Search results for: Maximum%20A%20Posteriori%20%28MAP%29

Authors: Abdel Hamid Ajbar, Emad Ali

Abstract:

Saudi Arabia is an arid country which depends on costly desalination plants to satisfy the growing residential water demand. Prediction of water demand is usually a challenging task because the forecast model should consider variations in economic progress, climate conditions and population growth. The task is further complicated knowing that Mecca city is visited regularly by large numbers during specific months in the year due to religious occasions. In this paper, a neural networks model is proposed to handle the prediction of the monthly and yearly water demand for Mecca city, Saudi Arabia. The proposed model will be developed based on historic records of water production and estimated visitors- distribution. The driving variables for the model include annuallyvarying variables such as household income, household density, and city population, and monthly-varying variables such as expected number of visitors each month and maximum monthly temperature.

Keywords: Water demand forecast; Neural Networks model; water resources management; Saudi Arabia.

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Authors: C. Matasane, C. Dwarika, R. Naidoo

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The mathematical analysis on radiation obtained and the development of the solar photovoltaic (PV) array groundwater pumping is needed in the rural areas of Thohoyandou for sizing and power performance subject to the climate conditions within the area. A simple methodology approach is developed for the directed coupled solar, controller and submersible ground water pump system. The system consists of a PV array, pump controller and submerged pump, battery backup and charger controller. For this reason, the theoretical solar radiation is obtained for optimal predictions and system performance in order to achieve different design and operating parameters. Here the examination of the PV schematic module in a Direct Current (DC) application is used for obtainable maximum solar power energy for water pumping. In this paper, a simple efficient photovoltaic water pumping system is presented with its theoretical studies and mathematical modeling of photovoltaics (PV) system.

Keywords: Renewable energy sources, solar groundwater pumping, theoretical and mathematical analysis of photovoltaic (PV) system, theoretical solar radiation.

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Authors: Muhammad Naseem Baig, Abdul Qudoos Khan, Jamal Ali

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Ground deformations in deep excavations are affected by wall stiffness and pile embedment ratio. This paper presents the findings of a parametric study of a 64-ft deep excavation in mixed stiff soil conditions supported by cantilever pile wall. A series of finite element analysis has been carried out in Plaxis 2D by varying the pile embedment ratio and wall stiffness. It has been observed that maximum wall deflections decrease by increasing the embedment ratio up to 1.50; however, any further increase in pile length does not improve the performance of the wall. Similarly, increasing wall stiffness reduces the wall deformations and affects the deflection patterns of the wall. The finite element analysis results are compared with the field data of 25 case studies of cantilever walls. Analysis results fall within the range of normalized wall deflections of the 25 case studies. It has been concluded that deep excavations can be supported by cantilever walls provided the system stiffness is increased significantly.

Keywords: Excavations, support systems, wall stiffness, cantilever walls.

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Authors: K. Varesi

Abstract:

This paper proposes a Particle Swarm Optimization (PSO) based technique for the optimal allocation of Distributed Generation (DG) units in the power systems. In this paper our aim is to decide optimal number, type, size and location of DG units for voltage profile improvement and power loss reduction in distribution network. Two types of DGs are considered and the distribution load flow is used to calculate exact loss. Load flow algorithm is combined appropriately with PSO till access to acceptable results of this operation. The suggested method is programmed under MATLAB software. Test results indicate that PSO method can obtain better results than the simple heuristic search method on the 30-bus and 33- bus radial distribution systems. It can obtain maximum loss reduction for each of two types of optimally placed multi-DGs. Moreover, voltage profile improvement is achieved.

Keywords: Distributed Generation (DG), Optimal Allocation, Particle Swarm Optimization (PSO), Power Loss Minimization, Voltage Profile Improvement.

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Authors: M. Yousaf, S. Usman

Abstract:

Numerical studies were conducted using Lattice Boltzmann Method (LBM) to study the natural convection in a square cavity in the presence of roughness. An algorithm based on a single relaxation time Bhatnagar-Gross-Krook (BGK) model of Lattice Boltzmann Method (LBM) was developed. Roughness was introduced on both the hot and cold walls in the form of sinusoidal roughness elements. The study was conducted for a Newtonian fluid of Prandtl number (Pr) 1.0. The range of Ra number was explored from 10^3 to 10^6 in a laminar region. Thermal and hydrodynamic behavior of fluid was analyzed using a differentially heated square cavity with roughness elements present on both the hot and cold wall. Neumann boundary conditions were introduced on horizontal walls with vertical walls as isothermal. The roughness elements were at the same boundary condition as corresponding walls. Computational algorithm was validated against previous benchmark studies performed with different numerical methods, and a good agreement was found to exist. Results indicate that the maximum reduction in the average heat transfer was 16.66 percent at Ra number 10^5.

Keywords: Lattice Boltzmann Method Natural convection, Nusselt Number Rayleigh number, Roughness.

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Authors: F. Nejadebrahimi, M. ArdebiliPour

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In this paper, we are going to determine the threshold levels of adaptive modulation in a burst by burst CDMA system by a suboptimum method so that the above method attempts to increase the average bit per symbol (BPS) rate of transceiver system by switching between the different modulation modes in variable channel condition. In this method, we choose the minimum values of average bit error rate (BER) and maximum values of average BPS on different values of average channel signal to noise ratio (SNR) and then calculate the relative threshold levels of them, so that when the instantaneous SNR increases, a higher order modulation be employed for increasing throughput and vise-versa when the instantaneous SNR decreases, a lower order modulation be employed for improvement of BER. In transmission step, by this adaptive modulation method, in according to comparison between obtained estimation of pilot symbols and a set of above suboptimum threshold levels, above system chooses one of states no transmission, BPSK, 4QAM and square 16QAM for modulation of data. The expected channel in this paper is a slow Rayleigh fading.

Keywords: AQAM, burst, BER, BPS, CDMA, threshold.

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Authors: Farhad Asgari Mehrabadi, Mohammad Reza Khoshravan

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In the present study, fracture behavior of woven fabric-reinforced glass/epoxy composite laminates under mode III crack growth was experimentally investigated and numerically modeled. Two methods were used for the calculation of the strain energy release rate: the experimental compliance calibration (CC) method and the Virtual Crack Closure Technique (VCCT). To achieve this aim ECT (Edge Crack Torsion) was used to evaluate fracture toughness in mode III loading (out of plane-shear) at different crack lengths. Load–displacement and associated energy release rates were obtained for various case of interest. To calculate fracture toughness JIII, two criteria were considered including non-linearity and maximum points in load-displacement curve and it is observed that JIII increases with the crack length increase. Both the experimental compliance method and the virtual crack closure technique proved applicable for the interpretation of the fracture mechanics data of woven glass/epoxy laminates in mode III.

Keywords: Mode III, Fracture, Composite, Crack growth Finite Element.

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Authors: Weifeng Wang, Xianwei Zeng, Jianping Ding

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When the characteristic length of an elastic solid is down to the nanometer level, its deformation behavior becomes size dependent. Surface energy /surface stress have recently been applied to explain such dependency. In this paper, the effect of strain-independent surface stress on the deformation of an isotropic elastic solid containing a nanosized elliptical hole is studied by the finite element method. Two loading cases are considered, in the first case, hoop stress along the rim of the elliptical hole induced by pure surface stress is studied, in the second case, hoop stress around the elliptical opening under combined remote tension and surface stress is investigated. It has been shown that positive surface stress induces compressive hoop stress along the hole, and negative surface stress has opposite effect, maximum hoop stress occurs near the major semi-axes of the ellipse. Under combined loading of remote tension and surface stress, stress concentration around the hole can be either intensified or weakened depending on the sign of the surface stress.

Keywords: Surface stress, finite element method, stress concentration, nanosized elliptical hole

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Authors: Moumita Palchaudhuri, Sujata Biswas

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Drought is universally acknowledged as a phenomenon associated with scarcity of water. The Standardized Precipitation Index (SPI) expresses the actual rainfall as standardized departure from rainfall probability distribution function. In this study severity and spatial pattern of meteorological drought was analyzed in the Puruliya District, West Bengal, India using multi-temporal SPI. Daily gridded data for the period 1971-2005 from 4 rainfall stations surrounding the study area were collected from IMD, Pune, and used in the analysis. Geographic Information System (GIS) was used to generate drought severity maps for the different time scales and months of the year. Temporal SPI graphs show that the maximum SPI value (extreme drought) occurs in station 3 in the year 1993. Mild and moderate droughts occur in the central portion of the study area. Severe and extreme droughts were mostly found in the northeast, northwest and the southwest part of the region.

Keywords: Standardized Precipitation Index, Meteorological Drought, Geographical Information System, Drought severity.

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Authors: A. Sivakumar, K. Srinivasan

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The main objective of the study is focused in producing slag based geopolymer concrete obtained with the addition of alkali activator. Test results indicated that the reaction of silicates in slag is based on the reaction potential of sodium hydroxide and the formation of alumino-silicates. The study also comprises on the evaluation of the efficiency of polymer reaction in terms of the strength gain properties for different geopolymer mixtures. Geopolymer mixture proportions were designed for different binder to total aggregate ratio (0.3 & 0.45) and fine to coarse aggregate ratio (0.4 & 0.8). Geopolymer concrete specimens casted with normal curing conditions reported a maximum 28 days compressive strength of 54.75 MPa. The addition of glued steel fibres at 1.0% Vf in geopolymer concrete showed reasonable improvements on the compressive strength, split tensile strength and flexural properties of different geopolymer mixtures. Further, comparative assessment was made for different geopolymer mixtures and the reinforcing effects of steel fibres were investigated in different concrete matrix.

Keywords: Accelerators, Alkali activators, Geopolymer, Hot air oven curing, Polypropylene fibres, Slag, Steam curing, Steel fibres.

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Authors: Bahadur Singh Hathan, B. L. Prassana

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Most of the commercial gluten free products are nutritionally inferior when compared to gluten containing counterparts as manufacturers most often use the refined flours and starches. So it is possible that people on gluten free diet have low intake of fibre content. The foxtail millet flour and copra meal are gluten free and have high fibre and protein contents. The formulation of fibre rich gluten free cookies was optimized by response surface methodology considering independent process variables as proportion of Foxtail millet (Setaria italica) flour in mixed flour, fat content and guar gum. The sugar, sodium chloride, sodium bicarbonates and water were added in fixed proportion as 60, 1.0, 0.4 and 20% of mixed flour weight, respectively. Optimum formulation obtained for maximum spread ratio, fibre content, surface L-value, overall acceptability and minimum breaking strength were 80% foxtail millet flour in mixed flour, 42.8 % fat content and 0.05% guar gum.

Keywords: Copra meal flour, Fiber rich gluten-free cookies, Foxtail millet flour, Optimization

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Authors: S. H. Kazmi, T. Ahmed, K. Javed, A. Ghani

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In this paper static scheme of under-frequency based load shedding is considered for chemical and petrochemical industries with islanded distribution networks relying heavily on the primary commodity to ensure minimum production loss, plant downtime or critical equipment shutdown. A simplistic methodology is proposed for in-house implementation of this scheme using underfrequency relays and a step by step guide is provided including the techniques to calculate maximum percentage overloads, frequency decay rates, time based frequency response and frequency based time response of the system. Case study of FFL electrical system is utilized, presenting the actual system parameters and employed load shedding settings following the similar series of steps. The arbitrary settings are then verified for worst overload conditions (loss of a generation source in this case) and comprehensive system response is then investigated.

Keywords: Islanding, under-frequency load shedding, frequency rate of change, static UFLS.

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Authors: F. Ahwide, Y. Aldali

Abstract:

This article presents a current and future energy situation in Libya. The electric power efficiency and operating hours in power plants are evaluated from 2005 to 2010. Carbon dioxide emissions in most of power plants are estimated. In 2005, the efficiency of steam power plants achieved a range of 20% to 28%. While, the gas turbine power plants efficiency ranged between 9% and 25%, this can be considered as low efficiency. However, the efficiency improvement has clearly observed in some power plants from 2008 to 2010, especially in the power plant of North Benghazi and west Tripoli. In fact, these power plants have modified to combine cycle. The efficiency of North Benghazi power plant has increased from 25% to 46.6%, while in Tripoli it is increased from 22% to 34%. On the other hand, the efficiency improvement is not observed in the gas turbine power plants. When compared to the quantity of fuel used, the carbon dioxide emissions resulting from electricity generation plants were very high. Finally, an estimation of the energy demand has been done to the maximum load and the annual load factor (i.e., the ratio between the output power and installed power).

Keywords: Power plant, Efficiency improvement, Carbon dioxide Emissions.

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Authors: S. Gaewchingduang, P. Pengthemkeerati

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Cassava bagasse is one of major biomass wastes in Thailand from starch processing industry, which contains high starch content of about 60%. The object of this study was to investigate the optimal condition for hydrothermally pretreating cassava baggasses with or without acid addition. The pretreated samples were measured reducing sugar yield directly or after enzymatic hydrolysis (alpha-amylase). In enzymatic hydrolysis, the highest reducing sugar content was obtained under hydrothermal conditions for at 125oC for 30 min. The result shows that pretreating cassava baggasses increased the efficiency of enzymatic hydrolysis. For acid hydrolysis, pretreating cassava baggasses with sulfuric acid at 120oC for 60 min gave a maximum reducing sugar yield. In this study, sulfuric acid had a greater capacity for hydrolyzing cassava baggasses than phosphoric acid. In comparison, dilute acid hydrolysis to provide a higher yield of reducing sugar than the enzymatic hydrolysis combined hydrothermal pretreatment. However, enzymatic hydrolysis in a combination with hydrothermal pretreatment was an alternative to enhance efficiency reducing sugar production from cassava bagasse.

Keywords: Acid hydrolysis, cassava bagasse, enzymatic hydrolysis, hydrothermal pretreatment.

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Authors: Rotchanaphan Hengaroonprasan, Malinee Sriariyanun, Prapakorn Tantayotai, Supacharee Roddecha, Kraipat Cheenkachorn

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Lignocellolusic material is a substance that is resistant to be degraded by microorganisms or hydrolysis enzymes. To be used as materials for biofuel production, it needs pretreatment process to improve efficiency of hydrolysis. In this work, chemical pretreatments on rice straw using three diluted organic acids, including acetic acid, citric acid, oxalic acid, were optimized. Using Response Surface Methodology (RSM), the effect of three pretreatment parameters, acid concentration, treatment time, and reaction temperature, on pretreatment efficiency were statistically evaluated. The results indicated that dilute oxalic acid pretreatment led to the highest enhancement of enzymatic saccharification by commercial cellulase and yielded sugar up to 10.67 mg/ml when using 5.04% oxalic acid at 137.11 oC for 30.01 min. Compared to other acid pretreatment by acetic acid, citric acid, and hydrochloric acid, the maximum sugar yields are 7.07, 6.30, and 8.53 mg/ml, respectively. Here, it was demonstrated that organic acids can be used for pretreatment of lignocellulosic materials to enhance of hydrolysis process, which could be integrated to other applications for various biorefinery processes. 

Keywords: Lignocellolusic biomass, pretreatment, organic acid response surface methodology, biorefinery.

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Authors: Ali Roozbahani, Aref Mardani, Roohollah Jokar, Hamid Taghavifar

Abstract:

Evaluating and measuring the performance parameters of wheels and tillage equipments under controlled conditions obligates the use of soil bin facility. In this research designing, constructing and evaluating a single-wheel tester has been studied inside a soil bin. The tested wheel was directly driven by the electric motor. Vertical load was applied by a power bolt on wheel. This tester can measure required draft force, the depth of tire sinkage, contact area between wheel and soil, and soil stress at different depths and in the both alongside and perpendicular to the direction of traversing. In order to evaluate the system preparation, traction force was measured by the connected S-shaped load cell as arms between the wheel-tester and carriage. Treatments of forward speed, slip, and vertical load at a constant pressure were investigated in a complete randomized block design. The results indicated that the traction force increased at constant wheel load. The results revealed that the maximum traction force was observed within the %15 of slip.

Keywords: Slip, single wheel-tester, soil bin, soil–machine, speed, traction.

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Authors: Amar Al-Obaidi, Verena Kräusel, Dirk Landgrebe

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Induction assisted single point incremental forming (IASPIF) is a flexible method and can be simply utilized to form a high strength alloys. Due to the interaction between the mechanical and thermal properties during IASPIF an evaluation for the process is necessary to be performed analytically. Therefore, a numerical simulation was carried out in this paper. The numerical analysis was operated at both room and elevated temperatures then compared with experimental results. Fully coupled dynamic temperature displacement explicit analysis was used to simulated the hot single point incremental forming. The numerical analysis was indicating that during hot single point incremental forming were a combination between complicated compression, tension and shear stresses. As a result, the equivalent plastic strain was increased excessively by rising both the formed part depth and the heating temperature during forming. Whereas, the forming forces were decreased from 5 kN at room temperature to 0.95 kN at elevated temperature. The simulation shows that the maximum true strain was occurred in the stretching zone which was the same as in experiment.

Keywords: Induction heating, single point incremental forming, FE modeling, advanced high strength steel.

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Authors: Kimia Khoshdel Vajari, Saber Saffar

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Reducing the residual stresses caused by welding is desirable for the industry. The effect of welding sequence, as well as the effect of yield stress on the number of residual stresses generated in Inconel X750 superalloy sheets and beams, have been investigated. The finite element model used in this research is a three-dimensional thermal and mechanical model, and the type of analysis is indirect coupling. This analysis is done in two stages. First, thermal analysis is performed, and then the thermal changes of the first analysis are used as the applied load in the second analysis. ABAQUS has been used for modeling, and the Dflux subroutine has been used in the Fortran programming environment to move the arc and the molten pool. The results of this study show that the amount of tensile residual stress in symmetric, discontinuous, and symmetric-discontinuous welds is reduced to a maximum of 27%, 54%, and 37% compared to direct welding, respectively. The results also show that the amount of residual stresses created by welding increases linearly with increasing yield stress with a slope of 40%.

Keywords: Residual stress, X750 superalloy, finite element, welding, thermal analysis.

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Authors: M. Rajasimman, K. Murugaiyan

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In this work, sorption of nickel from aqueous solution on hypnea valentiae, red macro algae, was investigated. Batch experiments have been carried out to find the effect of various parameters such as pH, temperature, sorbent dosage, metal concentration and contact time on the sorption of nickel using hypnea valentiae. Response surface methodology (RSM) is employed to optimize the process parameters. Based on the central composite design, quadratic model was developed to correlate the process variables to the response. The most influential factor on each experimental design response was identified from the analysis of variance (ANOVA). The optimum conditions for the sorption of nickel were found to be: pH – 5.1, temperature – 36.8oC, sorbent dosage – 5.1 g/L, metal concentration – 100 mg/L and contact time – 30 min. At these optimized conditions the maximum removal of nickel was found to be 91.97%. A coefficient of determination R2 value 0.9548 shows the fitness of response surface methodology in this work.

Keywords: Optimization, metal, Hypnea valentia, response surface methodology, red algae.

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Authors: Mantai Chen, Johnny Ching Ming Ho

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The stress-strain relationship of concrete under flexure is one of the essential parameters in assessing ultimate flexural strength capacity of RC beams. Currently, the concrete stress-strain curve in flexure is obtained by incorporating a constant scale-down factor of 0.85 in the uniaxial stress-strain curve. However, it was revealed that strain gradient would improve the maximum concrete stress under flexure and concrete stress-strain curve is strain gradient dependent. Based on the strain-gradient-dependent concrete stress-strain curve, the investigation of the combined effects of strain gradient and concrete strength on flexural strength of RC beams was extended to high strength concrete up to 100 MPa by theoretical analysis. As an extension and application of the authors’ previous study, a new flexural strength design method incorporating the combined effects of strain gradient and concrete strength is developed. A set of equivalent rectangular concrete stress block parameters is proposed and applied to produce a series of design charts showing that the flexural strength of RC beams are improved with strain gradient effect considered.

Keywords: Beams, Equivalent concrete stress block, Flexural strength, Strain gradient.

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Authors: Idris Elfeituri

Abstract:

In the current study, energy and exergy analysis of a 65 MW steam power plant was carried out. This study investigated the effect of variations of overall conductance of the super heater on the performance of an existing steam power plant located in Derna, Libya. The performance of the power plant was estimated by a mathematical modelling which considers the off-design operating conditions of each component. A fully interactive computer program based on the mass, energy and exergy balance equations has been developed. The maximum exergy destruction has been found in the steam generation unit. A 50% reduction in the design value of overall conductance of the super heater has been achieved, which accordingly decreases the amount of the net electrical power that would be generated by at least 13 MW, as well as the overall plant exergy efficiency by at least 6.4%, and at the same time that would cause an increase of the total exergy destruction by at least 14 MW. The achieved results showed that the super heater design and operating conditions play an important role on the thermodynamics performance and the fuel utilization of the power plant. Moreover, these considerations are very useful in the process of the decision that should be taken at the occasions of deciding whether to replace or renovate the super heater of the power plant.

Keywords: Exergy, super-heater, fouling, steam power plant, off-design.

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Authors: Muhammad T. Alam, Zheng Da Wu

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In this paper, we provide complete end-to-end delay analyses including the relay nodes for instant messages. Message Session Relay Protocol (MSRP) is used to provide congestion control for large messages in the Instant Messaging (IM) service. Large messages are broken into several chunks. These chunks may traverse through a maximum number of two relay nodes before reaching destination according to the IETF specification of the MSRP relay extensions. We discuss the current solutions of sending large instant messages and introduce a proposal to reduce message flows in the IM service. We consider virtual traffic parameter i.e., the relay nodes are stateless non-blocking for scalability purpose. This type of relay node is also assumed to have input rate at constant bit rate. We provide a new scheduling policy that schedules chunks according to their previous node?s delivery time stamp tags. Validation and analysis is shown for such scheduling policy. The performance analysis with the model introduced in this paper is simple and straight forward, which lead to reduced message flows in the IM service.

Keywords: Instant messaging, stateless, chunking, MSRP.

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Authors: M. Othman, N. Bhuiyan, G. J. Gouw

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In today-s competitive market, most companies develop manufacturing systems that can help in cost reduction and maximum quality. Human issues are an important part of manufacturing systems, yet most companies ignore their effects on production performance. This paper aims to developing an integrated workforce planning system that incorporates the human being. Therefore, a multi-objective mixed integer nonlinear programming model is developed to determine the amount of hiring, firing, training, overtime for each worker type. This paper considers a workforce planning model including human aspects such as skills, training, workers- personalities, capacity, motivation, and learning rates. This model helps to minimize the hiring, firing, training and overtime costs, and maximize the workers- performance. The results indicate that the workers- differences should be considered in workforce scheduling to generate realistic plans with minimum costs. This paper also investigates the effects of human learning rates on the performance of the production systems.

Keywords: Human Factors, Learning Curves, Workers' Differences, Workforce Scheduling

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Authors: C. Photiphitak, P. Rakkwamsuk, P. Muthitamongkol, C. Thanachayanont

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TiO2/MgO composite films were prepared by coating the magnesium acetate solution in the pores of mesoporous TiO2 films using a dip coating method. Concentrations of magnesium acetate solution were varied in a range of 1x10-4 – 1x10-1 M. The TiO2/MgO composite films were characterized by scanning electron microscopy (SEM), transmission electron microscropy (TEM), electrochemical impedance spectroscopy(EIS) , transient voltage decay and I-V test. The TiO2 films and TiO2/MgO composite films were immersed in a 0.3 mM N719 dye solution. The Dye-sensitized solar cells with the TiO2/MgO/N719 structure showed an optimal concentration of magnesium acetate solution of 1x10-3 M resulting in the MgO film estimated thickness of 0.0963 nm and giving the maximum efficiency of 4.85%. The improved efficiency of dyesensitized solar cell was due to the magnesium oxide film as the wide band gap coating decays the electron back transfer to the triiodide electrolyte and reduce charge recombination.

Keywords: Magnesium oxide thin film, TiO2/MgO composite films, Electrochemical Impedance Spectrum, Transient voltage decay

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Authors: Mohammad Reza Sedighi, Behnam Nilforooshan Dardashti

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The high temperature degree and uniform Temperature Distribution (TD) on surface of cookware which contact with food are effective factors for improving cookware application. Additionally, the ability of pan material in retaining the heat and nonreactivity with foods are other significant properties. It is difficult for single material to meet a wide variety of demands such as superior thermal and chemical properties. Multi-Layer Plate (MLP) makes more regular TD. In this study the main objectives are to find the best structure (single or multi-layer) and materials to provide maximum temperature degree and uniform TD up side surface of pan. And also heat retaining of used metals with goal of improving the thermal quality of pan to economize the energy. To achieve this aim were employed Finite Element Method (FEM) for analyzing transient thermal behavior of applied materials. The analysis has been extended for different metals, we achieved the best temperature profile and heat retaining in Copper/ Stainless Steel MLP.

Keywords: Cookware, Energy optimization, Heat retaining, Laminated plate, Temperature distribution

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Authors: Timothée Bligny, Clément Codron, Antoine Estruch, Nicolas Girodet, Clément Ginet

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Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell.

Keywords: Synthetic Collateralized Debt Obligation (CDO), Credit Default Swap (CDS), Cash Flow Optimization, Probability of Default, Default Correlation, Strategies, Simulation, Simplex.

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Authors: Alexander Y. Vaninsky

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The objective of this paper is finding the way of economic restructuring - that is, change in the shares of sectoral gross outputs - resulting in the maximum possible increase in the gross domestic product (GDP) combined with decreases in energy consumption and CO₂ emissions. It uses an input-output model for the GDP and factorial models for the energy consumption and CO₂ emissions to determine the projection of the gradient of GDP, and the antigradients of the energy consumption and CO₂ emissions, respectively, on a subspace formed by the structure-related variables. Since the gradient (antigradient) provides a direction of the steepest increase (decrease) of the objective function, and their projections retain this property for the functions' limitation to the subspace, each of the three directional vectors solves a particular problem of optimal structural change. In the next step, a type of factor analysis is applied to find a convex combination of the projected gradient and antigradients having maximal possible positive correlation with each of the three. This convex combination provides the desired direction of the structural change. The national economy of the United States is used as an example of applications.

Keywords: Economic restructuring, Input-Output analysis, Divisia index, Factorial decomposition, E3 models.

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Authors: Hussein Togun, Tuqa Abdulrazzaq, S. N. Kazi, A. Badarudin, M. K. A. Ariffin

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Heat transfer and laminar air flow over a double backward-facing step numerically studied in this paper. The simulations was performed by using ANSYS ICEM for meshing process and using ANSYS fluent 14 (CFD) for solving. The k-ɛ standard model adopted with Reynolds number varied between 98.5 to 512 and three step height at constant heat flux (q=2000 W/m2). The top of wall and bottom of upstream are insulated with bottom of downstream is heated. The results show increase in Nusselt number with increases of Reynolds number for all cases and the maximum of Nusselt number happens at the first step in compared to the second step. Due to increase of cross section area of downstream to generate sudden expansion then Nusselt number decrease but the profile of Nusselt number keep same trend for all cases where increase after the first and second steps. Recirculation region after the first and second steps are denoted by contour of streamline velocity. The higher augmentation of heat transfer rate observed for case 1 at Reynolds number of 512 and heat flux q=2000 W/m².

Keywords: Laminar flow, Double backward, Separation flow, Recirculation flow.

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Authors: M. R. Dahmardeh Ghaleno, M. Nohtani, S. Khaledi

Abstract:

Flood simulation and prediction is one of the most active research areas in surface water management. WetSpa is a distributed, continuous, and physical model with daily or hourly time step that explains precipitation, runoff, and evapotranspiration processes for both simple and complex contexts. This model uses a modified rational method for runoff calculation. In this model, runoff is routed along the flow path using Diffusion-Wave equation which depends on the slope, velocity, and flow route characteristics. Golestan Dam Basin is located in Golestan province in Iran and it is passing over coordinates 55° 16´ 50" to 56° 4´ 25" E and 37° 19´ 39" to 37° 49´ 28"N. The area of the catchment is about 224 km², and elevations in the catchment range from 414 to 2856 m at the outlet, with average slope of 29.78%. Results of the simulations show a good agreement between calculated and measured hydrographs at the outlet of the basin. Drawing upon Nash-Sutcliffe model efficiency coefficient for calibration periodic model estimated daily hydrographs and maximum flow rate with an accuracy up to 59% and 80.18%, respectively.

Keywords: Watershed simulation, WetSpa, stream flow, flood prediction.

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Authors: Aleksandar Zhelyazkov, Daniele Zonta, Helmut Wenzel, Peter Furtner

Abstract:

In the current research structural health monitoring is considered for addressing the critical issue of post-earthquake damage detection. A non-standard approach for damage detection via acoustic emission is presented - acoustic emissions are monitored in the low frequency range (up to 120 Hz). Such emissions are termed high-frequency transients. Further a damage indicator defined as the Time-Ratio Damage Indicator is introduced. The indicator relies on time-instance measurements of damage initiation and deformation peaks. Based on the time-instance measurements a procedure for estimation of the maximum drift ratio is proposed. Monitoring data is used from a shaking-table test of a full-scale reinforced concrete bridge pier. Damage of the experimental column is successfully detected and the proposed damage indicator is calculated.

Keywords: Acoustic emission, Damage detection, Shaking table test, Structural health monitoring, High-frequency transients.

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