Search results for: process reaction curve

Authors: Martin Kendra, Jaroslav Mašek, Juraj Čamaj, Matej Babin

Abstract:

The railway transport is considered as a one of the most environmentally friendly mode of transport. With future prediction of increasing of freight transport there are lines facing problems with demanded capacity. Increase of the track capacity could be achieved by infrastructure constructive adjustments. The contribution shows how the travel time can be minimized and the track capacity increased by changing some of the basic infrastructure and operation parameters, for example, the minimal curve radius of the track, the number of tracks, or the usable track length at stations. Calculation of the necessary parameter changes is based on the fundamental physical laws applied to the train movement, and calculation of the occupation time is dependent on the changes of controlling the traffic between the stations.

Keywords: Curve radius, maximum curve speed, track mass capacity, reconstruction.

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Authors: Jieer Wu, Zheshu Ma

Abstract:

Nondestructive testing in engineering is an inverse Cauchy problem for Laplace equation. In this paper the problem of nondestructive testing is expressed by a Laplace-s equation with third-kind boundary conditions. In order to find unknown values on the boundary, the method of fundamental solution is introduced and realized. Because of the ill-posedness of studied problems, the TSVD regularization technique in combination with L-curve criteria and Generalized Cross Validation criteria is employed. Numerical results are shown that the TSVD method combined with L-curve criteria is more efficient than the TSVD method combined with GCV criteria. The abstract goes here.

Keywords: ill-posed, TSVD, Laplace's equation, inverse problem, L-curve, Generalized Cross Validation.

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Authors: Shyh-Ming Chern, Hung-Chi Tu

Abstract:

One way to utilize biomass is to thermochemically convert it into gases and chemicals. For conversion of biomass, glucose is a particularly popular model compound for cellulose, or more generally for biomass. The present study takes a different approach by employing lactic acid as the model compound for cellulose. Since lactic acid and glucose have identical elemental composition, they are expected to produce similar results as they go through the conversion process. In the current study, lactic acid was thermochemically converted to assess its reactivity and reaction mechanism in subcritical and supercritical water, by using a 16-ml autoclave reactor. The major operating parameters investigated include: The reaction temperature, from 673 to 873 K, the reaction pressure, 10 and 25 MPa, the dosage of oxidizing agent, 0 and 0.5 chemical oxygen demand, and the concentration of lactic acid in the feed, 0.5 and 1.0 M. Gaseous products from the conversion were generally found to be comparable to those derived from the conversion of glucose.

Keywords: Lactic acid, subcritical water, supercritical water, thermochemical conversion.

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Authors: Süha Yılmaz, Melih Turgut

Abstract:

These In this work, a regular unit speed curve in six dimensional Euclidean space, whose Frenet curvatures are constant, is considered. Thereafter, a method to calculate Frenet apparatus of this curve is presented.

Keywords: Classical Differential Geometry, Euclidean 6-space, Frenet Apparatus of the curves.

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Authors: Yong H. Chung, Eun J. Han, Seil Lee, Sun Y. Park, Eun H. Yoon, Eun J. Cho, Jang H. Lee, Young J. Chu, Jang H. Ha, Jongseo Chai, Yu S. Kim, Min Y. Lee, Hyeyoung Lee

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Cross sections of As radionuclides in the interaction of natGe with 14-30 MeV protons have been deduced by off-line y-ray spectroscopy to find optimal reaction channels leading to radiotracers for positron emission tomography. The experimental results were compared with the previous results and those estimated by the compound nucleus reaction model.

Keywords: Compound nucleus reaction model, off-line g-ray spectroscopy, radionuclide.

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Authors: Mantai Chen, Johnny Ching Ming Ho

Abstract:

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

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

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Authors: N. Tugrul, F. T. Senberber, A. S. Kipcak E. Moroydor Derun, S. Piskin

Abstract:

In this research, it is aimed not only microwave synthesis of magnesium borates but also evaluation of magnesium wastes. Synthesis process can be described with the reaction of Mg wastes and boric acid using microwave energy. X-Ray Diffraction (XRD) and Fourier Transform Infrared Spectroscopy (FT-IR) were applied to synthesized minerals. According to XRD results, magnesium borate hydrate mixtures were obtained as mcallisterite (pdf# = 01-070-1902, Mg₂(B₆O₇(OH)₆)₂.9(H₂O)) at higher crystallinity properties was achieved at the mole ratio raw material 1:1. Also, other kinds of magnesium borate hydrates were obtained at lower crystallinity such as admontite (pdf # = 01-076-0540, MgO(B₂O₃)₃.7(H₂O)), inderite (pdf # = 01-072-2308, 2MgO.3B₂O₃.15(H₂O)) and magnesium borate hydrates (pdf # = 01-076-0539, MgO(B₂O₃)₃.6(H₂O)). FT-IR spectrums indicated that minor changes were seen at the band values of characteristic stretching in each experiment. At the end of experiments it is seen that using microwave energy may contribute positive effects to design of synthesis process such as reducing reaction time and products at higher crystallinity.

Keywords: Magnesium wastes, boric acid, magnesium borate, microwave energy.

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Authors: Abuzar.Abazari, Saeed. Ziaei-Rad, Hoseein. Dalayeli

Abstract:

Collision is considered as a time-depended nonlinear dynamic phenomenon. The majority of researchers have focused on deriving the resultant damage of the ship collisions via analytical, experimental, and finite element methods.In this paper, first, the force-penetration curve of a head collision on a container ship with rigid barrier based on Yang and Pedersen-s methods for internal mechanic section is studied. Next, the obtained results from different analytical methods are compared with each others. Then, through a simulation of the container ship collision in Ansys Ls-Dyna, results from finite element approach are compared with analytical methods and the source of errors is discussed. Finally, the effects of parameters such as velocity, and angle of collision on the forcepenetration curve are investigated.

Keywords: Ship collision, Force-penetration curve, Damage

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Authors: D. S. Vardar, A. S. Kipcak, F. T. Senberber, E. M. Derun, N. Tugrul, S. Piskin

Abstract:

Zinc borate is an important inorganic hydrate borate material, which can be used as a flame retardant agent and corrosion resistance material. This compound can loss its structural water content at higher than 290°C. Due to thermal stability; Zinc Borate can be used as flame retardant at high temperature process of plastic and gum. In this study, the ultrasonic reaction of zinc borates were studied using hydrozincite (Zn5(CO3)2·(OH)6) and boric acid (H3BO3) raw materials. Before the synthesis raw materials were characterized by X-Ray Diffraction (XRD) and Fourier Transform Infrared Spectroscopy (FT-IR). Ultrasonic method is a new application on the zinc borate synthesis. The synthesis parameters were set to 90°C reaction temperature and 55 minutes of reaction time, with 1:1, 1:2, 1:3, 1:4 and 1:5 molar ratio of starting materials (Zn5(CO3)2·(OH)6 : H3BO3). After the zinc borate synthesis, the products were analyzed by XRD and FT-IR. As a result, optimum molar ratio of 1:5 is determined for the synthesis of zinc borates with ultrasonic method.

Keywords: Borate, ultrasonic method, zinc borate, zinc borate synthesis.

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Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

Abstract:

Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.

Keywords: Nelson-Siegel model, Neural networks, Svensson model, Vector autoregressive model, Yield curve.

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Authors: Sh. Hamada, N. Burtebayev, N. Amangeldi, A. Amar

Abstract:

The aim of this work is to study the elastic transfer phenomenon which takes place in the elastic scattering of 16O on 12C at energies near the Coulomb barrier. Where, the angular distribution decrease steadily with increasing the scattering angle, then the cross section will increase at backward angles due to the α-transfer process. This reaction was also studied at different energies for tracking the nuclear rainbow phenomenon. The experimental data of the angular distribution at these energies were compared to the calculation predictions. The optical potential codes such as SPIVAL and Distorted Wave Born Approximation (DWUCK5) were used in analysis.

Keywords: Transfer reaction, DWBA, Elastic Scattering, Optical Potential Codes.

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Authors: N. Zanganeh, M. Zabet

Abstract:

Lactulose is a synthetic disaccharide which has remarkable applications in food and pharmaceutical fields. Lactulose is not found in nature and it is produced by isomerization reaction of lactose in an alkaline environment. It should be noted that this reaction has a very low yield since significant amount of lactose stays un-reacted in the system. Basically, purification of lactulose is difficult and costly. Previous studies have revealed that solubility of lactose and lactulose are significantly different in ethanol. Considering the fact that solubility is also affected by temperature itself, we investigated the effect of ethanol and temperature on separation process of lactose from the syrup containing lactose and lactulose. For this purpose, a saturated solution containing lactulose and lactose was made at three different temperatures; 25⁰C (room temperature), 31⁰C, and 37⁰C first.  Five samples containing 2g saturated solution was taken and then 2g, 3g, 4g, 5g, and 6g ethanol separately was added to the sampling tubes. Sampling tubes were kept at respective temperatures afterward. The concentration of lactose and lactulose after separation process measured and analyzed by High Performance Liquid Chromatography (HPLC). Results showed that ethanol has such a greater impact than operating temperature on purification process. Also, it was observed that the maximum rate of separation occurred at initial amount of added ethanol.

Keywords: Ethanol, lactose, lactulose syrup, purification.

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Authors: F. Halek, A. Kavousi, M. Banifatemi

Abstract:

There is growing interest in biodiesel (fatty acid methyl ester or FAME) because of the similarity in its properties when compared to those of diesel fuels. Diesel engines operated on biodiesel have lower emissions of carbon monoxide, unburned hydrocarbons, particulate matter, and air toxics than when operated on petroleum-based diesel fuel. Production of fatty acid methyl ester (FAME) from rapeseed (nonedible oil) fatty acid distillate having high free fatty acids (FFA) was investigated in this work. Conditions for esterification process of rapeseed oil were 1.8 % H2SO4 as catalyst, MeOH/oil of molar ratio 2 : 0.1 and reaction temperature 65 °C, for a period of 3h. The yield of methyl ester was > 90 % in 1 h. The amount of FFA was reduced from 93 wt % to less than 2 wt % at the end of the esterification process. The FAME was pureed by neutralization with 1 M sodium hydroxide in water solution at a reaction temperature of 62 °C. The final FAME product met with the biodiesel quality standard, and ASTM D 6751.

Keywords: Alternative Fuels, Biodiesel, Fatty Acid, MethylEster, Seed Oil, Transesterification.

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Authors: Sulata Maharana, B Biswas, Adity Ganguly, Ashok Kumar

Abstract:

In this paper, the requirement for Coke quality prediction, its role in Blast furnaces, and the model output is explained. By applying method of Artificial Neural Networking (ANN) using back propagation (BP) algorithm, prediction model has been developed to predict CSR. Important blast furnace functions such as permeability, heat exchanging, melting, and reducing capacity are mostly connected to coke quality. Coke quality is further dependent upon coal characterization and coke making process parameters. The ANN model developed is a useful tool for process experts to adjust the control parameters in case of coke quality deviations. The model also makes it possible to predict CSR for new coal blends which are yet to be used in Coke Plant. Input data to the model was structured into 3 modules, for tenure of past 2 years and the incremental models thus developed assists in identifying the group causing the deviation of CSR.

Keywords: Artificial Neural Networks, backpropagation, CokeStrength after Reaction, Multilayer Perceptron.

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Authors: Velid Demir, Mesut Akgün

Abstract:

The lanthanum and zinc oxide were synthesized and then loaded with 6 wt% over γ-Al2O3 using the wet impregnation method. The samples were calcined at 900 °C to ensure a coherent structure with high catalytic performance. Characterization of the catalysts was verified by X-ray diffraction (XRD) and Fourier-transform infrared spectroscopy (FTIR). The effect of catalysts on biodiesel content from jatropha oil was studied under supercritical conditions. The results showed that ZnO/γ-Al2O3 was the superior catalyst for jatropha oil with 98.05% biodiesel under reaction conditions of 7 min reaction time, 1:40 oil to methanol molar ratio, 6 wt% of catalyst loading, 90 bar of reaction pressure, and 300 °C of reaction temperature, compared to 95.50% with La2O3/γ-Al2O3 at the same parameters. For this study, ZnO/γ-Al2O3 was the most suitable catalyst due to performance and cost considerations.

Keywords: Biodiesel, heterogeneous catalyst, Jatropha oil, supercritical methanol, transesterification.

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Authors: Essam A. Al-Bahkali

Abstract:

A three-dimensional finite element modeling for austenitic stainless steel AISI 304 annealed condition sheets of 1.0 mm thickness are developed using ABAQUS® software. This includes spot welded and weld bonded joints models. Both models undergo thermal heat caused by spot welding process and then are subjected to axial load up to the failure point. The properties of elastic and plastic regions, modulus of elasticity, fracture limit, nugget and heat affected zones are determined. Complete loaddisplacement curve for each joining model is obtained and compared with the experiment data and with the finite element models without including the effect of thermal process. In general, the results obtained for both spot welded and weld-bonded joints affected by thermal process showed an excellent agreement with the experimental data.

Keywords: Heat Affected Zone, Spot Welded, Thermal Process, Weld-Bonded.

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Authors: Flora Elvistia Firdaus

Abstract:

Polyurethane foam (PUF) were prepared by reacting polyols synthesized from soy-oil into mixture of 2,4- Toluene diisocyanate (TDI) with 4,4--Methylene Diamine Isocyanate (MDI) with ratio of 70:30. The polyols obtained via esterification reaction were categorize into different temperature of reaction and by used of varied concentration of phosphoric acid catalyst. The purpose of catalysts is to shifting selectivity to a desired and value added of product. The effect of stoichiometric balance (molar ratio of epoxide/ethylene glycol) to the concentration of the catalyst on the final properties was evaluated.

Keywords: temperature, phosphate, soy polyurethane

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Authors: U. P. L. Wijayarathne, K. C. Wasalathilake

Abstract:

This work presents the modelling and simulation of saponification of ethyl acetate in the presence of sodium hydroxide in a plug flow reactor using Aspen Plus simulation software. Plug flow reactors are widely used in the industry due to the non-mixing property. The use of plug flow reactors becomes significant when there is a need for continuous large scale reaction or fast reaction. Plug flow reactors have a high volumetric unit conversion as the occurrence for side reactions is minimum. In this research Aspen Plus V8.0 has been successfully used to simulate the plug flow reactor. In order to simulate the process as accurately as possible HYSYS Peng- Robinson EOS package was used as the property method. The results obtained from the simulation were verified by the experiment carried out in the EDIBON plug flow reactor module. The correlation coefficient (r2) was 0.98 and it proved that simulation results satisfactorily fit for the experimental model. The developed model can be used as a guide for understanding the reaction kinetics of a plug flow reactor.

Keywords: Aspen Plus, Modelling, Plug Flow Reactor, Simulation.

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Authors: Iuliia Zarubiieva, Joyun Tseng, Vishwesh Kulkarni

Abstract:

Recent researches has focused on nucleic acids as a substrate for designing biomolecular circuits for in situ monitoring and control. A common approach is to express them by a set of idealised abstract chemical reaction networks (ACRNs). Here, we present new results on how abstract chemical reactions, viz., catalysis, annihilation and degradation, can be used to implement circuit that accurately computes logarithm function using the method of Arithmetic-Geometric Mean (AGM), which has not been previously used in conjunction with ACRNs.

Keywords: Abstract chemical reaction network, DNA strand displacement, natural logarithm.

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Authors: Anon Yantarasri, Yachai Limpiyakorn

Abstract:

Decisions are regularly made during a project or daily life. Some decisions are critical and have a direct impact on project or human success. Formal evaluation is thus required, especially for crucial decisions, to arrive at the optimal solution among alternatives to address issues. According to microeconomic theory, all people-s decisions can be modeled as indifference curves. The proposed approach supports formal analysis and decision by constructing indifference curve model from the previous experts- decision criteria. These knowledge embedded in the system can be reused or help naïve users select alternative solution of the similar problem. Moreover, the method is flexible to cope with unlimited number of factors influencing the decision-making. The preliminary experimental results of the alternative selection are accurately matched with the expert-s decisions.

Keywords: Decision Analysis and Resolution, Indifference Curve, Multi-criteria Decision Making.

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Authors: Chandrashekar, R. T. Radhika, B. M. Venkatesha, S. Ananda, Shivalingegowda, T. S. Shashikumar, H. Ramachandra

Abstract:

The kinetics of the oxidation of amitriptyline (AT) by sodium N-bromotoluene sulphonamide (C₆H₅SO₂NBrNa) has been studied in an acidic buffer medium of pH 1.2 at 303 K. The oxidation reaction of AT was followed spectrophotometrically at maximum wavelength, 410 nm. The reaction rate shows a first order dependence each on concentration of AT and concentration of sodium N-bromotoluene sulphonamide. The reaction also shows an inverse fractional order dependence at low or high concentration of HCl. The dielectric constant of the solvent shows negative effect on the rate of reaction. The addition of halide ions and the reduction product of BAT have no significant effect on the rate. The rate is unchanged with the variation in the ionic strength (NaClO₄) of the medium. Addition of reaction mixtures to be aqueous acrylamide solution did not initiate polymerization, indicating the absence of free radical species. The stoichiometry of the reaction was found to be 1:1 and oxidation product of AT is identified. The Michaelis-Menton type of kinetics has been proposed. The CH₃C₆H₅SO₂NHBr has been assumed to be the reactive oxidizing species. Thermodynamical parameters were computed by studying the reactions at different temperatures. A mechanism consistent with observed kinetics is presented.

Keywords: Amitriptyline, bromamine-T, kinetics, oxidation.

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Authors: Roman Ružarovský, Radovan Holubek, Peter Košťál

Abstract:

The current trend of increasing quality and demands of the final product is affected by time analysis of the entire manufacturing process. The primary requirement of manufacturing is to produce as many products as soon as possible, at the lowest possible cost, but of course with the highest quality. Such requirements may be satisfied only if all the elements entering and affecting the production cycle are in a fully functional condition. These elements consist of sensory equipment and intelligent control elements that are essential for building intelligent manufacturing systems. The intelligent manufacturing paradigm includes a new approach to production system structure design. Intelligent behaviors are based on the monitoring of important parameters of system and its environment. The flexible reaction to changes. The realization and utilization of this design paradigm as an "intelligent manufacturing system" enables the flexible system reaction to production requirement as soon as environmental changes too. Results of these flexible reactions are a smaller layout space, be decreasing of production and investment costs and be increasing of productivity. Intelligent manufacturing system itself should be a system that can flexibly respond to changes in entering and exiting the process in interaction with the surroundings.

Keywords: Sensory equipment, intelligent manufacturing systems, manufacturing process, control system, smart automation.

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Authors: Sh. Hamada, N. Burtebayev, A. Amar, N. Amangieldy

Abstract:

the aim of that work is to study the proton transfer phenomenon which takes place in the elastic scattering of 12C on 11B at energies near the coulomb barrier. This reaction was studied at four different energies 16, 18, 22, 24 MeV. The experimental data of the angular distribution at these energies were compared to the calculation prediction using the optical potential codes such as ECIS88 and SPIVAL. For the raising in the cross section at backward angles due to the transfer process we could use Distorted Wave Born Approximation (DWUCK5). Our analysis showed that SPIVAL code with l-dependent imaginary potential could be used effectively.

Keywords: Transfer reaction, DWBA, Elastic Scattering, Optical Potential Codes.

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Authors: H. Ganji, H. R. Mahdipoor, J. Ahmadpanah, H. Naderi

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The modified Claus process is the major technology for the recovery of elemental sulfur from hydrogen sulfide. The chemical reactions that can occur in the reaction furnace are numerous and many byproducts such as carbon disulfide and carbon carbonyl sulfide are produced. These compounds can often contribute from 20 to 50% of the pollutants and therefore, should be hydrolyzed in the catalytic converter. The inlet temperature of the first catalytic reactor should be maintained over than 250 °C, to hydrolyze COS and CS2. In this paper, the various configurations for the first converter reheating of sulfur recovery unit are investigated. As a result, the performance of each method is presented for a typical clause unit. The results show that the hot gas method seems to be better than the other methods.

Keywords: Sulfur recovery unit, reaction converter.

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Authors: Ivandic Kreso, Spiranec Miljenko, Kavur Boris, Strelec Stjepan

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This article discusses the possibility of using dilatometer tests (DMT) together with in situ seismic tests (MASW) in order to get the shape of G-g degradation curve in cohesive soils (clay, silty clay, silt, clayey silt and sandy silt). MASW test provides the small soil stiffness (G_o from v_s) at very small strains and DMT provides the stiffness of the soil at ‘work strains’ (M_DMT). At different test locations, dilatometer shear stiffness of the soil has been determined by the theory of elasticity. Dilatometer shear stiffness has been compared with the theoretical G-g degradation curve in order to determine the typical range of shear deformation for different types of cohesive soil. The analysis also includes factors that influence the shape of the degradation curve (G-g) and dilatometer modulus (M_DMT), such as the overconsolidation ratio (OCR), plasticity index (IP) and the vertical effective stress in the soil (s_vo'). Parametric study in this article defines the range of shear strain g_DMT and G_DMT/G_o relation depending on the classification of a cohesive soil (clay, silty clay, clayey silt, silt and sandy silt), function of density (loose, medium dense and dense) and the stiffness of the soil (soft, medium hard and hard). The article illustrates the potential of using MASW and DMT to obtain G-g degradation curve in cohesive soils.

Keywords: Dilatometer testing, MASW testing, shear wave, soil stiffness, stiffness reduction, shear strain.

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Authors: Chillali Abdelhakim

Abstract:

Groups where the discrete logarithm problem (DLP) is believed to be intractable have proved to be inestimable building blocks for cryptographic applications. They are at the heart of numerous protocols such as key agreements, public-key cryptosystems, digital signatures, identification schemes, publicly verifiable secret sharings, hash functions and bit commitments. The search for new groups with intractable DLP is therefore of great importance.The goal of this article is to study elliptic curves over the ring Fq[], with Fq a finite field of order q and with the relation n = 0, n ≥ 3. The motivation for this work came from the observation that several practical discrete logarithm-based cryptosystems, such as ElGamal, the Elliptic Curve Cryptosystems . In a first time, we describe these curves defined over a ring. Then, we study the algorithmic properties by proposing effective implementations for representing the elements and the group law. In anther article we study their cryptographic properties, an attack of the elliptic discrete logarithm problem, a new cryptosystem over these curves.

Keywords: Elliptic Curve Over Ring, Discrete Logarithm Problem.

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Authors: George Yungchih Wang

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This paper argues that increased uncertainty, in certain situations, may actually encourage investment. Since earlier studies mostly base their arguments on the assumption of geometric Brownian motion, the study extends the assumption to alternative stochastic processes, such as mixed diffusion-jump, mean-reverting process, and jump amplitude process. A general approach of Monte Carlo simulation is developed to derive optimal investment trigger for the situation that the closed-form solution could not be readily obtained under the assumption of alternative process. The main finding is that the overall effect of uncertainty on investment is interpreted by the probability of investing, and the relationship appears to be an invested U-shaped curve between uncertainty and investment. The implication is that uncertainty does not always discourage investment even under several sources of uncertainty. Furthermore, high-risk projects are not always dominated by low-risk projects because the high-risk projects may have a positive realization effect on encouraging investment.

Keywords: real options, geometric Brownian motion, mixeddiffusion-jump process, mean- reverting process, jump amplitudeprocess

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Authors: Ahmed Abdolkhalig

Abstract:

This paper examines many mathematical methods for molding the hourly price forward curve (HPFC); the model will be constructed by numerous regression methods, like polynomial regression, radial basic function neural networks & a furrier series. Examination the models goodness of fit will be done by means of statistical & graphical tools. The criteria for choosing the model will depend on minimize the Root Mean Squared Error (RMSE), using the correlation analysis approach for the regression analysis the optimal model will be distinct, which are robust against model misspecification. Learning & supervision technique employed to determine the form of the optimal parameters corresponding to each measure of overall loss. By using all the numerical methods that mentioned previously; the explicit expressions for the optimal model derived and the optimal designs will be implemented.

Keywords: Forward curve, furrier series, regression, radial basic function neural networks.

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Authors: Paola Lecca, Lorenzo Dematte

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Reactiondiffusion systems are mathematical models that describe how the concentration of one or more substances distributed in space changes under the influence of local chemical reactions in which the substances are converted into each other, and diffusion which causes the substances to spread out in space. The classical representation of a reaction-diffusion system is given by semi-linear parabolic partial differential equations, whose general form is ÔêétX(x, t) = DΔX(x, t), where X(x, t) is the state vector, D is the matrix of the diffusion coefficients and Δ is the Laplace operator. If the solute move in an homogeneous system in thermal equilibrium, the diffusion coefficients are constants that do not depend on the local concentration of solvent and of solutes and on local temperature of the medium. In this paper a new stochastic reaction-diffusion model in which the diffusion coefficients are function of the local concentration, viscosity and frictional forces of solvent and solute is presented. Such a model provides a more realistic description of the molecular kinetics in non-homogenoeus and highly structured media as the intra- and inter-cellular spaces. The movement of a molecule A from a region i to a region j of the space is described as a first order reaction Ai k- → Aj , where the rate constant k depends on the diffusion coefficient. Representing the diffusional motion as a chemical reaction allows to assimilate a reaction-diffusion system to a pure reaction system and to simulate it with Gillespie-inspired stochastic simulation algorithms. The stochastic time evolution of the system is given by the occurrence of diffusion events and chemical reaction events. At each time step an event (reaction or diffusion) is selected from a probability distribution of waiting times determined by the specific speed of reaction and diffusion events. Redi is the software tool, developed to implement the model of reaction-diffusion kinetics and dynamics. It is a free software, that can be downloaded from http://www.cosbi.eu. To demonstrate the validity of the new reaction-diffusion model, the simulation results of the chaperone-assisted protein folding in cytoplasm obtained with Redi are reported. This case study is redrawing the attention of the scientific community due to current interests on protein aggregation as a potential cause for neurodegenerative diseases.

Keywords: Reaction-diffusion systems, Fick's law, stochastic simulation algorithm.

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Authors: L. Parisi

Abstract:

In this research work, neural networks were applied to classify two types of hip joint implants based on the relative hip joint implant side speed and three components of each ground reaction force. The condition of walking gait at normal velocity was used and carried out with each of the two hip joint implants assessed. Ground reaction forces’ kinetic temporal changes were considered in the first approach followed but discarded in the second one. Ground reaction force components were obtained from eighteen patients under such gait condition, half of which had a hip implant type I-II, whilst the other half had the hip implant, defined as type III by Orthoload®. After pre-processing raw gait kinetic data and selecting the time frames needed for the analysis, the ground reaction force components were used to train a MLP neural network, which learnt to distinguish the two hip joint implants in the abovementioned condition. Further to training, unknown hip implant side and ground reaction force components were presented to the neural networks, which assigned those features into the right class with a reasonably high accuracy for the hip implant type I-II and the type III. The results suggest that neural networks could be successfully applied in the performance assessment of hip joint implants.

Keywords: Kinemic gait data, Neural networks, Hip joint implant, Hip arthroplasty, Rehabilitation Engineering.

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