Search results for: derivatives

Authors: I. Algul, G. Akgun, H. Kurtaran

Abstract:

Dynamic analysis of composite doubly curved panels with variable thickness subjected to different pulse types using Generalized Differential Quadrature method (GDQ) is presented in this study. Panels with variable thickness are used in the construction of aerospace and marine industry. Giving variable thickness to panels can allow the designer to get optimum structural efficiency. For this reason, estimating the response of variable thickness panels is very important to design more reliable structures under dynamic loads. Dynamic equations for composite panels with variable thickness are obtained using virtual work principle. Partial derivatives in the equation of motion are expressed with GDQ and Newmark average acceleration scheme is used for temporal discretization. Several examples are used to highlight the effectiveness of the proposed method. Results are compared with finite element method. Effects of taper ratios, boundary conditions and loading type on the response of composite panel are investigated.

Keywords: Generalized differential quadrature method, doubly curved panels, laminated composite materials, small displacement.

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Authors: M. S. M. Yusof, R. Ramli, S. K. C. Soh, N. Ismail, N. Ngah

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This study presents the synthesis of a series of methoxybenzoylthiourea amino acid derivatives. The compounds were obtained from the reactions between 2/3/4-methoxybenzoyl isothiocyanate with threonine. All of the compounds were characterized via mass spectrometry, ¹H and ¹³C NMR spectrometry, UV-Vis spectrophotometer and FT-IR spectroscopy. Mass spectra for all of the compounds showed the presence of molecular ion [M]⁺ peaks at m/z 312, which are in agreement to the calculated molecular weight. For ¹H NMR spectra, the presence of OCH₃, C=S-NH and C=O-NH protons were observed within range of δ_H 3.8-4.0 ppm, 11.1-11.5 ppm and 10.0-11.5 ppm, respectively. ¹³C NMR spectra in all compounds displayed the presence of OCH₃, C=O-NH, C=O-OH and C=S carbon resonances within range of δ_C 55.0-57.0 ppm, 165.0-168.0 ppm, 170.0-171.0 ppm and 180.0-182.0 ppm, respectively. In UV spectra, two absorption bands have been observed and both were assigned to the n-π* and π-π* transitions. Six vibrational modes of v(N-H), v(O-H), v(C=O-OH), v(C=O-NH), v(C=C) aromatic and v(C=S) appeared in the FT-IR spectra within the range of 3241-3467 cm^-1, 2976-3302 cm^-1, 1720-1768 cm^-1, 1655-1672 cm^-1, 1519-1525 cm^-1 and 754-763 cm^-1, respectively. The antibacterial activity for all of the compounds was screened against Staphylococcus aureus, Staphylococcus epidermidis, Salmonella typhimurium and Escherichia coli. However, no activity was observed.

Keywords: Methoxybenzoyl isothiocyanate, amino acid, threonine, antibacterial.

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Authors: R. Mousli, A. Tazerouti

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This work deals with the synthesis and the determination of some surface properties of a new anionic surfactant belonging to sulfonamide derivatives. The interest in this new surfactant is that its behavior in aqueous solution is interesting both from a fundamental and a practice point of view. Indeed, it is well known that this kind of surfactant leads to the formation of bilayer structures, and the microstructures obtained have applications in various fields, ranging from cosmetics to detergents, to biological systems such as cell membranes and bioreactors. The surfactant synthesized from pure n-alkane by photosulfochlorination and derivatized using N-ethanol amine is a mixture of position isomers. These compounds have been analyzed by Gas Chromatography coupled to Mass Spectrometry by Electron Impact mode (GC -MS/IE), and IR. The surface tension measurements were carried out, leading to the determination of the critical micelle concentration (CMC), surface excess and the area occupied per molecule at the interface. The foaming power has also been determined by Bartsch method, and the results have been compared to those of commercial surfactants. The stability of the foam formed has also been evaluated. These compounds show good foaming power characterized in most cases by dry foam.

Keywords: Non ionic surfactants, GC-MS, surface properties, CMC, foam power.

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Authors: R. Bremananth, Andy W. H. Khong, A. Chitra

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Visualizing sound and noise often help us to determine an appropriate control over the source localization. Near-field acoustic holography (NAH) is a powerful tool for the ill-posed problem. However, in practice, due to the small finite aperture size, the discrete Fourier transform, FFT based NAH couldn-t predict the activeregion- of-interest (AROI) over the edges of the plane. Theoretically few approaches were proposed for solving finite aperture problem. However most of these methods are not quite compatible for the practical implementation, especially near the edge of the source. In this paper, a zip-stuffing extrapolation approach has suggested with 2D Kaiser window. It is operated on wavenumber complex space to localize the predicted sources. We numerically form a practice environment with touch impact databases to test the localization of sound source. It is observed that zip-stuffing aperture extrapolation and 2D window with evanescent components provide more accuracy especially in the small aperture and its derivatives.

Keywords: Acoustic source localization, Near-field acoustic holography (NAH), FFT, Extrapolation, k-space wavenumber errors.

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Authors: Hossein Mamusi, Abolfazl Masoumi, Ramezanali Mahdavinezhad

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Tailor-welded Blanks (TWBs) are tailor made for different complex component designs by welding multiple metal sheets with different thicknesses, shapes, coatings or strengths prior to forming. In this study the Hemispherical Die Stretching (HDS) test (out-of-plane stretching) of TWBs were simulated via ABAQUS/Explicit to obtain the Forming Limit Diagrams (FLDs) of Stainless steel (AISI 304) laser welded blanks with different thicknesses. Two criteria were used to detect the start of necking to determine the FLD for TWBs and parent sheet metals. These two criteria are the second derivatives of the major and thickness strains that are given from the strain history of simulation. In the other word, in these criteria necking starts when the second derivative of thickness or major strain reaches its maximum. With having the time of onset necking, one can measure the major and minor strains at the critical area and determine the forming limit curve.

Keywords: TWB, Forming Limit Diagram, Necking criteria, ABAQUS/Explicit

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Authors: Gülnihal Meral

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In this study, the density dependent nonlinear reactiondiffusion equation, which arises in the insect dispersal models, is solved using the combined application of differential quadrature method(DQM) and implicit Euler method. The polynomial based DQM is used to discretize the spatial derivatives of the problem. The resulting time-dependent nonlinear system of ordinary differential equations(ODE-s) is solved by using implicit Euler method. The computations are carried out for a Cauchy problem defined by a onedimensional density dependent nonlinear reaction-diffusion equation which has an exact solution. The DQM solution is found to be in a very good agreement with the exact solution in terms of maximum absolute error. The DQM solution exhibits superior accuracy at large time levels tending to steady-state. Furthermore, using an implicit method in the solution procedure leads to stable solutions and larger time steps could be used.

Keywords: Density Dependent Nonlinear Reaction-Diffusion Equation, Differential Quadrature Method, Implicit Euler Method.

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Authors: Muniyasamy Kalanchiam, Baskar Mannai

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Topology Optimization is a defined as the method of determining optimal distribution of material for the assumed design space with functionality, loads and boundary conditions [1]. Topology optimization can be used to optimize shape for the purposes of weight reduction, minimizing material requirements or selecting cost effective materials [2]. Topology optimization has been implemented through the use of finite element methods for the analysis, and optimization techniques based on the method of moving asymptotes, genetic algorithms, optimality criteria method, level sets and topological derivatives. Case study of Typical “Fuselage design" is considered for this paper to explain the benefits of Topology Optimization in the design cycle. A cylindrical shell is assumed as the design space and aerospace standard pay loads were applied on the fuselage with wing attachments as constraints. Then topological optimization is done using Finite Element (FE) based software. This optimization results in the structural concept design which satisfies all the design constraints using minimum material.

Keywords: Fuselage, Topology optimization, payloads, designoptimization, Finite Element Analysis.

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Authors: B.K.Venkanna, C. Venkataramana Reddy, Swati B Wadawadagi

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Triglycerides and their derivatives are considered as viable alternatives for diesel fuels. Rice bran oil is used as diesel fuel. Highly viscous rice bran oil can be reduced by blending it with diesel fuel. The present research is aimed to investigate experimentally the performance, exhaust emission and combustion characteristics of a direct injection (DI) diesel engine, typically used in agricultural sector, over the entire load range when fuelled with rice bran oil and diesel fuel blends, RB10 (10% rice bran oil + 90% diesel fuel) to RB50. The performance, emission and combustion parameters of RB20 were found to be very close to neat diesel fuel (ND). The injector opening pressure (IOP) undoubtedly is of prime importance in diesel engine operation. Performance, emission and combustion characteristics with RB30 at enhanced IOPs are better than ND. Improved premixed heat release rate were noticed with RB30 when the IOP is enhanced.

Keywords: Rice bran oil, injector opening pressure, performance, emissions.

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Authors: K. K. Yong, R. Mahmud, C. S. Woo

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Data mining and knowledge engineering have become a tough task due to the availability of large amount of data in the web nowadays. Validity and reliability of data also become a main debate in knowledge acquisition. Besides, acquiring knowledge from different languages has become another concern. There are many language translators and corpora developed but the function of these translators and corpora are usually limited to certain languages and domains. Furthermore, search results from engines with traditional 'keyword' approach are no longer satisfying. More intelligent knowledge engineering agents are needed. To address to these problems, a system known as Multilingual Word Semantic Network is proposed. This system adapted semantic network to organize words according to concepts and relations. The system also uses open source as the development philosophy to enable the native language speakers and experts to contribute their knowledge to the system. The contributed words are then defined and linked using lexical and semantic relations. Thus, related words and derivatives can be identified and linked. From the outcome of the system implementation, it contributes to the development of semantic web and knowledge engineering.

Keywords: Multilingual, semantic network, intelligent knowledge engineering.

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Authors: S. Mat Radzi, N. J. Abd Rahman, H. Mohd Noor, N. Ariffin

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Ferulic acid has widespread industrial potential by virtue of its antioxidant properties. However, it is partially soluble in aqueous media, limiting their usefulness in oil-based processes in food, cosmetic, pharmaceutical, and material industry. Therefore, modification of ferulic acid should be made by producing of more lipophilic derivatives. In this study, a preliminary investigation of lipase-catalyzed trans-esterification reaction of ethyl ferulate and olive oil was investigated. The reaction was catalyzed by immobilized lipase from Candida antarctica (Novozym 435), to produce ferulate ester, a sunscreen agent. A statistical approach of Response surface methodology (RSM) was used to evaluate the interactive effects of reaction temperature (40-80°C), reaction time (4-12 hours), and amount of enzyme (0.1-0.5 g). The optimum conditions derived via RSM were reaction temperature 60°C, reaction time 2.34 hours, and amount of enzyme 0.3 g. The actual experimental yield was 59.6% ferulate ester under optimum condition, which compared well to the maximum predicted value of 58.0%.

Keywords: Ferulic acid, Enzymatic Synthesis, Esters, RSM.

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Authors: Pravin S. Bodke, Shradha S. Binani, Ravi V. Joat

Abstract:

Science and technology of ultrasonic is widely used in recent years for industrial and medicinal application. The acoustical properties of 2-mercapto substituted pyrimidines viz.,2- Mercapto-4- (2’,4’ –dichloro phenyl) – 6-(2’ – hydroxyl -4’ –methyl-5’ – chlorophenyl) pyrimidine and 2 –Mercapto – 4-(4’ –chloro phenyl) – 6-(2’ – hydroxyl -4’ –methyl-5’ –chlorophenyl) pyrimidine have been investigated from the ultrasonic velocity and density measurements at different concentration and different % in dioxane-water mixture at 305K. The adiabatic compressibility (βs), acoustic impedance (Z), intermolecular free length (Lf), apparent molar volume(ϕv) and relative association (RA) values have been calculated from the experimental data of velocity and density measurement at concentration range of 0.01- 0.000625 mol/lit and 70%,75% and 80% dioxane water mixture. These above parameters are used to discuss the structural and molecular interactions.

Keywords: Acoustical parameters, Density, Dioxane-water mixture, Ultrasonic velocity.

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Authors: Rameswar Debnath, Haruhisa Takahashi

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An evolutionary method whose selection and recombination operations are based on generalization error-bounds of support vector machine (SVM) can select a subset of potentially informative genes for SVM classifier very efficiently [7]. In this paper, we will use the derivative of error-bound (first-order criteria) to select and recombine gene features in the evolutionary process, and compare the performance of the derivative of error-bound with the error-bound itself (zero-order) in the evolutionary process. We also investigate several error-bounds and their derivatives to compare the performance, and find the best criteria for gene selection and classification. We use 7 cancer-related human gene expression datasets to evaluate the performance of the zero-order and first-order criteria of error-bounds. Though both criteria have the same strategy in theoretically, experimental results demonstrate the best criterion for microarray gene expression data.

Keywords: support vector machine, generalization error-bound, feature selection, evolutionary algorithm, microarray data

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Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.

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Authors: M. Trinidad Pérez-Palacios, Catarina Petisca, Olívia Pinho, Isabel M.P.L.V.O. Ferreira

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This work evaluated the effect of temperature on headspace solid-phase microextraction of volatile and furanic compounds in coated fish sticks. The major goal was the analysis of the samples as consumed, to reproduce volatile compounds people feel when consuming those products. Extraction at 37 ºC (the human body temperature) throughout the HS-SPME analysis of volatile and furanic compounds in coated fish was compared with higher extraction temperatures, which are frequently used for this kind of determinations. The profile of volatile compounds found in deepfried (F) and non-fried (NF) coated fish at 37 and 50 ºC was different from that obtained at 80 ºC. Concerning furan and its derivatives, an extra formation of these compounds was observed at higher extraction temperatures. The analysis of volatile and furanic compounds in fish coated sticks simulating the cooking and eating conditions can be reliably carried out setting the headspace absorption temperature at 37 ºC.

Keywords: Analysis of samples as consumed, fish coated sticks, furans, headspace extraction temperature, volatiles.

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Authors: Mohammad Jafarifar

Abstract:

This paper presents a speed estimation scheme based on second-order sliding-mode Super Twisting Algorithm (STA) and Model Reference Adaptive System (MRAS) estimation theory for Sensorless control of multiphase induction machine. A stator current observer is designed based on the STA, which is utilized to take the place of the reference voltage model of the standard MRAS algorithm. The observer is insensitive to the variation of rotor resistance and magnetizing inductance when the states arrive at the sliding mode. Derivatives of rotor flux are obtained and designed as the state of MRAS, thus eliminating the integration. Compared with the first-order sliding-mode speed estimator, the proposed scheme makes full use of the auxiliary sliding-mode surface, thus alleviating the chattering behavior without increasing the complexity. Simulation results show the robustness and effectiveness of the proposed scheme.

Keywords: Multiphase induction machine, field oriented control, sliding mode, super twisting algorithm, MRAS algorithm.

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Authors: Mohd Agos Salim Nasir, Ros Fadilah Deraman, Siti Salmah Yasiran

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The Goursat partial differential equation arises in linear and non linear partial differential equations with mixed derivatives. This equation is a second order hyperbolic partial differential equation which occurs in various fields of study such as in engineering, physics, and applied mathematics. There are many approaches that have been suggested to approximate the solution of the Goursat partial differential equation. However, all of the suggested methods traditionally focused on numerical differentiation approaches including forward and central differences in deriving the scheme. An innovation has been done in deriving the Goursat partial differential equation scheme which involves numerical integration techniques. In this paper we have developed a new scheme to solve the Goursat partial differential equation based on the Adomian decomposition (ADM) and associated with Boole-s integration rule to approximate the integration terms. The new scheme can easily be applied to many linear and non linear Goursat partial differential equations and is capable to reduce the size of computational work. The accuracy of the results reveals the advantage of this new scheme over existing numerical method.

Keywords: Goursat problem, partial differential equation, Adomian decomposition method, Boole's integration rule.

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Authors: G. Akgun, I. Algul, H. Kurtaran

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In this paper geometrically nonlinear static behavior of laminated composite hollow super-elliptic beams is investigated using generalized differential quadrature method. Super-elliptic beam can have both oval and elliptic cross-sections by adjusting parameters in super-ellipse formulation (also known as Lamé curves). Equilibrium equations of super-elliptic beam are obtained using the virtual work principle. Geometric nonlinearity is taken into account using von-Kármán nonlinear strain-displacement relations. Spatial derivatives in strains are expressed with the generalized differential quadrature method. Transverse shear effect is considered through the first-order shear deformation theory. Static equilibrium equations are solved using Newton-Raphson method. Several composite super-elliptic beam problems are solved with the proposed method. Effects of layer orientations of composite material, boundary conditions, ovality and ellipticity on bending behavior are investigated.

Keywords: Generalized differential quadrature, geometric nonlinearity, laminated composite, super-elliptic cross-section.

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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: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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Authors: Madhusudan Purohit, Stephen Philip, Bharathkumar Inturi

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In this paper we report the quantitative structure activity relationship of novel bis-triazole derivatives for predicting the activity profile. The full model encompassed a dataset of 46 Bis- triazoles. Tripos Sybyl X 2.0 program was used to conduct CoMSIA QSAR modeling. The Partial Least-Squares (PLS) analysis method was used to conduct statistical analysis and to derive a QSAR model based on the field values of CoMSIA descriptor. The compounds were divided into test and training set. The compounds were evaluated by various CoMSIA parameters to predict the best QSAR model. An optimum numbers of components were first determined separately by cross-validation regression for CoMSIA model, which were then applied in the final analysis. A series of parameters were used for the study and the best fit model was obtained using donor, partition coefficient and steric parameters. The CoMSIA models demonstrated good statistical results with regression coefficient (r²) and the cross-validated coefficient (q²) of 0.575 and 0.830 respectively. The standard error for the predicted model was 0.16322. In the CoMSIA model, the steric descriptors make a marginally larger contribution than the electrostatic descriptors. The finding that the steric descriptor is the largest contributor for the CoMSIA QSAR models is consistent with the observation that more than half of the binding site area is occupied by steric regions.

Keywords: 3D QSAR, CoMSIA, Triazoles.

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Authors: Ikram Mohamed Eltayeb Elsiddig, Abdel Khalig Muddather, Hiba Abdel Rahman Ali, Saad Mohamed Hussein Ayoub

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Anogeissus leiocarpus (Combretaceae) is well known for its medicinal uses in African traditional medicine, for treating many human diseases mainly skin diseases and infections. Mycetoma disease is a fungal and/ or bacterial skininfection, mainly cause by Madurella mycetomatis fungus. This study was carried out in vitro to investigate the antifungal activity of Anogeissus leiocarpus leaf extracts against the isolated pathogenic Madurella mycetomatis, by using the NCCLS modified method compared to Ketoconazole standard drug, and MTT assay. The bioactive fraction was subjected to chemical analysis implementing different chromatographic analytical methods (TLC, HPLC, and LC-MS/MS). The results showed significance antifungal activity of A. leiocarpus leaf extracts against the isolated pathogenic M. mycetomatis, compared to negative and positive controls. The chloroform fraction showed the highest antifungal activity. The chromatographic analysis of the chloroform fraction with the highest activity showed the presence of important bioactive compounds such as ellagic and flavellagic acids derivatives, flavonoids and stilbenoid, which are well known for their antifungal activity.

Keywords: Anogeissus leiocarpus, crude extracts and fractions of Anogeissus leiocarpus, in vitro susceptibility of Madurella mycetomatis, Madurella mycetomatis.

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Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

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Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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Authors: Waranya Pongpaiboon, Warangkana Srichamnong, Supat Chaiyakul

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Enzymatic modification of rice flour can produce highly functional derivatives use in food industries. This study aimed to evaluate the physical properties and resistant starch content of rice flour residues hydrolyzed by α-amylase. Rice flour hydrolyzed by α-amylase (60 and 300 u/g) for 1, 24 and 48 hours were investigated. Increasing enzyme concentration and hydrolysis time resulted in decreased rice flour residue’s lightness (L*) but increased redness (a*) and yellowness (b*) of rice flour residues. The resistant starch content and peak viscosity increased when hydrolysis time increased. Pasting temperature, trough viscosity, breakdown, final viscosity, setback and peak time of the hydrolyzed flours were not significantly different (p>0.05). The morphology of native flour was smooth without observable pores and polygonal with sharp angles and edges. However, after hydrolysis, granules with a slightly rough and porous surface were observed and a rough and porous surface was increased with increasing hydrolyzed time. The X-ray diffraction patterns of native flour showed A-type configuration, which hydrolyzed flour showed almost 0% crystallinity indicated that both amorphous and crystalline structures of starch were simultaneously hydrolyzed by α-amylase.

Keywords: α-Amylase, Enzymatic hydrolysis, Pasting properties, Resistant starch

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Authors: Yuan-Hsiang Chang, Pin-Chi Lin, Li-Der Jeng

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Advance in techniques of image and video processing has enabled the development of intelligent video surveillance systems. This study was aimed to automatically detect moving human objects and to analyze events of dual human interaction in a surveillance scene. Our system was developed in four major steps: image preprocessing, human object detection, human object tracking, and motion trajectory analysis. The adaptive background subtraction and image processing techniques were used to detect and track moving human objects. To solve the occlusion problem during the interaction, the Kalman filter was used to retain a complete trajectory for each human object. Finally, the motion trajectory analysis was developed to distinguish between the interaction and non-interaction events based on derivatives of trajectories related to the speed of the moving objects. Using a database of 60 video sequences, our system could achieve the classification accuracy of 80% in interaction events and 95% in non-interaction events, respectively. In summary, we have explored the idea to investigate a system for the automatic classification of events for interaction and non-interaction events using surveillance cameras. Ultimately, this system could be incorporated in an intelligent surveillance system for the detection and/or classification of abnormal or criminal events (e.g., theft, snatch, fighting, etc.). 

Keywords: Motion detection, motion tracking, trajectory analysis, video surveillance.

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Authors: Achim Kampker, Kai Kreiskoether, Johannes Wagner, Sarah Fluchs

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The growing speed of innovation in related industries requires the automotive industry to adapt and increase release frequencies of new vehicle derivatives which implies a significant reduction of investments per vehicle and ramp-up times. Emerging markets in various parts of the world augment the currently dominating established main automotive markets. Local content requirements such as import tariffs on final products impede the accessibility of these micro markets, which is why in the future market exploitation will not be driven by pure sales activities anymore but rather by setting up local assembly units. The aim of this paper is to provide an overview of the concept of decentralized assembly and to discuss and critically assess some currently researched and crucial approaches in production technology. In order to determine the scope in which complementary mobile assembly can be profitable for manufacturers, a general cost model is set up and each cost driver is assessed with respect to varying levels of decentralization. One main result of the paper is that the presented approaches offer huge cost-saving potentials and are thus critical for future production strategies. Nevertheless, they still need to be further exploited in order for decentralized assembly to be profitable for companies. The optimal level of decentralization must, however, be specifically determined in each case and cannot be defined in general.

Keywords: Automotive assembly, e-mobility, production technology, small series assembly.

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Authors: Zeynep İltüzer Samur, Gül Tekin Temur

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Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.

Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options

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Authors: Sanaz Seraj, Shohre Rouhani

Abstract:

Recently, graphene has gained much attention because of its unique optical, mechanical, electrical, and thermal properties. Graphene has been used as a key material in the technological applications in various areas such as sensors, drug delivery, super capacitors, transparent conductor, and solar cell. It has a superior quenching efficiency for various fluorophores. Based on these unique properties, the optical sensors with graphene materials as the energy acceptors have demonstrated great success in recent years. During quenching, the emission of a fluorophore is perturbed by a quencher which can be a substrate or biomolecule, and due to this phenomenon, fluorophore-quencher has been used for selective detection of target molecules. Among fluorescence dyes, 1,8-naphthalimide is well known for its typical intramolecular charge transfer (ICT) and photo-induced charge transfer (PET) fluorophore, strong absorption and emission in the visible region, high photo stability, and large Stokes shift. Derivatives of 1,8-naphthalimides have found applications in some areas, especially fluorescence sensors. Herein, the fluorescence quenching of graphene oxide has been carried out on a naphthalimide dye as a fluorescent probe model. The quenching ability of graphene oxide on naphthalimide dye was studied by UV-VIS and fluorescence spectroscopy. This study showed that graphene is an efficient quencher for fluorescent dyes. Therefore, it can be used as a suitable candidate sensing platform. To the best of our knowledge, studies on the quenching and absorption of naphthalimide dyes by graphene oxide are rare.

Keywords: Fluorescence, graphene oxide, naphthalimide dye, quenching.

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Authors: A. Javed, K. Djidjeli, J. T. Xing

Abstract:

The concept of adaptive shape parameters (ASP) has been presented for solution of incompressible Navier Strokes equations using mesh-free local Radial Basis Functions (RBF). The aim is to avoid ill-conditioning of coefficient matrices of RBF weights and inaccuracies in RBF interpolation resulting from non-optimized shape of basis functions for the cases where data points (or nodes) are not distributed uniformly throughout the domain. Unlike conventional approaches which assume globally similar values of RBF shape parameters, the presented ASP technique suggests that shape parameter be calculated exclusively for each data point (or node) based on the distribution of data points within its own influence domain. This will ensure interpolation accuracy while still maintaining well conditioned system of equations for RBF weights. Performance and accuracy of ASP technique has been tested by evaluating derivatives and laplacian of a known function using RBF in Finite difference mode (RBFFD), with and without the use of adaptivity in shape parameters. Application of adaptive shape parameters (ASP) for solution of incompressible Navier Strokes equations has been presented by solving lid driven cavity flow problem on mesh-free domain using RBF-FD. The results have been compared for fixed and adaptive shape parameters. Improved accuracy has been achieved with the use of ASP in RBF-FD especially at regions where larger gradients of field variables exist.

Keywords: CFD, Meshless Particle Method, Radial Basis Functions, Shape Parameters

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Authors: R. Ibrahim, M. Azmirruddin, M. Jabir, N. Johari, M. Muhamad, A. R. A. Talib

Abstract:

Inconel718 has been widely used as a super alloy in aerospace application due to the high strength at elevated temperatures, satisfactory oxidation resistance and heat corrosion resistance. In this study, the Inconel718 has been fabricated using high technology of Metal Injection Molding (MIM) process due to the cost effective technique for producing small, complex and precision parts in high volume compared with conventional method through machining. Through MIM, the binder system is one of the most important criteria in order to successfully fabricate the Inconel718. Even though, the binder system is a temporary, but failure in the selection and removal of the binder system will affect on the final properties of the sintered parts. Therefore, the binder system based on palm oil derivative which is palm stearin has been formulated and developed to replace the conventional binder system. The rheological studies of the mixture between the powder and binders system have been determined properly in order to be successful during injection into injection molding machine. After molding, the binder holds the particles in place. The binder system has to be removed completely through debinding step. During debinding step, solvent debinding and thermal pyrolysis has been used to remove completely of the binder system. The debound part is then sintered to give the required physical and mechanical properties. The results show that the properties of the final sintered parts fulfill the Standard Metal Powder Industries Federation (MPIF) 35 for MIM parts.

Keywords: Binder system, rheological study, metal injection molding, debinding and sintered parts.

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Authors: Akinwumi F. Olusegun

Abstract:

The efficacy of the separate mixing of four tropical spicy and medicinal plant products: Dennettia tripetala Baker (pepper fruit), Eugenia aromatica Hook (clove), Piper guineense (Schum and Thonn) (black pepper) and Monodora myristica (Dunal) (African nut-meg) with a household vegetable oil was evaluated under tropical storage conditions for the control and reproductive performance of Dermestes maculatus (De Geer) (hide beetle) and Necroba rufipes (De Geer) (copra beetle) on African catfish, Clarias gariepinus (Burchell). Each of the plant materials was pulverized into powder and applied as a mix of 1ml of oil and plant powder at 2.5, 5.0, 7.5 and 10.0g per 100g of dried fish, and allowed to dry for 6h. Each of the four oil-mixed powder treatments evoked significant (P < 05) mortalities of the two insects compared with the control (oil only) at 1, 3 and 7 days post treatment. The oil-powder mixture dosages did not prevent insect egg hatchability but while the emergent larvae on the treated samples died, the emergent larvae in the control survived into adults. The application of oil-mixed powders effectively suppressed the emergence of the larvae of the beetles. Similarly, each of the oil-powder mixtures significantly reduced weight loss in smoked fish that were exposed to D. maculatus and N. rufipes when compared to the control (P < 05). The results of this study suggest that the plant powders rather than the domestic oil demonstrated protective ability against the fish beetles and confirm the efficacy of the plant products as pest control agents.

Keywords: Catfish, Fish beetles, Fish preservation, Oil-powder mix, Plant products.

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