Optimization

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