Search results for: Heston model

Authors: Rozilawati Razali, Paul W. Garratt

Abstract:

Software maintenance, which involves making enhancements, modifications and corrections to existing software systems, consumes more than half of developer time. Specification comprehensibility plays an important role in software maintenance as it permits the understanding of the system properties more easily and quickly. The use of formal notation such as B increases a specification-s precision and consistency. However, the notation is regarded as being difficult to comprehend. Semi-formal notation such as the Unified Modelling Language (UML) is perceived as more accessible but it lacks formality. Perhaps by combining both notations could produce a specification that is not only accurate and consistent but also accessible to users. This paper presents an experiment conducted on a model that integrates the use of both UML and B notations, namely UML-B, versus a B model alone. The objective of the experiment was to evaluate the comprehensibility of a UML-B model compared to a traditional B model. The measurement used in the experiment focused on the efficiency in performing the comprehension tasks. The experiment employed a cross-over design and was conducted on forty-one subjects, including undergraduate and masters students. The results show that the notation used in the UML-B model is more comprehensible than the B model.

Keywords: Model comprehensibility, formal and semi-formal notation, empirical assessment.

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Authors: S. W. Chen, W. K. Lin, J. R. Wang, C. Shih, H. T. Lin, H. C. Chang, W. Y. Li

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Kuosheng nuclear power plant (NPP) is a BWR/6 type NPP and located on the northern coast of Taiwan. First, Kuosheng NPP TRACE model were developed in this research. In order to assess the system response of Kuosheng NPP TRACE model, startup tests data were used to evaluate Kuosheng NPP TRACE model. Second, the overpressurization transient analysis of Kuosheng NPP TRACE model was performed. Besides, in order to confirm the mechanical property and integrity of fuel rods, FRAPTRAN analysis was also performed in this study.

Keywords: TRACE, Safety analysis, BWR/6, FRAPTRAN.

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Authors: Farnaz G. Nezami, Mir B. Aryanezhad, Seyed J. Sadjadi

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In this paper a nonlinear model is presented to demonstrate the relation between production and marketing departments. By introducing some functions such as pricing cost and market share loss functions it will be tried to show some aspects of market modelling which has not been regarded before. The proposed model will be a constrained signomial geometric programming model. For model solving, after variables- modifications an iterative technique based on the concept of geometric mean will be introduced to solve the resulting non-standard posynomial model which can be applied to a wide variety of models in non-standard posynomial geometric programming form. At the end a numerical analysis will be presented to accredit the validity of the mentioned model.

Keywords: Geometric programming, marketing, nonlinear optimization, production.

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Authors: L. S. Zavodna, J. Zavodny Pospisil

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The aim of this paper is to identify the factors for sustainability in the accommodation sector. Although sustainability is a current trend in tourism, not many facilities know how to apply the concept in practice. This paper presents a model for the implementation of sustainability in hotels, hostels, campgrounds, or other facilities. First, there are identified sections of each accommodation facility, which can contribute to sustainability. Furthermore, concrete steps are presented to transfer this model into reality.

Keywords: Accommodation sector, model, sustainable tourism, sustainability.

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Authors: N. Ebrahimi-Tofighi, M. ArdebiliPour, M. Shahabadi

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In this paper, the effect of receive and/or transmit antenna spacing on the performance (BER vs. SNR) of multipleantenna systems is determined by using an RCS (Radar Cross Section) channel model. In this physical model, the scatterers existing in the propagation environment are modeled by their RCS so that the correlation of the receive signal complex amplitudes, i.e., both magnitude and phase, can be estimated. The proposed RCS channel model is then compared with classical models.

Keywords: MIMO system, Performance of system, Signalcorrelation, SIMO system, Wireless channel model.

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Authors: Terrence Chen, Thomas S. Huang

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In this paper, we present the region based hidden Markov random field model (RBHMRF), which encodes the characteristics of different brain regions into a probabilistic framework for brain MR image segmentation. The recently proposed TV+L1 model is used for region extraction. By utilizing different spatial characteristics in different brain regions, the RMHMRF model performs beyond the current state-of-the-art method, the hidden Markov random field model (HMRF), which uses identical spatial information throughout the whole brain. Experiments on both real and synthetic 3D MR images show that the segmentation result of the proposed method has higher accuracy compared to existing algorithms.

Keywords: Finite Gaussian mixture model, Hidden Markov random field model, image segmentation, MRI.

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Authors: Aly Farag, Ayman El-Baz, Refaat Mohamed

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In this paper we present a novel approach for density estimation. The proposed approach is based on using the logistic regression model to get initial density estimation for the given empirical density. The empirical data does not exactly follow the logistic regression model, so, there will be a deviation between the empirical density and the density estimated using logistic regression model. This deviation may be positive and/or negative. In this paper we use a linear combination of Gaussian (LCG) with positive and negative components as a model for this deviation. Also, we will use the expectation maximization (EM) algorithm to estimate the parameters of LCG. Experiments on real images demonstrate the accuracy of our approach.

Keywords: Logistic regression model, Expectationmaximization, Segmentation.

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Authors: Mahesh Chudasama, Harit Raval

Abstract:

Conical sections and shells made from metal plates are widely used in various industrial applications. 3-roller conical bending process is preferably used to produce such conical sections and shells. Bending mechanics involved in the process is complex and little work is done in this area. In the present paper an analytical model is developed to predict bending force which will be acting during 3-roller conical bending process. To verify the developed model, conical bending experiments are performed. Analytical results and experimental results were compared. Force predicted by analytical model is in close proximity of the experimental results. The error in the prediction is ±10%. Hence the model gives quite satisfactory results. Present model is also compared with the previously published bending force prediction model and it is found that the present model gives better results. The developed model can be used to estimate the bending force during 3-roller bending process and can be useful to the designers for designing the 3-roller conical bending machine.

Keywords: Bending-force, Experimental-verification, Internal-moment, Roll-bending.

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Authors: Bogdan Walek, Jiri Bartos, Cyril Klimes, Jaroslav Prochazka, Pavel Smolka, Juraj Masar, Martin Pesl

Abstract:

This paper focuses on creating a component model of information system under uncertainty. The paper identifies problem in current approach of component modeling and proposes fuzzy tool, which will work with vague customer requirements and propose components of the resulting component model. The proposed tool is verified on specific information system and results are shown in paper. After finding suitable sub-components of the resulting component model, the component model is visualised by tool.

Keywords: Component, component model, fuzzy, fuzzy rules, fuzzy sets, information system, modelling, tool.

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Authors: Jin-Wei Liang, Hung-Yi Chen, Lung Lin

Abstract:

In this paper feedforward controller is designed to eliminate nonlinear hysteresis behaviors of a piezoelectric stack actuator (PSA) driven system. The control design is based on inverse Prandtl-Ishlinskii (P-I) hysteresis model identified using particle swarm optimization (PSO) technique. Based on the identified P-I model, both the inverse P-I hysteresis model and feedforward controller can be determined. Experimental results obtained using the inverse P-I feedforward control are compared with their counterparts using hysteresis estimates obtained from the identified Bouc-Wen model. Effectiveness of the proposed feedforward control scheme is demonstrated. To improve control performance feedback compensation using traditional PID scheme is adopted to integrate with the feedforward controller. 

Keywords: The Bouc-Wen hysteresis model, Particle swarm optimization, Prandtl-Ishlinskii model.

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Authors: Benjamin Gorry

Abstract:

Safety Critical hard Real-Time Systems are ever present in the avionics industry. The Model Driven Architecture (MDA) offers different levels of model abstraction and generation. This paper discusses our concerns relating to model development and generation when using the MDA approach in the avionics industry. These concerns are based on our experience when looking into adopting the MDA as part of avionics systems development. We place emphasis on transformations between model types and discuss possible benefits of adopting an MDA approach as part of the software development life cycle.

Keywords: Model Driven Architecture, Real-Time AvionicsApplications.

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Authors: B. T. Chew, S. N. Kazi, A. Amiri

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This paper presents an adaptive thermal comfort model study in the tropical country of Malaysia. A number of researchers have been interested in applying the adaptive thermal comfort model to different climates throughout the world, but so far no study has been performed in Malaysia. For the use as a thermal comfort model, which better applies to hot and humid climates, the adaptive thermal comfort model was developed as part of this research by using the collected results from a large field study in six lecture halls with 178 students. The relationship between the operative temperature and behavioral adaptations was determined. In the developed adaptive model, the acceptable indoor neutral temperatures lay within the range of 23.9-26.0C, with outdoor temperatures ranging between 27.0-34.6C. The most comfortable temperature for students in lecture hall was 25.7C.

Keywords: Hot and humid, Lecture halls, Neutral temperature, Adaptive thermal comfort model.

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Authors: Hafizullah A. Hashim, Aniza. A

Abstract:

The Spiral development model has been used successfully in many commercial systems and in a good number of defense systems. This is due to the fact that cost-effective incremental commitment of funds, via an analogy of the spiral model to stud poker and also can be used to develop hardware or integrate software, hardware, and systems. To support adaptive, semantic collaboration between domain experts and knowledge engineers, a new knowledge engineering process, called Spiral_OWL is proposed. This model is based on the idea of iterative refinement, annotation and structuring of knowledge base. The Spiral_OWL model is generated base on spiral model and knowledge engineering methodology. A central paradigm for Spiral_OWL model is the concentration on risk-driven determination of knowledge engineering process. The collaboration aspect comes into play during knowledge acquisition and knowledge validation phase. Design rationales for the Spiral_OWL model are to be easy-to-implement, well-organized, and iterative development cycle as an expanding spiral.

Keywords: Domain Expert, Knowledge Base, Ontology, Software Process.

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Authors: Xiang Zhang, David Rey, S. Travis Waller

Abstract:

Stochastic User Equilibrium (SUE) model is a widely used traffic assignment model in transportation planning, which is regarded more advanced than Deterministic User Equilibrium (DUE) model. However, a problem exists that the performance of the SUE model depends on its error term parameter. The objective of this paper is to propose a systematic method of determining the appropriate error term parameter value for the SUE model. First, the significance of the parameter is explored through a numerical example. Second, the parameter calibration method is developed based on the Logit-based route choice model. The calibration process is realized through multiple nonlinear regression, using sequential quadratic programming combined with least square method. Finally, case analysis is conducted to demonstrate the application of the calibration process and validate the better performance of the SUE model calibrated by the proposed method compared to the SUE models under other parameter values and the DUE model.

Keywords: Parameter calibration, sequential quadratic programming, Stochastic User Equilibrium, traffic assignment, transportation planning.

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Authors: Juraj Camaj, Martin Kendra, Jaroslav Masek

Abstract:

The paper is focused to the evaluation railway tracks in the Slovakia by using Multi-Criteria method. Evaluation of railway tracks has important impacts for the assessment of investment in technical equipment. Evaluation of railway tracks also has an important impact for the allocation of marshalling yards. Marshalling yards are in transport model as centers for the operation assigned catchment area. This model is one of the effective ways to meet the development strategy of the European Community's railways. By applying this model in practice, a transport company can guarantee a higher quality of service and then expect an increase in performance. The model is also applicable to other rail networks. This model supplements a theoretical problem of train formation problem of new ways of looking at evaluation of factors affecting the organization of wagon flows.

Keywords: Railway track, multi-criteria methods, evaluation, transportation model.

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Authors: Mahmoud Zarrini, R. N. Pralhad

Abstract:

Avalanche velocity (from start to track zone) has been estimated in the present model for an avalanche which is triggered artificially by an explosive devise. The initial development of the model has been from the concept of micro-continuum theories [1], underwater explosions [2] and from fracture mechanics [3] with appropriate changes to the present model. The model has been computed for different slab depth R, slope angle θ, snow density ¤ü, viscosity μ, eddy viscosity η*and couple stress parameter η. The applicability of the present model in the avalanche forecasting has been highlighted.

Keywords: Snow avalanche velocity, avalanche zones, shockwave, couple stress fluids.

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Authors: Tapas Kumar Sinha, Joseph Mathew

Abstract:

Based on the Lagrangian for the Gross –Pitaevskii equation as derived by H. Sakaguchi and B.A Malomed [5] we have derived a double well model for the nonlinear optical lattice. This model explains the various features of nonlinear optical lattices. Further, from this model we obtain and simulate the probability for tunneling from one well to another which agrees with experimental results [4].

Keywords: Double well model, nonlinear optical lattice, Solitons, tunneling.

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Authors: Mahvash Zandy Navgaran, Maryam Momeni Feili

Abstract:

The bag radius of the nucleon can be determined by MIT bag model based on electric and magnetic form factors of the nucleon. Also we determined the masses and magnetic moment of the nucleon with MIT bag model, using bag radius and compared with other results, suggests a suitable compatibility.

Keywords: MIT bag model, masses and magnetic moment of thenucleon, bag radius of the nucleon.

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Authors: Abdur Rosyid, Mohamed El-Madany, Mohanad Alata

Abstract:

Due to simplicity and low cost, rotordynamic system is often modeled by using lumped parameters. Recently, finite elements have been used to model rotordynamic system as it offers higher accuracy. However, it involves high degrees of freedom. In some applications such as control design, this requires higher cost. For this reason, various model reduction methods have been proposed. This work demonstrates the quality of model reduction of rotor-bearing-support system through substructuring. The quality of the model reduction is evaluated by comparing some first natural frequencies, modal damping ratio, critical speeds, and response of both the full system and the reduced system. The simulation shows that the substructuring is proven adequate to reduce finite element rotor model in the frequency range of interest as long as the number and the location of master nodes are determined appropriately. However, the reduction is less accurate in an unstable or nearly-unstable system.

Keywords: Finite element model, rotordynamic system, model reduction, substructuring.

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Authors: K. Khanafer

Abstract:

The aim of this investigation was to validate the fluid-structure interaction (FSI) model of type B aortic dissection with our experimental results from a bench-top-model. Another objective was to study the relationship between the size of a septectomy that increases the outflow of the false lumen and its effect on the values of the differential of pressure between true lumen and false lumen. FSI analysis based on Galerkin’s formulation was used in this investigation to study flow pattern and hemodynamics within a flexible type B aortic dissection model using boundary conditions from our experimental data. The numerical results of our model were verified against the experimental data for various tear size and location. Thus, CFD tools have a potential role in evaluating different scenarios and aortic dissection configurations.

Keywords: Aortic dissection, fluid-structure interaction, in vitro model, numerical.

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Authors: M. K. Pradhan, C. K. Biswas,

Abstract:

In the current research, neuro-fuzzy model and regression model was developed to predict Material Removal Rate in Electrical Discharge Machining process for AISI D2 tool steel with copper electrode. Extensive experiments were conducted with various levels of discharge current, pulse duration and duty cycle. The experimental data are split into two sets, one for training and the other for validation of the model. The training data were used to develop the above models and the test data, which was not used earlier to develop these models were used for validation the models. Subsequently, the models are compared. It was found that the predicted and experimental results were in good agreement and the coefficients of correlation were found to be 0.999 and 0.974 for neuro fuzzy and regression model respectively

Keywords: Electrical discharge machining, material removal rate, neuro-fuzzy model, regression model, mountain clustering.

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Authors: T. H. Lee, J. H. Park, S. M. Lee, S. C. Lee

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In this paper, we consider Wiener nonlinear model for solid oxide fuel cell (SOFC). The Wiener model of the SOFC consists of a linear dynamic block and a static output non-linearity followed by the block, in which linear part is approximated by state-space model and the nonlinear part is identified by a polynomial form. To control the SOFC system, we have to consider various view points such as operating conditions, another constraint conditions, change of load current and so on. A change of load current is the significant one of these for good performance of the SOFC system. In order to keep the constant stack terminal voltage by changing load current, the nonlinear model predictive control (MPC) is proposed in this paper. After primary control method is designed to guarantee the fuel utilization as a proper constant, a nonlinear model predictive control based on the Wiener model is developed to control the stack terminal voltage of the SOFC system. Simulation results verify the possibility of the proposed Wiener model and MPC method to control of SOFC system.

Keywords: SOFC, model predictive control, Wiener model.

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Authors: Susan J. Simmons, Fang Fang, Qijun Fang, Karl Ricanek

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Quantitative trait loci (QTL) experiments have yielded important biological and biochemical information necessary for understanding the relationship between genetic markers and quantitative traits. For many years, most QTL algorithms only allowed one observation per genotype. Recently, there has been an increasing demand for QTL algorithms that can accommodate more than one observation per genotypic distribution. The Bayesian hierarchical model is very flexible and can easily incorporate this information into the model. Herein a methodology is presented that uses a Bayesian hierarchical model to capture the complexity of the data. Furthermore, the Markov chain Monte Carlo model composition (MC3) algorithm is used to search and identify important markers. An extensive simulation study illustrates that the method captures the true QTL, even under nonnormal noise and up to 6 QTL.

Keywords: Bayesian hierarchical model, Markov chain MonteCarlo model composition, quantitative trait loci.

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Authors: G. M. Arun Prasath, N. Arthi

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This work proposed a multi-objective mathematical programming approach to select the appropriate supply network elements. The multi-item multi-objective production-distribution inventory model is formulated with possible constraints under fuzzy environment. The unit cost has taken under fuzzy environment. The inventory model and warehouse location model has combined to formulate the production-distribution inventory model. Warehouse location is important in supply chain network. Particularly, if a company maintains more selling stores it cannot maintain individual secondary warehouse near to each selling store. Hence, maintaining the optimum number of secondary warehouses is important. Hence, the combined mathematical model is formulated to reduce the total expenditure of the organization by arranging the network of minimum number of secondary warehouses. Numerical example has been taken to illustrate the proposed model.

Keywords: Fuzzy inventory model, warehouse location model, triangular fuzzy number, secondary warehouse, LINGO software.

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Authors: Hui Hsin Huang

Abstract:

The downstream manufactures will order their materials from different upstream suppliers to maintain a certain level of the demand. This paper proposes a bivariate model to portray this phenomenon of material demand. We use empirical data to estimate the parameters of model and evaluate the RMSD of model calibration. The results show that the model has better fitness.

Keywords: Farlie-Gumbel-Morgenstern family of bivariate distributions, multi-source ordering, materials demand quantity, recency, ordering time.

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Authors: Adibah Shuib, Zati Aqmar Zaharudin

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Our study is concerned with the development of an Emergency Medical Services (EMS) ambulance location and allocation model called the Time-based Ambulance Zoning Optimization Model (TAZ_OPT). This paper presents the framework of the study. The model is formulated using the goal programming (GP), where the goals are to determine the satellite locations of ambulances and the number of ambulances to be allocated at these locations. The model aims at maximizing the expected demand coverage based on probability of reaching the emergency location within targetted time, and minimizing the ambulance busyness likelihood value. Among the benefits of the model is the increased accessibility and availability of ambulances, thus, enhanced quality of the EMS ambulance services.

Keywords: Optimization, Ambulance Location, Location facilities.

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Authors: A. Lakrim, D. Tahri

Abstract:

This paper sets out a behavioral macro-model of a Merged PiN and Schottky (MPS) diode based on silicon carbide (SiC). This model holds good for both static and dynamic electrothermal simulations for industrial applications. Its parameters have been worked out from datasheets curves by drawing on the optimization method: Simulated Annealing (SA) for the SiC MPS diodes made available in the industry. The model also adopts the Analog Behavioral Model (ABM) of PSPICE in which it has been implemented. The thermal behavior of the devices was also taken into consideration by making use of Foster’ canonical network as figured out from electro-thermal measurement provided by the manufacturer of the device.

Keywords: SiC MPS Diode, electro-thermal, SPICE Model.

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Authors: A. Seleem, M. Mortada, M. El Morsi, M. Younan

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Diffusion stills have been effective in water desalination. The present work represents a model of the distillation process by using vertical single-effect diffusion stills. A semianalytical model has been developed to model the process. A software computer code using Engineering Equation Solver EES software has been developed to solve the equations of the developed model. An experimental setup has been constructed, and used for the validation of the model. The model is also validated against former literature results. The results obtained from the present experimental test rig, and the data from the literature, have been compared with the results of the code to find its best range of validity. In addition, a parametric analysis of the system has been developed using the model to determine the effect of operating conditions on the system's performance. The dominant parameters that affect the productivity of the still are the hot plate temperature that ranges from (55- 90°C) and feed flow rate in range of (0.00694-0.0211 kg/m2-s).

Keywords: Analytical Model, Solar Distillation, Sustainable Water Systems, Vertical Diffusion Still.

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Authors: Chantawan Noisri, Robert Harold Buchanan Exell

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A simple model for studying convectional lifting processes in the tropics is described in this paper with some tests of the model in dry air. The model consists of the density equation, the wind equation, the vertical velocity equation, and the temperature equation. The model domain is two-dimensional with length 100 km and height 17.5 km. Plan for experiments to investigate the effects of the heating surface, the deep convection approximation and the treatment of velocities at the boundaries are discussed. Equations for the simplified treatment of moisture in the atmosphere in future numerical experiments are also given.

Keywords: Numerical weather prediction, Finite differences, Convection lifting.

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

Abstract:

In a particular case of behavioural model reduction by ANNs, a validity domain shortening has been found. In mechanics, as in other domains, the notion of validity domain allows the engineer to choose a valid model for a particular analysis or simulation. In the study of mechanical behaviour for a cantilever beam (using linear and non-linear models), Multi-Layer Perceptron (MLP) Backpropagation (BP) networks have been applied as model reduction technique. This reduced model is constructed to be more efficient than the non-reduced model. Within a less extended domain, the ANN reduced model estimates correctly the non-linear response, with a lower computational cost. It has been found that the neural network model is not able to approximate the linear behaviour while it does approximate the non-linear behaviour very well. The details of the case are provided with an example of the cantilever beam behaviour modelling.

Keywords: artificial neural network, validity domain, cantileverbeam, non-linear behaviour, model reduction.

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