Search results for: structural equation modeling

Authors: M. Mordjaoui, B. Boudjema, M. Chabane, R. Daira

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In determining the electromagnetic properties of magnetic materials, hysteresis modeling is of high importance. Many models are available to investigate those characteristics but they tend to be complex and difficult to implement. In this paper a new qualitative hysteresis model for ferromagnetic core is presented, based on the function approximation capabilities of adaptive neuro fuzzy inference system (ANFIS). The proposed ANFIS model combined the neural network adaptive capabilities and the fuzzy logic qualitative approach can restored the hysteresis curve with a little RMS error. The model accuracy is good and can be easily adapted to the requirements of the application by extending or reducing the network training set and thus the required amount of measurement data.

Keywords: ANFIS modeling technique, magnetic hysteresis, Jiles-Atherton model, ferromagnetic core.

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Authors: Danilo López, Nelson Vera, Luis Pedraza

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This paper analyzes fundamental ideas and concepts related to neural networks, which provide the reader a theoretical explanation of Long Short-Term Memory (LSTM) networks operation classified as Deep Learning Systems, and to explicitly present the mathematical development of Backward Pass equations of the LSTM network model. This mathematical modeling associated with software development will provide the necessary tools to develop an intelligent system capable of predicting the behavior of licensed users in wireless cognitive radio networks.

Keywords: Neural networks, multilayer perceptron, long short-term memory, recurrent neuronal network, mathematical analysis.

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Authors: Cecilia Perri, Vincenzo Corvello

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The aim of the present study is to investigate consumers' determinants of intention toward the adoption of Smart Grid solutions and technologies. Ajzen's Theory of Planned Behaviour (TPB) model is applied and tested to explain the formation of such adoption intention. An exogenous variable, taking into account the resistance to change of individuals, was added to the basic model. The elicitation study allowed obtaining salient modal beliefs, which were used, with the support of literature, to design the questionnaire. After the screening phase, data collected from the main survey were analysed for evaluating measurement model's reliability and validity. Consistent with the theory, the results of structural equation analysis revealed that attitude, subjective norm, and perceived behavioural control positively, which affected the adoption intention. Specifically, the variable with the highest estimate loading factor was found to be the perceived behavioural control, and, the most important belief related to each construct was determined (e.g., energy saving was observed to be the most significant belief linked with attitude). Further investigation indicated that the added exogenous variable has a negative influence on intention; this finding confirmed partially the hypothesis, since this influence was indirect: such relationship was mediated by attitude. Implications and suggestions for future research are discussed.

Keywords: Adoption of innovation, consumers behaviour, energy management, smart grid, theory of planned behaviour.

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Authors: T. H. Fung

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Coloured Petri net (CPN) has been widely adopted in various areas in Computer Science, including protocol specification, performance evaluation, distributed systems and coordination in multi-agent systems. It provides a graphical representation of a system and has a strong mathematical foundation for proving various properties. This paper proposes a novel representation of a coloured Petri net using an extension of logic programming called abductive logic programming (ALP), which is purely based on classical logic. Under such a representation, an implementation of a CPN could be directly obtained, in which every inference step could be treated as a kind of equivalence preserved transformation. We would describe how to implement a CPN under such a representation using common meta-programming techniques in Prolog. We call our framework CPN-LP and illustrate its applications in modeling an intelligent agent.

Keywords: Abduction, coloured petri net, intelligent agent, logic programming.

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Authors: Prakash Chand, Anurag Gaur, Ashavani Kumar

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In the present study, we have synthesized Cr and Fe doped zinc oxide (ZnO) nanostructures (Zn1-δCraFebO; where δ = a + b = 20%, a = 5, 6, 8 & 10% and b = 15, 14, 12 & 10%) via sol-gel method at different doping concentrations. The synthesized samples were characterized for structural properties by X-ray diffractrometer and field emission scanning electron microscope and the optical properties were carried out through photoluminescence and UVvisible spectroscopy. The particle size calculated through field emission scanning electron microscope varies from 41 to 96 nm for the samples synthesized at different doping concentrations. The optical band gaps calculated through UV-visible spectroscopy are found to be decreasing from 3.27 to 3.02 eV as the doping concentration of Cr increases and Fe decreases.

Keywords: Nanostructures, Optical Properties, Sol-gel method.

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Authors: Kamaldeep Kaur, Arvinder Kaur, Ruchika Malhotra

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The aim of this paper is to rank the impact of Object Oriented(OO) metrics in fault prediction modeling using Artificial Neural Networks(ANNs). Past studies on empirical validation of object oriented metrics as fault predictors using ANNs have focused on the predictive quality of neural networks versus standard statistical techniques. In this empirical study we turn our attention to the capability of ANNs in ranking the impact of these explanatory metrics on fault proneness. In ANNs data analysis approach, there is no clear method of ranking the impact of individual metrics. Five ANN based techniques are studied which rank object oriented metrics in predicting fault proneness of classes. These techniques are i) overall connection weights method ii) Garson-s method iii) The partial derivatives methods iv) The Input Perturb method v) the classical stepwise methods. We develop and evaluate different prediction models based on the ranking of the metrics by the individual techniques. The models based on overall connection weights and partial derivatives methods have been found to be most accurate.

Keywords: Artificial Neural Networks (ANNS), Backpropagation, Fault Prediction Modeling.

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Authors: Juliana A. Knocikova, Yann Bouret, Médéric Argentina, Laurent Counillon

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Cell volume, together with membrane potential and intracellular hydrogen ion concentration, is an essential biophysical parameter for normal cellular activity. Cell volumes can be altered by osmotically active compounds and extracellular tonicity. In this study, a simple mathematical model of osmotically induced cell swelling and shrinking is presented. Emphasis is given to water diffusion across the membrane. The mathematical description of the cellular behavior consists in a system of coupled ordinary differential equations. We compare experimental data of cell volume alterations driven by differences in osmotic pressure with mathematical simulations under hypotonic and hypertonic conditions. Implications for a future model are also discussed.

Keywords: Eukaryotic cell, mathematical modeling, osmosis, volume alterations.

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Authors: A. Nuric, S. Nuric, L. Kricak, I. Lapandic, R. Husagic

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This paper describes topic of computer simulation with regard to the ground movement above an underground mine. Simulation made with software package ADINA for nonlinear elastic-plastic analysis with finite elements method. The one of representative profiles from Mine 'Stara Jama' in Zenica has been investigated. A collection and selection of both geo-mechanical data and geometric parameters of the mine was necessary for performing these simulations. Results of estimation have been compared with measured values (vertical displacement of surface), and then simulation performed with assumed dynamic and dimensions of excavation, over a period of time. Results are presented with bitmaps and charts.

Keywords: Computer, finite element method, mine, nonlinear analysis, numerical modeling, simulation, subsidence.

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Authors: Shu-Hui Jan, Shih-Ping Ho, Hui-Ping Tserng

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Construction knowledge can be referred to and reused among involved project managers and jobsite engineers to alleviate problems on a construction jobsite and reduce the time and cost of solving problems related to constructability. This paper proposes a new methodology to provide sharing of construction knowledge by using the Building Information Modeling (BIM) approach. The main characteristics of BIM include illustrating 3D CAD-based presentations and keeping information in a digital format, and facilitation of easy updating and transfer of information in the 3D BIM environment. Using the BIM approach, project managers and engineers can gain knowledge related to 3D BIM and obtain feedback provided by jobsite engineers for future reference. This study addresses the application of knowledge sharing management in the construction phase of construction projects and proposes a BIM-based Knowledge Sharing Management (BIMKSM) system for project managers and engineers. The BIMKSM system is then applied in a selected case study of a construction project in Taiwan to verify the proposed methodology and demonstrate the effectiveness of sharing knowledge in the BIM environment. The combined results demonstrate that the BIMKSM system can be used as a visual BIM-based knowledge sharing management platform by utilizing the BIM approach and web technology.

Keywords: Construction knowledge management, building information modeling, project management, web-based information system.

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Authors: Y. K. Chen, K. C. Chiou, C. Y. Chen

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The cumulative conformance count (CCC) charts are widespread in process monitoring of high-yield manufacturing. Recently, it is found the use of variable sampling interval (VSI) scheme could further enhance the efficiency of the standard CCC charts. The average time to signal (ATS) a shift in defect rate has become traditional measure of efficiency of a chart with the VSI scheme. Determining the ATS is frequently a difficult and tedious task. A simple method based on a finite Markov Chain approach for modeling the ATS is developed. In addition, numerical results are given.

Keywords: Cumulative conformance count, variable sampling interval, Markov Chain, average time to signal, control chart.

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Authors: Rana Khalid Naeem, Asif Mansoor

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The hydrologic time series data display periodic structure and periodic autoregressive process receives considerable attention in modeling of such series. In this communication long term record of monthly waste flow of Lyari river is utilized to quantify by using PAR modeling technique. The parameters of model are estimated by using Frances & Paap methodology. This study shows that periodic autoregressive model of order 2 is the most parsimonious model for assessing periodicity in waste flow of the river. A careful statistical analysis of residuals of PAR (2) model is used for establishing goodness of fit. The forecast by using proposed model confirms significance and effectiveness of the model.

Keywords: Diagnostic checks, Lyari river, Model selection, Monthly waste flow, Periodicity, Periodic autoregressive model.

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Authors: Daniel Y. Abebe, Jaehyouk Choi

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The idea of adding metallic energy dissipaters to a structure to absorb a large part of the seismic energy began four decades ago. There are several types of metal-based devices conceived as dampers for the seismic energy absorber whereby damages to the major structural components could be minimized for both new and existing structures. This paper aimed to develop and evaluate structural performance of both stiffened and non stiffened circular shear panel damper for passive seismic energy protection by inelastic deformation. Structural evaluation was done using commercially available nonlinear FE simulation program. Diameter-to-thickness ratio is employed as main parameter to investigate the hysteresis performance of stiffened and unstiffened circular shear panel. Depending on these parameters three different buckling mode and hysteretic behavior was found: yielding prior to buckling without strength degradation, yielding prior to buckling with strength degradation and yielding with buckling and strength degradation which forms pinching at initial displacement. Hence, the hysteresis behavior is identified, specimens which deform without strength degradation so it will be used as passive energy dissipating device in civil engineering structures.

Keywords: Circular shear panel damper, FE analysis, Hysteretic behavior, Large deformation.

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Authors: Hanen Nafaa, Maissa Farhat, Sina Ouriemi, Sbita Lassaad

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The use of renewable energies is growing significantly worldwide. Faced with the increasing demand for electrical energy, mainly for the needs of remote, deserted and mountainous regions, numerous applications use photovoltaic energy. In this sense, the proposed study concerns a mathematical modeling and an experimental validation for the recovery of essential oil by a steam distillation system using photovoltaic energy. In this paper, we proceed to a modeling of the solar system that includes a photovoltaic (PV) generator with an electronic power converter allowing a continuation of the optimum operating point. The results obtained are promising and are validated practically.

Keywords: Boiling in tubes, DC-DC converter, desalination, maximum power point tracking command, photovoltaic energy, solar generator.

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Authors: Kuntal Thakkar, Chaouki Ghenai, Ahmed Hachicha

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An integrated modeling approach was used in this study for energy planning and climate change mitigation assessment. The main objective of this study was to develop various green-house gas (GHG) mitigations scenarios in the energy demand and supply sectors for the state of Florida. The Long range energy alternative planning (LEAP) model was used in this study to examine the energy alternative and GHG emissions reduction scenarios for short and long term (2010-2050). One of the energy analysis and GHG mitigation scenarios was developed by taking into account the available renewable energy resources potential for power generation in the state of Florida. This will help to compare and analyze the GHG reduction measure against “Business As Usual” and ‘State of Florida Policy” scenarios. Two master scenarios: “Electrification” and “Energy efficiency and Lifestyle” were developed through combination of various mitigation scenarios: technological changes and energy efficiency and conservation. The results show a net reduction of the energy demand and GHG emissions by adopting these two energy scenarios compared to the business as usual.

Keywords: Integrated modeling, energy planning, climate change mitigation assessment, greenhouse gas emissions, renewable energy, energy efficiency.

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Authors: Mingwei Yi, Liujie Guo, Zongjun Pan, Xiang Lin, Xiaoming Yi

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With the rapid expansion of road construction mileage in China, the scale of road maintenance needs has concurrently escalated. As the service life of roads extends, the design of pavement repair and maintenance emerges as a crucial component in preserving the excellent performance of the pavement. The remaining service life of asphalt pavement structure is a vital parameter in the lifecycle maintenance design of asphalt pavements. Based on an analysis of pavement structural integrity, this study presents a characterization and assessment of the remaining life of existing asphalt pavement structures. It proposes indicators such as the transverse crack spacing and the length of longitudinal cracks. The transverse crack spacing decreases with an increase in maintenance intervals and with the extended use of semi-rigid base layer structures, although this trend becomes less pronounced after maintenance intervals exceed 4 years. The length of longitudinal cracks increases with longer maintenance intervals, but this trend weakens after five years. This system can support the enhancement of standardization and scientific design in highway maintenance decision-making processes.

Keywords: Structural integrity, highways, pavement evaluation, asphalt concrete pavement.

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Authors: A. A. Hussen, I. N. Jleta

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Micro-electromechanical system (MEMS) accelerometers and gyroscopes are suitable for the inertial navigation system (INS) of many applications due to low price, small dimensions and light weight. The main disadvantage in a comparison with classic sensors is a worse long term stability. The estimation accuracy is mostly affected by the time-dependent growth of inertial sensor errors, especially the stochastic errors. In order to eliminate negative effects of these random errors, they must be accurately modeled. In this paper, the Allan variance technique will be used in modeling the stochastic errors of the inertial sensors. By performing a simple operation on the entire length of data, a characteristic curve is obtained whose inspection provides a systematic characterization of various random errors contained in the inertial-sensor output data.

Keywords: Allan variance, accelerometer, gyroscope, stochastic errors.

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Authors: A. R. Shahani, E. Mahdavi, M. Amidpour

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Hydrogen diffusion is the main problem for corrosion fatigue in corrosive environment. In order to analyze the phenomenon, it is needed to understand their behaviors specially the hydrogen behavior during the diffusion. So, Hydrogen embrittlement and prediction its behavior as a main corrosive part of the fractions, needed to solve combinations of different equations mathematically. The main point to obtain the equation, having knowledge about the source of causing diffusion and running the atoms into materials, called driving force. This is produced by either gradient of electrical or chemical potential. In this work, we consider the gradient of chemical potential to obtain the property equation. In diffusion of atoms, some of them may be trapped but, it could be ignorable in some conditions. According to the phenomenon of hydrogen embrittlement, the thermodynamic and chemical properties of hydrogen are considered to justify and relate them to fracture mechanics. It is very important to get a stress intensity factor by using fugacity as a property of hydrogen or other gases. Although, the diffusive behavior and embrittlement event are common and the same for other gases but, for making it more clear, we describe it for hydrogen. This considering on the definite gas and describing it helps us to understand better the importance of this relation.

Keywords: Hydrogen embrittlement, Fracture mechanics, Thermodynamic, Stress intensity factor.

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Authors: Adam Sobey, James Blake, Ajit Shenoi

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The leisure boatbuilding industry has tight profit margins that demand that boats are created to a high quality but with low cost. This requirement means reduced design times combined with increased use of design for production can lead to large benefits. The evolutionary nature of the boatbuilding industry can lead to a large usage of previous vessels in new designs. With the increase in automated tools for concurrent engineering within structural design it is important that these tools can reuse this information while subsequently feeding this to designers. The ability to accurately gather this materials and parts data is also a key component to these tools. This paper therefore aims to develop an architecture made up of neural networks and databases to feed information effectively to the designers based on previous design experience.

Keywords:

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Authors: Trevor E. Davis, Isaac Cassar, Yi-Kai Lo, Wentai Liu

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This study models the use of transcutaneous electrical nerve stimulation on skin with a disk electrode in order to simulate tissue damage. The current density distribution above a disk electrode is known to be a dynamic and non-uniform quantity that is intensified at the edges of the disk. The non-uniformity is subject to change through using various electrode geometries or stimulation methods. One of these methods known as edge-retarded stimulation has shown to reduce this edge enhancement. Though progress has been made in modeling the behavior of a disk electrode, little has been done to test the validity of these models in simulating the actual heat transfer from the electrode. This simulation uses finite element software to couple the injection of current from a disk electrode to heat transfer described by the Pennesbioheat transfer equation. An example application of this model is studying an experimental form of stimulation, known as edge-retarded stimulation. The edge-retarded stimulation method will reduce the current density at the edges of the electrode. It is hypothesized that reducing the current density edge enhancement effect will, in turn, reduce temperature change and tissue damage at the edges of these electrodes. This study tests this hypothesis as a demonstration of the capabilities of this model. The edge-retarded stimulation proved to be safer after this simulation. It is shown that temperature change and the fraction of tissue necrosis is much greater in the square wave stimulation. These results bring implications for changes of procedures in transcutaneous electrical nerve stimulation and transcutaneous spinal cord stimulation as well.

Keywords: Bioheat transfer, Electrode, Neuroprosthetics, TENS, Transcutaneous stimulation.

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Authors: ZerarkaHizia, Akchiche Mustapha, Prunier Florent

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Landslide of Ain El Hammam (AEH) has been an old slip since 1969; it was reactivated after an intense rainfall period in 2008 where it presents a complex shape and affects broad areas. The schist of AEH is more or less altered; the alteration is facilitated by the fracturing of the rock in its upper part, the presence of flowing water as well as physical and chemical mechanisms of desegregation in joint of altered schist. The factors following these instabilities are mostly related to the geological formation, the hydro-climatic conditions and the topography of the region. The city of AEH is located on the top of a steep slope at 50 km from the city of TiziOuzou (Algeria). AEH’s topographic monitoring of unstable slope allows analyzing the structure and the different deformation mechanism and the gradual change in the geometry, the direction of change of slip. It also allows us to delimit the area affected by the movement. This work aims to study the behavior of AEH landslide with topographic monitoring and to validate the results with numerical modeling of the slip site, when the hydraulic factors are identified as the most important factors for the reactivation of this landslide. With the help of the numerical code PLAXIS 2D and PlaxFlow, the precipitations and the steady state flow are modeled. To identify the mechanism of deformation and to predict the spread of the AEH landslide numerically, we used the equivalent deviatory strain, and these results were visualized by MATLAB software.

Keywords: Equivalent deviatory strain, landslide, numerical modeling, topographic monitoring.

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Authors: R. Fatehi, M.A. Fayazbakhsh, M.T. Manzari

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Discretization of spatial derivatives is an important issue in meshfree methods especially when the derivative terms contain non-linear coefficients. In this paper, various methods used for discretization of second-order spatial derivatives are investigated in the context of Smoothed Particle Hydrodynamics. Three popular forms (i.e. "double summation", "second-order kernel derivation", and "difference scheme") are studied using one-dimensional unsteady heat conduction equation. To assess these schemes, transient response to a step function initial condition is considered. Due to parabolic nature of the heat equation, one can expect smooth and monotone solutions. It is shown, however in this paper, that regardless of the type of kernel function used and the size of smoothing radius, the double summation discretization form leads to non-physical oscillations which persist in the solution. Also, results show that when a second-order kernel derivative is used, a high-order kernel function shall be employed in such a way that the distance of inflection point from origin in the kernel function be less than the nearest particle distance. Otherwise, solutions may exhibit oscillations near discontinuities unlike the "difference scheme" which unconditionally produces monotone results.

Keywords: Heat conduction, Meshfree methods, Smoothed ParticleHydrodynamics (SPH), Second-order derivatives.

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Authors: Mohamed Elshal, Hazim El-Mounayri, Omar El-Mounayri

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Emergency department (ED) is considered as a complex system of interacting entities: patients, human resources, software and hardware systems, interfaces, and other systems. This paper represents a research for implementing a detailed Systems Engineering (SE) approach in a mid-size hospital in central Indiana. This methodology will be applied by “The Initiative for Product Lifecycle Innovation (IPLI)” institution at Indiana University to study and solve the crowding problem with the aim of increasing throughput of patients and enhance their treatment experience; therefore, the nature of crowding problem needs to be investigated with all other problems that leads to it. The presented SE methods are workflow analysis and systems modeling where SE tools such as Microsoft Visio are used to construct a group of system-level diagrams that demonstrate: patient’s workflow, documentation and communication flow, data systems, human resources workflow and requirements, leadership involved, and integration between ER different systems. Finally, the ultimate goal will be managing the process through implementation of an executable model using commercialized software tools, which will identify bottlenecks, improve documentation flow, and help make the process faster.

Keywords: Systems modeling, ED operation, workflow modeling, systems analysis.

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Authors: Pujarini Ghosh A, Rishu Chaujar B, Subhasis Haldar C, R.S Gupta D, Mridula Gupta E

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In this paper, an analytical modeling is presentated to describe the channel noise in GME SGT/CGT MOSFET, based on explicit functions of MOSFETs geometry and biasing conditions for all channel length down to deep submicron and is verified with the experimental data. Results shows the impact of various parameters such as gate bias, drain bias, channel length ,device diameter and gate material work function difference on drain current noise spectral density of the device reflecting its applicability for circuit design applications.

Keywords: Cylindrical/Surrounded gate (SGT/CGT) MOSFET, Gate Material Engineering (GME), Spectral Noise and short channeleffect (SCE).

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Authors: Bogdan Walek, Jiri Bartos, Cyril Klimes

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This article deals with the conceptual modeling under uncertainty. First, the division of information systems with their definition will be described, focusing on those where the construction of a conceptual model is suitable for the design of future information system database. Furthermore, the disadvantages of the traditional approach in creating a conceptual model and database design will be analyzed. A comprehensive methodology for the creation of a conceptual model based on analysis of client requirements and the selection of a suitable domain model is proposed here. This article presents the expert system used for the construction of a conceptual model and is a suitable tool for database designers to create a conceptual model.

Keywords: Conceptual model, conceptual modeling, database, methodology, uncertainty, information system, entity, attribute, relationship, conceptual domain model, fuzzy.

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Authors: Tae in Seol, Sun-Tae Chung, Seongwon Cho

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Realistic 3D face model is desired in various applications such as face recognition, games, avatars, animations, and etc. Construction of 3D face model is composed of 1) building a face shape model and 2) rendering the face shape model. Thus, building a realistic 3D face shape model is an essential step for realistic 3D face model. Recently, 3D morphable model is successfully introduced to deal with the various human face shapes. 3D dense correspondence problem should be precedently resolved for constructing a realistic 3D dense morphable face shape model. Several approaches to 3D dense correspondence problem in 3D face modeling have been proposed previously, and among them optical flow based algorithms and TPS (Thin Plate Spline) based algorithms are representative. Optical flow based algorithms require texture information of faces, which is sensitive to variation of illumination. In TPS based algorithms proposed so far, TPS process is performed on the 2D projection representation in cylindrical coordinates of the 3D face data, not directly on the 3D face data and thus errors due to distortion in data during 2D TPS process may be inevitable. In this paper, we propose a new 3D dense correspondence algorithm for 3D dense morphable face shape modeling. The proposed algorithm does not need texture information and applies TPS directly on 3D face data. Through construction procedures, it is observed that the proposed algorithm constructs realistic 3D face morphable model reliably and fast.

Keywords: 3D Dense Correspondence, 3D Morphable Face Shape Model, 3D Face Modeling.

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Authors: Sang Wook Park, Jun Su Park, Byung Kwan Oh, Yousok Kim, Hyo Seon Park

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This study suggests the estimation method of stress distribution for the beam structures based on TLS (Terrestrial Laser Scanning). The main components of method are the creation of the lattices of raw data from TLS to satisfy the suitable condition and application of CSSI (Cubic Smoothing Spline Interpolation) for estimating stress distribution. Estimation of stress distribution for the structural member or the whole structure is one of the important factors for safety evaluation of the structure. Existing sensors which include ESG (Electric strain gauge) and LVDT (Linear Variable Differential Transformer) can be categorized as contact type sensor which should be installed on the structural members and also there are various limitations such as the need of separate space where the network cables are installed and the difficulty of access for sensor installation in real buildings. To overcome these problems inherent in the contact type sensors, TLS system of LiDAR (light detection and ranging), which can measure the displacement of a target in a long range without the influence of surrounding environment and also get the whole shape of the structure, has been applied to the field of structural health monitoring. The important characteristic of TLS measuring is a formation of point clouds which has many points including the local coordinate. Point clouds are not linear distribution but dispersed shape. Thus, to analyze point clouds, the interpolation is needed vitally. Through formation of averaged lattices and CSSI for the raw data, the method which can estimate the displacement of simple beam was developed. Also, the developed method can be extended to calculate the strain and finally applicable to estimate a stress distribution of a structural member. To verify the validity of the method, the loading test on a simple beam was conducted and TLS measured it. Through a comparison of the estimated stress and reference stress, the validity of the method is confirmed.

Keywords: Structural health monitoring, terrestrial laser scanning, estimation of stress distribution, coordinate transformation, cubic smoothing spline interpolation.

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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Authors: C. Felho, J. Kundrak

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The quality of machined surfaces is an important characteristic of cutting processes and surface roughness has strong effects on the performance of sliding, moving components. The ability to forecast these values for a given process has been of great interests among researchers for a long time. Different modeling procedures and algorithms have been worked-out, and each has its own advantages and drawbacks. A new method will be introduced in this paper which will make it possible to calculate both the profile (2D) and surface (3D) parameters of theoretical roughness in the face milling of plain surfaces. This new method is based on an expediently developed CAD model, and uses a professional program for the roughness evaluation. Cutting experiments were performed on 42CrMo4 specimens in order to validate the accuracy of the model. The results have revealed that the method is able to predict surface roughness with good accuracy.

Keywords: CAD-based modeling, face milling, surface roughness, theoretical roughness.

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Authors: S. Matour, M. Mahdavinejad, R. Fayaz

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Daylight utilization is a key factor in achieving visual and thermal comfort, and energy savings in integrated building design. However, lack of measured data related to this topic has become a major challenge with the increasing need for integrating lighting concepts and simulations in the early stages of design procedures. The current paper deals with the values of daylight illuminance on horizontal and south facing vertical surfaces; the data are estimated using IESNA model and measured values of the horizontal and vertical illuminance, and a regression model with an acceptable linear correlation is obtained. The resultant illuminance frequency curves are useful for estimating daylight availability on south facing surfaces in Tehran. In addition, the relationship between indirect vertical illuminance and the corresponding global horizontal illuminance is analyzed. A simple parametric equation is proposed in order to predict the vertical illumination on a shaded south facing surface. The equation correlates the ratio between the vertical and horizontal illuminance to the solar altitude and is used with another relationship for prediction of the vertical illuminance. Both equations show good agreement, which allows for calculation of indirect vertical illuminance on a south facing surface at any time throughout the year.

Keywords: Tehran daylight availability, horizontal illuminance, vertical illuminance, diffuse illuminance.

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Authors: F. Pourhasanzade, S. H. Sabzpoushan

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Computer modeling has played a unique role in understanding electrocardiography. Modeling and simulating cardiac action potential propagation is suitable for studying normal and pathological cardiac activation. This paper presents a 2-D Cellular Automata model for simulating action potential propagation in cardiac tissue. We demonstrate a novel algorithm in order to use minimum neighbors. This algorithm uses the summation of the excitability attributes of excited neighboring cells. We try to eliminate flat edges in the result patterns by inserting probability to the model. We also preserve the real shape of action potential by using linear curve fitting of one well known electrophysiological model.

Keywords: Cellular Automata, Action Potential Propagation, cardiac tissue, Isotropic Pattern, accurate shape of cardiac actionpotential.

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