Search results for: joint source channel coding

Authors: Chao He, Shunhua Zhou, Peijun Guo

Abstract:

The vast majority of existing underground railway lines consist of twin tunnels. In this paper, the dynamic interaction between two neighboring tunnels in a layered half-space is investigated by an analytical model. The two tunnels are modelled as cylindrical thin shells, while the soil in the form of a layered half-space with two cylindrical cavities is simulated by the elastic continuum theory. The transfer matrix method is first used to derive the relationship between the plane wave vectors in arbitrary layers and the source layer. Thereafter, the wave translation and transformation are introduced to determine the plane and cylindrical wave vectors in the source layer. The solution for the dynamic interaction between twin tunnels in a layered half-space is obtained by means of the compatibility of displacements and equilibrium of stresses on the two tunnel–soil interfaces. By coupling the proposed model with a fully track model, the train-induced vibrations from twin tunnels in a multi-layered half-space are investigated. The numerical results demonstrate that the existence of a neighboring tunnel has a significant effect on ground vibrations.

Keywords: Underground railway, twin tunnels, wave translation and transformation, transfer matrix method.

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Authors: Mario Mastriani

Abstract:

We describe a new filtering approach in the wavelet domain for image denoising and compression, based on the projections of details subbands coefficients (resultants of the splitting procedure, typical in wavelet domain) onto the approximation subband coefficients (much less noisy). The new algorithm is called Projection Onto Approximation Coefficients (POAC). As a result of this approach, only the approximation subband coefficients and three scalars are stored and/or transmitted to the channel. Besides, with the elimination of the details subbands coefficients, we obtain a bigger compression rate. Experimental results demonstrate that our approach compares favorably to more typical methods of denoising and compression in wavelet domain.

Keywords: Compression, denoising, projections, wavelets.

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Authors: A. Rattanapittayapron, O. Vanijajiva

Abstract:

Canna indica is a prominent species complex in tropical and subtropical areas. They become indigenous in Southeast Asia where they have been introduced. At present, C. indica complex comprises over hundred hybrids, are cultivated as commercial horticulture. The species complex contains starchy rhizome having economic value in terms of food and herbal medicine. In addition, bright color of the flowers makes it a valuable ornamental plant and potential source for natural colorant. This study aims to assess genetic diversity of four varieties of C. indica complex based on SRAP (sequence-related amplified polymorphism) and iPBS (inter primer binding site) markers. We also examined phytochemical characteristics and antioxidant properties of the flower extracts from four different color varieties. Results showed that despite of the genetic variation, there were no significant differences in phytochemical characteristics and antioxidant properties of flowers. The SRAP and iPBS results agree with the more primitive traits showed by morphological information and phytochemical and antioxidant characteristics from the flowers. Since Canna flowers has long been used as natural colorants together with the antioxidant activities from the ethanol extracts in this study, there are likely to be good source for cosmetics additives.

Keywords: Canna indica, antioxidant activity, genetic diversity, SRAP, iPBS.

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Authors: P. Kumsawat, N. Pimpru, K. Attakitmongcol, A.Srikaew

Abstract:

In this paper, we proposed an efficient data compression strategy exploiting the multi-resolution characteristic of the wavelet transform. We have developed a sensor node called “Smart Sensor Node; SSN". The main goals of the SSN design are lightweight, minimal power consumption, modular design and robust circuitry. The SSN is made up of four basic components which are a sensing unit, a processing unit, a transceiver unit and a power unit. FiOStd evaluation board is chosen as the main controller of the SSN for its low costs and high performance. The software coding of the implementation was done using Simulink model and MATLAB programming language. The experimental results show that the proposed data compression technique yields recover signal with good quality. This technique can be applied to compress the collected data to reduce the data communication as well as the energy consumption of the sensor and so the lifetime of sensor node can be extended.

Keywords: Wireless sensor network, wavelet transform, data compression, ZigBee, skipped high-pass sub-band.

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Authors: Anju Shri, Parvinder S. Sandhu, Vikas Gupta, Sanyam Anand

Abstract:

In literature, there are metrics for identifying the quality of reusable components but the framework that makes use of these metrics to precisely predict reusability of software components is still need to be worked out. These reusability metrics if identified in the design phase or even in the coding phase can help us to reduce the rework by improving quality of reuse of the software component and hence improve the productivity due to probabilistic increase in the reuse level. As CK metric suit is most widely used metrics for extraction of structural features of an object oriented (OO) software; So, in this study, tuned CK metric suit i.e. WMC, DIT, NOC, CBO and LCOM, is used to obtain the structural analysis of OO-based software components. An algorithm has been proposed in which the inputs can be given to K-Means Clustering system in form of tuned values of the OO software component and decision tree is formed for the 10-fold cross validation of data to evaluate the in terms of linguistic reusability value of the component. The developed reusability model has produced high precision results as desired.

Keywords: CK-Metric, Desicion Tree, Kmeans, Reusability.

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Authors: Hao Liu, Lihui Zheng, Chinedu J. Okere, Chao Wang, Xiangchun Wang, Peng Zhang

Abstract:

The coalbed methane (CBM) extraction industry (an unconventional energy source) has not established guidelines for experimental evaluation of sensitivity damage for coal samples. The existing experimental process of previous researches mainly followed the industry standard for conventional oil and gas reservoirs (CIS). However, the existing evaluation method ignores certain critical differences between CBM reservoirs and conventional reservoirs, which could inevitably result in an inaccurate evaluation of sensitivity damage and, eventually, poor decisions regarding the formulation of formation damage prevention measures. In this study, we propose improved experimental guidelines for evaluating seepage sensitivity damage of CBM reservoirs by leveraging on the shortcomings of the existing methods. The proposed method was established via a theoretical analysis of the main drawbacks of the existing methods and validated through comparative experiments. The results show that the proposed evaluation technique provided reliable experimental results that can better reflect actual reservoir conditions and correctly guide the future development of CBM reservoirs. This study is pioneering the research on the optimization of experimental parameters for efficient exploration and development of CBM reservoirs.

Keywords: Coalbed methane, formation damage, permeability, unconventional energy source.

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Authors: A. Karsenty, A. Chelly

Abstract:

Ultrathin (UTD) and Nanoscale (NSD) SOI-MOSFET devices, sharing a similar W/L but with a channel thickness of 46nm and 1.6nm respectively, were fabricated using a selective “gate recessed” process on the same silicon wafer. The electrical transport characterization at room temperature has shown a large difference between the two kinds of devices and has been interpreted in terms of a huge unexpected series resistance. Electrical characteristics of the Nanoscale device, taken in the linear region, can be analytically derived from the ultrathin device ones. A comparison of the structure and composition of the layers, using advanced techniques such as Focused Ion Beam (FIB) and High Resolution TEM (HRTEM) coupled with Energy Dispersive X-ray Spectroscopy (EDS), contributes an explanation as to the difference of transport between the devices.

Keywords: Nanoscale Devices, SOI MOSFET, Analytical Model, Electron Transport.

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Authors: Hao Wu, Jonathan L. Shapiro

Abstract:

The Bayesian Optimization Algorithm (BOA) is an algorithm based on the estimation of distributions. It uses techniques from modeling data by Bayesian networks to estimating the joint distribution of promising solutions. To obtain the structure of Bayesian network, different search algorithms can be used. The key point that BOA addresses is whether the constructed Bayesian network could generate new and useful solutions (strings), which could lead the algorithm in the right direction to solve the problem. Undoubtedly, this ability is a crucial factor of the efficiency of BOA. Varied search algorithms can be used in BOA, but their performances are different. For choosing better ones, certain suitable method to present their ability difference is needed. In this paper, a greedy search algorithm and a stochastic search algorithm are used in BOA to solve certain optimization problem. A method using Kullback-Leibler (KL) Divergence to reflect their difference is described.

Keywords: Bayesian optimization algorithm, greedy search, KL divergence, stochastic search.

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Authors: E. Hemmati Vand, R. H. Oskouei, T. N. Chakherlou

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In this paper, the details of an experimental method to measure the clamping force value at bolted connections due to application of wrenching torque to tighten the nut have been presented. A simplified bolted joint including a holed plate with a single bolt was considered to carry out the experiments. This method was designed based on Hooke-s law by measuring compressive axial strain of a steel bush placed between the nut and the plate. In the experimental procedure, the values of clamping force were calculated for seven different levels of applied torque, and this process was repeated three times for each level of the torque. Moreover, the effect of lubrication of threads on the clamping value was studied using the same method. In both conditions (dry and lubricated threads), relation between the torque and the clamping force have been displayed in graphs.

Keywords: Clamping force, Bolted joints, Experimental method, Lubrication.

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Authors: Fatima Zohra Rahou, A. Guen Bouazza, B. Bouazza

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Invention of transistor is the foundation of electronics industry. Metal Oxide Semiconductor Field Effect Transistor (MOSFET) has been the key for the development of nanoelectronics technology. In the first part of this manuscript, we present a new generation of MOSFET transistors based on SOI (Silicon-On-Insulator) technology. It is a partially depleted Silicon-On-Insulator (PD SOI MOSFET) transistor simulated by using SILVACO software. This work was completed by the presentation of some results concerning the influence of parameters variation (channel length L and gate oxide thickness Tox) on our PDSOI n-MOSFET structure on its drain current and kink effect.

Keywords: SOI technology, PDSOI MOSFET, FDSOI MOSFET, Kink Effect, SILVACO TCAD.

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Authors: M. S. Thakur, Mohit Shukla

Abstract:

A channel/tunnel, which carries the water to the penstock/pressure shaft is called headrace tunnel (HRT). It is necessary to know the general topography, geology of the area, state of stress and other mechanical properties of the strata. For this certain topographical and geological investigations, in-situ and laboratory tests, and observations are required to be done. These investigations play an important role in a tunnel design as these help in deciding the optimum layout, shape and size and support requirements of the tunnel. The paper includes inputs from Nathpa Jhakri Hydeoelectric project which is India’s highest capacity (1500 MW) operating hydroelectric project. The paper would help the design engineers with various new concepts and preparedness against geological surprises.

Keywords: Tunnelling, geology, head race tunnel, rockmass.

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Authors: Almudena Konrad, Tomás Galguera

Abstract:

Lack of motivation and interest is a serious obstacle to students’ learning computing skills. A need exists for a knowledge base on effective pedagogy and curricula to teach computer programming. This paper presents results from research evaluating a six-year project designed to teach complex concepts in computer programming collaboratively, while supporting students to continue developing their computer thinking and related coding skills individually. Utilizing a quasi-experimental, mixed methods design, the pedagogical approaches and methods were assessed in two contrasting groups of students with different socioeconomic status, gender, and age composition. Analyses of quantitative data from Likert-scale surveys and an evaluation rubric, combined with qualitative data from reflective writing exercises and semi-structured interviews yielded convincing evidence of the project’s success at both teaching and inspiring students.

Keywords: Computational thinking, computing education, computer programming curriculum, logic, teaching methods.

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Authors: I. Siti Rabiatull Aisha, A. Ourdjini, O. Saliza Azlina

Abstract:

The aim of this paper is to study the effectiveness of bismuth addition in the solder alloy to retard the intermetallic compound formation and growth. In this study, three categories of solders such as Sn-4Ag-xCu (x = 0.5, 0.7, 1.0) and Sn-4Ag-0.5Cu-xBi (x = 0.1, 0.2, 0.4) were used. Ni/Au surface finish substrates were dipped into the molten solder at a temperature of 180-190 ^oC and allowed to cool at room temperature. The intermetallic compound (IMCs) were subjected to the characterization in terms of composition and morphology. The IMC phases were identified by energy dispersive x-ray (EDX), whereas the optical microscope and scanning electron microscopy (SEM) were used to observe microstructure evolution of the solder joint. The results clearly showed that copper concentration dependency was high during the reflow stage. Besides, only Ni₃Sn₄ and Ni₃Sn₂ were detected for all copper concentrations. The addition of Bi was found to have no significant effect on the type of IMCs formed, but yet the grain became further refined.

Keywords: Bismuth addition, intermetallic compound, composition, morphology.

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Authors: Anam Azam, Muhammad Rafiq

Abstract:

The study identified the socio-economic and demographic factors of both married and unmarried females in third world countries. Almost all the countries have same problems but we have selected Pakistan as a sample country. The main purpose of this study was to examine which factors forced women to participate in labor market. So the best technique of data collection was survey of both married and unmarried females between the ages of 20 to 49. Two models (probit and logit) were used to analyze the factors which effect on FLFP. The result showed that some factors e.g. age; education and marital status have significant effect on FLFP. The findings showed that educated women and those who belong to joint families are more participate because of financial pressure.

Keywords: Education, Financial status, Family pressure Labor Market participation.

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Authors: Musthafah b. Mohd.Tahir, Noboru Yamada, Tetsuya Hoshino

Abstract:

This paper describes the experimental efficiency of a compact organic Rankine cycle (ORC) system with a compact rotary-vane-type expander. The compact ORC system can be used for power generation from low-temperature heat sources such as waste heat from various small-scale heat engines, fuel cells, electric devices, and solar thermal energy. The purpose of this study is to develop an ORC system with a low power output of less than 1 kW with a hot temperature source ranging from 60°C to 100°C and a cold temperature source ranging from 10°C to 30°C. The power output of the system is rather less due to limited heat efficiency. Therefore, the system should have an economically optimal efficiency. In order to realize such a system, an efficient and low-cost expander is indispensable. An experimental ORC system was developed using the rotary-vane-type expander which is one of possible candidates of the expander. The experimental results revealed the expander performance for various rotation speeds, expander efficiencies, and thermal efficiencies. Approximately 30 W of expander power output with 48% expander efficiency and 4% thermal efficiency with a temperature difference between the hot and cold sources of 80°C was achieved.

Keywords: Organic Rankine cycle, Thermodynamic cycle, Thermal efficiency, Turbine efficiency, Waste heat recovery, Powergeneration, Low temperature heat engine.

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Authors: T. K. V. Iyengar, Punnamchandar Bitla

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The paper deals with the pulsating flow of an incompressible couple stress fluid between permeable beds. The couple stress fluid is injected into the channel from the lower permeable bed with a certain velocity and is sucked into the upper permeable bed with the same velocity. The flow between the permeable beds is assumed to be governed by couple stress fluid flow equations of V. K. Stokes and that in the permeable regions by Darcy-s law. The equations are solved analytically and the expressions for velocity and volume flux are obtained. The effects of the material parameters are studied numerically and the results are presented through graphs.

Keywords: Pulsating flow, couple stress fluid, permeable beds, mass flux, shear stress.

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Authors: Mehdi Kheradmand, Mehdi Azhdary Moghaddam, Abdolreza Zahiri, Mohadeseh Kheradmand

Abstract:

Determining the flow discharge in meandering channels with a compound cross section is associated with problems due to the complex hydraulic structure of the flow in the meander belt, which can be attributed to different and ever-changing geometric shapes of the meander. This research paper intends to study the accuracy of several one-dimensional experimental methods in determining the flow discharge. To this end, the results of laboratory data related to four meandering compound channels have been used, and the accuracy of three important methods to determine the flow discharge have been checked in these channels.

Keywords: Flow discharge determination, meandering compound channel, compound section, meandering rivers.

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Authors: Assyl Bari, Olga Berillo, Saltanat Orazova, Anatoliy Ivashchenko

Abstract:

Among all microRNAs (miRNAs) in 12 plant species investigated in this study, only miR398 targeted the copper chaperone for superoxide dismutase (CCS). The nucleotide sequences of miRNA binding sites were located in the mRNA protein-coding sequence (CDS) and were highly homologous. These binding sites in CCS mRNA encoded a conservative GDLGTL hexapeptide. The binding sites for miR398 in the CDS of superoxide dismutase 1 mRNA encoded GDLGN pentapeptide. The conservative miR398 binding site located in the CDS of superoxide dismutase 2 mRNA encoded the GDLGNI hexapeptide. The miR398 binding site in the CDS of superoxide dismutase 3 mRNA encoded the GDLGNI or GDLGNV hexapeptide. Gene expression of the entire superoxide dismutase family in the studied plant species was regulated only by miR398. All members of the miR398 family, i.e. miR398a,b,c were connected to one site for each CuZnSOD and chaperone mRNA.

Keywords: MicroRNA, mRNA, plant, superoxide dismutase.

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Authors: M. Jamuna Rani, K. Ramanathan

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A steam power plant is housed with various types of equipments like boiler, turbine, heat exchanger etc. These equipments are mainly connected with piping systems. Such a piping layout design depends mainly on stress analysis and flexibility. It will vary with respect to pipe geometrical properties, pressure, temperature, and supports. The present paper is to analyze the presence and effect of hangers and expansion joints in the piping layout/routing using CAESAR-II software. Main aim of piping stress analysis is to provide adequate flexibility for absorbing thermal expansion, code compliance for stresses and displacement incurred in piping system. The design is said to be safe if all these are in allowable range as per code. In this study, a sample problem is considered for analysis as per power piping ASME B31.1 code and the results thus obtained are compared.

Keywords: ASTM B31.1, hanger, expansion joint, CAESAR-II.

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Authors: A. Balbo, G. Colucci, M. Nicoli, L. Savoldi

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Hydrogen is expected to become an undisputed player in the ecological transition throughout the next decades. The decarbonization potential offered by this energy vector provides various opportunities for the so-called “hard-to-abate” sectors, including industrial production of iron and steel, glass, refineries and the heavy-duty transport. In this regard, Italy, in the framework of decarbonization plans for the whole European Union, has been considering a wider use of hydrogen to provide an alternative to fossil fuels in hard-to-abate sectors. This work aims to assess and compare different options concerning the pathway to be followed in the development of the future Italian energy system in order to meet decarbonization targets as established by the Paris Agreement and by the European Green Deal, and to infer a techno-economic analysis of the required asset alternatives to be used in that perspective. To accomplish this objective, the Energy System Optimization Model TEMOA-Italy is used, based on the open-source platform TEMOA and developed at PoliTo as a tool to be used for technology assessment and energy scenario analysis. The adopted assessment strategy includes two different scenarios to be compared with a business-as-usual one, which considers the application of current policies in a time horizon up to 2050. The studied scenarios are based on the up-to-date hydrogen-related targets and planned investments included in the National Hydrogen Strategy and in the Italian National Recovery and Resilience Plan, with the purpose of providing a critical assessment of what they propose. One scenario imposes decarbonization objectives for the years 2030, 2040 and 2050, without any other specific target. The second one (inspired to the national objectives on the development of the sector) promotes the deployment of the hydrogen value-chain. These scenarios provide feedback about the applications hydrogen could have in the Italian energy system, including transport, industry and synfuels production. Furthermore, the decarbonization scenario where hydrogen production is not imposed, will make use of this energy vector as well, showing the necessity of its exploitation in order to meet pledged targets by 2050. The distance of the planned policies from the optimal conditions for the achievement of Italian objectives is clarified, revealing possible improvements of various steps of the decarbonization pathway, which seems to have as a fundamental element Carbon Capture and Utilization technologies for its accomplishment. In line with the European Commission open science guidelines, the transparency and the robustness of the presented results are ensured by the adoption of the open-source open-data model such as the TEMOA-Italy.

Keywords: Decarbonization, energy system optimization models, hydrogen, open-source modeling, TEMOA.

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Authors: Esther T. Akinlabi, Stephen A. Akinlabi

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This paper reports the tensile fracture location characterizations of dissimilar friction stir welds between 5754 aluminium alloy and C11000 copper. The welds were produced using three shoulder diameter tools; namely, 15, 18 and 25 mm by varying the process parameters. The rotational speeds considered were 600, 950 and 1200 rpm while the feed rates employed were 50, 150 and 300 mm/min to represent the low, medium and high settings respectively. The tensile fracture locations were evaluated using the optical microscope to identify the fracture locations and were characterized. It was observed that 70% of the tensile samples failed in the Thermo Mechanically Affected Zone (TMAZ) of copper at the weld joints. Further evaluation of the fracture surfaces of the pulled tensile samples revealed that welds with low Ultimate Tensile Strength either have defects or intermetallics present at their joint interfaces.

Keywords: fracture location, friction stir welding, intermetallics, metallography,

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Authors: Andreja Benko

Abstract:

Article presents a short overview of the architects’ profession over time with outlined work of the architectural theoreticians. In the continuation is described a former affiliation of Slovenia as well as the spatial planning documents that were in use until the Slovenia joint Yugoslavia (last part in 1919). This legislation from former Austro-Hungarian monarchy was valid almost until 1950 in some parts of Yugoslavia even longer. Upon that will be mentioned some valid Slovenian spatial documents which will be compared with the German legislation. Analyzed will be the number of architect and spatial planners in Slovenia and also their number upon certain region in Slovenia. Based on that will be given also the number from statistical office of Slovenia of the number of buildings between years 2007 and 2012, and described also the collapse of the major construction companies in Slovenia and consequences of that. At the end will be outlined the morality and ethics by spatial interventions and lack of the architectural law in Slovenia as well as the problematic of minimal collaboration between the Ministry of infrastructure and spatial planning with the profession.

Keywords: Architect, history, legislation, Slovenia.

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Authors: N. Zhang, J. S. Kuang, S. Mogili

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To investigate seismic performance of beam-column knee joints, four full-scale reinforced concrete beam-column knee joints, which were fabricated to simulate those in as-built RC frame buildings designed to ACI 318-14 and ACI-ASCE 352R-02, were tested under reversed cyclic loading. In the experimental programme, particular emphasis was given to the effect of horizontal reinforcement (in format of inverted U-shape bars) on the shear strength and ductility capacity of knee joints. Test results are compared with those predicted by four seismic design codes, including ACI 318-14, EC8, NZS3101 and GB50010. It is seen that the current design codes of practice cannot accurately predict the shear strength of seismically designed knee joints.

Keywords: Large-scale tests, RC beam-column knee joints, seismic performance, shear strength.

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Authors: Petr Mohyla, Ivo Hlavatý, Jiří Hrubý, Lucie Krejčí

Abstract:

This work is focused on mechanical properties and microstructure of heat affected zone (HAZ) of steel P92. The thermal cycle simulator was used for modeling a fine grained zone of HAZ. Hardness and impact toughness were measured on simulated samples. Microstructural analysis using optical microscopy was performed on selected samples. Achieved results were compared with the values of a real welded joint. The thermal cycle simulator allows transferring the properties of very small HAZ to the sufficiently large sample where the tests of the mechanical properties can be performed. A satisfactory accordance was found when comparing the microstructure and mechanical properties of real welds and simulated samples.

Keywords: Heat affected zone, impact test, thermal cycle simulator and time of tempering.

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Authors: Hai-Qing Xie, Yun Zeng, Yong-Hong Yan, Guo-Liang Zhang, Tai-Hong Wang

Abstract:

We propose photo-BJMOSFET (Bipolar Junction Metal-Oxide-Semiconductor Field Effect Transistor) fabricated on SOI film. ITO film is adopted in the device as gate electrode to reduce light absorption. I-V characteristics of photo-BJMOSFET obtained in dark (dark current) and under 570nm illumination (photo current) are studied furthermore to achieve high photo-to-dark-current contrast ratio. Two variables in the calculation were the channel length and the thickness of the film which were set equal to six different values, i.e., L=2, 4, 6, 8, 10, and 12μm and three different values, i.e., dsi =100, 200 and 300nm, respectively. The results indicate that the greatest photo-to-dark-current contrast ratio is achieved with L=10μm and dsi=200 nm at VGK=0.6V.

Keywords: Photo-to-dark-current contrast ratio, Photo-current, Dark-current, Process parameter

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Authors: Mohammad Modarres, Shirin Aslani

Abstract:

The goal of this paper is to develop a model to integrate “pricing" and “advertisement" for short life cycle products, such as branded fashion clothing products. To achieve this goal, we apply the concept of “Dynamic Pricing". There are two classes of advertisements, for the brand (regardless of product) and for a particular product. Advertising the brand affects the demand and price of all the products. Thus, the model considers all these products in relation with each other. We develop two different methods to integrate both types of advertisement and pricing. The first model is developed within the framework of dynamic programming. However, due to the complexity of the model, this method cannot be applicable for large size problems. Therefore, we develop another method, called hieratical approach, which is capable of handling the real world problems. Finally, we show the accuracy of this method, both theoretically and also by simulation.

Keywords: Advertising, Dynamic programming, Dynamic pricing, Promotion.

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Authors: An-Shik Yang, Chin-Ting Kuo, Yung-Chun Yang, Wen-Hsin Hsieh, Chiang-Ho Cheng

Abstract:

Optical biosensors have become a powerful detection and analysis tool for wide-ranging applications in biomedical research, pharmaceuticals and environmental monitoring. This study carried out the computational fluid dynamics (CFD)-based simulations to explore the dispersion phenomenon in the micro channel of an optical biosensor. The predicted time sequences of concentration contours were utilized to better understand the dispersion development occurred in different geometric shapes of micro channels. The simulation results showed the surface concentrations at the sensing probe (with the best performance of a grating coupler) in respect of time to appraise the dispersion effect and therefore identify the design configurations resulting in minimum dispersion.

Keywords: CFD simulations, dispersion, microfluidic, optical waveguide sensors.

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Authors: Konstantinos Chalkias, George Filiadis, George Stephanides

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In this paper the authors propose a protocol, which uses Elliptic Curve Cryptography (ECC) based on the ElGamal-s algorithm, for sending small amounts of data via an authentication server. The innovation of this approach is that there is no need for a symmetric algorithm or a safe communication channel such as SSL. The reason that ECC has been chosen instead of RSA is that it provides a methodology for obtaining high-speed implementations of authentication protocols and encrypted mail techniques while using fewer bits for the keys. This means that ECC systems require smaller chip size and less power consumption. The proposed protocol has been implemented in Java to analyse its features and vulnerabilities in the real world.

Keywords: Elliptic Curve Cryptography, ElGamal, authentication protocol.

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Authors: I. Lucas, N. Schomberg, F-A. Couturier

Abstract:

Most empirical studies have analyzed how liquidity risks faced by individual institutions turn into systemic risk. Recent banking crisis has highlighted the importance of grasping and controlling the systemic risk, and the acceptance by Central Banks to ease their monetary policies for saving default or illiquid banks. This last point shows that banks would pay less attention to liquidity risk which, in turn, can become a new important channel of loss. The financial regulation focuses on the most important and “systemic” banks in the global network. However, to quantify the expected loss associated with liquidity risk, it is worth to analyze sensitivity to this channel for the various elements of the global bank network. A small bank is not considered as potentially systemic; however the interaction of small banks all together can become a systemic element. This paper analyzes the impact of medium and small banks interaction on a set of banks which is considered as the core of the network. The proposed method uses the structure of agent-based model in a two-class environment. In first class, the data from actual balance sheets of 22 large and systemic banks (such as BNP Paribas or Barclays) are collected. In second one, to model a network as closely as possible to actual interbank market, 578 fictitious banks smaller than the ones belonging to first class have been split into two groups of small and medium ones. All banks are active on the European interbank network and have deposit and market activity. A simulation of 12 three month periods representing a midterm time interval three years is projected. In each period, there is a set of behavioral descriptions: repayment of matured loans, liquidation of deposits, income from securities, collection of new deposits, new demands of credit, and securities sale. The last two actions are part of refunding process developed in this paper. To strengthen reliability of proposed model, random parameters dynamics are managed with stochastic equations as rates the variations of which are generated by Vasicek model. The Central Bank is considered as the lender of last resort which allows banks to borrow at REPO rate and some ejection conditions of banks from the system are introduced.

Liquidity crunch due to exogenous crisis is simulated in the first class and the loss impact on other bank classes is analyzed though aggregate values representing the aggregate of loans and/or the aggregate of borrowing between classes. It is mainly shown that the three groups of European interbank network do not have the same response, and that intermediate banks are the most sensitive to liquidity risk.

Keywords: Systemic Risk, Financial Contagion, Liquidity Risk, Interbank Market, Network Model.

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Authors: Leila Jafari, Viliam Makis

Abstract:

In this paper, the joint optimization of the economic manufacturing quantity (EMQ), safety stock level, and condition-based maintenance (CBM) is presented for a partially observable, deteriorating system subject to random failure. The demand is stochastic and it is described by a Poisson process. The stochastic model is developed and the optimization problem is formulated in the semi-Markov decision process framework. A modification of the policy iteration algorithm is developed to find the optimal policy. A numerical example is presented to compare the optimal policy with the policy considering zero safety stock.

Keywords: Condition-based maintenance, economic manufacturing quantity, safety stock, stochastic demand.

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