Search results for: differential evolution algorithm.

Authors: I. Abuiziah, N. Shakarneh

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Genetic Algorithm (GA) is a powerful technique for solving optimization problems. It follows the idea of survival of the fittest - Better and better solutions evolve from previous generations until a near optimal solution is obtained. GA uses the main three operations, the selection, crossover and mutation to produce new generations from the old ones. GA has been widely used to solve optimization problems in many applications such as traveling salesman problem, airport traffic control, information retrieval (IR), reactive power optimization, job shop scheduling, and hydraulics systems such as water pipeline systems. In water pipeline systems we need to achieve some goals optimally such as minimum cost of construction, minimum length of pipes and diameters, and the place of protection devices. GA shows high performance over the other optimization techniques, moreover, it is easy to implement and use. Also, it searches a limited number of solutions.

Keywords: Genetic Algorithm, optimization, pipeline systems, selection, cross over.

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Authors: Jan Kočí, Jiří Maděra, Miloš Jerman, Robert Černý

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The current practice of determination of moisture diffusivity of building materials under laboratory conditions is predominantly aimed at the absorption phase. The main reason is the simplicity of the inverse analysis of measured moisture profiles. However, the liquid moisture transport may exhibit significant hysteresis. Thus, the moisture diffusivity should be different in the absorption (wetting) and desorption (drying) phase. In order to bring computer simulations of hygrothermal performance of building materials closer to the reality, it is then necessary to find new methods for inverse analysis which could be used in the desorption phase as well. In this paper we present genetic algorithm as a possible method of solution of the inverse problem of moisture transport in desorption phase. Its application is demonstrated for AAC as a typical building material.

Keywords: autoclaved aerated concrete, desorption, genetic algorithm, inverse analysis

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Authors: Sanjay Kumar Parjapati, Ajai Jain

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This paper presents optimization of makespan for ‘n’ jobs and ‘m’ machines flexible job shop scheduling problem with sequence dependent setup time using genetic algorithm (GA) approach. A restart scheme has also been applied to prevent the premature convergence. Two case studies are taken into consideration. Results are obtained by considering crossover probability (pc = 0.85) and mutation probability (pm = 0.15). Five simulation runs for each case study are taken and minimum value among them is taken as optimal makespan. Results indicate that optimal makespan can be achieved with more than one sequence of jobs in a production order.

Keywords: Flexible Job Shop, Genetic Algorithm, Makespan, Sequence Dependent Setup Times.

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Authors: U. C. Amadi, N. A. Udoh

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One of the major challenges faced in solving initial and boundary problems is how to find approximate solutions with minimal deviation from the exact solution without so much rigor and complications. The Taylor series method provides a simple way of obtaining an infinite series which converges to the exact solution for initial value problems and this method of solution is somewhat limited for a two point boundary problem since the infinite series has to be truncated to include the boundary conditions. In this paper, the Ying Buzu Shu algorithm is used to solve a two point boundary nonlinear diffusion problem for the fourth and sixth order solution and compare their relative error and rate of convergence to the exact solution.

Keywords: Ying Buzu Shu, nonlinear boundary problem, Taylor series algorithm, infinite series.

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Authors: Aji P. Wibawa, Andrew Nafalski, Neil Murray, Wayan F. Mahmudy

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Parallel text alignment is proposed as a way of aligning bahasa Indonesia to words in Javanese. Since the one-to-one word translator does not have the facility to translate pragmatic aspects of Javanese, the parallel text alignment model described uses a phrase pair combination. The algorithm aligns the parallel text automatically from the beginning to the end of each sentence. Even though the results of the phrase pair combination outperform the previous algorithm, it is still inefficient. Recording all possible combinations consume more space in the database and time consuming. The original algorithm is modified by applying the edit distance coefficient to improve the data-storage efficiency. As a result, the data-storage consumption is 90% reduced as well as its learning period (42s).

Keywords: Parallel text alignment, phrase pair combination, edit distance coefficient, Javanese-Indonesian language.

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Authors: Siddhartha Chauhan, Kumar S. Pandey, Prateek Chandra

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One of the key research issues in wireless sensor networks (WSNs) is how to efficiently deploy sensors to cover an area. In this paper, we present a Fishnet Based Dispatch Scheme (FiBDS) with energy aware mobility and interest based sensing angle. We propose two algorithms, one is FiBDS centralized algorithm and another is FiBDS distributed algorithm. The centralized algorithm is designed specifically for the non-time critical applications, commonly known as non real-time applications while the distributed algorithm is designed specifically for the time critical applications, commonly known as real-time applications. The proposed dispatch scheme works in a phase-selection manner. In this in each phase a specific constraint is dealt with according to the specified priority and then moved onto the next phase and at the end of each only the best suited nodes for the phase are chosen. Simulation results are presented to verify their effectiveness. 

Keywords: Dispatch Scheme, Energy Aware Mobility, Interest based Sensing, Wireless Sensor Networks (WSNs).

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Authors: Jason Chien-Hsun Tseng

Abstract:

This paper evaluates performances of an adaptive noise cancelling (ANC) based target detection algorithm on a set of real test data supported by the Defense Evaluation Research Agency (DERA UK) for multi-target wideband active sonar echolocation system. The hybrid algorithm proposed is a combination of an adaptive ANC neuro-fuzzy scheme in the first instance and followed by an iterative optimum target motion estimation (TME) scheme. The neuro-fuzzy scheme is based on the adaptive noise cancelling concept with the core processor of ANFIS (adaptive neuro-fuzzy inference system) to provide an effective fine tuned signal. The resultant output is then sent as an input to the optimum TME scheme composed of twogauge trimmed-mean (TM) levelization, discrete wavelet denoising (WDeN), and optimal continuous wavelet transform (CWT) for further denosing and targets identification. Its aim is to recover the contact signals in an effective and efficient manner and then determine the Doppler motion (radial range, velocity and acceleration) at very low signal-to-noise ratio (SNR). Quantitative results have shown that the hybrid algorithm have excellent performance in predicting targets- Doppler motion within various target strength with the maximum false detection of 1.5%.

Keywords: Wideband Active Sonar Echolocation, ANC Neuro-Fuzzy, Wavelet Denoise, CWT, Hybrid Algorithm.

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Authors: Mustafa Sahin, İlkay Yavrucuk

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This paper presents a wind turbine envelope protection control algorithm that protects Variable Speed Variable Pitch (VSVP) wind turbines from damage during operation throughout their below and above rated regions, i.e. from cut-in to cut-out wind speed. The proposed approach uses a neural network that can adapt to turbines and their operating points. An algorithm monitors instantaneous wind and turbine states, predicts a wind speed that would push the turbine to a pre-defined envelope limit and, when necessary, realizes an avoidance action. Simulations are realized using the MS Bladed Wind Turbine Simulation Model for the NREL 5 MW wind turbine equipped with baseline controllers. In all simulations, through the proposed algorithm, it is observed that the turbine operates safely within the allowable limit throughout the below and above rated regions. Two example cases, adaptations to turbine operating points for the below and above rated regions and protections are investigated in simulations to show the capability of the proposed envelope protection system (EPS) algorithm, which reduces excessive wind turbine loads and expectedly increases the turbine service life.

Keywords: Adaptive envelope protection control, limit detection and avoidance, neural networks, ultimate load reduction, wind turbine power control.

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Authors: Hema C. R., Paulraj M. P., S. Yaacob, A. H. Adom, R. Nagarajan

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Motor imagery classification provides an important basis for designing Brain Machine Interfaces [BMI]. A BMI captures and decodes brain EEG signals and transforms human thought into actions. The ability of an individual to control his EEG through imaginary mental tasks enables him to control devices through the BMI. This paper presents a method to design a four state BMI using EEG signals recorded from the C3 and C4 locations. Principle features extracted through principle component analysis of the segmented EEG are analyzed using two novel classification algorithms using Elman recurrent neural network and functional link neural network. Performance of both classifiers is evaluated using a particle swarm optimization training algorithm; results are also compared with the conventional back propagation training algorithm. EEG motor imagery recorded from two subjects is used in the offline analysis. From overall classification performance it is observed that the BP algorithm has higher average classification of 93.5%, while the PSO algorithm has better training time and maximum classification. The proposed methods promises to provide a useful alternative general procedure for motor imagery classification

Keywords: Motor Imagery, Brain Machine Interfaces, Neural Networks, Particle Swarm Optimization, EEG signal processing.

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Authors: Pimploi Tirastittam, Phutthiwat Waiyawuththanapoom

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Nowadays the promotion of the public transportation system in the Bangkok Metropolitan Area is increased such as the “Free Bus for Thai Citizen” Campaign and the prospect of the several MRT       routes to increase the convenient and comfortable to the Bangkok Metropolitan area citizens. But citizens do not make full use of them it because the citizens are lack of the data and information and also the confident to the public transportation system of Thailand especially in the time and safety aspects. This research is the Public Transport Planning System by Dijkstra Algorithm: Case Study Bangkok Metropolitan Area by focusing on buses, BTS and MRT schedules/routes to give the most information to passengers. They can choose the way and the routes easily by using Dijkstra STAR Algorithm of Graph Theory which also shows the fare of the trip. This Application was evaluated by 30 normal users to find the mean and standard deviation of the developed system. Results of the evaluation showed that system is at a good level of satisfaction (4.20 and 0.40). From these results we can conclude that the system can be used properly and effectively according to the objective.

Keywords: Dijkstra Algorithm, Graph Theory, Shortest Route, Public Transport, Bangkok Metropolitan Area.

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Authors: Hang-cheong Wong, Pak-kin Wong, Chi-man Vong, Zhengchao Xie, Shaojia Huang

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Automotive engine air-ratio plays an important role of emissions and fuel consumption reduction while maintains satisfactory engine power among all of the engine control variables. In order to effectively control the air-ratio, this paper presents a model predictive fuzzy control algorithm based on online least-squares support vector machines prediction model and fuzzy logic optimizer. The proposed control algorithm was also implemented on a real car for testing and the results are highly satisfactory. Experimental results show that the proposed control algorithm can regulate the engine air-ratio to the stoichiometric value, 1.0, under external disturbance with less than 5% tolerance.

Keywords: Air-ratio, Fuzzy logic, online least-squares support vector machine, model predictive control.

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Authors: Amira Elsonbaty, Rawya Rizk, Mohamed Elksas, Mofreh Salem

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In this paper, a Cooperative Multi-robot for Carrying Targets (CMCT) algorithm is proposed. The multi-robot team consists of three robots, one is a supervisor and the others are workers for carrying boxes in a store of 100×100 m2. Each robot has a self recharging mechanism. The CMCT minimizes robot-s worked time for carrying many boxes during day by working in parallel. That is, the supervisor detects the required variables in the same time another robots work with previous variables. It works with straightforward mechanical models by using simple cosine laws. It detects the robot-s shortest path for reaching the target position avoiding obstacles by using a proposed CMCT path planning (CMCT-PP) algorithm. It prevents the collision between robots during moving. The robots interact in an ad hoc wireless network. Simulation results show that the proposed system that consists of CMCT algorithm and its accomplished CMCT-PP algorithm achieves a high improvement in time and distance while performing the required tasks over the already existed algorithms.

Keywords: Ad hoc network, Computer vision based positioning, Dynamic collision avoidance, Multi-robot, Path planning algorithms, Self recharging.

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Authors: Fei Hao, Hai Wang

Abstract:

One of research issues in social network analysis is to evaluate the position/importance of users in social networks. As the information diffusion in social network is evolving, it seems difficult to evaluate the importance of users using traditional approaches. In this paper, we propose an evaluation approach for user importance with fractal view in social networks. In this approach, the global importance (Fractal Importance) and the local importance (Topological Importance) of nodes are considered. The basic idea is that the bigger the product of fractal importance and topological importance of a node is, the more important of the node is. We devise the algorithm called TFRank corresponding to the proposed approach. Finally, we evaluate TFRank by experiments. Experimental results demonstrate our TFRank has the high correlations with PageRank algorithm and potential ranking algorithm, and it shows the effectiveness and advantages of our approach.

Keywords: TFRank, Fractal Importance, Topological Importance, Social Network

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Authors: Yueming Wang, Rendong Ying, Sumxin Jiang, Peilin Liu

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Unified Speech Audio Coding (USAC), the latest MPEG standardization for unified speech and audio coding, uses a speech/audio classification algorithm to distinguish speech and audio segments of the input signal. The quality of the recovered audio can be increased by well-designed orchestra/percussion classification and subsequent processing. However, owing to the shortcoming of the system, introducing an orchestra/percussion classification and modifying subsequent processing can enormously increase the quality of the recovered audio. This paper proposes an orchestra/percussion classification algorithm for the USAC system which only extracts 3 scales of Mel-Frequency Cepstral Coefficients (MFCCs) rather than traditional 13 scales of MFCCs and use Iterative Dichotomiser 3 (ID3) Decision Tree rather than other complex learning method, thus the proposed algorithm has lower computing complexity than most existing algorithms. Considering that frequent changing of attributes may lead to quality loss of the recovered audio signal, this paper also design a modified subsequent process to help the whole classification system reach an accurate rate as high as 97% which is comparable to classical 99%.

Keywords: ID3 Decision Tree, MFCC, Orchestra/Percussion Classification, USAC

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Authors: Mónica Pérez-Meza, Rodrigo Montúfar-Chaveznava

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When reconstructing a scenario, it is necessary to know the structure of the elements present on the scene to have an interpretation. In this work we link 3D scenes reconstruction to evolutionary algorithms through the vision stereo theory. We consider vision stereo as a method that provides the reconstruction of a scene using only a couple of images of the scene and performing some computation. Through several images of a scene, captured from different positions, vision stereo can give us an idea about the threedimensional characteristics of the world. Vision stereo usually requires of two cameras, making an analogy to the mammalian vision system. In this work we employ only a camera, which is translated along a path, capturing images every certain distance. As we can not perform all computations required for an exhaustive reconstruction, we employ an evolutionary algorithm to partially reconstruct the scene in real time. The algorithm employed is the fly algorithm, which employ “flies" to reconstruct the principal characteristics of the world following certain evolutionary rules.

Keywords: 3D Reconstruction, Computer Vision, EvolutionaryAlgorithms, Vision Stereo.

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Authors: T. C. Manjunath, C. Ardil

Abstract:

This paper presents an efficient method of obtaining a straight-line motion in the tool configuration space using an articulated robot between two specified points. The simulation results & the implementation results show the effectiveness of the method.

Keywords: Bounded deviation algorithm, Straight line motion, Tool configuration space, Joint space, TCV.

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Authors: Naiqin Feng, Fang Wang, Yuhui Qiu

Abstract:

A new approach to promote the generalization ability of neural networks is presented. It is based on the point of view of fuzzy theory. This approach is implemented through shrinking or magnifying the input vector, thereby reducing the difference between training set and testing set. It is called “shrinking-magnifying approach" (SMA). At the same time, a new algorithm; α-algorithm is presented to find out the appropriate shrinking-magnifying-factor (SMF) α and obtain better generalization ability of neural networks. Quite a few simulation experiments serve to study the effect of SMA and α-algorithm. The experiment results are discussed in detail, and the function principle of SMA is analyzed in theory. The results of experiments and analyses show that the new approach is not only simpler and easier, but also is very effective to many neural networks and many classification problems. In our experiments, the proportions promoting the generalization ability of neural networks have even reached 90%.

Keywords: Fuzzy theory, generalization, misclassification rate, neural network.

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Authors: Imen Ammari, Mourad Elloumi, Ala Eddine Barouni

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Visualizing “Courses – Pre – Required - Architecture" on the screen has proven to be useful and helpful for university actors and specially for students. In fact, these students can easily identify courses and their pre required, perceive the courses to follow in the future, and then can choose rapidly the appropriate course to register in. Given a set of courses and their prerequired, we present an algorithm for visualization a graph entitled “Courses-Pre-Required-Graph" that present courses and their prerequired in order to help students to recognize, lonely, what courses to take in the future and perceive the contain of all courses that they will study. Our algorithm using “Force Directed Placement" technique visualizes the “Courses-Pre-Required-Graph" in such way that courses are easily identifiable. The time complexity of our drawing algorithm is O (n2), where n is the number of courses in the “Courses-Pre-Required-Graph".

Keywords: Courses–Pre-Required-Architecture, Courses-Pre- Required-Graph, Courses-Pre-Required-Visualization, Force directed Placement, Resolution.

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Authors: Nutthapat Kaewrattanapat, Wannarat Bunchongkien

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The purposes of this research are to study and develop the algorithm of Thai spoonerism words by semi-automatic computer programs, that is to say, in part of data input, syllables are already separated and in part of spoonerism, the developed algorithm is utilized, which can establish rules and mechanisms in Thai spoonerism words for bi-syllables by utilizing analysis in elements of the syllables, namely cluster consonant, vowel, intonation mark and final consonant. From the study, it is found that bi-syllable Thai spoonerism has 1 case of spoonerism mechanism, namely transposition in value of vowel, intonation mark and consonant of both 2 syllables but keeping consonant value and cluster word (if any). From the study, the rules and mechanisms in Thai spoonerism word were applied to develop as Thai spoonerism word software, utilizing PHP program. the software was brought to conduct a performance test on software execution; it is found that the program performs bi-syllable Thai spoonerism correctly or 99% of all words used in the test and found faults on the program at 1% as the words obtained from spoonerism may not be spelling in conformity with Thai grammar and the answer in Thai spoonerism could be more than 1 answer.

Keywords: Algorithm, Spoonerism, Computational Linguistics.

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Authors: Anitha Narasimhan, Aarthy Anandan, Madhan Karky, C. N. Subalalitha

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Games can be the excellent tools for teaching a language. There are few e-learning games in Indian languages like word scrabble, cross word, quiz games etc., which were developed mainly for educational purposes. This paper proposes a Tamil word game called, “Porul”, which focuses on education as well as on players’ thinking and decision-making skills. Porul is a multiple choice based quiz game, in which the players attempt to answer questions correctly from the given multiple options that are generated using a unique algorithm called the Option Selection algorithm which explores the semantics of the question in various dimensions namely, synonym, rhyme and Universal Networking Language semantic category. This kind of semantic exploration of the question not only increases the complexity of the game but also makes it more interesting. The paper also proposes a Scoring Algorithm which allots a score based on the popularity score of the question word. The proposed game has been tested using 20,000 Tamil words.

Keywords: Porul game, Tamil word game, option selection, flash card, scoring, algorithm.

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Authors: Emanuele A. Solagna, Ricardo S, Tozetto, Roberto dos S. Rabello

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Nowadays, physical processes are becoming digitized by the evolution of communication, sensing and storage technologies which promote the development of smart cities. The evolution of this technology has generated multiple challenges related to the generation of big data and the active participation of electronic devices in society. Thus, devices can send information that is captured and processed over large areas, but there is no guarantee that all the obtained data amount will be effectively stored and correctly persisted. Because, depending on the technology which is used, there are parameters that has huge influence on the full delivery of information. This article aims to characterize the project, currently under development, of a platform that based on data science will perform a performance and effectiveness evaluation of an industrial network that implements LoRaWAN technology considering its main parameters configuration relating these parameters to the information loss.

Keywords: Internet of Things, LoRa, LoRaWAN, smart cities.

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Authors: Phakhapong Thanitakul, Worawat Sa-ngiamvibool, Apinan Aurasopon, Saravuth Pothiya

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This paper presents an improved ant colony optimization (IACO) for solving the reliability redundancy allocation problem (RAP) in order to maximize system reliability. To improve the performance of ACO algorithm, two additional techniques, i.e. neighborhood search, and re-initialization process are presented. To show its efficiency and effectiveness, the proposed IACO is applied to solve three RAPs. Additionally, the results of the proposed IACO are compared with those of the conventional heuristic approaches i.e. genetic algorithm (GA), particle swarm optimization (PSO) and ant colony optimization (ACO). The experimental results show that the proposed IACO approach is comparatively capable of obtaining higher quality solution and faster computational time.

Keywords: Ant colony optimization, Heuristic algorithm, Mixed-integer nonlinear programming, Redundancy allocation problem, Reliability optimization.

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Authors: Chen Sun, Nemai Chandra Karmakar

Abstract:

A novel direction-of-arrival (DOA) estimation technique, which uses a conventional multiple signal classification (MUSIC) algorithm with periodic signals, is applied to a single RF-port parasitic array antenna for direction finding. Simulation results show that the proposed method gives high resolution (1 degree) DOA estimation in an uncorrelated signal environment. The novelty lies in that the MUSIC algorithm is applied to a simplified antenna configuration. Only one RF port and one analogue-to-digital converter (ADC) are used in this antenna, which features low DC power consumption, low cost, and ease of fabrication. Modifications to the conventional MUSIC algorithm do not bring much additional complexity. The proposed technique is also free from the negative influence by the mutual coupling between elements. Therefore, the technique has great potential to be implemented into the existing wireless mobile communications systems, especially at the power consumption limited mobile terminals, to provide additional position location (PL) services.

Keywords: Direction-of-arrival (DOA) estimation, electronically steerable parasitic array radiator (ESPAR), multiple single classifications (MUSIC), position location.

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Authors: Joko Pitono, Adi Soeprijanto, Takashi Hiyama

Abstract:

This paper present an efficient and reliable technique of optimization which combined fuel cost economic optimization and emission dispatch using the Sigmoid Decreasing Inertia Weight Particle Swarm Optimization algorithm (PSO) to reduce the cost of fuel and pollutants resulting from fuel combustion by keeping the output of generators, bus voltages, shunt capacitors and transformer tap settings within the security boundary. The performance of the proposed algorithm has been demonstrated on IEEE 30-bus system with six generating units. The results clearly show that the proposed algorithm gives better and faster speed convergence then linearly decreasing inertia weight.

Keywords: Optimal Power Flow, Combined Economic Emission Dispatch, Sigmoid decreasing Inertia Weight, Particle Swarm Optimization.

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Authors: Z.Farhadpour, Mohammad.R.Meybodi

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A number of routing algorithms based on learning automata technique have been proposed for communication networks. How ever, there has been little work on the effects of variation of graph scarcity on the performance of these algorithms. In this paper, a comprehensive study is launched to investigate the performance of LASPA, the first learning automata based solution to the dynamic shortest path routing, across different graph structures with varying scarcities. The sensitivity of three main performance parameters of the algorithm, being average number of processed nodes, scanned edges and average time per update, to variation in graph scarcity is reported. Simulation results indicate that the LASPA algorithm can adapt well to the scarcity variation in graph structure and gives much better outputs than the existing dynamic and fixed algorithms in terms of performance criteria.

Keywords: Learning automata, routing, algorithm, sparse graph

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Authors: Wan Chian Li, Justie Su-Tzu Juan, Yi-Chun Wang, Shu-Chuan Chen

Abstract:

The evolutionary tree is an important topic in bioinformation. In 2006, Chen and Lindsay proposed a new method to build the mixture tree from DNA sequences. Mixture tree is a new type evolutionary tree, and it has two additional information besides the information of ordinary evolutionary tree. One of the information is time parameter, and the other is the set of mutated sites. In 2008, Lin and Juan proposed an algorithm to compute the distance between two mixture trees. Their algorithm computes the distance with only considering the time parameter between two mixture trees. In this paper, we proposes a method to measure the similarity of two mixture trees with considering the set of mutated sites and develops two algorithm to compute the distance between two mixture trees. The time complexity of these two proposed algorithms are O(n2 × max{h(T1), h(T2)}) and O(n2), respectively

Keywords: evolutionary tree, mixture tree, mutated site, distance.

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Authors: Billel Kenidra, Mohamed Benmohammed

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Data mining technique used in the field of clustering is a subject of active research and assists in biological pattern recognition and extraction of new knowledge from raw data. Clustering means the act of partitioning an unlabeled dataset into groups of similar objects. Each group, called a cluster, consists of objects that are similar between themselves and dissimilar to objects of other groups. Several clustering methods are based on partitional clustering. This category attempts to directly decompose the dataset into a set of disjoint clusters leading to an integer number of clusters that optimizes a given criterion function. The criterion function may emphasize a local or a global structure of the data, and its optimization is an iterative relocation procedure. The K-Means algorithm is one of the most widely used partitional clustering techniques. Since K-Means is extremely sensitive to the initial choice of centers and a poor choice of centers may lead to a local optimum that is quite inferior to the global optimum, we propose a strategy to initiate K-Means centers. The improved K-Means algorithm is compared with the original K-Means, and the results prove how the efficiency has been significantly improved.

Keywords: Microarray data mining, biological pattern recognition, partitional clustering, k-means algorithm, centroid initialization.

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Authors: Pinho C., Madaleno M.

Abstract:

German electricity European options on futures using Lévy processes for the underlying asset are examined. Implied volatility evolution, under each of the considered models, is discussed after calibrating for the Merton jump diffusion (MJD), variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman, Madan and Yor (CGMY) and the Black and Scholes (B&S) model. Implied volatility is examined for the entire sample period, revealing some curious features about market evolution, where data fitting performances of the five models are compared. It is shown that variance gamma processes provide relatively better results and that implied volatility shows significant differences through time, having increasingly evolved. Volatility changes for changed uncertainty, or else, increasing futures prices and there is evidence for the need to account for seasonality when modelling both electricity spot/futures prices and volatility.

Keywords: Calibration, Electricity Markets, Implied Volatility, Lévy Models, Options on Futures, Pricing

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Authors: Aurora Cerri, Niko Pullojani

Abstract:

Long-term differential settlement between the bridge structure and the bridge embankment typically results in an abrupt grade change, causing driver discomfort, impairing driver safety, and exerting a potentially excessive impact traffic loading on the abutment. This paper has analysed a case of study showing the effect of an approaching slab realized in a bridge constructed at Tirane-Elbasan Motorway. The layer thickness under the slab is modeled as homogenous, the slab is a reinforced concrete structure and over that the asphaltic layers take place. Analysis indicates that reinforced concrete approaching slab distributes the stresses quite uniformly into the road fill layers and settlements varies in a range less than 2.50 cm in the total slab length of 6.00 m with a maximum slope of 1/240. Results taken from analytical analysis are compared with topographic measurements done on field and they carry great similarities.

Keywords: Approach slab, bridge, road pavement, differential settlement.

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Authors: M. Rokonuzzaman, Z. Gürdal

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This paper describes the design optimization of ferrocement-laminated plate made up of reinforcing steel wire mesh(es) and cement mortar. For the improvement of the designing process, the plate is modeled as a multi-layer medium, dividing the ferrocement plate into layers of mortar and ferrocement. The mortar layers are assumed to be isotropic in nature and the ferrocement layers are assumed to be orthotropic. The ferrocement layers are little stiffer, but much more costlier, than the mortar layers due the presence of steel wire mesh. The optimization is performed for minimum weight design of the laminate using a genetic algorithm. The optimum designs are discussed for different plate configurations and loadings, and it is compared with the worst designs obtained at the final generation. The paper provides a procedure for the designers in decision-making process.

Keywords: Buckling, Ferrocement-Laminated Plate, Genetic Algorithm, Plate Theory.

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