Search results for: Dielectric constant and Dielectric loss.

Authors: Mikhail Vladimirovich Deryabin, Morten Willatzen

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In this work, we address theoretically the influence of red and white Gaussian noise for electronic energies and eigenstates of cylindrically shaped quantum dots. The stochastic effect can be imagined as resulting from crystal-growth statistical fluctuations in the quantum-dot material composition. In particular we obtain analytical expressions for the eigenvalue shifts and electronic envelope functions in the k . p formalism due to stochastic variations in the confining band-edge potential. It is shown that white noise in the band-edge potential leaves electronic properties almost unaffected while red noise may lead to changes in state energies and envelopefunction amplitudes of several percentages. In the latter case, the ensemble-averaged envelope function decays as a function of distance. It is also shown that, in a stochastic system, constant ensembleaveraged envelope functions are the only bounded solutions for the infinite quantum-wire problem and the energy spectrum is completely discrete. In other words, the infinite stochastic quantum wire behaves, ensemble-averaged, as an atom.

Keywords: cylindrical quantum dots, electronic eigen energies, red and white Gaussian noise, ensemble averaging effects.

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Authors: Ankit Agrawal, Ankush Mittal

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A gene network gives the knowledge of the regulatory relationships among the genes. Each gene has its activators and inhibitors that regulate its expression positively and negatively respectively. Genes themselves are believed to act as activators and inhibitors of other genes. They can even activate one set of genes and inhibit another set. Identifying gene networks is one of the most crucial and challenging problems in Bioinformatics. Most work done so far either assumes that there is no time delay in gene regulation or there is a constant time delay. We here propose a Dynamic Time- Lagged Correlation Based Method (DTCBM) to learn the gene networks, which uses time-lagged correlation to find the potential gene interactions, and then uses a post-processing stage to remove false gene interactions to common parents, and finally uses dynamic correlation thresholds for each gene to construct the gene network. DTCBM finds correlation between gene expression signals shifted in time, and therefore takes into consideration the multi time delay relationships among the genes. The implementation of our method is done in MATLAB and experimental results on Saccharomyces cerevisiae gene expression data and comparison with other methods indicate that it has a better performance.

Keywords: Activators, correlation, dynamic time-lagged correlation based method, inhibitors, multi-time delay gene network.

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Authors: Ahmed Abdolkhalig

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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: Harald Rojacz, Markus Varga, Horst Winkelmann

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Within this work High Temperature Single Impact Studies were performed to evaluate deformation mechanisms at different energy and momentum levels. To show the influence of different microstructures and hardness levels and their response to single impacts four different materials were tested at various temperatures up to 700°C. One carbide reinforced NiCrBSi based Metal Matrix Composite and three different steels were tested. The aim of this work is to determine critical energies for fracture appearance and the materials response at different energy and momenta levels. Critical impact loadings were examined at elevated temperatures to limit operating conditions in impact dominated regimes at elevated temperatures. The investigations on the mechanisms were performed using different means of microscopy at the surface and in metallographic cross sections. Results indicate temperature dependence of the occurrence of cracks in hardphase rich materials, such as Metal Matrix Composites High Speed Steels and the influence of different impact momenta at constant energies on the deformation of different steels.

Keywords: Deformation, High Temperature, Metal Matrix Composite, Single Impact Test, Steel.

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Authors: Joel V. Madison, Hans E. Kimmel

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Saturated two-phase fluid flows are often subject to pressure induced oscillations. Due to compressibility the vapor bubbles act as a spring with an asymmetric non-linear characteristic. The volume of the vapor bubbles increases or decreases differently if the pressure fluctuations are compressing or expanding; consequently, compressing pressure fluctuations in a two-phase pipe flow cause less displacement in the direction of the pipe flow than expanding pressure fluctuations. The displacement depends on the ratio of liquid to vapor, the ratio of pressure fluctuations over average pressure and on the exciting frequency of the pressure fluctuations. In addition, pressure fluctuations in saturated vapor bubbles cause condensation and evaporation within the bubbles and change periodically the ratio between liquid to vapor, and influence the dynamical parameters for the oscillation. The oscillations are conforming to an isenthalpic process at constant enthalpy with no heat transfer and no exchange of work. The paper describes the governing non-linear equation for twophase fluid oscillations with condensation and evaporation, and presents steady state approximate solutions for free and for pressure induced oscillations. Resonance criteria and stability are discussed.

Keywords: condensation, evaporation, non-linear oscillations, pressure induced, two-phase flow

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Authors: Mohammad Abdallah

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Due to the constant increase in terrorist attacks, the research and engineering communities have given significant attention to building performance under explosions. This paper presents a methodology for studying and simulating the dynamic responses of steel structures during external detonations, particularly for accurately investigating the impact of incrementing charge weight on the members total behavior, resistance and failure. Prediction damage method was introduced to evaluate the damage level of the steel members based on five scenarios of explosions. Johnson–Cook strength and failure model have been used as well as ABAQUS finite element code to simulate the explicit dynamic analysis, and antecedent field tests were used to verify the acceptance and accuracy of the proposed material strength and failure model. Based on the structural response, evaluation criteria such as deflection, vertical displacement, drift index, and damage level; the obtained results show the vulnerability of steel columns and un-braced steel frames which are designed and optimized to carry dead and live load to resist and endure blast loading.

Keywords: Steel structure, blast load, terrorist attacks, charge weight, damage level.

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Authors: Sura Al-Khafaji, Phil Purnell

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Measurement of the ultrasonic pulse velocity (UPV) is an important tool in diagnostic examination of concrete. In this method piezoelectric transducers are normally held in direct contact with the concrete surface. The current study aims to test the hypothesis that a preferential coupling effect might exist i.e. that the speed of sound measured depends on the couplant used. In this study, different coupling media of varying acoustic impedance were placed between the transducers and concrete samples made with constant aggregate content but with different compressive strengths. The preliminary results show that using coupling materials (both solid and a range of liquid substances) has an effect on the pulse velocity measured in a given concrete. The effect varies depending on the material used. The UPV measurements with solid coupling were higher than these from the liquid coupling at all strength levels. The tests using couplants generally recorded lower UPV values than the conventional test, except when carbon fiber composite was used, which retuned higher values. Analysis of variances (ANOVA) was performed to confirm that there are statistically significant differences between the measurements recorded using a conventional system and a coupled system.

Keywords: Compressive strength, coupling effect, statistical analysis, ultrasonic.

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Authors: Megha Rao, Søren H. Jensen, Xiufu Sun, Anke Hagen, Mogens B. Mogensen

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Solid oxide electrolysis cells have an immense potential in converting CO₂ and H₂O into syngas during co-electrolysis operation. The produced syngas can be further converted into hydrocarbons. This kind of technology is called power-to-gas or power-to-liquid. To produce hydrocarbons via this route, durability of the cells is still a challenge, which needs to be further investigated in order to improve the cells. In this work, various nickel-yttria stabilized zirconia (Ni-YSZ) fuel electrode supported or YSZ electrolyte supported cells, cerium gadolinium oxide (CGO) barrier layer, and an oxygen electrode are investigated for durability under co-electrolysis conditions in both galvanostatic and potentiostatic conditions. While changing the gas on the oxygen electrode, keeping the fuel electrode gas composition constant, a change in the gas concentration arc was observed by impedance spectroscopy. Measurements of open circuit potential revealed the presence of leaks in the setup. It is speculated that the change in concentration impedance may be related to the leaks. Furthermore, the cells were also tested under pressurized conditions to find an inter-play between the leak rate and the pressure. A mathematical modeling together with electrochemical and microscopy analysis is presented.

Keywords: Co-electrolysis, solid oxide electrolysis cells, leaks, durability, gas concentration.

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Authors: Hamid Reza Alipour, Ali Mohammadi Torkashvand

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In composting process, N high-organic wastes loss the great part of its nitrogen as ammonia; therefore, using compost amendments can promote the quality of compost due to the decrease in ammonia volatilization. With regard to the effect of pH on composting, microorganisms- activity and ammonia volatilization, sulfuric acid and alkaline wastewater of paper mill (as liming agent with Ca and Mg ions) were used as compost amendments. Study results indicated that these amendments are suitable for reclamation of compost quality properties. These held nitrogen in compost caused to reduce C/N ratio. Both amendments had a significant effect on total nitrogen, but it should be used sulfuric acid in fewer amounts (20 ml/kg fresh organic wastes); and the more amounts of acid is not proposed.

Keywords: Compost, Paper mill wastewater, sulfuric acid, Ammonia Volatilization.

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Authors: Bei Li, Qiu B. Chen, Chee H. Wong

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In this work, we incorporated a quartic bond potential into a coarse-grained bead-spring model to study lubricant adsorption on a solid surface as well as depletion instability. The surface tension density and the number density profiles were examined to verify the solid-liquid and liquid-vapor interfaces during heat treatment. It was found that both the liquid-vapor interfacial thickness and the solid-vapor separation increase with the temperatureT* when T*is below the phase transition temperature Tc *. At high temperatures (T*>Tc *), the solid-vapor separation decreases gradually as the temperature increases. In addition, we evaluated the lubricant weight and bond loss profiles at different temperatures. It was observed that the lubricant desorption is favored over decomposition and is the main cause of the lubricant failure at the head disk interface in our simulations.

Keywords: Depletion instability, Lubricant film, Thermal adsorption, Molecular dynamics (MD).

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Authors: Abdenour Bourabaa, Mohamed Saighi, Ibrahim Belal

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A numerical study has been conducted to investigate the influence of fin pitch and relative humidity on the heat transfer performance of the fin-and-tube heat exchangers having plain fin geometry under dehumidifying conditions. The analysis is done using the ratio between the heat transfer coefficients in totally wet conditions and those in totally dry conditions using the appropriate correlations for both dry and wet conditions. For a constant relative humidity, it is found that the heat transfer coefficient increases with the increase of the air frontal velocity. By contrast, the fin efficiency decreases when the face velocity is increased. Apparently, this phenomenon is attributed to the path of condensate drainage. For the influence of relative humidity, the results showed an increase in heat transfer performance and a decrease in wet fin efficiency when relative humidity increases. This is due to the higher amount of mass transfer encountered at higher relative humidity. However, it is found that the effect of fin pitch on the heat transfer performance depends strongly on the face velocity. At lower frontal velocity the heat transfer increases with fin pitch. Conversely, an increase in fin pitch gives lower heat transfer coefficients when air velocity is increased.

Keywords: Dehumidifying conditions, Fin efficiency, Heat andmass transfer, Heat exchangers.

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Authors: Muhammad Naveed, Richard Stechow, Sebastian Bolz, Katharina Hobusch, Sabine Weiß

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Solid particle erosion has been identified as a critical wear phenomenon which takes place during operation of aeroengines in dusty environment. The present work discusses the erosion behavior of Ti-44.5Al-6.25Nb-0.8Mo-0.1B alloy (TNB-V4) which finds its application in low pressure gas turbines and can be used for high pressure compressors too. Prior to the erosion tests, the alloy was heat treated to improve the mechanical properties. Afterwards, specimens were eroded at impact angles of 30° and 90° at room and high temperatures (100 °C-400 °C). Volume loss and erosion behavior are studied through gravimetric analysis, whereas erosion mechanisms are characterized through scanning electron microscopy. The results indicate a clear difference in the erosion mechanism for different impact angles. The influence of the test temperature on the erosion behavior of the alloy is also discussed in the present contribution.

Keywords: Solid particle erosion, gamma TiAl, TNB-V4, high temperature erosion.

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Authors: Yasuo Obikane, Sofiane Khelladi

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In the upstream we place a piece of ring and rotate it with 83Hz, 166Hz, 333Hz,and 666H to find the effect of the periodic distortion.In the experiment this type of the perturbation will not allow since the mechanical failure of any parts of the equipment in the upstream will destroy the blade system. This type of study will be only possible by CFD. We use two pumps NS32 (ENSAM) and three blades pump (Tamagawa Univ). The benchmark computations were performed without perturbation parts, and confirm the computational results well agreement in head-flow rate. We obtained the pressure fluctuation growth rate that is representing the global instability of the turbo-system. The fluctuating torque components were 0.01Nm(5000rpm), 0.1Nm(10000rmp), 0.04Nm(20000rmp), 0.15Nm( 40000rmp) respectively. Only for 10000rpm(166Hz) the output toque was random, and it implies that it creates unsteady flow by separations on the blades, and will reduce the pressure loss significantly

Keywords: inlet distorsion, perturbation, turbo-machine

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Authors: Xiang Li, Kui Chen, Bin Wu, Min Zhou

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Sclareolide is made from sclareol by oxidiative synthesis and subsequent crystallization, while the crystallization mother liquor still contains 15%~30%wt of sclareolide to be reclaimed. With the reaction material of sclareol is provided as plant extract, many sorts of complex impurities exist in the mother liquor. Due to the difficulty in recycling sclareolide after solvent recovery, it is common practice for the factories to discard the mother liquor, which not only results in loss of sclareolide, but also contributes extra environmental burden. In this paper, a process based on adsorption and elution has been presented for recycling of sclareolide from mother liquor. After pretreatment of the crystallization mother liquor by HZ-845 resin to remove parts of impurities, sclareolide is adsorbed by HZ-816 resin. The HZ-816 resin loaded with sclareolide is then eluted by elution solvent. Finally, the eluent containing sclareolide is concentrated and fed into the crystallization step in the process. By adoption of the recycle from mother liquor, total yield of sclareolide increases from 86% to 90% with a stable purity of the final sclareolide products maintained.

Keywords: Sclareolide, resin, adsorption, chromatography.

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Authors: S. Gupta, R. Chadha

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Five crystal modifications of water insoluble artesunate were generated by recrystallizing it from various solvents with improved physicochemical properties. These generated crystal forms were characterized to select the most potent and soluble form. SEM of all the forms showed changes in external shape leading them to be different morphologically. DSC thermograms of Form III and Form V showed broad endotherm peaks at 83.04oC and 76.96oC prior to melting fusion of drug respectively. Calculated weight loss in TGA revealed that Form III and Form V are methanol and acetone solvates respectively. However, few additional peaks were appeared in XRPD pattern in these two solvate forms. All forms exhibit exothermic behavior in buffer and two solvates display maximum ease of molecular release from the lattice. Methanol and acetone solvates were found to be most soluble forms and exhibited higher antimalarial efficacy showing higher survival rate (83.3%) after 30 days.

Keywords: Artesunate, Crystal modifications, in vivo studies, Recrystallization.

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Authors: M. Shanmugapriya, M. A. Maluk Mohamed, J. William

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A wireless sensor network (WSN) is a collection of sensor nodes organized into a cooperative network. These nodes communicate through a wireless antenna. Reduction in physical size and multiband operation is an important requirement of WSN antenna. Fractal antenna is used for miniaturization and multiband operation. The self-similar or self-affine and space filling property of fractal geometry increases the effective electrical length of the antenna, reduces the size and make them frequency independent. This paper elaborates on Dual band fractal antenna with Coplanar Waveguide (CPW) feed for WSN. The proposed antenna is designed on a FR4 substrate with the dimension of 27mm x 28.5mm x 1.6mm, resonates at 2.4GHz and 5.2GHz with a return loss less than -10dB. The design and simulation process is carried out using IE3D simulation software. The simulated and measured results are found in good agreement.

Keywords: CPW, Fractal, Iterations, Miniaturization, Space filling, Self Similar, WSN, WLAN.

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Authors: A. Shahsavari, M. Nili-Ahmadabadi

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This paper presents an innovative one-dimensional optimization of a transonic compressor based on the radial equilibrium theory by means of increasing blade loading. Firstly, the rotor blade of the transonic compressor is redesigned based on the constant span-wise deHaller number and diffusion. The code is applied to extract compressor meridional plane and blade to blade geometry containing rotor and stator in order to design blade three-dimensional view. A structured grid is generated for the numerical domain of fluid. Finer grids are used for regions near walls to capture boundary layer effects and behavior. RANS equations are solved by finite volume method for rotating zones (rotor) and stationary zones (stator). The experimental data, available for the performance map of NASA Rotor67, is used to validate the results of simulations. Then, the capability of the design method is validated by CFD that is capable of predicting the performance map. The numerical results of new geometry show about 19% increase in pressure ratio and 11% improvement in overall efficiency of the transonic stage; however, the design point mass flow rate of the new compressor is 5.7% less than that of the original compressor.

Keywords: One dimensional design, deHaller number, radial equilibrium, transonic compressor.

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Authors: Paola Lecca, Lorenzo Dematte, Corrado Priami

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The present models and simulation algorithms of intracellular stochastic kinetics are usually based on the premise that diffusion is so fast that the concentrations of all the involved species are homogeneous in space. However, recents experimental measurements of intracellular diffusion constants indicate that the assumption of a homogeneous well-stirred cytosol is not necessarily valid even for small prokaryotic cells. In this work a mathematical treatment of diffusion that can be incorporated in a stochastic algorithm simulating the dynamics of a reaction-diffusion system is presented. The movement of a molecule A from a region i to a region j of the space is represented as a first order reaction Ai k- ! Aj , where the rate constant k depends on the diffusion coefficient. The diffusion coefficients are modeled as function of the local concentration of the solutes, their intrinsic viscosities, their frictional coefficients and the temperature of the system. 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 intrinsic reaction kinetics and diffusion dynamics. To demonstrate the method the simulation results of the reaction-diffusion system of chaperoneassisted protein folding in cytoplasm are shown.

Keywords: Reaction-diffusion systems, diffusion coefficient, stochastic simulation algorithm.

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Authors: Seema Sharma Kaushik, Dhananjoy Shaw

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Various length dimensions of the body have been a variable of interest in the research areas of kinanthropometry. However the inclusion of length measurements in various studies remains restricted to reflect characteristics of a particular game/sport at a particular time. Hence, the present investigation was conducted to study various length dimensions correlates of a longitudinal physical conditioning program on Indian male youth. The study was conducted on 90 Indian male youth. The sample was equally divided into three groups namely, progressive load training (PLT), constant load training (CLT) and no load training (NL). The variables included sitting height, leg length, arm length and foot length. The study was conducted by adopting the multi group repeated measure design. Three different groups were measured four times after completion of each of the three meso-cycles of six-weeks duration each. The measurements were taken using the standard landmarks and procedures. Mean, standard deviation and analysis of co-variance were computed to analyze the data statistically. The post-hoc analysis was conducted for the significant F-ratios at 0.05 level. The study concluded that the followed longitudinal physical conditioning program had significant effect on various length dimensions of Indian male youth.

Keywords: Indian male youth, longitudinal, length dimensions, physical conditioning.

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

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Fuel rod analysis program transient (FRAPTRAN)  code was used to study the fuel rod performance during a postulated  large break loss of coolant accident (LBLOCA) in Maanshan nuclear  power plant (NPP). Previous transient results from thermal hydraulic  code, TRACE, with the same LBLOCA scenario, were used as input  boundary conditions for FRAPTRAN. The simulation results showed  that the peak cladding temperatures and the fuel centerline  temperatures were all below the 10CFR50.46 LOCA criteria. In  addition, the maximum hoop stress was 18 MPa and the oxide  thickness was 0.003mm for the present simulation cases, which are all  within the safety operation ranges. The present study confirms that this  analysis method, the FRAPTRAN code combined with TRACE, is an  appropriate approach to predict the fuel integrity under LBLOCA with  operational ECCS.

 

Keywords: —FRAPTRAN, TRACE, LOCA, PWR.

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Authors: G. Minak, D. Ghelli, A. Zucchelli

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This paper presents the results of an experimental characterization of a glass fibre-epoxy composite. The behavior of the traditional two-phase composite has been compared with the one of a new three-phase composite where the epoxy matrix was modified by addition of a 3% weight fraction of montmorillonite nano-particles. Two different types of nano-clays, Cloisite® 30B and RXG7000, produced by Southern Clay Products Inc., have been considered. Three-point bending tests, both monotonic and cyclic, were carried out. A strong reduction of the ultimate flexural strength upon nano-modification has been observed in quasi-static tests. Fatigue tests yielded a smaller strength loss. In both quasi-static and fatigue tests a more pronounced tendency to delamination has been noticed in three-phase composites, especially in the case of 30B nano-clay, with respect to the standard two-phase glass fiber composite.

Keywords: Bending fatigue, epoxy resin, glass fiber, montmorillonite.

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Authors: Sandesh Achar

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Cloud computing security is a broad term that covers a variety of security concerns for organizations that use cloud services. Multi-cloud service providers must consider several factors when addressing security for their customers, including identity and access management, data at rest and in transit, egress and ingress traffic control, vulnerability and threat management, and auditing. This paper explores each of these aspects of cloud security in detail and provides recommendations for best practices for multi-cloud service providers. It also discusses the challenges inherent in securing a multi-cloud environment and offers solutions for overcoming these challenges. By the end of this paper, readers should have a good understanding of the various security concerns associated with multi-cloud environments in the context of today’s modern cyber threats and how to address them.

Keywords: Multi-cloud service, SOC, system organization control, data loss prevention, DLP, identity and access management, IAM.

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Authors: Diogen Babuc

Abstract:

The question that is a motivation of writing is how many devote themselves to discovering something in the world of science where much is discerned and revealed, but at the same time, much is unknown. The insightful elements of this algorithm are the ciphering and deciphering algorithms of Playfair, Caesar, and Vigen`ere. Only a few of their main properties are taken and modified, with the aim of forming a specific functionality of the algorithm called Latin Djokovic. Specifically, a string is entered as input data. A key k is given, with a random value between the values a and b = a+3. The obtained value is stored in a variable with the aim of being constant during the run of the algorithm. In correlation to the given key, the string is divided into several groups of substrings, and each substring has a length of k characters. The next step involves encoding each substring from the list of existing substrings. Encoding is performed using the basis of Caesar algorithm, i.e. shifting with k characters. However, that k is incremented by 1 when moving to the next substring in that list. When the value of k becomes greater than b + 1, it will return to its initial value. The algorithm is executed, following the same procedure, until the last substring in the list is traversed. Using this polyalphabetic method, ciphering and deciphering of strings are achieved. The algorithm also works for a 100-character string. The x character is not used when the number of characters in a substring is incompatible with the expected length. The algorithm is simple to implement, but it is questionable if it works better than the other methods, from the point of view of execution time and storage space.

Keywords: Ciphering and deciphering, Authentic Algorithm, Polyalphabetic Cipher, Random Key, methods comparison.

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Authors: Sarah Beaver, Renee Bryce

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Audiograms detect hearing impairment, but missing values pose problems. This work explores imputations in an attempt to improve accuracy. This work implements Linear Regression, Lasso, Linear Support Vector Regression, Bayesian Ridge, K Nearest Neighbors (KNN), and Random Forest machine learning techniques to impute audiogram frequencies ranging from 125 Hz to 8000 Hz. The data contain patients who had or were candidates for cochlear implants. Accuracy is compared across two different Nested Cross-Validation k values. Over 4000 audiograms were used from 800 unique patients. Additionally, training on data combines and compares left and right ear audiograms versus single ear side audiograms. The accuracy achieved using Root Mean Square Error (RMSE) values for the best models for Random Forest ranges from 4.74 to 6.37. The R2 values for the best models for Random Forest ranges from .91 to .96. The accuracy achieved using RMSE values for the best models for KNN ranges from 5.00 to 7.72. The R2 values for the best models for KNN ranges from .89 to .95. The best imputation models received R2 between .89 to .96 and RMSE values less than 8dB. We also show that the accuracy of classification predictive models performed better with our imputation models versus constant imputations by a two percent increase.

Keywords: Machine Learning, audiograms, data imputations, single imputations.

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Authors: R. Malekian, J. Abedi-Koupai, S. S. Eslamian

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Nitrogen loss from irrigated cropland, particularly sandy soils, significantly contributes to nitrate (NO3 -) levels in surface and groundwaters. Thus, it is of great interest to use inexpensive natural products that can increase the fertilizer efficiency and decrease nitrate leaching. In this study, the ability of natural Iranian zeolite clinoptilolite (Cp) and surfactant modified zeolite clinoptilolite (SMZ) to remove NH4 + and NO3 -, respectively, from aqueous solutions was determined. The feasibility of using Cp and SMZ as soil amendment to reduce nitrate leaching from soil using lysimeters was also investigated. Zeolite showed 10.23% to 88.42% NH4 + removal efficiency over a wide range of initial NH4 + concentrations. Nitrate removal efficiency by SMZ was 32.26% to 82.26%. Field study results showed that Cp and SMZ significantly (p < 0.05) reduced leachate NO3-N concentration compared to control. There was no significant difference between maximum and mean leachate NO3-N concentration of SMZ lysimeters and those of Cp lysimeters.

Keywords: Ammonium removal, Leaching, Nitrate removal, Surfactant modified zeolite

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Authors: Udeme O. Ini, Edikan E. Akpanibah

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This paper studies the optimal investment strategies for a plan member (PM) in a defined contribution (DC) pension scheme with transaction cost, taxes on invested funds and couple risky assets (stocks) under the Ornstein-Uhlenbeck (O-U) process. The PM’s portfolio is assumed to consist of a risk-free asset and two risky assets where the two risky assets are driven by the O-U process. The Legendre transformation and dual theory is use to transform the resultant optimal control problem which is a nonlinear partial differential equation (PDE) into linear PDE and the resultant linear PDE is then solved for the explicit solutions of the optimal investment strategies for PM exhibiting constant absolute risk aversion (CARA) using change of variable technique. Furthermore, theoretical analysis is used to study the influences of some sensitive parameters on the optimal investment strategies with observations that the optimal investment strategies for the two risky assets increase with increase in the dividend and decreases with increase in tax on the invested funds, risk averse coefficient, initial fund size and the transaction cost.

Keywords: Ornstein-Uhlenbeck process, portfolio management, Legendre transforms, CARA utility.

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Authors: Cristina G. Dascâlu, Corina Dima Cozma, Elena Carmen Cotrutz

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The medical data statistical analysis often requires the using of some special techniques, because of the particularities of these data. The principal components analysis and the data clustering are two statistical methods for data mining very useful in the medical field, the first one as a method to decrease the number of studied parameters, and the second one as a method to analyze the connections between diagnosis and the data about the patient-s condition. In this paper we investigate the implications obtained from a specific data analysis technique: the data clustering preceded by a selection of the most relevant parameters, made using the principal components analysis. Our assumption was that, using the principal components analysis before data clustering - in order to select and to classify only the most relevant parameters – the accuracy of clustering is improved, but the practical results showed the opposite fact: the clustering accuracy decreases, with a percentage approximately equal with the percentage of information loss reported by the principal components analysis.

Keywords: Data clustering, medical data, principal components analysis.

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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: S. Kulsri, M. Jaroensutasinee, K. Jaroensutasinee

Abstract:

We developed a method based on quasi-molecular modelling to simulate the fall of water drops on horizontally smooth and rough surfaces. Each quasi-molecule was a group of particles that interacted in a fashion entirely analogous to classical Newtonian molecular interactions. When a falling water droplet was simulated at low impact velocity on both smooth and rough surfaces, the droplets moved periodically (i.e. the droplets moved up and down for a certain period, finally they stopped moving and reached a steady state), spreading and recoiling without splash or break-up. Spreading rates of falling water droplets increased rapidly as time increased until the spreading rate reached its steady state at time t ~ 0.25 s for rough surface and t ~ 0.40 s for smooth surface. The droplet height above both surfaces decreased as time increased, remained constant after the droplet diameter attained a maximum value and reached its steady state at time t ~ 0.4 s. However, rough surface had higher spreading rates of falling water droplets and lower height on the surface than smooth one.

Keywords: Quasi-molecular modelling, particle modelling, molecular aggregate approach.

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Authors: G. Poonkuzhali, K.Thiagarajan, K.Sarukesi, G.V.Uma

Abstract:

The emergence of the Internet has brewed the revolution of information storage and retrieval. As most of the data in the web is unstructured, and contains a mix of text, video, audio etc, there is a need to mine information to cater to the specific needs of the users without loss of important hidden information. Thus developing user friendly and automated tools for providing relevant information quickly becomes a major challenge in web mining research. Most of the existing web mining algorithms have concentrated on finding frequent patterns while neglecting the less frequent ones that are likely to contain outlying data such as noise, irrelevant and redundant data. This paper mainly focuses on Signed approach and full word matching on the organized domain dictionary for mining web content outliers. This Signed approach gives the relevant web documents as well as outlying web documents. As the dictionary is organized based on the number of characters in a word, searching and retrieval of documents takes less time and less space.

Keywords: Outliers, Relevant document, , Signed Approach, Web content mining, Web documents..

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